Page 678 - Probability and Statistical Inference

Index 655

distribution 200-201, 615 Lower-sided 417
Completeness 319, 605-606, One-sided 396, 404-406,
616 418, 422-423
Confidence interval 441, 467, Two-sided 396, 425-428
602, 609-612 Null 395
Conditional inference 310, 316- Simple 396
317, 600-603, 614-616 Power 399
Cornish-Fisher expansions 267- Power function 399-400
268
Correlation coefficient 121, 217 Type I error 396-398
Decision theory 478, 597, 619- Type II error 396-398
620 Hypotheses testing; see Tests of
Fiducial distribution 441, 478, hypotheses
600-603
Frequentist concepts 6, 37, 39, I
46, 88, 159, 598-600, 607,
609-612, 614-620 Independence of events 10
Information 301, 596-597, 614- Mutually 11
616 Pairwise 11
Limit theorem 595, 597-599, Independence of random variables
604 125-126, 167
Maximum likelihood estimation Zero correlation 139-141
540-541, 600-601, 609-612, Inequality
614-616 Bernstein-Chernoff 146
Point estimation 342-343, 345, Bonferroni 157
351, 356, 358, 365-366, 381- Applications 157, 175,
382, 387-388, 605, 614-616 451-471
Probability theory 597-599, Cauchy-Schwarz 149
603-604, 615 Applications 150-151,
Sample correlation coefficient
217, 602 156-157, 174-175, 368
Probability distribution 217, Central absolute moment 159
526, 561 Applications 158
Selected brief biographies 593- Covariance 150; see also
621 Cauchy-Schwarz inequality
Sequential analysis 571-572, Applications 122-123, 150-151,
597, 607, 619-620 156-157, 368
Student’s t distribution 601, Cramér-Rao 366
618-619 Applications 369-370, 374-375
Subjectivist probability 14, 477, Non-iid case 374-375
598, 616 Hölder’s 156
Sufficiency 281, 289, 596, 600, Applications 157-157
605-606, 609-610, 614-616 Information; see Cramér-Rao
Tests of hypotheses 395, 428, inequality
507, 567, 595, 602, 605-606, Jensen’s 154
609-612, 614-616
Hölder’s inequality 156-157 Applications 155-156
Hypergeometric distribution 56 Concave function 152-153,
Hypothesis 395 156, 174-175
Alternative 395 Convex function 152-153,