Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Standard view
Full view
of .

1.2.9 Simple methods are essential
1.2.10 It is convenient to classify data into several broad
2.1 Describing Central Tendency and Varia-
2.1.2 Exploratory methods can be sophisticated
2.2 Data Transformations
2.2.1 Positive values are often transformed by loga-
2.2.2 Non-logarithmic transformations are sometimes
3.1 The Calculus of Probability
3.1.1 Probabilities are deﬁned on sets of uncertain events
bility that A occurs given that B occurs
3.2 Random Variables
3.2.1 Random variables take on values determined by
able is found by the change of variables formula
3.3 The Empirical Cumulative Distribution
gross departures from a distributional form
4.1 Two or More Random Variables
4.2 Bivariate Dependence
ables are obtained from conditional densities
the regression of Y on X
4.3 Multivariate Dependence
quantiﬁed by mutual information
to Bayes’ Theorem for events
5.2 The Poisson Distribution
5.3 The Normal Distribution
5.4 Some Other Common Distributions
5.5 Multivariate Normal Distributions
6.1 Random Sequencesand the Sample Mean
6.2 The Law of Large Numbers
converges to the theoretical mean
6.2.2 The empirical cdf converges to the theoretical
6.3 The Central Limit Theorem
7.2 The Problem of Estimation
7.3 Conﬁdence Intervals
7.3.2 Estimation of a normal mean is a paradigm case
Theorem may be invoked
tained using the standard error s/√n
7.3.5 Standard errors lead immediately to conﬁdence
to two digits in the standard error
desired size of standard error
7.3.9 Bayes’ Theorem may be used to assess uncer-
8.1 Mean Squared Error
8.1.1 Mean squared error is bias squared plus variance
8.3.3 MLEs transform along with parameters
8.3.4 In large samples, ML estimation is approximately
8.3.5 Under normality, ML produces the weighted mean
8.4 Multiparameter Maximum Likelihood
8.4.1 The MLE solves a set of partial diﬀerential equa-
ML estimation
ML estimation, some care is needed
8.4.5 Maximum likelihood may produce bad estimates
9.1 Propagation of Uncertainty
distribution of the random variable Y = f(X)
9.2 The Bootstrap
an estimated parametric distribution
10.1 Chi-Squared Statistics
10.1.3 The rarity of a large chi-squared is judged by
10.2 Null Hypotheses
10.2.1 Statistical models are often considered null hy-
value of a parameter within a statistical model
10.3 Testing Null Hypotheses
variable is a paradigm case
10.3.4 Computer simulation may be used to ﬁnd p-
10.4 Interpretation and Properties of Tests
probability of correctly rejecting H0
11.3 Multiple Tests
12.3 Evidence of a Linear Trend
according to the general formula
tained from a t-test concerning the slope
12.4 Correlation and Regression
12.4.2 Association is not causation
12.5 Multiple Linear Regression
mial regression and cosine regression
13.1 One-Way and Two-Way ANOVA
13.1.1 ANOVA is based on a linear model
F-test reduces to a t-test
tor while adjusting for the other factor
13.2 ANOVA as Regression
13.2.2 In multi-way ANOVA, interactions are often of
13.3 Nonparametric Methods
obtained by replacing data values with their
13.4.1 Randomization eliminates eﬀects of confound-
13.4.2 Observational studies often produce substantial
14.1 Logistic Regression
14.2 Poisson Regression
14.3 Nonlinear Regression
14.4 Generalized Linear Models
16.1 Smoothers
16.1.1 Linear smoothers are fast
16.2 Splines
16.3 Local Fitting
0 of .
Results for:
P. 1
Kass SAM

# Kass SAM

Ratings: (0)|Views: 5,489|Likes:

Published by: jamesjun on Mar 17, 2011

### Availability:

Read on Scribd mobile: iPhone, iPad and Android.
See more
See less

10/06/2012

pdf

text

original

You're Reading a Free Preview
Pages 10 to 177 are not shown in this preview.
You're Reading a Free Preview
Pages 187 to 233 are not shown in this preview.
You're Reading a Free Preview
Pages 243 to 323 are not shown in this preview.
You're Reading a Free Preview
Pages 333 to 411 are not shown in this preview.
You're Reading a Free Preview
Pages 421 to 453 are not shown in this preview.

## Activity (3)

You've already reviewed this. Edit your review.