100%(3)100% found this document useful (3 votes) 2K views225 pagesIntroduction To Mathematical Statistics
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Robert V. Hogg
Allen T. Craig
THE UNIVERSITY OF 10WA
Introduction to
Mathematical
Statistics
Fourth Edition
Macmillan Publishing Co., Inc.
Collier Macmillan Publishers
LONDON ey 19, Mata Putin Ca ee.
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(Tica any try sy an Sten mechan
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Preface
‘We are much indebted to our clleagues throughout the country who
have so generouly provided with suggestions on bath the order of
preseatation and the kind of mater to be lade in Us edition of
Introduction i Mathomatial Statistic. We believe that you wil id
the book much mote adaptable for claszoom swe than the previous
‘dition. Again, esentilly all he distribution theory that is needed is
found in the frst five chapters. Estimation and tets of statistical
Inypotheses,incading nonparaeterie methods follow in Chapter 6,7,
8, tnd 9, reapetivaly. However, scent statistics ean be intodusnd|
catlier by considering Chapter 10 immediatly after Chapter 6 on
‘stimation. Many ofthe topics of Chapter IH are sch that they may
ako be iirodaced sooner! the Rao-Cramér inequality (11) and
fobuststination (11.7) after measures of the quality of estimators
(62), sequontal analysis (112) after bet test (7.2), mail com
patbon (13) after the analysis of variance (8S), and casaieaton
(014) after materia onthe samplecorelition xeicient (87). With thie
Aexibity the fst eight chapters ca easily be covered in courses of
tither sk semester hours or wght quarter hour, supplementing with
the various topics ftom Chapters 9 throgh 11 asthe teacher chowes
ad asthe ime permits Ina longer course, we hope any teachers and
Sdents wil Be interested in the topies of stochstie independence
(LS), robustness (116 and 11.7, multivariate normal dietbations
(021), and quadratic fers (12.2 and 123),
‘Weare obligated to Catherine M. Thompon and Masine Merington
and to Profs ES. Pearon for permison to include Tables I and
Y, which are abridgments and adaptations of tables published in
Bionarta. We wish to thank Oliver & Boyd Lid, Balnburg for
permission tneinde Table IV, which san absidgment and adaptation “ Preface
of Table from the bok Static! Tables or Biologia, Agvcutura,
Sha Madi! Research by the late Profesor Sit Ronald A, Fishes,
Cambridge, and Dr. Frank Yates, Rothamsted, Finally, we wish ©
funk Mes, Koren Hone foe ber frstcace help ithe preparation of
RV
ATC
Contents
Chapter 1
Distributions of Random Variables 1
14 Intedtion
12 Alger of Sets
13 Set Foncsone 8)
1A The Prbblty Set Function 12
1S. Random Variables 18
17 The Ditibution Function JP
18 Corin Prabty Mole 38
1.10 Some Special Matematiol Bapectations 48
TI Chess’ Ineqaty 5
Chapter 2
Conditional Probability and Stochastic Independence 6
21. Conditional Prtabty 61
22, Marginal and Contonl Disibatons 65
21. The Condathn Confit 22
24 toca Independence 8
Chapter 3
Some Special Distributions 0
41° The Bigomil, Tito and Muloomil Distbatons 99
32 ‘The Poiwon Dicibton
533 The Gamma and Chi Square Ditbatiane 105
34 The Normal Dstriton 108
1S The Bivarite Normal Dstsbaton 127
