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| 41 | 6 >>> Options |
41 | 6 >>> Options |
| 42 | 6.1 >>> Introduction to Options |
42 | 6.1 >>> Introduction to Options |
| 43 | 6.2 >>> Hedging Strategies |
43 | 6.2 >>> Hedging Strategies |
| 44 | 6.3 >>> Binomial Trees |
44 | 6.3 >>> Binomial Trees |
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45 | |
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46 | TitleText('Mathematical Statistics') |
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47 | EditionText('6') |
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48 | AuthorText('Wackerly, Mendenhall, Scheaffer') |
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49 | |
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50 | 1 >>> What Is Statistics? |
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51 | 1.1 >>> Introduction |
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52 | 1.2 >>> Characterizing a Set of Measurements: Graphical Methods |
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53 | 1.3 >>> Characterizing a Set of Measurements: Numerical Methods |
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54 | 1.4 >>> How Inferences Are Made |
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55 | 1.5 >>> Theory and Reality |
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56 | 1.6 >>> Summary |
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57 | 2 >>> Probability |
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58 | 2.1 >>> Introduction |
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59 | 2.2 >>> Probability and Inference |
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60 | 2.3 >>> A Review of Set Notation |
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61 | 2.4 >>> A Probabilistic Model for an Experiment: The Discrete Case |
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62 | 2.5 >>> Calculating the Probability of an Event: The Sample-Point Method |
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63 | 2.6 >>> Tools for Counting Sample Points |
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64 | 2.7 >>> Conditional Probability and the Independence of Events |
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65 | 2.8 >>> Two Laws of Probability |
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66 | 2.9 >>> Calculating the Probability of an Event: The Event-Composition Methods |
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67 | 2.10 >>> The Law of Total Probability and Bayes's Rule |
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68 | 2.11 >>> Numerical Events and Random Variables |
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69 | 2.12 >>> Random Sampling |
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70 | 2.13 >>> Summary |
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71 | 3 >>> Discrete Random Variables and Their Probability Distributions |
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72 | 3.1 >>> Basic Definition |
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73 | 3.2 >>> The Probability Distribution for Discrete Random Variable |
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74 | 3.3 >>> The Expected Value of Random Variable or a Function of Random Variable |
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75 | 3.4 >>> The Binomial Probability Distribution |
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76 | 3.5 >>> The Geometric Probability Distribution |
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77 | 3.6 >>> The Negative Binomial Probability Distribution |
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78 | 3.7 >>> The Hypergeometric Probability Distribution |
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79 | 3.8 >>> Moments and Moment-Generating Functions |
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80 | 3.9 >>> Probability-Generating Functions |
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81 | 3.10 >>> Tchebysheff's Theorem |
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82 | 3.11 >>> Summary |
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83 | 4 >>> Continuous Random Variables and Their Probability Distributions |
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84 | 4.1 >>> Introduction |
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85 | 4.2 >>> The Probability Distribution for Continuous Random Variable |
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86 | 4.3 >>> The Expected Value for Continuous Random Variable |
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87 | 4.4 >>> The Uniform Probability Distribution |
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88 | 4.5 >>> The Normal Probability Distribution |
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89 | 4.6 >>> The Gamma Probability Distribution |
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90 | 4.7 >>> The Beta Probability Distribution |
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91 | 4.8 >>> Some General Comments |
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92 | 4.9 >>> Other Expected Values |
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93 | 4.10 >>> Tchebysheff's Theorem |
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94 | 4.11 >>> Expectations of Discontinuous Functions and Mixed Probability Distributions |
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95 | 4.12 >>> Summary |
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96 | 5 >>> Multivariate Probability Distributions |
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97 | 5.1 >>> Introduction |
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98 | 5.2 >>> Bivariate and Multivariate Probability Distributions |
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99 | 5.3 >>> Independent Random Variables |
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100 | 5.4 >>> The Expected Value of a Function of Random Variables |
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101 | 5.5 >>> Special Theorems |
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102 | 5.6 >>> The Covariance of Two Random Variables |
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103 | 5.7 >>> The Expected Value and Variance of Linear Functions of Random Variables |
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104 | 5.8 >>> The Multinomial Probability Distribution |
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105 | 5.9 >>> The Bivariate Normal Distribution |
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106 | 5.10 >>> Conditional Expectations |
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107 | 5.11 >>> Summary |
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108 | 6 >>> Functions of Random Variables |
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109 | 6.1 >>> Introductions |
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110 | 6.2 >>> Finding the Probability Distribution of a Function of Random Variables |
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111 | 6.3 >>> The Method of Distribution Functions |
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112 | 6.4 >>> The Methods of Transformations |
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113 | 6.5 >>> Multivariable Transformations Using Jacobians |
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114 | 6.6 >>> Order Statistics |
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115 | 6.7 >>> Summary |
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116 | 7 >>> Sampling Distributions and the Central Limit Theorem |
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117 | 7.1 >>> Introduction |
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118 | 7.2 >>> Sampling Distributions Related to the Normal Distribution |
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119 | 7.3 >>> The Central Limit Theorem |
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120 | 7.4 >>> A Proof of the Central Limit Theorem |
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121 | 7.5 >>> The Normal Approximation to the Binomial Distributions |
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122 | 7.6 >>> Summary |
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123 | 8 >>> Estimation |
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124 | 8.1 >>> Introduction |
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125 | 8.2 >>> The Bias and Mean Square Error of Point Estimators |
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126 | 8.3 >>> Some Common Unbiased Point Estimators |
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127 | 8.4 >>> Evaluating the Goodness of Point Estimator |
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128 | 8.5 >>> Confidence Intervals |
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129 | 8.6 >>> Large-Sample Confidence Intervals Selecting the Sample Size |
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130 | 8.7 >>> Small-Sample Confidence Intervals for u and u1-u2 |
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131 | 8.8 >>> Confidence Intervals for o2 |
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132 | 8.9 >>> Summary |
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133 | 9 >>> Properties of Point Estimators and Methods of Estimation |
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134 | 9.1 >>> Introduction |
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135 | 9.2 >>> Relative Efficiency |
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136 | 9.3 >>> Consistency |
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137 | 9.4 >>> Sufficiency |
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138 | 9.5 >>> The Rao-Blackwell Theorem and Minimum-Variance Unbiased Estimation |
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139 | 9.6 >>> The Method of Moments |
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140 | 9.7 >>> The Method of Maximum Likelihood |
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141 | 9.8 >>> Some Large-Sample Properties of MLEs |
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142 | 9.9 >>> Summary |
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143 | 10 >>> Hypothesis Testing |
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144 | 10.1 >>> Introduction |
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145 | 10.2 >>> Elements of a Statistical Test |
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146 | 10.3 >>> Common Large-Sample Tests |
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147 | 10.4 >>> Calculating Type II Error Probabilities and Finding the Sample Size for the Z Test |
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148 | 10.5 >>> Relationships Between Hypothesis Testing Procedures and Confidence Intervals |
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149 | 10.6 >>> Another Way to Report the Results of a Statistical Test: Attained Significance Levels or p-Values |
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150 | 10.7 >>> Some Comments on the Theory of Hypothesis Testing |
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151 | 10.8 >>> Small-Sample Hypothesis Testing for u and u1-u2 |
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152 | 10.9 >>> Testing Hypotheses Concerning Variances |
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153 | 10.10 >>> Power of Test and the Neyman-Pearson Lemma |
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154 | 10.11 >>> Likelihood Ration Test |
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155 | 10.12 >>> Summary |
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156 | 11 >>> Linear Models and Estimation by Least Squares |
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157 | 11.1 >>> Introduction |
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158 | 11.2 >>> Linear Statistical Models |
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159 | 11.3 >>> The Method of Least Squares |
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160 | 11.4 >>> Properties of the Least Squares Estimators for the Simple Linear Regression Model |
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161 | 11.5 >>> Inference Concerning the Parameters BI |
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162 | 11.6 >>> Inferences Concerning Linear Functions of the Model Parameters: Simple Linear Regression |
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163 | 11.7 >>> Predicting a Particular Value of Y Using Simple Linear Regression |
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164 | 11.8 >>> Correlation |
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165 | 11.9 >>> Some Practical Examples |
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166 | 11.10 >>> Fitting the Linear Model by Using Matrices |
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167 | 11.11 >>> Properties of the Least Squares Estimators for the Multiple Linear Regression Model |
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168 | 11.12 >>> Inferences Concerning Linear Functions of the Model Parameters: Multiple Linear Regression |
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169 | 11.13 >>> Prediction a Particular Value of Y Using Multiple Regression |
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170 | 11.14 >>> A Test for H0: Bg+1 + Bg+2 = ? = Bk = 0 |
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171 | 11.15 >>> Summary and Concluding Remarks |
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172 | 12. >>> Considerations in Designing Experiments |
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173 | 12.1 >>> The Elements Affecting the Information in a Sample |
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174 | 12.2 >>> Designing Experiment to Increase Accuracy |
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175 | 12.3 >>> The Matched Pairs Experiment |
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176 | 12.4 >>> Some Elementary Experimental Designs |
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177 | 12.5 >>> Summary |
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178 | 13 >>> The Analysis of Variance |
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179 | 13.1 >>> Introduction |
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180 | 13.2 >>> The Analysis of Variance Procedure |
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181 | 13.3 >>> Comparison of More than Two Means: Analysis of Variance for a One-way Layout |
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182 | 13.4 >>> An Analysis of Variance Table for a One-Way Layout |
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183 | 13.5 >>> A Statistical Model of the One-Way Layout |
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184 | 13.6 >>> Proof of Additivity of the Sums of Squares and E (MST) for a One-Way Layout |
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185 | 13.7 >>> Estimation in the One-Way Layout |
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186 | 13.8 >>> A Statistical Model for the Randomized Block Design |
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187 | 13.9 >>> The Analysis of Variance for a Randomized Block Design |
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188 | 13.10 >>> Estimation in the Randomized Block Design |
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189 | 13.11 >>> Selecting the Sample Size |
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190 | 13.12 >>> Simultaneous Confidence Intervals for More than One Parameter |
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191 | 13.13 >>> Analysis of Variance Using Linear Models |
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192 | 13.14 >>> Summary |
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193 | 14 >>> Analysis of Categorical Data |
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194 | 14.1 >>> A Description of the Experiment |
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195 | 14.2 >>> The Chi-Square Test |
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196 | 14.3 >>> A Test of Hypothesis Concerning Specified Cell Probabilities: A Goodness-of-Fit Test |
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197 | 14.4 >>> Contingency Tables |
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198 | 14.5 >>> r x c Tables with Fixed Row or Column Totals |
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199 | 14.6 >>> Other Applications |
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200 | 14.7 >>> Summary and Concluding Remarks |
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201 | 15. >>> Nonparametric Statistics |
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202 | 15.1 >>> Introduction |
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203 | 15.2 >>> A General Two-Sampling Shift Model |
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204 | 15.3 >>> A Sign Test for a Matched Pairs Experiment |
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205 | 15.4 >>> The Wilcoxon Signed-Rank Test for a Matched Pairs Experiment |
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206 | 15.5 >>> The Use of Ranks for Comparing Two Population Distributions: Independent Random Samples |
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207 | 15.6 >>> The Mann-Whitney U Test: Independent Random Samples |
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208 | 15.7 >>> The Kruskal-Wallis Test for One-Way Layout |
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209 | 15.8 >>> The Friedman Test for Randomized Block Designs |
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210 | 15.9 >>> The Runs Test: A Test for Randomness |
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211 | 15.10 >>> Rank Correlation Coefficient |
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212 | 15.11 >>> Some General Comments on Nonparametric Statistical Test |
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213 | Appendix 1 >>> Matrices and Other Useful Mathematical Results |
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214 | Appendix 1.1 >>> Matrices and Matrix Algebra |
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215 | Appendix 1.2 >>> Addition of Matrices |
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216 | Appendix 1.3 >>> Multiplication of a Matrix by a Real Number |
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217 | Appendix 1.4 >>> Matrix Multiplication |
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218 | Appendix 1.5 >>> Identity Elements |
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219 | Appendix 1.6 >>> The Inverse of a Matrix |
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220 | Appendix 1.7 >>> The Transpose of a Matrix |
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221 | Appendix 1.8 >>> A Matrix Expression for a System of Simultaneous Linear Equations |
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222 | Appendix 1.9 >>> Inverting a Matrix |
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223 | Appendix 1.10 >>> Solving a System of Simultaneous Linear Equations |
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224 | Appendix 1.11 >>> Other Useful Mathematical Results |
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225 | Appendix 2 >>> Common Probability Distributions, Means, Variances, and Moment Generating Functions |
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226 | Appendix 2.1 >>> Discrete Distributions |
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227 | Appendix 2.2 >>> Continuous Distributions. |
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228 | Appendix 3. >>> Tables |
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229 | Appendix 3.1 >>> Binomial Probabilities |
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230 | Appendix 3.2 >>> Table of e-x |
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231 | Appendix 3.3 >>> Poisson Probabilities |
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232 | Appendix 3.4 >>> Normal Curve Areas |
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233 | Appendix 3.5 >>> Percentage Points of the t Distributions |
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234 | Appendix 3.6 >>> Percentage Points of the F Distributions |
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235 | Appendix 3.7 >>> Distribution of Function U |
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236 | Appendix 3.8 >>> Critical Values of T in the Wilcoxon Matched-Pairs, Signed-Ranks Test |
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237 | Appendix 3.9 >>> Distribution of the Total Number of Runs R in Sample Size (n1,n2); P(R < a) |
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238 | Appendix 3.10 >>> Critical Values of Pearman's Rank Correlation Coefficient |
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239 | Appendix 3.11 >>> Random Numbers |