Robert_V._Hogg,_Joseph_W._McKean,_Allen_T._Craig

738 Index

cumulant generating function, 77
decision, 414
gamma, 173
influence, 641
likelihood, 355
loss, 414
marginal
n-variate, 136
marginal pdf, 91
marginal pmf, 90
mgf, 70
n-variate, 138
mgf several variables, 96
minimax decision, 415
pdf, 50
n-variate, 134
joint, 87
pmf, 46
n-variate, 135
power, 470
probability function, 12
quadratic form, 515
risk, 414
score, 364
sensitivity curve, 639
set function, 7
Functional, 569, 640
location, 570, 640
scale, 572
simple linear
LS, 646
Wilcoxon, 647
symmetric error distribution, 571

Game, 62
fair, 62
Gamma distribution, 174
additive property, 177
mean, 175
mgf, 174
Monte Carlo generation, 294
relationship with Poisson, 183
variance, 175
Gamma function, 173
Stirling’s Formula, 331
General rank scores, 608
General rank scores test statistic, 608
General scores test statistic
linear model, 626
Gentle, J. E., 300, 303
Geometric distribution, 160
memoryless property, 166
Geometric mean, 82, 439
Geometric series, 8
George, E. I., 676, 678
Gibbs sampler, 675

Gini’s mean difference, 265

Gompertz distribution, 186

Goodness-of-fit test, 285

Grand mean, 517

Graybill, F. A., 391

Haas, J. V., 600

Haldane, J. B. .S., 666

Hampel, F. R., 642

Hardy, G. H., 334

Harmonic mean, 82

Hazard function, 175

Burr distribution, 223

exponential, 186

linear, 186

Pareto distribution, 223

Hettmansperger, T. P., 248, 382, 383,

467, 496, 548, 569, 599, 607,

612, 624, 625, 627, 633, 643,

648, 649

Hewitt, E., 81

Hierarchical Bayes, 679

Highest density region (HDR), 668

Hinges, 258

Hinkley, D. V., 304, 306

Histogram, 230

Hodges, J. L., 594, 614

Hodges–Lehmann estimator, 594

Hogg, R. V., 564, 623

Hollander, M., 635, 636

Hsu, J. C., 529

Huber, P. J., 365, 643

Hypergeometric distribution, 47, 162

Hyperparameter, 679

Hypotheses testing, 267

alternative hypothesis, 267

Bayesian, 663

binomial proportionp, 269

power function, 269

bootstrap

forμ, 311

bootstrap test

for Δ =μY−μX, 309

chi-square tests, 283

for independence, 288

goodness-of-fit test, 285

homogeneity, 287

composite hypothesis, 270

critical region, 268

decision rule, 268

distribution free, 573

equivalence with confidence intervals,

277

forμ 1 −μ 2

t-test, 278

general rank scores, 608