Index 741rregr, 627
Mixture distribution, 218, 408
mean, 218
variance, 219
Mixtures of Continuous and discrete dis-
tributions, 56
mle,seeMaximum likelihood estimator
(mle)
Mode, 58
Model
linear, 540, 645
location, 191, 242, 571
median, 572
normal location, 191
simple linear, 625
Moment, 72
mth,72
aboutμ,76
factorial moment, 76
kurtosis, 76
skewness, 76
Moment generating function (mgf), 70
n-variate, 138
binomial distribution, 157
Cauchy distribution (mgf does not
exist), 73
convergence, 336
independence, 122
multivariate normal, 201
normal, 188
Poisson distribution, 169
quadratic form, 557
several variables, 96
standard normal, 187
transformation technique, 107
Monotone likelihood ratio, 483
relationship to uniformly most pow-
erful test, 483
regular exponential family, 484
Monotone sets, 7
nondecreasing, 7
nonincreasing, 7
Monte Carlo, 292, 595, 672
generation
beta, 303
gamma, 294, 299
normal, 296
normal via Cauchy, 299
Poisson, 295
integration, 295
sequential generation, 674
situation, 595
Monte Hall problem, 36
Mood’s median test, 616, 618
Mosteller, F., 258
Muller, M, 296
multinomial distribution, 160
Multiple Comparison
Bonferroni, 526
Tukey-Kramer, 528
Multiple comparison
Tukey, 527
Multiple Comparison Problem, 526
Bonferroni procedure, 526
Multiple Comparison Procedure
Fisher, 528
Tukey, 527
Multiplication rule, 16, 25
mn-rule, 16
for probabilities, 25
Multivariate normal distribution, 201
conditional distribution, 204
marginal distributions, 203
mgf, 201
relationship with chi-square distri-
bution, 202
Mutually exclusive, 12
Mutually independent events, 29
MVUE, 413
μ, 454
binomial distribution, 440
exponential class of distributions, 438
exponential distribution, 428
Lehmann and Scheff ́e theorem, 432
multinomial, 450
multivariate normal, 451
Poisson distribution, 438
shifted exponential distribution, 434Naranjo, J. D., 620
Negative binomial distribution, 159, 678
as a mixture, 220
mgf, 159
Newton’s method, 372
Neyman’s factorization theorem, 422
Neyman–Pearson Theorem, 472
NoncentralF-distribution, 524
Noncentralt-distribution, 492
Noncentral chi-square distribution, 523
Noninformative prior distributions, 667
Nonparametric, 230
Nonparametric estimate of pmf, 230
Nonparametric estimators, 570
Norm, 348
Euclidean, 348
pseudo-norm, 651
Normal distribution, 188
approximation to chi-square distri-
bution, 338
distribution of sample mean, 193
empirical rule, 191
mean, 188