Index
F-distribution, 213
distribution of 1/F, 217
mean, 214
relationship witht-distribution, 217
X-space, 645
Y-space, 645
σ-field, 12
mn-rule, 16
pth-quantile, 257
q−q-plot, 260
t-distribution, 211
asymptotic distribution, 330
mean, 212
mixture generalization, 221
relationship withF-distribution, 217
relationship with Cauchy distribu-
tion, 217
variance, 212
Abebe, A., 600
Absolutely continuous, 49
Accept–reject algorithm
generation
gamma, 299
normal, 299
Adaptive procedures, 620
Additive model, 531
Adjacent points, 259
Algorithm
accept–reject, 298
bisection, 249
EM, 405
Gibbs sampler, 675
Newton’s method, 372
Alternative hypothesis, 267, 469
Analysis of variance, 517
additive model, 531
interaction, 535
one-way, 517
two-way, 531
Ancillary statistic, 457
ANOVA,seeAnalysis of variance
two-way model
interaction, 535
Anti-ranks, 587
Arithmetic mean, 82
Arnold,S.F.,201
Assumptions
mle regularity condition (R5), 368
mle regularity conditions (R0)–(R2),
356
mle regularity conditions (R3)–(R4),
362
Asymptotic distribution
general scores
regression, 629
general scores estimator, 612
Hodges–Lehmann, 594
Mann–Whitney–Wilcoxon estimator
for shift, 604
sample median, 583, 644
Asymptotic Power Lemma, 578
general scores, 611
regression, 629
Mann–Whitney–Wilcoxon, 603
sign test, 578
signed-rank Wilcoxon, 592
Asymptotic relative efficiency (ARE), 370
influence functions, 643
Mann–Whitney–Wilcoxon andt-test,
603
median and mean, 370
sign andt-test, 580
signed-rank Wilcoxon andt-test, 592
Wilcoxon and LS simple regression,
629
Asymptotic representation
influence function, 643
mle, 371
Asymptotically efficient, 370Bandwidth, 233
Bar chart, 231
Barplot, 231
Basu’s theorem, 462
Bayes point estimator, 659
Bayes’ theorem, 26
Bayesian sequential procedure, 664
Bayesian statistics, 656
Bayesian tests, 663733