Index 737
exponential, 176
gamma, 174
mixtures of Continuous and discrete,
56
Distributive laws, 6
Double exponential distribution, 106
DuBois, C., 574
Efficacy, 579
general scores, 611
regression, 629
Mann–Whitney–Wilcoxon, 603
sign test, 579
signed-rank, 592
Efficiency, 367
asymptotic, 370
confidence intervals, 239
Efficiency of estimator, 367
Efficient estimator, 366
multiparameter, 389
Efron, B., 303, 304, 307, 311
EM Algorithm, 405
Empirical Bayes, 679, 682
Empirical cdf, 570
simple linear model, 646
Empirical rule, 191
Empty set, 5
Equal in distribution, 40
Equilikely case, 15
Estimate, 226
Estimating equations (EE)
based on normal scores, 614
basedonsigntest,582
based on signed-rank Wilcoxon test,
594
general scores, 612
regression, 627
linear model
LS, 645
Wilcoxon, 646
location
L 1 , 639
basedonLS,639
Mann–Whitney–Wilcoxon, 604
maximun likelihood (mle), 227
mle, univariate, 357
simple linear model
LS, 542
Estimation, 31
Estimator, 226
induced, 570
maximum likelihood estimator (mle),
227
method of moments, 165
point estimator, 226
Euclidean norm, 348, 547
Event, 2
Exhaustive, 12
Expectation, 61
n-variate, 135
conditional, 111
conditional distribution
n-variate, 137
conditional identity, 114
continuous, 61
discrete, 61
function of a random variable, 62
function of several variables, 93
independence, 122
linear combination, 151
random matrix, 140
random vector, 97
Expected value, 61
Experiment, 1
Exponential class, 435
Exponential distribution, 176
memoryless property, 185
Exponential family
uniformly most powerful test, 484
Exponential family of distributions
multiparameter, 448
random vector, 450
Extreme-valued
distribution, 301Factor space, 645
Factorial moment, 76
Fair game, 62
Finite sample breakdown point, 644
First Stage Analysis, 526
Fisher information, 363
Bernoulli distribution, 364
beta(θ,1) distribution, 367
location family, 364
multiparameter, 388
location and scale family, 390
multinomial distribution, 391
normal distribution, 389
variance, normal distribution, 393
Poisson distribution, 367
Fisher’s PLSD, 528
Fisher, D. M., 623
Fitted value, 542
LS, 542
Five-number summary, 258
boxplot of, 259
Frequency, 2
Function
cdf, 39
n-variate, 134
joint, 86
characteristic function, 74
convex, 81