742 Indexmgf, 188
points of inflection, 189
relationship with chi-square, 192
variance, 188
Normal equations, 645
Normal scores, 614
Null hypothesis, 267, 469
Observed likelihood function, 405
Observed significance level, 280
One-sided hypotheses, 275
One-step mle estimator, 373
One-way ANOVA, 517
First Stage, 526
Multiple Comparison Problem, 526
Second Stage, 526
Optimal score function, 613
Order statistics, 254
ith-order statistic, 254
distribution of kth order statistic,
255
joint distribution of (j, k)th, 256
joint pdf, 254
Ordinal, 231
Outlier, 216
p-value, 280
Parameter, 156, 191, 225
location, 191
scale, 191
shape, 191
Pareto distribution, 222
hazard function, 223
Partition, 12
Pearson residuals, 289
Percentile, 51,seequantile
Permutation, 16
Permutation tests, 310
Plot
q−q-plot, 260
boxplot, 259
mean profile plots, 531
scatterplot, 540
pnbinom, 159
Point estimator, 226,seeEstimator
μ 1 −μ 2 , 241
p 1 −p 2 , 244
asymptotically efficient, 370
Bayes, 659
consistent, 324
efficiency, 367
efficient, 366
five-number summary, 258
median, 257, 572
midrange, 257
MVUE,seeMVUE
pooled estimator of variance, 242
quantile, 258
quartiles, 258
range, 257
robust, 642
sample mean, 152
unbiased, 226
Point-mass distribution, 641
Poisson distribution, 168
additive property, 171
approximation to binomial distribu-
tion, 337
compound or mixture, 220
limiting distribution, 340
mean, 170
mgf, 169
Monte Carlo generation, 295
relationship with gamma, 183
square-root transformation, 348
variance, 170
Poisson process
axioms, 168
Pooled estimator of variance, 242
Positive definite, 201
Positive semi-definite, 142, 200
Posterior, 27
distribution, 656
relation to sufficiency, 658
probabilities, 27
Potential outliers, 259
Power function, 269, 470
Power of test, 269
Precision, 668
Predicted value, 542
LS, 542
Prediction interval, 245
Predictive distribution, 666
Predictor, 625
Principal components, 206
nth, 207
first, 206
Prior, 27, 655
distributions, 656
conjugate family, 666
improper, 667
noninformative, 667
proper, 667
Jeffreys’ class, 671
probabilities, 27, 655
Probability
bounded, 333
conditional, 24
convergence, 322
equilikely case, 15
Probability density function (pdf), 50
n-variate, 134