Robert_V._Hogg,_Joseph_W._McKean,_Allen_T._Craig

(Jacob Rumans) #1
744 Index

npsm, 623, 636
Rfit, 615
Randles, R. H., 569, 623
Random sample, 152, 226
likelihood function, 227
realizations, 226
sample size, 226
statistic, 226
Random variable, 37
continuous, 37, 49
discrete, 37, 45
equal in distribution, 40
vector, 85
Random vector, 85
n-variate, 134
continuous, 87
discrete, 86
Random-walk procedure, 505
Randomized tests, 279
Range
sample range, 257
Rank-based procedures, 569
Rao, C. R., 386, 398, 409, 410
Rao–Blackwell theorem, 427
Rao–Cram ́er lower bound, 365, 613
for unbiased estimator, 366
Rasmussen, S., 630
Rayleigh distribution, 186
Relative frequency, 2
Residual, 542
LS, 542
Residual plot, 544
Residuals
residual plot, 544
Ripley, B., 636
Risk function, 414, 659
Robert, C. P., 300, 676
Robust estimator, 642
Robustness of power, 494
Robustness of validity, 494
Rousseeuw, P. J., 627
Rutledge, J. N., 237


Sample mean, 152
consistency, 322
consistent, 324
distribution under normality, 214
variance, 152
Sample median, 257
Sample midrange, 257
Sample proportion
consistency, 326
Sample quantile, 258
sameas percentile, 258
Sample quartiles, 258
Sample range, 257


Sample size, 226
Sample size determination, 580
t-test, 580
general scores, 617
Mann–Whitney–Wilcoxon, 603
sign test, 580
two-samplet, 603
Sample space, 1
Sample variance
consistent, 325
distribution under normality, 214
Sandwich theorem, 688
Scale functional, 572
Scale parameter, 191
dispersion, 52
spread, 52
Scale-invariant statistic, 458
Scatter plot, 540
Scheff ́e, H., 457
Schultz, R., 237
Score function, 364, 608
normal scores, 614
optimal, 613
two-sample sign, 616
Scores test, 380
beta(θ,1) distribution, 381
Laplace distribution, 381
relationship to Wald test, 380
Seber, G. A. F., 511, 512
Second Stage Analysis, 526
Sensitivity curve, 639
Sequences, 688
Sequential probability ratio test, 502
error bounds, 504
Serfling, R. J., 348, 353
Set, 3
subset, 5
Set function, 7
Shape parameter, 191
Sheather, S. J., 233
Shewart, W., 505
Shift, in location, 598
Shifted exponential distribution, 327
Shrinkage estimate, 666
Sievers, G., 528
Sign statistic, 573
Sign test, 573
power function, 576
Signed-rank Wilcoxon, 586
Walsh average identity, 589
Signed-rank Wilcoxon test, 587
null properties, 588
Significance level, 271
Simple hypothesis, 270
Simulation, 31
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