Introduction to Probability and Statistics for Engineers and Scientists

Index 621

Mean response
confidence interval estimator, 372–373,
405–408
prediction interval of future response,
373–375, 410
statistical inferences, 371–372
Mean square error, 266–271
Median,seeSample median
Memoryless property, 176–178
Modal value, 22
Mode,seeSample mode
Mode of a density, 276–277
Moment generating function, 126–127
exponential random variable, 176
gamma random variable, 183
normal random variable, 169–170, 173
Poisson random variable, 149–150, 154
Monte Carlo simulation, 251
Moving-average control charts, 563–565
Multiple linear regression, 394–405
Multiple regression equation, 352
Multivariate normal disttribution, 398

N

Negatively correlated, 36
Newton, I., 5
Neyman, J., 7
Nonparametric hypothesis tests
definition, 515
rank sum test
classical approximation, 529–531
null hypothesis, 526
simulation, 531–533
Tstatistic, 525–529
runs test for randomness, 533–536
signed rank test, 519–525
sign test, 515–519
Nonparametric interference problem, 202
Normal data set
approximately normal data set, 31
definition, 31
empirical rule, 32–33
histogram, 31
Normal density, 275
Normal distribution, 168–170

Normal equations, 395

Normal prior distribution, 275–277

Normal random variable

definition, 168

moment generating function, 169–170, 173

probability calculations, 174–175

summation, 173

Null hypothesis, 292

analysis of variance

one-way, 442, 445–446

two-way, 464, 467–468

Bernoulli populations, 323–330

equality of normal variances, 321–323

equality of two normal means

known variances, 312–314

pairedt-test, 319–320

unknown and unequal variances, 318

unknown variances, 314–318

goodness of fit tests, 484–485, 494, 496, 502,

504

normal population mean with known

variance, 293–305

one-sided tests, 300–305

Poisson distribution mean, 330–333

rank sum test, 526

regression parameter b, 363–365

signed rank test, 521

sign test, 515, 517, 519

O

Observational study, 329

Ogive, 16

One-way analysis of variance,seeAnalysis of

variance

Operating characteristic curve, 297

Order statistics, 586

Out of control process, 545

Overlook probabilities, 76

P

Paired data sets, 33–36

Pairedt-test, 319–320

Parametric interference problem, 201–202

Pearson, E., 7

Pearson, K., 6, 367, 490