Probability and Statistical Inference - J. G. Kalbfleisch

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Sommaire:
of Volume2.- 9 Likelihood Methods.- 9.1 The Method of Maximum Likelihood.- 9.2 Combining Independent Experiments.- 9.3 Relative Likelihood.- 9.4 Likelihood for Continuous Models.- 9.5 Censoring in Lifetime Experiments.- 9.6 Invariance.- 9.7 Normal Approximations.- 9.8 Newton's Method.- 10 Two-Parameter Likelihoods.- 10.1 Maximum Likelihood Estimation.- 10.2 Relative Likelihood and Contour Maps.- 10.3 Maximum Relative Likelihood.- 10.4 Normal Approximations.- 10.5 A Dose-Response Example.- 10.6 An Example from Learning Theory.- 10.7* Some Derivations.- 10.8* Multi-Parameter Likelihoods.- 11 Frequency Properties.- 11.1 Sampling Distributions.- 11.2 Coverage Probability.- 11.3 Chi-Square Approximations.- 11.4 Confidence Intervals.- 11.5 Results for Two-Parameter Models.- 11.6* Expected Information and Planning Experiments.- 11.7* Bias.- 12 Tests of Significance.- 12.1 Introduction.- 12.2 Likelihood Ratio Tests for Simple Hypotheses.- 12.3 Likelihood Ratio Tests for Composite Hypotheses.-12.4 Tests for Binomial Probabilities.- 12.5 Tests for Multinomial Probabilities.- 12.6 Tests for Independence in Contingency Tables.- 12.7 Cause and Effect.- 12.8 Testing for Marginal Homogeneity.- 12.9 Significance Regions.- 12.10* Power.- 13 Analysis of Normal Measurements.- 13.1 Introduction.- 13.2 Statistical Methods.- 13.3 The One-Sample Model.- 13.4 The Two-Sample Model.- 13.5 The Straight Line Model.- 13.6 The Straight Line Model (Continued).- 13.7 Analysis of Paired Measurements.- 14 Normal Linear Models.- 14.1 Matrix Notation.- 14.2 Parameter Estimates.- 14.3 Testing Hypotheses in Linear Models.- 14.4 More on Tests and Confidence Intervals.- 14.5 Checking the Model.- 14.6* Derivations.- 15 Sufficient Statistics and Conditional Tests.- 15.1 The Sufficiency Principle.- 15.2 Properties of Sufficient Statistics.- 15.3 Exact Significance Levels and Coverage Probabilities.- 15.4 Choosing the Reference Set.- 15.5 Conditional Tests for Composite Hypotheses.- 15.6 Some Examples of Conditional Tests.- 16 Topics in Statistical Inference.- 16.1* The Fiducial Argument.- 16.2* Bayesian Methods.- 16.3* Prediction.- 16.4* Inferences from Predictive Distributions.- 16.5* Testing a True Hypothesis.- Appendix A.- Answers to Selected Problems.- Appendix B.- Tables.