J. S. Maritz

Distribution-Free Statistical Methods, Second Edition (eBook, PDF)

• Format: PDF

Produktbeschreibung

This new edition is aimed at senior undergraduate and graduate level. It also includes a discussion of new techniques that have arisen as a result of improvements in statistical computing.

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 256
• Erscheinungstermin: 25. November 2020
• Englisch
• ISBN-13: 9781000109962
• Artikelnr.: 60463504

Autorenporträt

Johannes Maritz is professor in the Department of Statistics , University of Stellenbosch, South Africa.

Inhaltsangabe

1 Basic concepts in distribution
free methods
1.1 Introduction
1.2 Randomization and exact tests
1.3 Test statistics and estimating equations
1.4 Consistency in the one parameter case
1.5 Confidence limits
1.6 Efficiency considerations in the one parameter case
1.6.1 Estimation
1.6.2 Hypothesis testing
1.7 Estimation of standard errors
1.8 Multiple samples and parameters
1.8.1 Introduction
1.8.2 Point estimation
1.8.3 Hypothesis testing
1.8.4 Confidence regions
1.9 Normal approximations
1.9.1 The need for normal and related approximations
1.9.2 The central limit theorem
1.9.3 Sampling from finite populations
1.9.4 Linear rank statistics
2 One
sample location problems
2.1 Introduction
2.1.1 The mean
2.1.2 The median
2.1.3 Other measures of location
2.2 The median
2.2.1 The sign statistic
2.2.2 The null distribution of the sign statistic
2.2.3 Hypothesis testing
2.2.4 Confidence limits for ø
2.2.5 Point estimation of ø
2.2.6 Estimating the standard error of the sample median
2.2.7 Efficiency considerations
2.2.8 Computational notes
2.3 Symmetric distributions
2.4 The mean statistic
2.4.1 Hypothesis testing
2.4.2 Confidence limits
2.4.3 Normal approximations
2.4.4 Point estimation and efficiency considerations
2.4.5 Computational note
2.5 The Wilcoxon signed rank statistic
2.5.1 The null distribution of W
2.5.2 Hypothesis testing
2.5.3 Confidence limits
2.5.4 Point estimation based on W
2.5.5 Efficiency
2.5.6 Estimating the variance of the Hodges
Lehmann estimate
2.5.7 Computational notes
2.6 Other rank based transformations
2.6.1 Scores based directly on ranks
2.6.2 The null distribution of w,
2.6.3 Hypothesis testing
2.6.4 Confidence limits
2.6.5 Point estimation
2.6.6 Efficiency
2.6.7 Optimum rank statistics
2.7 Robust transformations
2.8 M
estimates
2.8.1 Hypothesis testing and confidence limits
2.8.2 Point estimation and efficiency
2.9 M
estimation and scaling
2.9.1 Hypothesis testing
2.9.2 Point estimation and confidence limits
2.9.3 Estimating the variance of an M
estimate
2.10 L
estimates
2.11 Ties
2.12 Asymmetric distributions: M
estimates
3 Miscellaneous one
sample problems
3.1 Introduction
3.2 Dispersion: the interquartile range
3.2.1 Symmetric F, known location
3.2.2 General F
3.3 The sample distribution function
3.3.1 One
sided confidence bands for F
3.4 Estimation of densities
3.4.1 Estimation of F when some observations are censored
3.4.2 The actuarial method of estimating F
3.4.3 The product
limit estimate ofF
3.5 Paired comparisons
3.5.1 Signed rank tests
3.5.2 Sign tests
4 Two
sample problems
4.1 Types of two
sample problems
4.2 The basic randomization argument
4.3 Inference about location difference
4.3.1 Introduction
4.3.2 The two
sample mean statistic
4.3.3 The two
sample sign statistic
4.3.4 The two
sample rank sum statistic
4.3.5 1\vo
sample transformed rank statistics
4.3.6 Robust transformations in the two
sample case
4.4 Multiplicative models
4.5 Proportional hazards (Lehmann alternative)
4.5.1 The Wilcoxon statistic and inference about a
4.5.2 The 'log
rank' test and inference about a
4.5.3 Conditional likelihood and the log
rank test
4.5.4 The log
rank test and censored observations
4.6 Dispersion alternatives
4.6.1 A randomized exact test of dispersion
4.6.2 Comparing interquartile ranges
4.6.3 Rank test for dispersion
5 Straight line regression
5.1 The model and some preliminaries
5.2 Inference about f3 only
5.2.1 Inference based on untransformed residuals
5.2.2 Rank transformation of residuals
5.2.3 Sign transformation
5.2.4 Optimal weights for statistics of type T
5.2.5 Theil's statistic, Kendall's rank correlation
5.2.6 Robust transfonnations
5.2.7 Computational notes
5.3 Joint inference about a and fJ
5.3.1 Median regression
5.3.2 Symmetric untransfonned residuals
5.3.3 Symmetric residuals: signed rank method
5.3.4 Symmetric residuals: scores based on ranks
5.3.5 Symmetric residuals: robust transformations
6 Multiple regression and general linear models
6.1 Introduction
6.2 Plane regression: two independent variables
6.2.1 Inference about slopes: joint conditional distributiom
~ 6.3 Rank statistics for slopes
6.4 Sign statistics for slopes
6.4.1 Joint confidence regions
6.4.2 Point estimation
6.4.3 Consistency and efficiency
6.4.4 Estimating the covariance matrix
6.5 Inference about intercepts and slopes
6.5.1 Sign statistics
6.5.2 Symmetric residuals
6.5.3 Signed ranks
6.5.4 Robust transforms
6.6 General linear models
6.7 Inference about slopes only
6.7.1 Mean statistics
6.7.2 One
way analysis of variance
6.7.3 Randomized blocks: two
way analysis of variance
6.8 Exact inference using restricted randomization
6.8.1 Inference about individual regression coefficients
6.8.2 Rank transfonnations
6.8.3 Grouping and restricted randomization
7 Bivariate problems
7.1 Introduction
7.2 Tests of correlation
7.2.1 Conditional pennutation tests: the product moment correlation coefficient
7.2.2 Rank transfonnation: Spearman correlation
7.2.3 Sign transfonnation
7.2.4 Kendall's 1" and Theil's statistic
7.2.5 Mean square successive difference test
7.2.6 Contingency tables, correlation ratios
7.2.7 Computational notes
7.3 One
sample location
7.3.1 Medians
7.3.2 Hypothesis testing
7.3.3 Confidence regions
7.3.4 Point estimation
7.3.5 Symmetric distributions
7.3.6 Hypothesis testing
7.3.7 Confidence regions
7.3.8 Point estimation
7.3.9 Symmetric distributions: transfonnation of observations
7.3.10 Symmetric distributions: sign statistics
7.3.11 Symmetric distributions: rank statistics
7.3.12 Hypothesis testing and confidence limits
7.3.13 Point estimation
7.4 Two
sample location problems
7.4.1 Introduction: randomization
7.4.2 Medians and sign tests
7.4.3 Testing a specified (Bx. By)
7.4.4 Confidence regions and point estimation
7.4.5 Mean statistics
7.4.6 Hypothesis testing and confidence limits
7.4.7 Point estimation
7.4.8 Alternative calculation of QA
7.4.9 Rank statistics
7.4.10 Confidence regions, point estimation
7.4.11 Other transfonnations of (u;, v;)
7.5 Three
sample location problems
8 Miscellaneous complements
8.1 Linearization representation
8.2 Asymptotic relative efficiency
8.3 Estimating equations and the smoothing of statistics
8.4 Least squares smoothing
8.5 Kernel gradient estimates
8.5.1 Kernel density estimation
8.5.2 Estimating the mean density
8.6 Bootstrap estimation of standard errors
8.7 Conditional standard errors
8.7.1 Introduction and definitions
8.7.2 Large sample calculations
References
Index.