Multivariate statistical inference and applications pdf
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- Multivariate Statistical Inference and Applications
- multivariate statistical inference and applications
- Applied Multivariate Statistics with R
Some Properties of Random Vectors and Matrices. The Multivariate Normal Distribution. Hotelling's T -Tests.
Embed Size px x x x x Bradley, Noel A. Cressie, Nicholas I.
Multivariate Statistical Inference and Applications
Embed Size px x x x x Bradley, Noel A. Cressie, Nicholas I. Fisher, lain M. Johnstone, J. Kadane, David G. Kendall, David W. Scott, Bernard W. Silverman, Adrian F. Smith, JozefL. Teugels, Geoffrey S. Watson; J. Stuart Hunter, Emeritus A complete list of the titles in this series appears at the end of this volume.
This netLibrary eBook does not include the ancillary media that was packaged with the original printed version of the book. This text is printed on acid-free paper. All rights reserved. Published simultaneously in Canada. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except as permitted under Sections or of the United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, Rosewood Drive, Danvers, MA , , fax Wiley series in probability and statistics.
Texts and references section "A Wiley-Interscience publication. ISBN cloth : alk. Multivariate analysis. R Introduction 3. Likelihood Ratio Method of Test Construction. Effect on T2 of Adding a Variable. Summary of the Four Test Statistics 4. Effect of an Additional Variable on Wilks' 4. Tests on Individual Variables. If you can't read please download the document. Post on Oct 1. Category: Documents 2 download.
Some Properties of Random Vectors and Matrices 1 1 1. Introduction 1. Univariate and Bivariate Random Variables 2 1. Univariate Random Variables 2 1. Bivariate Random Variables 4 1. Correlation Matrices 11 1. Partitioned Mean Vectors and Covariance Matrices 12 1.
Linear Functions of Random Variables 14 1. Sample Means, Variances, and Covariances 14 1. Population Means, Variances, and Covariances 19 1. Measuring Intercorrelation 20 1. Mahalanobis Distance 22 1. Missing Data 1.
Robust Estimators of and 2. Univariate and Multivariate Normal Density Functions 37 2. Univariate Normal 37 2. Multivariate Normal 38 2. Constant Density Ellipsoids 40 2. Generating Multivariate Normal Data 42 2. Moments 42 2. Properties of Multivariate Normal Random Vectors 43 2. Maximum Likelihood Method 2. Wishart Distribution 53 2. Additional Topics 3. Hotelling's T2-Tests 56 60 60 3. Likelihood Ratio Method of Test Construction 60 61 61 62 3.
One-Sample T2-Test 65 3. Formal Definition of T2 and Relationship to F 66 3. Effect on T2 of Adding a Variable 67 3. Properties of the T2-Test 70 3. Likelihood Ratio Test 71 3. Union-Intersection Test 72 3. Confidence Region for 74 3. Confidence Interval for a Single Linear Combination a' 74 3. Simultaneous Confidence Intervals for j and a' 74 3.
Bonferroni Confidence Intervals for j and a' 77 3. Effect on T2 of Adding a Variable 83 85 85 87 87 3. Properties of the Two-Sample T2-Statistic 91 3. Likelihood Ratio and Union-Intersection Tests 91 3. Confidence Region for 1 2 93 3. Simultaneous Confidence Intervals for a' 1 2 and 1j 2j 93 3. Robustness of the T2-test 3. Robustness to 1 2 3. Robustness to Nonnormality 96 96 96 3.
Paired Observation Test 3. Univariate Case 97 99 99 3. Multivariate Case 3. Power and Sample Size 3. Tests on a Subvector 3. Two-Sample Case 3. Step-Down Test 3. Selection of Variables 3. One-Sample Case 3. Nonnormal Approaches to Hypothesis Testing 3.
Application of T2 in Multivariate Quality Control 4. Multivariate Analysis of Variance 4. One-Way Classification 4. Roy's Union-Intersection Test 4. Tests on Individual Variables 4. Tests for Equality of Covariance Matrices 4. Contrasts Among Mean Vectors 4.
Univariate Contrasts 4. Multiscale inference for multivariate deconvolution Multiscale inference for multivariate deconvolution. Statistical Inference Two Statistical Tasks 1. Description 2. Statistical Inference. Multivariate Statistical Process.
multivariate statistical inference and applications
In particular, familiarity with hypothesis testing, decision theory, and invariance. There will be several homework assignments. Brief review of matrix algebra and the multivariate normal distribution: pdf, marginal and conditional distributions, covariance matrix, correlations and partial correlations. The Wishart distribution: definition and properties, distribution of the sample covariance matrix, marginal and conditional distributions. Estimation and testing: likelihood inference and invariance. The James-Stein estimator for the mean vector, the Stein estimator for the covariance matrix.
This book is for people who want to learn probability and statistics quickly. It brings together many of the main ideas in modern statistics in one place. The book is suitable for students and researchers in statistics, computer science, data mining and machine learning. This book covers a much wider range of topics than a typical introductory text on mathematical statistics. It includes modern topics like nonparametric curve estimation, bootstrapping and classification, topics that are usually relegated to follow-up courses.
Bradley, Noel A. Cressie, Nicholas I. Fisher, lain M. Johnstone, J. Kadane, David G. Kendall, David W.
Applied Multivariate Statistics with R
Statistical inference is the process of using data analysis to infer properties of an underlying distribution of probability. It is assumed that the observed data set is sampled from a larger population. Inferential statistics can be contrasted with descriptive statistics. Descriptive statistics is solely concerned with properties of the observed data, and it does not rest on the assumption that the data come from a larger population. In machine learning , the term inference is sometimes used instead to mean "make a prediction, by evaluating an already trained model";  in this context inferring properties of the model is referred to as training or learning rather than inference , and using a model for prediction is referred to as inference instead of prediction ; see also predictive inference.
This book brings the power of multivariate statistics to graduate-level practitioners, making these analytical methods accessible without lengthy mathematical derivations. Using the open source, shareware program R , Professor Zelterman demonstrates the process and outcomes for a wide array of multivariate statistical applications. Chapters cover graphical displays, linear algebra, univariate, bivariate and multivariate normal distributions, factor methods, linear regression, discrimination and classification, clustering, time series models, and additional methods. Zelterman uses practical examples from diverse disciplines to welcome readers from a variety of academic specialties. Those with backgrounds in statistics will learn new methods while they review more familiar topics.
Embed Size px x x x x Bradley, Noel A.
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