Download e-book for iPad: All of Statistics: A Concise Course in Statistical Inference by Larry Wasserman

By Larry Wasserman

ISBN-10: 0387217363

ISBN-13: 9780387217369

ISBN-10: 1441923225

ISBN-13: 9781441923226

This ebook is for those who are looking to research chance and information speedy. It brings jointly the various major principles in smooth facts in a single position. The booklet is acceptable for college kids and researchers in records, desktop technology, facts mining and computer learning.

This publication covers a wider diversity of issues than a standard introductory textual content on mathematical records. It contains smooth subject matters like nonparametric curve estimation, bootstrapping and type, issues which are often relegated to follow-up classes. The reader is believed to grasp calculus and a bit linear algebra. No prior wisdom of likelihood and facts is needed. The textual content can be utilized on the complicated undergraduate and graduate level.

Larry Wasserman is Professor of data at Carnegie Mellon collage. he's additionally a member of the heart for automatic studying and Discovery within the college of desktop technology. His learn parts contain nonparametric inference, asymptotic concept, causality, and functions to astrophysics, bioinformatics, and genetics. he's the 1999 winner of the Committee of Presidents of Statistical Societies Presidents' Award and the 2002 winner of the Centre de recherches mathematiques de Montreal–Statistical Society of Canada Prize in records. he's affiliate Editor of The magazine of the yankee Statistical Association and The Annals of Statistics. he's a fellow of the yankee Statistical organization and of the Institute of Mathematical Statistics.

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Extra info for All of Statistics: A Concise Course in Statistical Inference

Example text

16 1. Probability 18. , they are disjoint and U7=I Ai = n. Assume that IP'(B) > O. Prove that if IP'(AIIB) < IP'(AI) then IP'(AiIB) > IP'(Ai) for some i = 2, ... , k. 19. Suppose that 30 percent of computer owners use a Macintosh, 50 percent use Windows, and 20 percent use Linux. Suppose that 65 percent of the Mac users have succumbed to a computer virus, 82 percent of the Windows users get the virus, and 50 percent of the Linux users get the virus. We select a person at random and learn that her system was infected with the virus.

The Cauchy distribution is a special case of the t distribution corresponding to z; = 1. The density is . j(x) I: 1 = 'if(l + x2)" To see that this is indeed a density: f(x)dx .!. /00 ~ = .!. /00 dtan-1(x) dx 'if -00 1 'if -00 1[-1 1['"2if - ('if)] ;: tan (00) -tan -1 (-00) 1 =;: -"2 = 1. +x2 THE X 2 DISTRIBUTION. X has a X2 distribution with p degrees of freedom - written X rv X~ - if f(x) = / \ f(p 2 2P /2x(P/2)-le-X/2 x> O. 5 31 Bivariate Distributions Given a pair of discrete random variables X and Y, define the joint mass function by f(x, y) = IP'(X = x and Y = y).

A typical outcome is of the form w = (x,y) . Some examples of random variables are X(w) = x , Y(w) = y, Z(w) = x + y, and W(w) = Jx2 + y2 . • Given a random variable X and a subset A of the real line, define X - I (A) = {w En: X(w) E A} and let PiX E A) ~ P(X-'(A)) ~ P«w E 11; X(w) E A)) PiX ~ x) ~ P(X - '(x)) ~ P({w E 11; X(w) ~ x)). Notice t hat X denotes the random variable a nd x denotes a particular value of X. 4 Example. Flip a coin twice and let X be the number of heads. Then , Pi X ~ 0) ~ P({TT ) ) ~ 1/4, PiX ~ 1) ~ P({ H T,TH)) ~ 1/2 and IP'( X = 2) = JP'( {HH} ) = 1/4.

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All of Statistics: A Concise Course in Statistical Inference by Larry Wasserman


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