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Preface | |
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Statistical Spaces | |
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Basic Properties of Statistical Spaces | |
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Measure in Statistical Spaces | |
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Equivalence and Divisibility of Family of Probability Distributions | |
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Conditional Probability and Sufficient Statistics | |
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Statistics and Random Variables | |
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Conditional Probability | |
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Sufficient Statistics | |
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Exponential Family and Completeness | |
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Exponential Family | |
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Completeness | |
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Sufficiency and Completeness | |
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Ancillary Statistics | |
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Estimation Methods Based on Statistical Space | |
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Moment Estimation and Median Estimation | |
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Maximum Likelihood Estimators | |
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Quality of Estimators | |
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Comparison of Estimators | |
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Nonparametric MLE for Population cdf | |
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Problems | |
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Methods of Statistical Tests | |
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Introduction: Background of Problem | |
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Likelihood Ratio Tests | |
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The Likelihood Ratio Methods | |
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LRT's Limiting Distribution | |
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Tests of Goodness-of-fit | |
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Limiting Distribution | |
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Test of Independence in Two-Way Contingency Table | |
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Test of Independence in Three-Way Contingency Table | |
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Goodness-of-Fit Test of Distribution Function | |
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Sign Tests and Rank Tests | |
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Sign Tests | |
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Wilcoxon Signed Rank Tests | |
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Wilcoxon Rank Tests | |
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U-I Tests | |
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Empirical Likelihood-Ratio Tests | |
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Problems | |
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The Comparison of Test Statistics | |
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Probability of Two Types of Error in Hypothesis Test | |
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Neyman-Pearson Fundamental Lemma | |
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Unbiased Test | |
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Comparing Power Functions | |
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Test Procedures | |
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Power Functions and Their Comparison | |
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Comparing Robustness | |
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Efficiency of Tests | |
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Asymptotic Relative Efficiency | |
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Interval Estimation Based on Test | |
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Interval Estimation and Acceptance Region | |
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Uniformly Most Accurate Confidence Interval | |
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Uniformly Most Accurate Unbiased Confidence Interval | |
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Uniformly Most Accuracy and Interval Length | |
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Problems | |
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Parametric Tests for Simple Models | |
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One-Factor Model: Analysis of Variance | |
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One-Factor Model: Multiple Comparisons | |
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Multiple Comparisons | |
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Generalized Multiple Comparisons | |
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The False Discovery Rate Procedure | |
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One-Factor Model: Trend Tests | |
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Linearity Tests | |
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Likelihood Ratio Test | |
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Linear Rank Tests | |
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Multi-Factor Model: Analysis of Variance | |
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Model Without Interaction Effects | |
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Model with Interaction Effects | |
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Multi-Factor Model: Log-linear Models | |
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Two-Dimensional Contingency Table | |
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Three-Dimensional Contingency Table | |
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Ancillary Parameter Model | |
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Problems | |
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Parametric Tests for Regression Models | |
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Linear Models | |
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Establishment of Model | |
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Estimating and Testing the Parameters | |
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Centralization | |
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Regression Models | |
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Regression Model and Linear Model | |
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Errors-in-Variables Model | |
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Logistic Regression Models | |
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One-Variable Case | |
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Multivariable Case | |
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Time Series: Trend Term Models | |
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Time Series: Autoregressive Models | |
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Random Walk and Brownian Motion | |
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Autoregressive Model | |
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Granger Causality Tests | |
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Granger Causality | |
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Integration of Order d | |
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Real Data Analysis | |
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Problems | |
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Bibliography | |
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Index | |