Format:
1 online resource (243 pages)
Edition:
1st ed.
ISBN:
9781119891819
Content:
Cover -- Title Page -- Copyright -- Contents -- Preface -- Chapter 1 Limitations of classic statistics and motivation -- 1.1 Limitations of classic statistics -- 1.1.1 Mean -- 1.1.2 Unbiasedness -- 1.1.3 Limitations of equal‐tail statistical inference -- 1.2 The rationale for a new statistical theory -- 1.3 Motivating example: normal variance -- 1.3.1 Confidence interval for the normal variance -- 1.3.2 Hypothesis testing for the variance -- 1.3.3 MC and MO estimators of the variance -- 1.3.4 Sample size determination for variance -- 1.4 Neyman‐Pearson lemma and its extensions -- 1.4.1 Introduction -- 1.4.2 Two lemmas -- References -- Chapter 2 Maximum concentration statistics -- 2.1 Assumptions -- 2.2 Short confidence interval and MC estimator -- 2.3 Density level test -- 2.4 Efficiency and the sufficient statistic -- 2.5 Parameter is positive or belongs to a finite interval -- 2.5.1 Parameter is positive -- 2.5.2 Parameter belongs to a finite interval -- References -- Chapter 3 Mode statistics -- 3.1 Unbiased test -- 3.2 Unbiased CI and MO estimator -- 3.3 Cumulative information and the sufficient statistic -- References -- Chapter 4 P‐value and duality -- 4.1 P‐value for the double‐sided hypothesis -- 4.1.1 General definition -- 4.1.2 P‐value for normal variance -- 4.2 The overall powerful test -- 4.3 Duality: converting the CI into a hypothesis test -- 4.4 Bypassing assumptions -- 4.5 Overview -- References -- Chapter 5 M‐statistics for major statistical parameters -- 5.1 Exact statistical inference for standard deviation -- 5.1.1 MC‐statistics -- 5.1.2 MC‐statistics on the log scale -- 5.1.3 MO‐statistics -- 5.1.4 Computation of the p‐value -- 5.2 Pareto distribution -- 5.2.1 Confidence intervals -- 5.2.2 Hypothesis testing -- 5.3 Coefficient of variation for lognormal distribution -- 5.4 Statistical testing for two variances.
Note:
Description based on publisher supplied metadata and other sources
Additional Edition:
9781119891796
Additional Edition:
Erscheint auch als Druck-Ausgabe 9781119891796
Language:
English
