A Topical Dictionary of Statistics

Statistics is the accepted body of methods for summarizing or describing data and drawing conclusions from the summary measures. Everyone who has data to summarize thus needs some knowledge of statistics. The first step in gaining that knowledge is to mas

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A TOPICAL DICTIONARY OF STATISTICS Gary 1. Tietj en

CHAPMAN AND HALL New York

London

First published 1986 by Chapman and Hall 29 West 35 Street, New York, N.Y. 10001 Published in Great Britain by Chapman and Hall Ltd 11 New Fetter Lane, London EC4P 4EE © 1986

Chapman and Hall Softcover reprint of the hardcover 1st edition 1986 All Rights Reserved. No part of this book may be reprinted, or reproduced or utilized in any form or by any electronic, mechanical or other means, now known or hereafter invented, including photocopying and recording, or in any information storage or retrieval system, without permission in writing from the publishers.

Library of Congress Cataloging-in-Publication Data Tietjen, Gary L. A topical dictionary of statistics. Bibliography: p. Includes index. 1. Mathematical statistics-Terminology. I. Title. QA276.14.T54 1986 519.5'03'21 86-11716 ISBN-13: 978-1-4612-9168-8 e-ISBN-13: 978-1-4613-1967-2 DOl: 10.1007/978-1-4613-1967-2

Contents

1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15.

Preface VII Summarizing Data 1 Random Variables and Probability Distributions 9 Some Useful Distributions 17 Estimation and Hypothesis Testing 29 Regression 47 The Design of Experiments and the Analysis of Variance Reliability and Survival Analysis 79 Order Statistics 89 Stochastic Processes 95 Time Series 105 Categorical Data 113 Epidemiology 119 Quality Control and Acceptance Sampling 129 Multivariate Analysis 135 Survey Sampling 143 Index 149

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Preface

Statistics is the accepted body of methods for summarizing or describing data and drawing conclusions from the summary measures. Everyone who has data to summarize thus needs some knowledge of statistics. The first step in gaining that knowledge is to master the professional jargon. This dictionary is geared to offer more than the usual string of isolated and independent definitions: it provides also the context, applications, and related terminology. The intended audience falls into five groups with rather different needs: (1) professional statisticians who need to recall a definition, (2) scientists in disciplines other than statistics who need to know the acceptable methods of summarizing data, (3) students of statistics who need to broaden their knowledge of their subject matter and make constant reference to it, (4) managers who will be reading statistical reports written by their employees, and (5) journalists who need to interpret government or scientific reports and transmit the information to the public. In every case the word or phrase to be defined should be looked up in the alphabetical index, which will refer the reader to a page in the text. The professional statistician may then find the word and its definition and be finished. Other readers are no doubt looking for more information-for background, related words, and an understanding of how this topic fits into the scheme of things. For this purpose the dictionary has been arranged topically rather than alphabetically, and in connected discourse rather than in paragraphs related