Prescriptions for Working Statisticians
The first course in statistics, no matter how "good" or "long" it is, typically covers inferential procedures which are valid only if a number of preconditions are satisfied by the data. For example, students are taught about regression procedures valid o
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Stephen Fienberg Ingram Olkin
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Prescriptions for Working Statisticians With 25 Illustrations
Springer-Verlag New York Berlin Heidelberg London Paris Tokyo
Albert Madansky Graduate School of Business University of Chicago Cbicago, l L 60637 U.S.A. Editorial Hoard
Stephen Fienberg Department of Statistics Carnegie Mellon University Pittsburgb. PA 15213 U.S.A.
Ingram Olkin Department of Statistics Stanford University Stanford, CA 94305 U.s.A.
Ma thematics Subject Classification (1 980): 62-01 Library of Congress Cataloging-in-P ublication Data Madansky, Albert Prr:scriptions for work.ing statisticians. (Springer texts in statistics) Includes index. \. Statistics. l. Title. II. Series. QA276.M27 ]988 519.5 87-28346
ISBN- 13; 978- 1-4612-8354-6
e- IS HN- IJ: 978- 1-461 2-3794-5
nOI : 10.1007/971'1- 1-46 12-3794·5
© 1988 by Springer-Verlag New York. Inc.
Softcover reprint of the hardcover 1st edition 1988
All rights reserved. This work may not be translated or copied in whole o r in pari without the wrinen permission of tbe publisher (Springer-Verlag, 175 Fifth Avenue, New York, N Y 10010, U.S.A.~ except for bricf excerpts in connection with reviews or scholarly analysis. Use in connection with any fo rm of information storage and retrieval, electronic adaptation, computer software, o r by similar or dissimilar methodology now known o r herea fter developed is fo rbidden. The use of ge neral descriptive names, tn.de names, trademarks, etc. in this publi cation, eve n if the fo rmer are not especially identified, is not to be ta ken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone. Type.~et
by Asco Trade Typesetting Ltd., Hong Kong.
9 8 7 6 5 4J 2 ]
To my daughters-Susan, Cynthia, Noreen, and Michele
"'M '~11 ' nU:l nl:l' adapted from Proverbs 31 : 29
Contents
Preface Acknowledgments CHAPTER
xi xix
0
A Thoughtful Student's Retrospective on Statistics 101
1
O. Introduction 1. The Introductory Model 2. The Regression Model References
1
1 Testing for Normality
1 4 12
CHAPTER
O. Introduction 1. Normal Plots 2. Regression Procedures (a) Shapiro-Wilk Statistic (b) Filliben Statistic (c) D'Agostino Statistic 3. Studentized Range 4. Moment Checking 5. Standa