STATISTICS for PHYSICAL SCIENCES  (1st Edition)



Contents

 

Preface

 

 1      Statistics, Experiments, and Data

         1.1    Experiments and Observations

         1.2    Displaying Data

         1.3    Summarising Data Numerically

                  1.3.1    Measures of location

                  1.3.2    Measures of spread

                  1.3.3    More than one variable

         1.4    Large Samples

         1.5    Experimental Errors

         Problems 1

 

2.      Probability

         2.1    Axioms of Probability

         2.2    Calculus of Probabilities

         2.3    The Meaning of Probability

                  2.3.1    Frequency interpretation

                  2.3.2    Subjective interpretation

         Problems 2

 

3.      Probability Distributions I: Basic Concepts

         3.1    Random Variables

         3.2    Single Variates

                  3.2.1    Probability distributions

                  3.2.2    Expectation values

                  3.2.3    Moment-generating, and characteristic functions

         3.3    Several Variates

                  3.3.1    Joint probability distributions

                  3.3.2    Marginal and conditional distributions

                  3.3.3    Moments and expectation values

         3.4    Functions of a Random Variable

         Problems 3

 

4       Probability Distributions II: Examples

         4.1    Uniform

         4.2    Univariate Normal (Gaussian)

         4.3    Multivariate Normal

                  4.3.1    Bivariate normal

         4.4    Exponential

         4.5    Cauchy

4.6    Binomial

4.7    Multinomial

4.8    Poisson

Problems 4

 

5       Sampling and Estimation

         5.1    Random Samples and Estimators

                  5.1.1    Samplng distributions

                  5.1.2    Properties of point estimators

         5.2    Estimators for the Mean, Variance, and Covariance

         5.3    Laws of Large Numbers and the Central Limit Theorem

         5.4    Experimental Errors

                  5.4.1    Propagation of errors

         Problems 5

 

6       Sampling Distributions Associated with the Normal Distribution

         6.1    Chi-Squared Distribution

         6.2    StudentŐs t Distribution

         6.3    F Distribution

         6.4    Relations Between , t and F Distributions

         Problems 6

 

7       Point Estimation I: Maximum Likelihood and Minimum Variance

         7.1    Estimation of a Single Parameter

         7.2    Variance of an Estimator

                  7.2.1    Approximate methods

         7.3    Simultaneous Estimation of Several Parameters

         7.4    Minimum Variance

                  7.4.1    Parameter estimation

                  7.4.2    Minimum variance bound

         Problems 7

 

8       Point Estimation II: Least-Squares and Other Methods

         8.1    Unconstrained Linear Least-Squares

                  8.1.1    General solution for the parameters

                  8.1.2    Errors on the parameter estimates

                  8.1.3    Quality of the fit

                  8.1.4    Orthogonal polynomials

                  8.1.5    Fitting a straight line

                  8.1.6    Combining experiments

          8.2   Linear Least-Squares with Constraints

          8.3   Non-Linear Least-Squares

          8.4   Other Methods

                  8.4.1    Minimum chi-squared

                  8.4.2    Method of moments

                  8.4.3    BayesŐ estimators

          Problems 8

 

9       Interval Estimation

         9.1    Confidence Intervals: Basic Ideas

         9.2    Confidence Intervals: General Method

         9.3    Normal Distribution

                  9.3.1    Confidence intervals for the mean

                  9.3.2    Confidence intervals for the variance

                  9.3.3    Confidence regions for the mean and variance

         9.4    Poisson Distribution

         9.5    Large Samples

         9.6    Confidence Intervals Near Boundaries

         9.7    Bayesian confidence intervals

         Problems 9

 

10     Hypothesis Testing I: Parameters

         10.1  Statistical Hypotheses

         10.2  General Hypotheses: Likelihood Ratios

                  10.2.1 Simple hypothesis: one simple alternative

                  10.2.2 Composite hypotheses

         10.3  Normal Distribution

                  10.3.1  Basic ideas

                  10.3.2  Specific tests

         10.4  Other Distributions

         10.5  Analysis of Variance

         Problems 10

 

11     Hypothesis Testing II: Other Tests

         11.1  Goodness-Of-Fit Tests

                  11.1.1  Discrete distributions

                  11.1.2  Continuous distributions

                  11.1.3 Linear hypotheses

          11.2 Tests for Independence

          11.3 Nonparametric Tests

                  11.3.1  Sign test

                  11.3.2  Signed-rank test

                  11.3.3  Rank-sum test

                  11.3.4  Run test

                  11.3.5  Rank correlation coefficient

         Problems 11

 

Appendices

 

A      Miscellaneous Mathematics

         A.1   Matrix Algebra

         A.2   Classical Theory of Minima

 

B       Optimisation of Nonlinear Functions

         B.1   General Principles

         B.2   Unconstrained Minimisation of Functions of One variable

         B.3   Unconstrained Minimisation of Multivariable Functions

                  B.3.1   Direct search methods

                  B.3.2   Gradient methods

         B.4   Constrained Optimisation

 

C      Statistical Tables

         C.1   Normal Distribution

         C.2   Binomial Distribution

         C.3   Poisson Distribution

         C.4   Chi-squared Distribution

         C.5   StudentŐs t Distribution

         C.6   F distribution

         C.7   Signed-Rank Test

         C.8   Rank-Sum Test

         C.9   Run Test

         C.10 Rank Correlation Coefficient

        

D      Solutions to Odd-Numbered Problems

 

Bibliography

 

Index





 
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