Now available in paperback, this book covers some recent developments in statistical inference. It provides methods applicable in problems involving nuisance parameters such as those encountered in comparing two exponential distributions or in ANOVA without the assumption of equal error variances. The generalized procedures are shown to be more powerful in detecting significant experimental results and in avoiding misleading conclusions.
Now available in paperback. This book covers some recent developments in statistical inference. The author's main aim is to develop a theory of generalized p-values and generalized confidence intervals and to show how these concepts may be used to make exact statistical inferences in a variety of practical applications. In particular, they provide methods applicable in problems involving nuisance parameters such as those encountered in comparing two exponential distributions or in ANOVA without the assumption of equal error variances. The generalized procedures are shown to be more powerful in detecting significant experimental results and in avoiding misleading conclusions.1 Preliminary Notions.- 1.1 Introduction.- 1.2 Sufficiency.- 1.3 Complete Sufficient Statistics.- 1.4 Exponential Families of Distributions.- 1.5 Invariance.- 1.6 Maximum Likelihood Estimation.- 1.7 Unbiased Estimation.- 1.8 Least Squares Estimation.- 1.9 Interval Estimation.- Exercises.- 2 Notions in significance testing of hypotheses.- 2.1 Introduction.- 2.2 Test Statistics and Test Variables.- 2.3 Definition of p-Value.- 2.4 Generalized Likelihood Ratio Method.- 2.5 Invariance in Significance Testing.- 2.6 Unbiasedness and Similarity.- 2.7 Interval Estimation and Fixed-Level Testing.- Exercises.- 3 Review of Special Distributions.- 3.1 Poisson and Binomial Distributions.- 3.2 Point Estimation and Interval Estimation.- 3.3 Significance Testing of Parameters.- 3.4 Bayesian Inference.- 3.5 The Normal Distribution.- 3.6 Inferences About the Mean.l#