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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
6201 17
2013-01-27
论坛里面的这本书无法正常阅读,书中很多地方有空白,每页内容也严重移位。
所以我从网上付了人民币买了此书的电子版,高清,讨要一点辛苦费。
Nonparametric Statistical Inference
      Fifth Edition

Jean Dickinson Gibbons        University of Alabama (Emerita)     Tuscaloosa, U.S.A.
Subhabrata Chakraborti       University of Alabama                    Tuscaloosa, U.S.A.
Contents
1. Introduction and Fundamentals.................................................................. 1
1.1 Introduction........................................................................................... 1
1.2 Fundamental Statistical Concepts ...................................................... 7
1.2.1 Basic Definitions...................................................................... 8
1.2.2 Moments of Linear Combinations of Random
Variables................................................................................. 10
1.2.3 Probability Functions............................................................ 10
1.2.4 Distributions of Functions of Random Variables
Using the Method of Jacobians ........................................... 15
1.2.5 Chebyshev’s Inequality........................................................ 16
1.2.6 Central Limit Theorem......................................................... 16
1.2.7 Point and Interval Estimation ............................................. 17
1.2.8 Hypothesis Testing ............................................................... 18
1.2.9 PValue ................................................................................... 21
1.2.10 Consistency ............................................................................ 22
1.2.11 Pitman Efficiency .................................................................. 23
1.2.12 Randomized Tests................................................................. 25
1.2.13 Continuity Correction........................................................... 26
2. Order Statistics, Quantiles, and Coverages............................................ 29
2.1 Introduction......................................................................................... 29
2.2 Quantile Function............................................................................... 30
2.3 Empirical Distribution Function....................................................... 33
2.3.1 Empirical Quantile Function ............................................... 36
2.4 Statistical Properties of Order Statistics .......................................... 37
2.4.1 Cumulative Distribution Function ofX(r).......................... 37
2.4.2 Probability Density Function ofX(r)................................... 37
2.5 Probability-Integral Transformation................................................ 39
2.6 Joint Distribution of Order Statistics ............................................... 41
2.7 Distributions of the Median and Range.......................................... 46
2.7.1 Distribution of the Median .................................................. 46
2.7.2 Distribution of the Range .................................................... 48
2.8 Exact Moments of Order Statistics................................................... 49
2.8.1 kth Moment about the Origin ............................................. 49
2.8.2 Covariance betweenX(r) andX(s)....................................... 50
2.9 Large-Sample Approximations to the Moments
of Order Statistics ............................................................................... 53
2.10 Asymptotic Distribution of Order Statistics ................................... 56
2.11 Tolerance Limits for Distributions and Coverages ....................... 60
2.11.1 One-Sample Coverages ........................................................ 62
2.11.2 Two-Sample Coverages........................................................ 63
2.11.3 Ranks, Block Frequencies, and Placements....................... 64
2.12 Summary.............................................................................................. 66
Problems ......................................................................................................... 66
3. Tests of Randomness.................................................................................. 75
3.1 Introduction......................................................................................... 75
3.2 Tests Based on the Total Number of Runs..................................... 76
3.2.1 Exact Null Distribution ofR................................................ 76
3.2.2 Moments of the Null Distribution ofR............................. 80
3.2.3 Asymptotic Null Distribution ............................................. 82
3.2.4 Discussion .............................................................................. 83
3.2.5 Applications ........................................................................... 83
3.3 Tests Based on the Length of the Longest Run ............................. 85
3.4 Runs Up and Down ........................................................................... 88
3.4.1 Applications ........................................................................... 93
3.5 A Test Based on Ranks...................................................................... 94
3.6 Summary.............................................................................................. 96
Problems ......................................................................................................... 96
4. Tests of Goodness of Fit........................................................................... 101
5. One-Sample and Paired-Sample Procedures........................................ 157
6. The General Two-Sample Problem........................................................ 227
7. Linear Rank Statistics and the General Two-Sample Problem........ 275
8. Linear Rank Tests for the Location Problem....................................... 289
9. Linear Rank Tests for the Scale Problem............................................. 311
10. Tests of the Equality ofkIndependent Samples................................ 343
11. Measures of Association for Bivariate Samples.................................. 385
12. Measures of Association in Multiple Classifications......................... 437
13. Asymptotic Relative Efficiency............................................................... 479
14. Analysis of Count Data............................................................................ 505
15. Summary...................................................................................................... 539
Appendix of Tables.......................................................................................... 541

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Nonparametric Statistical Inference, Fif - Gibbons, Jean Dickinson.pdf

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undergraduate and graduate level text

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2013-1-31 00:33:31
downloaded to learn, thanks for your sharing.
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2013-2-4 14:25:59
谢谢分享哈~刚好是我课上要求的书~
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2013-3-9 22:35:08
thanks for sharing.
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2013-3-9 22:37:13
thanks for sharing.
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2013-4-29 17:13:11
5分呢。。。。。。。。。。。。。。。。
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