Author(s): Larry Wasserman
Publisher: Springer
Year: 2004
Language: English
Pages: 736
Tags: Математика;Теория вероятностей и математическая статистика;Математическая статистика;Прикладная математическая статистика;
All of Statistics - A Concise Course in Statistical Inference_Larry Wasserman (Springer 2004 errata 465s)......Page 1
Preface......Page 4
Statistics/Data Mining Dictionary......Page 8
Contents......Page 10
Part I Probability......Page 18
1 Probability......Page 20
2 Random Variables......Page 36
3 Expectation......Page 64
4 Inequalities......Page 80
5 Convergence of Random Variables......Page 88
Part II Statistical Inference......Page 102
6 Models, Statistical Inference and Learning......Page 104
7 Estimating the cdf and Statistical Functionals......Page 114
8 The Bootstrap......Page 124
9 Parametric Inference......Page 136
10 Hypothesis Testing and p-values......Page 166
11 Bayesian Inference......Page 192
12 Statistical Decision Theory......Page 210
Part III Statistical Models and Methods......Page 224
13 Linear and Logistic Regression......Page 226
14 Multivariate Models......Page 248
15 Inference About Independence......Page 256
16 Causal Inference......Page 268
17 Directed Graphs and Conditional Independence......Page 280
18 Undirected Graphs......Page 298
19 Log-Linear Models......Page 308
20 Nonparametric Curve Estimation......Page 320
21 Smoothing Using Orthogonal Functions......Page 344
22 Classification......Page 366
23 Probability Redux: Stochastic Processes......Page 398
24 Simulation Methods......Page 420
Bibliography......Page 440
List of Symbols......Page 448
Index......Page 451
ERRATA for All of Statistics......Page 460
ERRATA for All of Statistics Second Printing......Page 464
Index of /~larry/all-of-statistics/=Rprograms......Page 466
cmu.edu......Page 0
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/Example15.5.r......Page 470
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/Fig9.2.r......Page 472
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/Fig24.1.r......Page 474
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/ICU.data......Page 475
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/Utility.functions.r......Page 479
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/a1882_25.dat......Page 480
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/band.r......Page 514
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http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/cmb.r......Page 529
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http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/crime.dat......Page 536
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/cv.r......Page 538
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/dasi.dat......Page 541
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http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/density.ci.S......Page 544
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http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/density.r......Page 549
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/dose.response.r......Page 550
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/edf.r......Page 551
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/election.r......Page 552
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/equilibrium.r......Page 553
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http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/florida-election-data.txt......Page 555
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http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/graphics.r......Page 566
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/haar.r......Page 567
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/histogram.confidence.r......Page 571
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/importance.sampling.r......Page 573
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/importance.tail.r......Page 575
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/inhomogeneous.function.r......Page 576
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/jane.austen.S......Page 577
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/kern.regress.r......Page 578
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/kyphosis.S......Page 580
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/linear.regress.r......Page 582
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/logistic.r......Page 583
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/loglin.S......Page 585
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/loglin.r......Page 586
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/loglin.sim.r......Page 587
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http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/multiple.regression.r......Page 593
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/normal.density.data......Page 595
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/patch.S......Page 597
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/patch.data......Page 599
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/poisson.process.r......Page 600
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/r.by.c.table.r......Page 602
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/react.density.marronwand.r......Page 604
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/react.density.r......Page 609
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http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/sa.data......Page 621
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/spam.data......Page 632
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/spam.r......Page 719
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/stockprice.r......Page 723
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/symmlet.S......Page 724
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/tanh.S......Page 725
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/tanh.r......Page 726
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/temp.r......Page 727
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/ten.S......Page 730
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/tree.r......Page 735
http://www.stat.cmu.edu/~larry/all-of-statistics/=Rprograms/tree.small.r......Page 736
