All of Statistics: A Concise Course in Statistical Inference by Larry Wasserman

By Larry Wasserman

WINNER OF THE 2005 DEGROOT PRIZE!

This publication is for those who are looking to examine likelihood and information quick. It brings jointly some of the major principles in smooth statistics in a single position. The ebook is acceptable for college students and researchers in data, computing device technology, facts mining and desktop learning.

This ebook covers a much broader diversity of issues than a customary introductory textual content on mathematical information. It contains glossy issues like nonparametric curve estimation, bootstrapping and class, subject matters which are often relegated to follow-up classes. The reader is thought to understand calculus and a bit linear algebra. No earlier wisdom of chance and facts is needed. The textual content can be utilized on the complex undergraduate and graduate point.

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Example text

There are three steps for finding fy: Three Steps for Transformations 1. For each y, find the set Ay = {x: r(x):::; y}. 2. 11) fx(x)dx. A" 3. The PDF is fy(y) = FHy). 46 Example. Let j"x(x) = e- x for x 1- e- x . > O. Hence, Fx(x) = J~T Let Y = r(X) = logX. Then, Ay = {x: x:::; eY} and Fy(y) lP'(Y :::; y) = lP'(logX :::; y) lP'(X :::; eY) = Fx(e Y) = 1 - e-e". Therefore, fy(y) = eYe-e Y for y E R _ fx(s)ds = 42 2. 47 Example. Let X density of X is Uniform ( -1,3). Find the rv fx(x) = {1/4 o if - 1 ~ x < otherwlse.

B) If it is known that the youngest child has blue eyes, what is the probability that at least two children have blue eyes? 16. 14. 17. Show that JP'(ABC) = JP'(AIBC)P(BIC)P(C). 16 1. Probability 18. , they are disjoint and U7=I Ai = n. Assume that IP'(B) > O. Prove that if IP'(AIIB) < IP'(AI) then IP'(AiIB) > IP'(Ai) for some i = 2, ... , k. 19. Suppose that 30 percent of computer owners use a Macintosh, 50 percent use Windows, and 20 percent use Linux. Suppose that 65 percent of the Mac users have succumbed to a computer virus, 82 percent of the Windows users get the virus, and 50 percent of the Linux users get the virus.

39 Example. Suppose that X rv Uniform(O, 1). After obtaining a value of X we generate YIX = x rv Uniform(x, 1). What is the marginal distribution avoid this problem by defining things in terms of the PDF. The fact that this leads to a well-defined theory is proved in more advanced courses. Here, we simply take it as a definition. 38 2. Random Variables of Y? First note that, fx(x) = { if 0 ::; x ::; 1 otherwise ~ and ifO

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