Statistical distributions:
Saved in:
| New Title: | Statistical distributions |
|---|---|
| Main Authors: | , , |
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Wiley
2000
|
| Edition: | 3. ed. |
| Series: | Wiley series in probability and statistics / Texts and references section
A Wiley-Interscience publication |
| Subjects: | |
| Online Access: | Publisher description Table of Contents Inhaltsverzeichnis Klappentext |
| Physical Description: | XVI, 220 S. graph. Darst. |
| ISBN: | 0471371246 |
Staff View
MARC
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Record in the Search Index
| _version_ | 1804128191007162368 |
|---|---|
| adam_text | Contents
Preface
xv
1.
Introduction
1
2.
Terms and Symbols
3
2.1
Probability, Random Variable,
Variate,
and
Random Number,
3
2.2
Range, Quantile, Probability Statements and
Domain, and Distribution Function,
5
2.3
Inverse Distribution and Survival Function,
8
2.4
Probability Density Function and Probability
Function,
9
2.5
Other Associated Functions and Quantities,
11
3.
General
Variate
Relationships
17
3.1
Introduction,
17
3.2
Function of
a Variate.
17
3.3
One-to-One Transformations and Inverses.
18
3.4
Variate
Relationships Under One-to-One
Transformation.
20
3.5
Parameters,
Variate,
and Function Notation.
22
3.6
Transformation of Location and Scale.
24
3.7
Transformation from the Rectangular
Variate,
25
Vil
INDEX
3.8
Many-to-One
Transformations,
26
3.9
Functions of Several
Variâtes,
29
4.
Bernoulli Distribution
31
4.1
Random Number Generation,
32
4.2
Curtailed Bernoulli Trial Sequences,
32
4.3
Urn Sampling Scheme,
33
4.4
Note,
33
5.
Beta Distribution
34
5.1
Notes on Beta and Gamma Functions,
35
5.2
Variate
Relationships,
37
5.3
Parameter Estimation,
40
5.4
Random Number Generation,
41
5.5
Inverted Beta Distribution,
41
5.6
Noncentral
Beta Distribution,
42
5.7
Beta Binomial Distribution,
42
6.
Binomial Distribution
43
6.1
Variate
Relationships,
44
6.2
Parameter Estimation,
46
6.3
Random Number Generation,
47
7.
Cauchy Distribution
48
7.1
Note,
49
7.2
Variate
Relationships,
49
7.3
Random Number Generation,
50
7.4
Generalized Form,
50
8.
Chi-Squared Distribution
52
8.1
Variate
Relationships,
53
8.2
Random Number Generation,
57
8.3
Chi Distribution,
57
INDEX IX
9.
Chi-Squared
(Noncentral)
Distribution
58
9.1
Variate
Relationships,
59
10.
Dirichlet Distribution
62
10.1
Variate
Relationships,
62
10.2
Dirichlet Multinomial Distribution,
63
11.
Empirical Distribution Function
65
11.1
Estimation from Uncensored Data,
65
11.2
Estimation from Censored Data,
66
11.3
Parameter Estimation,
67
11.4
Example,
67
11.5
Graphical Method for the Modified Order-
Numbers,
69
11.6
Model Accuracy,
70
12.
Erlang
Distribution
71
12.1
Variate
Relationships,
72
12.2
Parameter Estimation,
73
12.3
Random Number Generation,
73
13.
Error Distribution
74
13.1
Note,
75
13.2
Variate
Relationships,
76
14.
Exponential Distribution
77
14.1
Note,
79
14.2
Variate
Relationships,
80
14.3
Parameter Estimation,
81
14.4
Random Number Generation,
81
15.
Exponential Family
82
15.1
Members of the Exponential Family,
82
x
INDEX
15.2
Univariate One-Parameter Exponential
Family,
82
15.3
Estimation,
84
16.
Extreme Value (Gumbel) Distribution
85
16.1
Note,
86
16.2
Variate
Relationships,
86
16.3
Parameter Estimation,
89
16.4
Random Number Generation,
89
17.
F
(Variance Ratio) or Fisher-Snedecor Distribution
90
17.1
Variate
Relationships,
91
18.
F (Noncentral)
Distribution
95
18.1
Variate
Relationships,
96
19.
Gamma Distribution
98
19.1
Variate
Relationships,
99
19.2
Parameter Estimation.
101
19.3
Random Number Generation,
102
19.4
Inverted Gamma Distribution,
103
19.5
Normal Gamma Distribution,
103
19.6
Generalized Gamma Distribution,
104
20.
Geometric Distribution
106
20.1
Notes.
107
20.2
Variate
Relationships,
108
20.3
Random Number Generation,
108
21.
Hypergeometric Distribution
109
21.1
Note. Ill
21.2
Variate
Relationships, 111
21.3
Parameter Estimation,
112
21.4
Random Number Generation,
112
INDEX
Xl
21.5 Negative
Hypergeometric
Distribution, 112
21.6
Generalized Hypergeometric (Series)
Distribution,
113
22.
Inverse Gaussian
(Wald)
Distribution
114
22.1
Variate
Relationships,
115
22.2
Parameter Estimation,
116
23.
Laplace Distribution
117
23.1
Variate
Relationships,
118
23.2
Parameter Estimation,
120
23.3
Random Number Generation,
120
24.
Logarithmic Series Distribution
121
24.1
Variate
Relationships,
122
24.2
Parameter Estimation,
122
25.
Logistic Distribution
124
25.1
Notes,
126
25.2
Variate
Relationships,
127
25.3
Parameter Estimation,
128
25.4
Random Number Generation,
128
26. Lognormal
Distribution
129
26.1
Variate
Relationships,
130
26.2
Parameter Estimation,
133
26.3
Random Number Generation,
133
27.
Multinomial Distribution
134
27.1
Variate
Relationships.
136
27.2
Parameter Estimation,
136
28.
Multivariate Normal
(Multinormal)
Distribution
137
28.1
Variate
Relationships,
138
28.2
Parameter Estimation,
139
Xii INDEX
29. Negative
Binomial
Distribution 140
29.1 Note, 142
29.2
Variate
Relationships,
142
29.3 Parameter
Estimation,
144
29.4
Random Number Generation,
144
30.
Normal (Gaussian) Distribution
145
30.1
Variate
Relationships,
146
30.2
Parameter Estimation,
150
30.3
Random Number Generation,
150
31.
Pareto Distribution
151
31.1
Note,
153
31.2
Variate
Relationships,
153
31.3
Parameter Estimation,
154
31.4
Random Number Generation,
154
32.
Poisson
Distribution
155
32.1
Note,
157
32.2
Variate
Relationships,
157
32.3
Parameter Estimation,
160
32.4
Random Number Generation,
160
33.
Power Function Distribution
161
33.1
Variate
Relationships,
162
33.2
Parameter Estimation,
164
33.3
Random Number Generation,
164
34.
Power Series (Discrete) Distribution
165
34.1
Note.
166
34.2
Variate
Relationships,
166
33.3
Parameter Estimation,
166
35.
Rayleigh Distribution
167
35.1
Variate
Relationships,
168
35.2
Parameter Estimation,
169
INDEX
XIII
36.
Rectangular (Uniform)
Continuous Distribution
170
36.1
Variate
Relationships,
171
36.2
Parameter Estimation,
174
36.3
Random Number Generation,
174
37.
Rectangular (Uniform) Discrete Distribution
175
37.1
General Form,
176
37.2
Parameter Estimation,
177
38.
Student s/ Distribution
178
38.1
Variate
Relationships,
180
38.2
Random Number Generation,
183
39.
Student s
t
(Noncentral)
Distribution
184
39.1
Variate
Relationships.
186
40.
Triangular Distribution
187
40.1
Variate
Relationships.
188
40.2
Random Number Generation.
188
41. von
Mises
Distribution
189
41.1
Note.
190
41.2
Variate
Relationships.
191
41.3
Parameter Estimation.
191
42.
Weibull Distribution
192
42.1
Note.
193
42.2
Variate
Relationships.
194
42.3
Parameter Estimation.
194
42.4
Random Number Generation.
196
42.5
Three-Parameter Weibull Distribution.
196
42.6
Three-Parameter Weibull Random Number
Generation.
197
42.7
Bi-Weibull Distribution.
197
XIV INDEX
42.8
Five-Parameter Bi-Weibull Distribution,
199
42.9
Weibull Family,
202
43.
Wishart
(Central)
Distribution
204
43.1
Note,
205
43.2
Variate
Relationships,
205
44.
Computing References
206
45.
Statistica]
Tables
210
45.1
Normal
Distribution Function,
211
45.2
Percentiles of the Chi-Squared Distribution,
212
45.3
Percentiles of the
F
Distribution,
214
45.4
Percentiles of the Student s
t
Distribution,
218
45.5
Partial Expectations for the Standard Normal
Distribution,
219
Bibliography
220
Since the previous edition of this popular guide to the most commonly used statistical
distributions was published in
1993,
statistical methods have found many new appli¬
cations in science, medicine, engineering, business/finance, and the social sciences.
To keep pace with these developments and to highlight the growing influence of
statistical software and data management techniques, this new edition is now thor¬
oughly updated and revised. Through clear, concise, easy-to-follow presentations, the
authors discuss the key facts and formulas for
40
major probability distributions,
fine-tune all existing material, and continue to offer ready access to vital information
gleaned from hard-to-find places across the literature. Highly useful both as an intro¬
duction to basic principles and as a quick reference guide, Statistical Distributions,
Third Edition:
•
Presents the
40
distributions in alphabetical order
•
Provides all key formulas for each distribution
•
Adds a new chapter on the Empirical Distribution Function
•
Expands the Weibull Distribution to cover the
3
and
5
parameter versions
•
Incorporates diagrams and tables illustrating the characteristics of each distribution
•
Discusses the types of application for which distributions are used
•
Features references to relevant software packages
MERRAN EVANS, PhD, is Director of Planning and Academic Affairs at Monash
University, Victoria, Australia. NICHOLAS HASTINGS/ PhD, is Director of the
Centre for Asset Management at Queensland
University
of Technology, Brisbane,
Australia. BRIAN PEACOCK, PhD, is Manager of Manufacturing Ergonomics
Laboratory, General Motors Technical Center, Warren, Michigan.
|
| any_adam_object | 1 |
| author | Evans, Merran 1946- Hastings, Nicholas A. J. 1937- Peacock, Brian 1938- |
| author_GND | (DE-588)17061347X (DE-588)140495762 (DE-588)138875316 |
| author_facet | Evans, Merran 1946- Hastings, Nicholas A. J. 1937- Peacock, Brian 1938- |
| author_role | aut aut aut |
| author_sort | Evans, Merran 1946- |
| author_variant | m e me n a j h naj najh b p bp |
| building | Verbundindex |
| bvnumber | BV013405968 |
| callnumber-first | Q - Science |
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| callnumber-search | QA273.6.E92 2000 |
| callnumber-sort | QA 3273.6 E92 42000 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 233 SK 835 |
| ctrlnum | (OCoLC)247403603 (DE-599)BVBBV013405968 |
| dewey-full | 519.2/421 519.24 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/4 21 519.24 |
| dewey-search | 519.2/4 21 519.24 |
| dewey-sort | 3519.2 14 221 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 3. ed. |
| format | Book |
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| series2 | Wiley series in probability and statistics / Texts and references section A Wiley-Interscience publication |
| spelling | Evans, Merran 1946- Verfasser (DE-588)17061347X aut Statistical distributions Merran Evans ; Nicholas Hastings ; Brian Peacock 3. ed. New York [u.a.] Wiley 2000 XVI, 220 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and statistics / Texts and references section A Wiley-Interscience publication Distribution (Probability theory) Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd rswk-swf 1\p (DE-588)4151278-9 Einführung gnd-content Wahrscheinlichkeitsverteilung (DE-588)4121894-2 s DE-604 Hastings, Nicholas A. J. 1937- Verfasser (DE-588)140495762 aut Peacock, Brian 1938- Verfasser (DE-588)138875316 aut Später u.d.T. Statistical distributions http://www.loc.gov/catdir/description/wiley034/99088655.html Publisher description http://www.loc.gov/catdir/toc/onix05/99088655.html Table of Contents Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009147305&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009147305&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Evans, Merran 1946- Hastings, Nicholas A. J. 1937- Peacock, Brian 1938- Statistical distributions Distribution (Probability theory) Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
| subject_GND | (DE-588)4121894-2 (DE-588)4151278-9 |
| title | Statistical distributions |
| title_auth | Statistical distributions |
| title_exact_search | Statistical distributions |
| title_full | Statistical distributions Merran Evans ; Nicholas Hastings ; Brian Peacock |
| title_fullStr | Statistical distributions Merran Evans ; Nicholas Hastings ; Brian Peacock |
| title_full_unstemmed | Statistical distributions Merran Evans ; Nicholas Hastings ; Brian Peacock |
| title_new | Statistical distributions |
| title_short | Statistical distributions |
| title_sort | statistical distributions |
| topic | Distribution (Probability theory) Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
| topic_facet | Distribution (Probability theory) Wahrscheinlichkeitsverteilung Einführung |
| url | http://www.loc.gov/catdir/description/wiley034/99088655.html http://www.loc.gov/catdir/toc/onix05/99088655.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009147305&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009147305&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT evansmerran statisticaldistributions AT hastingsnicholasaj statisticaldistributions AT peacockbrian statisticaldistributions |