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Statistical Inference


Synopsis


This book builds theoretical statistics from the first principles of probability theory. Starting from the basics of probability, the authors develop the theory of statistical inference using techniques, definitions, and concepts that are statistical and are natural extensions and consequences of previous concepts. Intended for first-year graduate students, this book can be used for students majoring in statistics who have a solid mathematics background. It can also be used in a way that stresses the more practical uses of statistical theory, being more concerned with understanding basic statistical concepts and deriving reasonable statistical procedures for a variety of situations, and less concerned with formal optimality investigations.

Roger Berger, George Casella

Summary

Chapter 1: Introduction to Statistical Inference

- Defines statistical inference and explains its purpose.
- Introduces the concepts of population, sample, and sampling distribution.
- Real example: Estimating the average lifespan of a certain species of animal based on a sample of observed lifespans.

Chapter 2: Fundamentals of Sampling

- Covers random sampling, non-random sampling, and sampling bias.
- Explains how to select appropriate sample sizes.
- Real example: Determining the sample size needed to estimate the average height of students in a university with an acceptable level of accuracy.

Chapter 3: Estimation and Confidence Intervals

- Discusses the principles of estimation and introduces confidence intervals.
- Explains how to construct confidence intervals for population means, proportions, and other parameters.
- Real example: Estimating the proportion of people who support a political candidate based on a survey sample and constructing a confidence interval for this proportion.

Chapter 4: Hypothesis Testing

- Explains the concept of hypothesis testing, including the null hypothesis and alternative hypothesis.
- Introduces the p-value and its interpretation.
- Real example: Testing the hypothesis that two different manufacturing processes produce products with equal average weights based on experimental data.

Chapter 5: Tests of Significance for Means

- Focuses on hypothesis testing for population means.
- Covers t-tests, z-tests, and the central limit theorem.
- Real example: Testing the hypothesis that the average test score for a particular standardized exam is different for two groups of students.

Chapter 6: Tests of Significance for Proportions

- Covers hypothesis testing for population proportions.
- Explains the concepts of sample proportion, binomial distribution, and normal approximation.
- Real example: Testing the hypothesis that the proportion of households in a certain neighborhood that own a pet is greater than 50% based on a sample survey.

Chapter 7: Tests of Significance for Variances

- Explains the concept of variance and its significance in hypothesis testing.
- Introduces the F-test for testing the equality of two population variances.
- Real example: Testing the hypothesis that the variance of the weights of manufactured parts produced by two machines is the same.

Chapter 8: Nonparametric Tests

- Discusses nonparametric tests that do not require assumptions about the underlying distribution of data.
- Covers the Mann-Whitney U test, Kruskal-Wallis test, and chi-square test for independence.
- Real example: Testing the hypothesis that the distribution of incomes for two different occupations is the same using the Mann-Whitney U test.