REFERENCES

  1. 1. A. Agresti, Categorical Data Analysis, 3rd ed., Wiley, New York, 2012.
  2. 2. T. W. Anderson, Maximum likelihood estimates for a multivariate normal distribution when some observations are missing, J. Am. Stat. Assoc. 52 (1957), 200-203.
  3. 3. J. D. Auble, Extended tables for the Mann-Whitney statistic, Bull. Inst. Educ. Res. 1 (1953), No. i-iii, 1-39.
  4. 4. D. Bernstein, Sur une propriété charactéristique de la loi de Gauss, Trans. Leningrad Polytech. Inst. 3 (1941), 21-22.
  5. 5. P. J. Bickel, On some robust estimators of location, Ann. Math. Stat. 36 (1965), 847-858.
  6. 6. P. Billingsley, Probability and Measure,2nd ed., Wiley, New York, 1986.
  7. 7. D. Birkes, Generalized likelihood ratio tests and uniformly most powerful tests, Am. Stat. 44 (1990), 163-166.
  8. 8. Z. W. Birnbaum and F. H. Tingey, One-sided confidence contours for probability distribution functions, Ann. Math. Stat. 22 (1951), 592-596.
  9. 9. Z. W. Birnbaum, Numerical tabulation of the distribution of Kolmogorov's statistic for finite sample size, J. Am. Stat. Assoc., 17 (1952), 425-441.
  10. 10. D. Blackwell, Conditional expectation and unbiased sequential estimation, Ann. Math. Stat. 18 (1947), 105-110.
  11. 11. J. Boas, A note on the estimation of the covariance between two random variables using extra information on the separate variables, Stat. Neerl. 21 (1967), 291-292.
  12. 12. D. G. Chapman and H. Robbins, Minimum variance estimation without regularity assumptions, Ann. Math. Stat. 22 (1951), 581-586.
  13. 13. S.D. Chatterji, Some ...

Get An Introduction to Probability and Statistics, 3rd Edition now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.