Probability, Statistics, and Stochastic Processes, 2nd Edition

Index

Absorbing state

Alternative hypothesis

one-sided versus two-sided

Analysis of variance

as GLM

confidence intervals

for regression models

multiple comparisons

one-way

two-way

unbalanced

ANOVA

ANOVA table

Aperiodic state

Backward equations

Backwards martingale

Balking

Ballot theorem

Base rate

Bayes estimator

Bayes' formula

in island problem

in Monty Hall problem

Bayesian statistics

Beta distribution

conjugate to binomial

Between-group variance

Bienaymé, I. J.

Binomial distribution

approximation by normal

approximation by Poisson

approximation of hypergeometric

Birthday problem

Birth–death process

linear

Bivariate normal distribution

Bonferroni correction

Bonferroni-Holm correction

Bootstrap simulation

Borel set

Box–Muller method

Branching processes

as martingale

convergence of

Brownian bridge

Brownian motion

geometric

maximum of

standard

two-dimensional

with drift

Buffon, Count de

Buffon's needle

C

Cauchy distribution

Cavendish, Henry

Central limit theorem

for renewal process

Chapman–Kolmogorov equations

Chebyshev's inequality

one-sided

Chi-square distribution

Chuck-a-luck

Coefficient of determination

Coefficient of variation

Communicating states

Conditional distributions

Conditional expectation

in prediction

Conditional pdf

given an event

jointly continuous case

Conditional probability

as information

Conditional variance

Confidence interval

for difference between means (equal variances)

for ratio of variances

for the mean

for the variance

for unknown probability

nonparametric ...