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Crc Press - Computational Statistics Handbook With Matlab.pdf
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Crc Press - Computational Statistics Handbook With Matlab.pdf Wendy L. Martinez Angel R. Martinez
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CHAPMAN & HALL/CRC
Computational
Statistics
Handbook with
MATLAB
®
Wendy L. Martinez
Angel R. Martinez
Boca Raton London New York Washington, D.C.
© 2002 by Chapman & Hall/CRC

This book contains information obtained from authentic and highly regarded sources. Reprinted material
is quoted with permission, and sources are indicated. A wide variety of references are listed. Reasonable
efforts have been made to publish reliable data and information, but the author and the publisher cannot
assume responsibility for the validity of all materials or for the consequences of their use.
Neither this book nor any part may be reproduced or transmitted in any form or by any means, electronic
or mechanical, including photocopying, microfilming, and recording, or by any information storage or
retrieval system, without prior permission in writing from the publisher.
The consent of CRC Press LLC does not extend to copying for general distribution, for promotion, for
creating new works, or for resale. Specific permission must be obtained in writing from CRC Press LLC
for such copying.
Direct all inquiries to CRC Press LLC, 2000 N.W. Corporate Blvd., Boca Raton, Florida 33431.
Trademark Notice:
Product or corporate names may be trademarks or registered trademarks, and are
used only for identification and explanation, without intent to infringe.
Visit the CRC Press Web site at www.crcpress.com
© 2002 by Chapman & Hall/CRC
No claim to original U.S. Government works
International Standard Book Number 1-58488-229-8
Printed in the United States of America 1 2 3 4 5 6 7 8 9 0
Printed on acid-free paper
Library of Congress Cataloging-in-Publication Data
Catalog record is available from the Library of Congress
2298/disclaimer Page 1 Wednesday, August 22, 2001 2:50 PM

To
Edward J. Wegman
Teacher, Mentor and Friend
© 2002 by Chapman & Hall/CRC

Table of Contents
Preface
Chapter 1
Introduction
1.1 What Is Computational Statistics?
1.2 An Overview of the Book
Philosophy
What Is Covered
A Word About Notation
1.3 M
ATLAB
Code
Computational Statistics Toolbox
Internet Resources
1.4 Further Reading
Chapter 2
Probability Concepts
2.1 Introduction
2.2 Probability
Background
Probability
Axioms of Probability
2.3 Conditional Probability and Independence
Conditional Probability
Independence
Bayes Theorem
2.4 Expectation
Mean and Variance
Skewness
Kurtosis
2.5 Common Distributions
Binomial
Poisson
Uniform
Normal
Exponential
Gamma
Chi-Square
Weibull
Beta
© 2002 by Chapman & Hall/CRC

viii Computational Statistics Handbook with M
ATLAB
Multivariate Normal
2.6 M
ATLAB
Code
2.7 Further Reading
Exercises
Chapter 3
Sampling Concepts
3.1 Introduction
3.2 Sampling Terminology and Concepts
Sample Mean and Sample Variance
Sample Moments
Covariance
3.3 Sampling Distributions
3.4 Parameter Estimation
Bias
Mean Squared Error
Relative Efficiency
Standard Error
Maximum Likelihood Estimation
Method of Moments
3.5 Empirical Distribution Function
Quantiles
3.6 M
ATLAB
Code
3.7 Further Reading
Exercises
Chapter 4
Generating Random Variables
4.1 Introduction
4.2 General Techniques for Generating Random Variables
Uniform Random Numbers
Inverse Transform Method
Acceptance-Rejection Method
4.3 Generating Continuous Random Variables
Normal Distribution
Exponential Distribution
Gamma
Chi-Square
Beta
Multivariate Normal
Generating Variates on a Sphere
4.4 Generating Discrete Random Variables
Binomial
Poisson
Discrete Uniform
© 2002 by Chapman & Hall/CRC
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