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Nonparametric Statistical Methods Myles Hollander

Nonparametric Statistical Methods By Myles Hollander

Nonparametric Statistical Methods by Myles Hollander


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Summary

Written by leading statisticians, this new edition has been completely updated to include additional modern topics and procedures, more real-world data sets, and more problems from real-life situations.

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Nonparametric Statistical Methods Summary

Nonparametric Statistical Methods by Myles Hollander

Praise for the Second Edition This book should be an essential part of the personal library of every practicing statistician. Technometrics Thoroughly revised and updated, the new edition of Nonparametric Statistical Methods includes additional modern topics and procedures, more practical data sets, and new problems from real-life situations. The book continues to emphasize the importance of nonparametric methods as a significant branch of modern statistics and equips readers with the conceptual and technical skills necessary to select and apply the appropriate procedures for any given situation. Written by leading statisticians, Nonparametric Statistical Methods, Third Edition provides readers with crucial nonparametric techniques in a variety of settings, emphasizing the assumptions underlying the methods. The book provides an extensive array of examples that clearly illustrate how to use nonparametric approaches for handling one- or two-sample location and dispersion problems, dichotomous data, and one-way and two-way layout problems. In addition, the Third Edition features: * The use of the freely available R software to aid in computation and simulation, including many new R programs written explicitly for this new edition * New chapters that address density estimation, wavelets, smoothing, ranked set sampling, and Bayesian nonparametrics * Problems that illustrate examples from agricultural science, astronomy, biology, criminology, education, engineering, environmental science, geology, home economics, medicine, oceanography, physics, psychology, sociology, and space science Nonparametric Statistical Methods, Third Edition is an excellent reference for applied statisticians and practitioners who seek a review of nonparametric methods and their relevant applications. The book is also an ideal textbook for upper-undergraduate and first-year graduate courses in applied nonparametric statistics.

About Myles Hollander

MYLES HOLLANDER is Robert O. Lawton Distinguished Professor of Statistics and Professor Emeritus at the Florida State University in Tallahassee. He served as editor of the Theory and Methods Section of the Journal of the American Statistical Association, 1993 96, and he received the Gottfried E. Noether Senior Scholar Award from the American Statistical Association in 2003. DOUGLAS A. WOLFE is Professor and Chair Emeritus in the Department of Statistics at Ohio State University in Columbus. He is a two-time recipient of the Ohio State University Alumni Distinguished Teaching Award, in 1973 74 and 1988 89. ERIC CHICKEN is Associate Professor at the Florida State University in Tallahassee. He is active in modern nonparametric statistics research fields, including functional analysis, sequential methods, and complex system applications.

Table of Contents

Preface xiii 1. Introduction 1 1.1. Advantages of Nonparametric Methods 1 1.2. The Distribution-Free Property 2 1.3. Some Real-World Applications 3 1.4. Format and Organization 6 1.5. Computing with R 8 1.6. Historical Background 9 2. The Dichotomous Data Problem 11 Introduction 11 2.1. A Binomial Test 11 2.2. An Estimator for the Probability of Success 22 2.3. A Confidence Interval for the Probability of Success (Wilson) 24 2.4. Bayes Estimators for the Probability of Success 33 3. The One-Sample Location Problem 39 Introduction 39 Paired Replicates Analyses by Way of Signed Ranks 39 3.1. A Distribution-Free Signed Rank Test (Wilcoxon) 40 3.2. An Estimator Associated with Wilcoxon s Signed Rank Statistic (Hodges Lehmann) 56 3.3. A Distribution-Free Confidence Interval Based on Wilcoxon s Signed Rank Test (Tukey) 59 Paired Replicates Analyses by Way of Signs 63 3.4. A Distribution-Free Sign Test (Fisher) 63 3.5. An Estimator Associated with the Sign Statistic (Hodges Lehmann) 76 3.6. A Distribution-Free Confidence Interval Based on the Sign Test (Thompson, Savur) 80 One-Sample Data 84 3.7. Procedures Based on the Signed Rank Statistic 84 3.8. Procedures Based on the Sign Statistic 90 3.9. An Asymptotically Distribution-Free Test of Symmetry (Randles Fligner Policello Wolfe, Davis Quade) 94 Bivariate Data 102 3.10. A Distribution-Free Test for Bivariate Symmetry (Hollander) 102 3.11. Efficiencies of Paired Replicates and One-Sample Location Procedures 112 4. The Two-Sample Location Problem 115 Introduction 115 4.1. A Distribution-Free Rank Sum Test (Wilcoxon, Mann and Whitney) 115 4.2. An Estimator Associated with Wilcoxon s Rank Sum Statistic (Hodges Lehmann) 136 4.3. A Distribution-Free Confidence Interval Based on Wilcoxon s Rank Sum Test (Moses) 142 4.4. A Robust Rank Test for the Behrens Fisher Problem (Fligner Policello) 145 4.5. Efficiencies of Two-Sample Location Procedures 149 5. The Two-Sample Dispersion Problem and Other Two-Sample Problems 151 Introduction 151 5.1. A Distribution-Free Rank Test for Dispersion Medians Equal (Ansari Bradley) 152 5.2. An Asymptotically Distribution-Free Test for Dispersion Based on the Jackknife Medians Not Necessarily Equal (Miller) 169 5.3. A Distribution-Free Rank Test for Either Location or Dispersion (Lepage) 181 5.4. A Distribution-Free Test for General Differences in Two Populations (Kolmogorov Smirnov) 190 5.5. Efficiencies of Two-Sample Dispersion and Broad Alternatives Procedures 200 6. The One-Way Layout 202 Introduction 202 6.1. A Distribution-Free Test for General Alternatives (Kruskal Wallis) 204 6.2. A Distribution-Free Test for Ordered Alternatives (Jonckheere Terpstra) 215 6.3. Distribution-Free Tests for Umbrella Alternatives (Mack Wolfe) 225 6.3A. A Distribution-Free Test for Umbrella Alternatives, Peak Known (Mack Wolfe) 226 6.3B. A Distribution-Free Test for Umbrella Alternatives, Peak Unknown (Mack Wolfe) 241 6.4. A Distribution-Free Test for Treatments Versus a Control (Fligner Wolfe) 249 Rationale For Multiple Comparison Procedures 255 6.5. Distribution-Free Two-Sided All-Treatments Multiple Comparisons Based on Pairwise Rankings General Configuration (Dwass, Steel, and Critchlow Fligner) 256 6.6. Distribution-Free One-Sided All-Treatments Multiple Comparisons Based on Pairwise Rankings-Ordered Treatment Effects (Hayter Stone) 265 6.7. Distribution-Free One-Sided Treatments-Versus-Control Multiple Comparisons Based on Joint Rankings (Nemenyi, Damico Wolfe) 271 6.8. Contrast Estimation Based on Hodges Lehmann Two-Sample Estimators (Spjotvoll) 278 6.9. Simultaneous Confidence Intervals for All Simple Contrasts (Critchlow Fligner) 282 6.10. Efficiencies of One-Way Layout Procedures 287 7. The Two-Way Layout 289 Introduction 289 7.1. A Distribution-Free Test for General Alternatives in a Randomized Complete Block Design (Friedman, Kendall-Babington Smith) 292 7.2. A Distribution-Free Test for Ordered Alternatives in a Randomized Complete Block Design (Page) 304 Rationale for Multiple Comparison Procedures 315 7.3. Distribution-Free Two-Sided All-Treatments Multiple Comparisons Based on Friedman Rank Sums General Configuration (Wilcoxon, Nemenyi, McDonald-Thompson) 316 7.4. Distribution-Free One-Sided Treatments Versus Control Multiple Comparisons Based on Friedman Rank Sums (Nemenyi, Wilcoxon-Wilcox, Miller) 322 7.5. Contrast Estimation Based on One-Sample Median Estimators (Doksum) 328 Incomplete Block Data Two-Way Layout with Zero or One Observation Per Treatment Block Combination 331 7.6. A Distribution-Free Test for General Alternatives in a Randomized Balanced Incomplete Block Design (BIBD) (Durbin Skillings Mack) 332 7.7. Asymptotically Distribution-Free Two-Sided All-Treatments Multiple Comparisons for Balanced Incomplete Block Designs (Skillings Mack) 341 7.8. A Distribution-Free Test for General Alternatives for Data From an Arbitrary Incomplete Block Design (Skillings Mack) 343 Replications Two-Way Layout with at Least One Observation for Every Treatment Block Combination 354 7.9. A Distribution-Free Test for General Alternatives in a Randomized Block Design with an Equal Number c(>1) of Replications Per Treatment Block Combination (Mack Skillings) 354 7.10. Asymptotically Distribution-Free Two-Sided All-Treatments Multiple Comparisons for a Two-Way Layout with an Equal Number of Replications in Each Treatment Block Combination (Mack Skillings) 367 Analyses Associated with Signed Ranks 370 7.11. A Test Based on Wilcoxon Signed Ranks for General Alternatives in a Randomized Complete Block Design (Doksum) 370 7.12. A Test Based on Wilcoxon Signed Ranks for Ordered Alternatives in a Randomized Complete Block Design (Hollander) 376 7.13. Approximate Two-Sided All-Treatments Multiple Comparisons Based on Signed Ranks (Nemenyi) 379 7.14. Approximate One-Sided Treatments-Versus-Control Multiple Comparisons Based on Signed Ranks (Hollander) 382 7.15. Contrast Estimation Based on the One-Sample Hodges Lehmann Estimators (Lehmann) 386 7.16. Efficiencies of Two-Way Layout Procedures 390 8. The Independence Problem 393 Introduction 393 8.1. A Distribution-Free Test for Independence Based on Signs (Kendall) 393 8.2. An Estimator Associated with the Kendall Statistic (Kendall) 413 8.3. An Asymptotically Distribution-Free Confidence Interval Based on the Kendall Statistic (Samara-Randles, Fligner Rust, Noether) 415 8.4. An Asymptotically Distribution-Free Confidence Interval Based on Efron s Bootstrap 420 8.5. A Distribution-Free Test for Independence Based on Ranks (Spearman) 427 8.6. A Distribution-Free Test for Independence Against Broad Alternatives (Hoeffding) 442 8.7. Efficiencies of Independence Procedures 450 9. Regression Problems 451 Introduction 451 One Regression Line 452 9.1. A Distribution-Free Test for the Slope of the Regression Line (Theil) 452 9.2. A Slope Estimator Associated with the Theil Statistic (Theil) 458 9.3. A Distribution-Free Confidence Interval Associated with the Theil Test (Theil) 460 9.4. An Intercept Estimator Associated with the Theil Statistic and Use of the Estimated Linear Relationship for Prediction (Hettmansperger McKean Sheather) 463 k( 2) Regression Lines 466 9.5. An Asymptotically Distribution-Free Test for the Parallelism of Several Regression Lines (Sen, Adichie) 466 General Multiple Linear Regression 475 9.6. Asymptotically Distribution-Free Rank-Based Tests for General Multiple Linear Regression (Jaeckel, Hettmansperger McKean) 475 Nonparametric Regression Analysis 490 9.7. An Introduction to Non-Rank-Based Approaches to Nonparametric Regression Analysis 490 9.8. Efficiencies of Regression Procedures 494 10. Comparing Two Success Probabilities 495 Introduction 495 10.1. Approximate Tests and Confidence Intervals for the Difference between Two Success Probabilities (Pearson) 496 10.2. An Exact Test for the Difference between Two Success Probabilities (Fisher) 511 10.3. Inference for the Odds Ratio (Fisher, Cornfield) 515 10.4. Inference for k Strata of 2 x 2 Tables (Mantel and Haenszel) 522 10.5. Efficiencies 534 11. Life Distributions and Survival Analysis 535 Introduction 535 11.1. A Test of Exponentiality Versus IFR Alternatives (Epstein) 536 11.2. A Test of Exponentiality Versus NBU Alternatives (Hollander Proschan) 545 11.3. A Test of Exponentiality Versus DMRL Alternatives (Hollander Proschan) 555 11.4. A Test of Exponentiality Versus a Trend Change in Mean Residual Life (Guess Hollander Proschan) 563 11.5. A Confidence Band for the Distribution Function (Kolmogorov) 568 11.6. An Estimator of the Distribution Function When the Data are Censored (Kaplan Meier) 578 11.7. A Two-Sample Test for Censored Data (Mantel) 594 11.8. Efficiencies 605 12. Density Estimation 609 Introduction 609 12.1. Density Functions and Histograms 609 12.2. Kernel Density Estimation 617 12.3. Bandwidth Selection 624 12.4. Other Methods 628 13. Wavelets 629 Introduction 629 13.1. Wavelet Representation of a Function 630 13.2. Wavelet Thresholding 644 13.3. Other Uses of Wavelets in Statistics 655 14. Smoothing 656 Introduction 656 14.1. Local Averaging (Friedman) 657 14.2. Local Regression (Cleveland) 662 14.3. Kernel Smoothing 667 14.4. Other Methods of Smoothing 675 15. Ranked Set Sampling 676 Introduction 676 15.1. Rationale and Historical Development 676 15.2. Collecting a Ranked Set Sample 677 15.3. Ranked Set Sampling Estimation of a Population Mean 685 15.4. Ranked Set Sample Analogs of the Mann Whitney Wilcoxon Two-Sample Procedures (Bohn Wolfe) 717 15.5. Other Important Issues for Ranked Set Sampling 737 15.6. Extensions and Related Approaches 742 16. An Introduction to Bayesian Nonparametric Statistics via the Dirichlet Process 744 Introduction 744 16.1. Ferguson s Dirichlet Process 745 16.2. A Bayes Estimator of the Distribution Function (Ferguson) 749 16.3. Rank Order Estimation (Campbell and Hollander) 752 16.4. A Bayes Estimator of the Distribution When the Data are Right-Censored (Susarla and Van Ryzin) 755 16.5. Other Bayesian Approaches 759 Bibliography 763 R Program Index 791 Author Index 799 Subject Index 809

Additional information

CIN0470387378G
9780470387375
0470387378
Nonparametric Statistical Methods by Myles Hollander
Used - Good
Hardback
John Wiley & Sons Inc
20140114
848
N/A
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