Provides state-of-the-art coverage for the researcher confronted with designing and executing a simulation study using continuous multivariate distributions. Concise writing style makes the book accessible to a wide audience. Well-known multivariate distributions are described, emphasizing a few representative cases from each distribution. Coverage includes Pearson Types II and VII elliptically contoured distributions, Khintchine distributions, and the unifying class for the Burr, Pareto, and logistic distributions. Extensively illustrated–the figures are unique, attractive, and reveal very nicely what distributions ``look like.'' Contains an extensive and up-to-date bibliography culled from journals in statistics, operations research, mathematics, and computer science.
We all like to know how reliable and how risky certain situations are, and our increasing reliance on technology has led to the need for more precise assessments than ever before. Such precision has resulted in efforts both to sharpen the notions of risk and reliability, and to quantify them. Quantification is required for normative decision-making, especially decisions pertaining to our safety and wellbeing. Increasingly in recent years Bayesian methods have become key to such quantifications. Reliability and Risk provides a comprehensive overview of the mathematical and statistical aspects of risk and reliability analysis, from a Bayesian perspective. This book sets out to change the way in which we think about reliability and survival analysis by casting them in the broader context of decision-making. This is achieved by: Providing a broad coverage of the diverse aspects of reliability, including: multivariate failure models, dynamic reliability, event history analysis, non-parametric Bayes, competing risks, co-operative and competing systems, and signature analysis. Covering the essentials of Bayesian statistics and exchangeability, enabling readers who are unfamiliar with Bayesian inference to benefit from the book. Introducing the notion of “composite reliability”, or the collective reliability of a population of items. Discussing the relationship between notions of reliability and survival analysis and econometrics and financial risk. Reliability and Risk can most profitably be used by practitioners and research workers in reliability and survivability as a source of information, reference, and open problems. It can also form the basis of a graduate level course in reliability and risk analysis for students in statistics, biostatistics, engineering (industrial, nuclear, systems), operations research, and other mathematically oriented scientists, wherein the instructor could supplement the material with examples and problems.
Bayesian methods combine the evidence from the data at hand with previous quantitative knowledge to analyse practical problems in a wide range of areas. The calculations were previously complex, but it is now possible to routinely apply Bayesian methods due to advances in computing technology and the use of new sampling methods for estimating parameters. Such developments together with the availability of freeware such as WINBUGS and R have facilitated a rapid growth in the use of Bayesian methods, allowing their application in many scientific disciplines, including applied statistics, public health research, medical science, the social sciences and economics. Following the success of the first edition, this reworked and updated book provides an accessible approach to Bayesian computing and analysis, with an emphasis on the principles of prior selection, identification and the interpretation of real data sets. The second edition: Provides an integrated presentation of theory, examples, applications and computer algorithms. Discusses the role of Markov Chain Monte Carlo methods in computing and estimation. Includes a wide range of interdisciplinary applications, and a large selection of worked examples from the health and social sciences. Features a comprehensive range of methodologies and modelling techniques, and examines model fitting in practice using Bayesian principles. Provides exercises designed to help reinforce the reader’s knowledge and a supplementary website containing data sets and relevant programs. Bayesian Statistical Modelling is ideal for researchers in applied statistics, medical science, public health and the social sciences, who will benefit greatly from the examples and applications featured. The book will also appeal to graduate students of applied statistics, data analysis and Bayesian methods, and will provide a great source of reference for both researchers and students. Praise for the First Edition: “It is a remarkable achievement to have carried out such a range of analysis on such a range of data sets. I found this book comprehensive and stimulating, and was thoroughly impressed with both the depth and the range of the discussions it contains.” – ISI – Short Book Reviews “This is an excellent introductory book on Bayesian modelling techniques and data analysis” – Biometrics “The book fills an important niche in the statistical literature and should be a very valuable resource for students and professionals who are utilizing Bayesian methods.” – Journal of Mathematical Psychology
A Complete Introduction to probability AND its computer Science Applications USING R Probability with R serves as a comprehensive and introductory book on probability with an emphasis on computing-related applications. Real examples show how probability can be used in practical situations, and the freely available and downloadable statistical programming language R illustrates and clarifies the book's main principles. Promoting a simulation- and experimentation-driven methodology, this book highlights the relationship between probability and computing in five distinctive parts: The R Language presents the essentials of the R language, including key procedures for summarizing and building graphical displays of statistical data. Fundamentals of Probability provides the foundations of the basic concepts of probability and moves into applications in computing. Topical coverage includes conditional probability, Bayes' theorem, system reliability, and the development of the main laws and properties of probability. Discrete Distributions addresses discrete random variables and their density and distribution functions as well as the properties of expectation. The geometric, binomial, hypergeometric, and Poisson distributions are also discussed and used to develop sampling inspection schemes. Continuous Distributions introduces continuous variables by examining the waiting time between Poisson occurrences. The exponential distribution and its applications to reliability are investigated, and the Markov property is illustrated via simulation in R. The normal distribution is examined and applied to statistical process control. Tailing Off delves into the use of Markov and Chebyshev inequalities as tools for estimating tail probabilities with limited information on the random variable. Numerous exercises and projects are provided in each chapter, many of which require the use of R to perform routine calculations and conduct experiments with simulated data. The author directs readers to the appropriate Web-based resources for installing the R software package and also supplies the essential commands for working in the R workspace. A related Web site features an active appendix as well as a forum for readers to share findings, thoughts, and ideas. With its accessible and hands-on approach, Probability with R is an ideal book for a first course in probability at the upper-undergraduate and graduate levels for readers with a background in computer science, engineering, and the general sciences. It also serves as a valuable reference for computing professionals who would like to further understand the relevance of probability in their areas of practice.
An incomparably useful examination of statistical methods for comparison The nature of doing science, be it natural or social, inevitably calls for comparison. Statistical methods are at the heart of such comparison, for they not only help us gain understanding of the world around us but often define how our research is to be carried out. The need to compare between groups is best exemplified by experiments, which have clearly defined statistical methods. However, true experiments are not always possible. What complicates the matter more is a great deal of diversity in factors that are not independent of the outcome. Statistical Group Comparison brings together a broad range of statistical methods for comparison developed over recent years. The book covers a wide spectrum of topics from the simplest comparison of two means or rates to more recently developed statistics including double generalized linear models and Bayesian as well as hierarchical methods. Coverage includes: * Testing parameter equality in linear regression and other generalized linear models (GLMs), in order of increasing complexity * Likelihood ratio, Wald, and Lagrange multiplier statistics examined where applicable * Group comparisons involving latent variables in structural equation modeling * Models of comparison for categorical latent variables Examples are drawn from the social, political, economic, and biomedical sciences; many can be implemented using widely available software. Because of the range and the generality of the statistical methods covered, researchers across many disciplines-beyond the social, political, economic, and biomedical sciences-will find the book a convenient reference for many a research situation where comparisons may come naturally.
The most comprehensive, single-volume guide to conducting experiments with mixtures «If one is involved, or heavily interested, in experiments on mixtures of ingredients, one must obtain this book. It is, as was the first edition, the definitive work.» -Short Book Reviews (Publication of the International Statistical Institute) «The text contains many examples with worked solutions and with its extensive coverage of the subject matter will prove invaluable to those in the industrial and educational sectors whose work involves the design and analysis of mixture experiments.» -Journal of the Royal Statistical Society «The author has done a great job in presenting the vital information on experiments with mixtures in a lucid and readable style. . . . A very informative, interesting, and useful book on an important statistical topic.» -Zentralblatt fur Mathematik und Ihre Grenzgebiete Experiments with Mixtures shows researchers and students how to design and set up mixture experiments, then analyze the data and draw inferences from the results. Virtually every technique that has appeared in the literature of mixtures can be found here, and computing formulas for each method are provided with completely worked examples. Almost all of the numerical examples are taken from real experiments. Coverage begins with Scheffe lattice designs, introducing the use of independent variables, and ends with the most current methods. New material includes: * Multiple response cases * Residuals and least-squares estimates * Categories of components: Mixtures of mixtures * Fixed as well as variable values for the major component proportions * Leverage and the Hat Matrix * Fitting a slack-variable model * Estimating components of variances in a mixed model using ANOVA table entries * Clarification of blocking mates and choice of mates * Optimizing several responses simultaneously * Biplots for multiple responses
The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists.
This latest edition of Coloring of Plastics: Fundamentals offers an updated introduction to color as a science while also providing the foundation for many additional technological subjects. The basic families of colorants are described, along with their properties. The material examines how statistical analysis can improve the consistency of colored polymer production runs as well as the colorants used to match the color. Other important topics covered in Coloring of Plastics: Fundamentals, Second Edition include: Environmental issues and the reuse of discarded material Potential problems with the interaction between colorants and other additives Measurement information and matching, visually and instrumentally Techniques for incorporating colorants into polymers as compounds or concentrates Special effect colorants Polymer and colorant manufacturers, plastics compounders, and coating and synthetic fiber industries will acquire an enhanced appreciation of the complex technological issues a colorist must consider if a plastics coloring project is to succeed.
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Categorical Data Analysis was among those chosen. A valuable new edition of a standard reference «A 'must-have' book for anyone expecting to do research and/or applications in categorical data analysis.» –Statistics in Medicine on Categorical Data Analysis, First Edition The use of statistical methods for categorical data has increased dramatically, particularly for applications in the biomedical and social sciences. Responding to new developments in the field as well as to the needs of a new generation of professionals and students, this new edition of the classic Categorical Data Analysis offers a comprehensive introduction to the most important methods for categorical data analysis. Designed for statisticians and biostatisticians as well as scientists and graduate students practicing statistics, Categorical Data Analysis, Second Edition summarizes the latest methods for univariate and correlated multivariate categorical responses. Readers will find a unified generalized linear models approach that connects logistic regression and Poisson and negative binomial regression for discrete data with normal regression for continuous data. Adding to the value in the new edition is coverage of: Three new chapters on methods for repeated measurement and other forms of clustered categorical data, including marginal models and associated generalized estimating equations (GEE) methods, and mixed models with random effects Stronger emphasis on logistic regression modeling of binary and multicategory data An appendix showing the use of SAS for conducting nearly all analyses in the book Prescriptions for how ordinal variables should be treated differently than nominal variables Discussion of exact small-sample procedures More than 100 analyses of real data sets to illustrate application of the methods, and more than 600 exercises An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.
Statistical pattern recognition is a very active area of study and research, which has seen many advances in recent years. New and emerging applications – such as data mining, web searching, multimedia data retrieval, face recognition, and cursive handwriting recognition – require robust and efficient pattern recognition techniques. Statistical decision making and estimation are regarded as fundamental to the study of pattern recognition. Statistical Pattern Recognition, Second Edition has been fully updated with new methods, applications and references. It provides a comprehensive introduction to this vibrant area – with material drawn from engineering, statistics, computer science and the social sciences – and covers many application areas, such as database design, artificial neural networks, and decision support systems. * Provides a self-contained introduction to statistical pattern recognition. * Each technique described is illustrated by real examples. * Covers Bayesian methods, neural networks, support vector machines, and unsupervised classification. * Each section concludes with a description of the applications that have been addressed and with further developments of the theory. * Includes background material on dissimilarity, parameter estimation, data, linear algebra and probability. * Features a variety of exercises, from 'open-book' questions to more lengthy projects. The book is aimed primarily at senior undergraduate and graduate students studying statistical pattern recognition, pattern processing, neural networks, and data mining, in both statistics and engineering departments. It is also an excellent source of reference for technical professionals working in advanced information development environments. For further information on the techniques and applications discussed in this book please visit www.statistical-pattern-recognition.net