- Chapter 1: Probability and Counting
- Chapter 10: Inequalities and Limit Theorems
- Chapter 11: Markov Chains
- Chapter 12: Markov Chain Monte Carlo
- Chapter 13: Poisson Processes
- Chapter 2: Conditional Probability
- Chapter 3: Random Variables and their Distributions
- Chapter 4: Expectation
- Chapter 5: Continuous Random Variables
- Chapter 6: Moments
- Chapter 7: Joint Distributions
- Chapter 8: Transformations
- Chapter 9: Conditional Expectation
Introduction to Probability 1st Edition - Solutions by Chapter
Full solutions for Introduction to Probability | 1st Edition
`-error (or `-risk)
In hypothesis testing, an error incurred by rejecting a null hypothesis when it is actually true (also called a type I error).
In hypothesis testing, a region in the sample space of the test statistic such that if the test statistic falls within it, the null hypothesis cannot be rejected. This terminology is used because rejection of H0 is always a strong conclusion and acceptance of H0 is generally a weak conclusion
All possible (subsets) regressions
A method of variable selection in regression that examines all possible subsets of the candidate regressor variables. Eficient computer algorithms have been developed for implementing all possible regressions
In statistical hypothesis testing, this is a hypothesis other than the one that is being tested. The alternative hypothesis contains feasible conditions, whereas the null hypothesis speciies conditions that are under test
Average run length, or ARL
The average number of samples taken in a process monitoring or inspection scheme until the scheme signals that the process is operating at a level different from the level in which it began.
An estimator for a parameter obtained from a Bayesian method that uses a prior distribution for the parameter along with the conditional distribution of the data given the parameter to obtain the posterior distribution of the parameter. The estimator is obtained from the posterior distribution.
The joint probability distribution of two random variables.
In experimental design, a group of experimental units or material that is relatively homogeneous. The purpose of dividing experimental units into blocks is to produce an experimental design wherein variability within blocks is smaller than variability between blocks. This allows the factors of interest to be compared in an environment that has less variability than in an unblocked experiment.
An attribute control chart that plots the total number of defects per unit in a subgroup. Similar to a defects-per-unit or U chart.
Conditional probability mass function
The probability mass function of the conditional probability distribution of a discrete random variable.
When a factorial experiment is run in blocks and the blocks are too small to contain a complete replicate of the experiment, one can run a fraction of the replicate in each block, but this results in losing information on some effects. These effects are linked with or confounded with the blocks. In general, when two factors are varied such that their individual effects cannot be determined separately, their effects are said to be confounded.
An estimator that converges in probability to the true value of the estimated parameter as the sample size increases.
Continuous uniform random variable
A continuous random variable with range of a inite interval and a constant probability density function.
A linear function of treatment means with coeficients that total zero. A contrast is a summary of treatment means that is of interest in an experiment.
In regression, Cook’s distance is a measure of the inluence of each individual observation on the estimates of the regression model parameters. It expresses the distance that the vector of model parameter estimates with the ith observation removed lies from the vector of model parameter estimates based on all observations. Large values of Cook’s distance indicate that the observation is inluential.
In hypothesis testing, this is the portion of the sample space of a test statistic that will lead to rejection of the null hypothesis.
Deming’s 14 points.
A management philosophy promoted by W. Edwards Deming that emphasizes the importance of change and quality
Error sum of squares
In analysis of variance, this is the portion of total variability that is due to the random component in the data. It is usually based on replication of observations at certain treatment combinations in the experiment. It is sometimes called the residual sum of squares, although this is really a better term to use only when the sum of squares is based on the remnants of a model-itting process and not on replication.
A signal from a control chart when no assignable causes are present
The geometric mean of a set of n positive data values is the nth root of the product of the data values; that is, g x i n i n = ( ) = / w 1 1 .