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INDEX

mutually independent, 27 mode, 39, 79
mutually opposite, 16 moment
pairwise independent, 27 r-th, 40, 81
statistically independent, 27 r-th central, 81
uniquely possible, 16 central, 40
first, 40
failure, 29
r-th central, 40
Fisher’s F-test, 106 Most probable number of successes, 31
formula
asymptotic Poisson, 32 Neyman-Pearson test, 100
Bayes, 26
Bernoulli, 30 one-sided confidence bounds, 94
total probability, 25 outcome, 11
function
cumulative probability, 36, 62 permutation, 7
Poisson integral, 56
Gauss, 33
population, 77
Laplace, 34, 56
probability density, 47 probability
classical definition, 18
probability distribution, 47
probability mass, 47 conditional, 23
posterior, 26
fundamental principle of counting, 7
prior, 26
histogram, 84 properties, 19
hypothesis, 25 statistical definition, 18
composite, 99 probability function, 35
simple, 99
random variable, 35
idempotency, 14 continuous, 35, 47
inequality discrete, 35
Chebyshev, 72 residual, 111
Cramér-Rao, 86
Fisher, 86 sample, 77
Markov, 71 sample correlation, 82
intersection, 12, 17 sample correlation matrix, 83
sample covariance, 81
joint distribution function, 62 sample covariance matrix, 83
sample size, 93
kurtosis, 41
sample space, 11
excess, 59
sample standard deviation, 79
least squares estimate, 110 sample statistic, 78
Limit Poisson Theorem, 32 sample variance, 79
linear regression, 110 skewness, 41
statistic, 78
marginal probability function, 64 Student’s t-test, 102
mathematical expectation, 38 subset, 14
mean, 38, 49, 65 subtraction, 13
geometric, 78 success, 29
harmonic, 78
population, 88 test statistic, 99
properties, 38 theorem
root square, 78 Addition, 19
median, 39, 79 Bernoulli, 73

137