Statistical Distributions

Applications and Parameter Estimates

Paperback Engels 2018 9783319879529
Verwachte levertijd ongeveer 9 werkdagen

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This book gives a description of the group of statistical distributions that have ample application to studies in statistics and probability. Understanding statistical distributions is fundamental for researchers in almost all disciplines.  The informed researcher will select the statistical distribution that best fits the data in the study at hand.   Some of the distributions are well known to the general researcher and are in use in a wide variety of ways.  Other useful distributions are less understood and are not in common use.  The book describes when and how to apply each of the distributions in research studies, with a goal to identify the distribution that best applies to the study.  The distributions are for continuous, discrete, and bivariate random variables.  In most studies, the parameter values are not known a priori, and sample data is needed to estimate parameter values.  In other scenarios, no sample data is available, and the researcher seeks some insight that allows the estimate of the parameter values to be gained.

This handbook of statistical distributions provides a working knowledge of applying common and uncommon statistical distributions in research studies.  These nineteen distributions are: continuous uniform, exponential, Erlang, gamma, beta, Weibull, normal, lognormal, left-truncated normal, right-truncated normal, triangular, discrete uniform, binomial, geometric, Pascal, Poisson, hyper-geometric, bivariate normal, and bivariate lognormal.  Some are from continuous data and others are from discrete and bivariate data.  This group of statistical distributions has ample application to studies in statistics and probability and practical use in real situations.  Additionally, this book explains computing the cumulative probability of each distribution and estimating the parameter values either with sample data or without sample data.  Examples are provided throughout to guide the reader.

Accuracy in choosing and applying statistical distributions is particularly imperative for anyone who does statistical and probability analysis, including management scientists, market researchers, engineers, mathematicians, physicists, chemists, economists, social science researchers, and students in many disciplines.

Specificaties

ISBN13:9783319879529
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing

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1.&nbsp; Statistical Concepts<p></p> <p>1.1 Introduction</p> <p>Probability Distributions, Random Variables, Notation and Parameters</p> <p>1.2 Fundamentals</p> <p>1.3 Continuous Distribution</p> <p>Admissible Range&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Probability Density&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> Cumulative Distribution&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <p></p> <p>Complementary Probability&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Expected Value&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Variance and Standard Deviation&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Median&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> Coefficient-of-Variation&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <p></p> <p>1.4 Discrete Distributions</p> <p>Admissible Range&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Probability Function&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Cumulative Probability&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> Complementary Probability&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <p></p> <p>Expected Value and Mean&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Variance and Standard Deviation&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Median&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Mode&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> Lexis Ratio&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <p></p> <p>1.5 Sample Data Basic Statistics</p> <p>1.6 Parameter Estimating Methods</p> <p>Maximum-Likelihood-Estimator&nbsp; (MLE) </p> <p>Method-of-Moments (MoM)</p> <p>1.7 Transforming Variables&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Transform Data to Zero or Larger</p> <p>Transform Data to Zero and One&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Continuous Distributions and Cov</p> Discrete Distributions and Lexis Ratio<p></p> <p>1.8 Summary</p> <p>2. Continuous Uniform</p> <p>Fundamentals</p> <p>Sample Data</p> <p>Parameter Estimates from Sample Data</p> <p>Parameter Estimates when No Data</p> <p>When (a, b) Not Known</p> <p>Summary</p> <p>3. Exponential</p> <p>Fundamentals</p> <p>Table Values</p> <p>Memory-Less Property</p> <p>Poisson Relation</p> <p>Sample Data</p> <p>Parameter Estimate from Sample Data</p> <p>Parameter Estimate when No Data</p> <p>Summary</p> <p>4. Erlang</p> <p>Introduction</p> <p>Fundamentals</p> <p>Tables</p> <p>Sample Data</p> <p>Parameter Estimates when Sample Data</p> <p>Parameter Estimates when No Data</p> <p>Summary</p> <p>5. Gamma</p> <p>Introduction</p> <p>Fundamentals</p> <p>Gamma Function</p> <p>Cumulative Probability</p> <p>Estimating the Cumulative Probability</p> <p>Sample Data</p> <p>Parameter Estimates when Sample Data</p> Parameter Estimate when No Data<p></p> <p>Summary</p> <p>6. Beta</p> Introduction<p></p> <p>Fundamentals</p> <p>Standard Beta</p> <p>Beta has Many Shapes</p> <p>Sample Data</p> <p>Parameter Estimates when Sample Data</p> <p>Regression Estimate of the Mean from the Mode</p> <p>Parameter Estimates when No Data</p> <p>Summary</p> <p>7. Weibull</p> <p>Introduction</p> <p>Fundamentals</p> <p>Standard Weibull</p> <p>Sample Data</p> <p>Parameter Estimate of  when Sample Data</p> <p>Parameter Estimate of (k1, k2) when Sample Data</p> Solving for k1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <p></p> <p>Solving for k2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Parameter Estimate when No Data</p> <p>Summary</p> <p>8. Normal</p> <p>Introduction</p> <p>Fundamentals</p> <p>Standard Normal</p> <p>Hastings Approximations</p> <p>Approximation of F(z) from z&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Approximation of z from F(z)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Tables of the Standard Normal </p> Sample Data<p></p> <p>Parameter Estimates when Sample Data</p> <p>Parameter Estimates when No Data</p> <p>Summary</p> <p>9. Lognormal</p> <p>Introduction</p> <p>Fundamentals</p> <p>Lognormal Mode </p> <p>Lognormal Median</p> <p>Sample Data</p> <p>Parameter Estimates when Sample Data</p> <p>Parameter Estimates when No Data</p> <p>Summary</p> <p>10. Left Truncated Normal</p> <p>Introduction</p> <p>Fundamentals</p> <p>Standard Normal</p> <p>Sample Data</p> Parameter Estimates when Sample Data<p></p> <p>LTN in Inventory Control</p> <p>Distribution Center in Auto Industry</p> <p>Dealer, Retailer or Store</p> <p>Summary</p> <p>11. Right Truncated Normal</p> <p>Introduction</p> <p>Fundamentals</p> <p>Standard Normal</p> <p>Right-Truncated Normal</p> <p>Cumulative Probability of k</p> <p>Mean and Standard Deviation of t</p> <p>Spread Ratio of RTN</p> <p>Table Values</p> <p>Sample Data</p> <p>Parameter Estimates when Sample Data</p> <p>Estimate &nbsp;when RTN</p> Estimate the -percent-point of x<p></p> <p>Summary</p> <p>12. Triangular</p> <p>Introduction</p> <p>Fundamentals</p> <p>Standard Triangular</p> <p>Triangular</p> <p>Parameter Estimates when No Data</p> <p>Summary</p> <p>13. Discrete Uniform</p> <p>Introduction</p> <p>Fundamentals</p> <p>Lexis Ratio&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Sample Data</p> <p>Parameter Estimates when Sample Data</p> <p>Parameter Estimates when No Data</p> <p>Summary</p> <p>14. Binomial</p> Introduction<p></p> <p>Fundamentals</p> <p>Lexis Ratio</p> <p>Normal Approximation&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p> <p>Poisson Approximation </p> <p>Sample Data</p> <p>Parameter Estimates with Sample Data</p> <p>Parameter Estimates when No Data</p> <p>Summary</p> <p>15. Geometric</p> <p>Introduction</p> <p>Fundamentals</p> <p>Number of Failures</p> <p>Sample Data </p> <p>Parameter Estimate with Sample Data</p> <p>Number of Trials</p> <p>Sample Data </p> <p>Parameter Estimate with Sample Data</p> <p>Parameter Estimate when No Sample Data</p> <p>Lexis Ratio</p> <p>Memory Less Property</p> <p>Summary</p> <p>16. Pascal</p> <p>Introduction</p> <p>Fundamentals</p> <p>Number of Failures</p> <p>Parameter Estimate when No Data</p> <p>Number of Trials</p> <p>Lexis Ratio</p> <p>Parameter Estimate when Sample Data</p> <p>Summary</p> <p>17.&nbsp; Poisson</p> <p>Introduction</p> <p>Fundamentals</p> <p>Lexis Ratio</p> Parameter Estimate when Sample Data<p></p> <p>Parameter Estimate when No Data</p> <p>Exponential Connection</p> <p>Summary</p> <p>18. Hyper Geometric</p> <p>Introduction</p> <p>Fundamentals</p> <p>Parameter Estimate when Sample Data</p> <p>Binomial Estimate</p> <p>Summary</p> <p>19. Bivariate Normal</p> <p>Introduction</p> <p>Fundamentals</p> <p>Bivariate Normal</p> <p>Marginal Distributions</p> <p>Conditional Distribution</p> <p>Bivariate Standard Normal</p> <p>Distributions</p> Approximation to the Cumulative Joint Probability<p></p> <p>Statistical Tables</p> <p>Summary</p> <p>20. Bivariate Lognormal</p> <p>Introduction</p> <p>Fundamentals</p> <p>Summary</p>

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