COMPUTATION STATISTICS

1. Inference About Distributions

  1. Nonparametric Tests
  1. The Jackknife
  1. Bootstrapping

1.3 Properties of the ECDF

1.4 Quantiles

1.2 The Empirical Cumulative Distribution Function

1.5 Quantile-Quantile Plots

1.1 Distributions of Random Variables

1.6 Estimating Probability Density Functions

1.6.1 The Histogram Estimator

1.6.2 Kernel Density Estimation

1.6.3 Optimal Bandwidth for Kernel Density Estimation

2.2 Monte Carlo Simulation of the Null Distribution

2.3 Rank Tests

2.1 Permutation Tests

2.4 Further Examples of Permutation and Randomization Tests

2.4.2 Permutation test for Difference in Mean of Matched Pairs

2.4.3 Signed-rank test for Matched Pairs

2.4.1 Matched Pairs

2.4.4 Test for Independence of Bivariate Data

2.3.1 Ranks

2.3.2 The Wilcoxon Rank-Sum and Mann-Whitney U Tests

4.3 The Parametric Bootstrap

4.4 Bootstrap Confidence Intervals

4.2 Nonparametric Bootstrap

4.5 Accuracy of confidence intervals

4.1 The Plug-in Principle