Preface to the First Edition |
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xv | |
Preface to the Second Edition |
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xvii | |
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1 | (20) |
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3 | (4) |
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3 | (1) |
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Descriptive and Inferential Statistics |
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3 | (1) |
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Uncertainty about the Atmosphere |
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4 | (3) |
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7 | (14) |
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7 | (1) |
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The Elements of Probability |
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7 | (2) |
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7 | (1) |
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8 | (1) |
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The Axioms of Probability |
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9 | (1) |
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The Meaning of Probability |
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9 | (2) |
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10 | (1) |
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Bayesian (Subjective) Interpretation |
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10 | (1) |
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Some Properties of Probability |
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11 | (7) |
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Domain, Subsets, Complements, and Unions |
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11 | (2) |
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13 | (1) |
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13 | (1) |
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14 | (2) |
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16 | (1) |
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17 | (1) |
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18 | (3) |
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PART II Univariate Statistics |
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21 | (380) |
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Empirical Distributions and Exploratory Data Analysis |
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23 | (48) |
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23 | (2) |
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Robustness and Resistance |
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23 | (1) |
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24 | (1) |
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Numerical Summary Measures |
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25 | (3) |
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26 | (1) |
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26 | (2) |
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28 | (1) |
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Graphical Summary Techniques |
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28 | (14) |
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29 | (1) |
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30 | (1) |
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31 | (2) |
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33 | (1) |
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33 | (2) |
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35 | (4) |
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Cumulative Frequency Distributions |
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39 | (3) |
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42 | (7) |
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42 | (5) |
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47 | (2) |
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Exploratory Techniques for Paired Data |
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49 | (10) |
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49 | (1) |
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Pearson (Ordinary) Correlation |
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50 | (5) |
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Spearman Rank Correlation and Kendall's τ |
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55 | (2) |
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57 | (1) |
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58 | (1) |
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Exploratory Techniques for Higher-Dimensional Data |
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59 | (10) |
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59 | (1) |
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60 | (2) |
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62 | (1) |
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63 | (2) |
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65 | (2) |
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67 | (2) |
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69 | (2) |
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Parametric Probability Distributions |
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71 | (60) |
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71 | (2) |
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Parametric vs. Empirical Distributions |
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71 | (1) |
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What Is a Parametric Distribution? |
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72 | (1) |
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Parameters vs. Statistics |
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72 | (1) |
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Discrete vs. Continuous Distributions |
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73 | (1) |
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73 | (9) |
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73 | (3) |
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76 | (1) |
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Negative Binomial Distribution |
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77 | (3) |
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80 | (2) |
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82 | (3) |
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Expected Value of a Random Variable |
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82 | (1) |
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Expected Value of a Function of a Random Variable |
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83 | (2) |
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85 | (26) |
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Distribution Functions and Expected Values |
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85 | (3) |
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88 | (7) |
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95 | (7) |
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102 | (2) |
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Extreme-Value Distributions |
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104 | (5) |
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109 | (2) |
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Qualitative Assessments of the Goodness of Fit |
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111 | (3) |
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Superposition of a Fitted Parametric Distribution and Data Histogram |
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111 | (2) |
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Quantile-Quantile (Q--Q) Plots |
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113 | (1) |
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Parameter Fitting Using Maximum Likelihood |
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114 | (6) |
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114 | (2) |
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The Newton-Raphson Method |
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116 | (1) |
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117 | (3) |
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Sampling Distribution of Maximum-Likelihood Estimates |
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120 | (1) |
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120 | (8) |
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Uniform Random Number Generators |
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121 | (2) |
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Nonuniform Random Number Generation by Inversion |
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123 | (1) |
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Nonuniform Random Number Generation by Rejection |
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124 | (2) |
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Box-Muller Method for Gaussian Random Number Generation |
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126 | (1) |
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Simulating from Mixture Distributions and Kernel Density Estimates |
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127 | (1) |
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128 | (3) |
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131 | (48) |
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131 | (7) |
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Parametric vs. Nonparametric Tests |
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131 | (1) |
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The Sampling Distribution |
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132 | (1) |
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The Elements of Any Hypothesis Test |
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132 | (1) |
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133 | (1) |
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Error Types and the Power of a Test |
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133 | (1) |
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One-Sided vs. Two-Sided Tests |
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134 | (1) |
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Confidence Intervals: Inverting Hypothesis Tests |
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135 | (3) |
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138 | (18) |
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138 | (2) |
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Tests for Differences of Mean under Independence |
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140 | (1) |
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Tests for Differences of Mean for Paired Samples |
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141 | (2) |
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Test for Differences of Mean under Serial Dependence |
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143 | (3) |
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146 | (8) |
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154 | (2) |
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156 | (14) |
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Classical Nonparametric Tests for Location |
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156 | (6) |
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Introduction to Resampling Tests |
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162 | (2) |
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164 | (2) |
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166 | (4) |
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Field Significance and Multiplicity |
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170 | (6) |
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The Multiplicity Problem for Independent Tests |
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171 | (1) |
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Field Significance Given Spatial Correlation |
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172 | (4) |
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176 | (3) |
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179 | (76) |
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179 | (1) |
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180 | (21) |
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180 | (2) |
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Distribution of the Residuals |
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182 | (2) |
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The Analysis of Variance Table |
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184 | (1) |
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185 | (2) |
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Sampling Distributions of the Regression Coefficients |
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187 | (2) |
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189 | (5) |
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194 | (3) |
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Multiple Linear Regression |
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197 | (1) |
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Derived Predictor Variables in Multiple Regression |
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198 | (3) |
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201 | (6) |
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201 | (4) |
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205 | (2) |
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207 | (10) |
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Why Is Careful Predictor Selection Important? |
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207 | (2) |
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209 | (3) |
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212 | (3) |
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215 | (2) |
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Objective Forecasts Using Traditional Statistical Methods |
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217 | (12) |
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Classical Statistical Forecasting |
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217 | (3) |
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220 | (6) |
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Operational MOS Forecasts |
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226 | (3) |
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229 | (16) |
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Probabilistic Field Forecasts |
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229 | (1) |
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Stochastic Dynamical Systems in Phase Space |
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229 | (3) |
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232 | (1) |
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Choosing Initial Ensemble Members |
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233 | (1) |
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Ensemble Average and Ensemble Dispersion |
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234 | (2) |
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Graphical Display of Ensemble Forecast Information |
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236 | (6) |
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242 | (1) |
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Statistical Postprocessing: Ensemble MOS |
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243 | (2) |
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Subjective Probability Forecasts |
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245 | (7) |
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The Nature of Subjective Forecasts |
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245 | (1) |
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The Subjective Distribution |
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246 | (2) |
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Central Credible Interval Forecasts |
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248 | (2) |
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Assessing Discrete Probabilities |
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250 | (1) |
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Assessing Continuous Distributions |
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251 | (1) |
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252 | (3) |
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255 | (82) |
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255 | (5) |
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Purposes of Forecast Verification |
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255 | (1) |
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The Joint Distribution of Forecasts and Observations |
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256 | (2) |
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Scalar Attributes of Forecast Performance |
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258 | (1) |
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259 | (1) |
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Nonprobabilistic Forecasts of Discrete Predictands |
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260 | (16) |
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The 2 x 2 Contingency Table |
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260 | (2) |
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Scalar Attributes Characterizing 2 x 2 Contingency Tables |
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262 | (3) |
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Skill Scores for 2 x 2 Contingency Tables |
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265 | (3) |
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268 | (1) |
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Conversion of Probabilistic to Nonprobabilistic Forecasts |
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269 | (2) |
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Extensions for Multicategory Discrete Predictands |
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271 | (5) |
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Nonprobabilistic Forecasts of Continuous Predictands |
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276 | (6) |
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Conditional Quantile Plots |
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277 | (1) |
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278 | (2) |
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280 | (2) |
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Probability Forecasts of Discrete Predictands |
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282 | (20) |
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The Joint Distribution for Dichotomous Events |
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282 | (2) |
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284 | (1) |
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Algebraic Decomposition of the Brier Score |
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285 | (2) |
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287 | (6) |
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The Discrimination Diagram |
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293 | (1) |
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294 | (4) |
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Hedging, and Strictly Proper Scoring Rules |
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298 | (1) |
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Probability Forecasts for Multiple-Category Events |
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299 | (3) |
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Probability Forecasts for Continuous Predictands |
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302 | (2) |
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Full Continuous Forecast Probability Distributions |
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302 | (1) |
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Central Credible Interval Forecasts |
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303 | (1) |
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Nonprobabilistic Forecasts of Fields |
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304 | (10) |
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General Considerations for Field Forecasts |
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304 | (2) |
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306 | (1) |
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307 | (4) |
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311 | (3) |
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Recent Ideas in Nonprobabilistic Field Verification |
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314 | (1) |
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Verification of Ensemble Forecasts |
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314 | (7) |
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Characteristics of a Good Ensemble Forecast |
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314 | (2) |
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The Verification Rank Histogram |
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316 | (3) |
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Recent Ideas in Verification of Ensemble Forecasts |
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319 | (2) |
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Verification Based on Economic Value |
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321 | (5) |
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Optimal Decision Making and the Cost/Loss Ratio Problem |
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321 | (3) |
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324 | (1) |
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Connections with Other Verification Approaches |
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325 | (1) |
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Sampling and Inference for Verification Statistics |
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326 | (6) |
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Sampling Characteristics of Contingency Table Statistics |
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326 | (3) |
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ROC Diagram Sampling Characteristics |
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329 | (1) |
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Reliability Diagram Sampling Characteristics |
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330 | (2) |
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Resampling Verification Statistics |
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332 | (1) |
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332 | (5) |
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337 | (64) |
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337 | (2) |
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337 | (1) |
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338 | (1) |
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Time-Domain vs. Frequency-Domain Approaches |
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339 | (1) |
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Time Domain---I. Discrete Data |
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339 | (13) |
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339 | (1) |
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Two-State, First-Order Markov Chains |
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340 | (4) |
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Test for Independence vs. First-Order Serial Dependence |
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344 | (2) |
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Some Applications of Two-State Markov Chains |
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346 | (2) |
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Multiple-State Markov Chains |
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348 | (1) |
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Higher-Order Markov Chains |
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349 | (1) |
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Deciding among Alternative Orders of Markov Chains |
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350 | (2) |
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Time Domain---II. Continuous Data |
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352 | (19) |
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First-Order Autoregression |
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352 | (5) |
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Higher-Order Autoregressions |
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357 | (1) |
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358 | (4) |
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362 | (1) |
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The Variance of a Time Average |
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363 | (3) |
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Autoregressive-Moving Average Models |
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366 | (1) |
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Simulation and Forecasting with Continuous Time-Domain Models |
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367 | (4) |
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Frequency Domain---I. Harmonic Analysis |
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371 | (10) |
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Cosine and Sine Functions |
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371 | (1) |
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Representing a Simple Time Series with a Harmonic Function |
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372 | (3) |
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Estimation of the Amplitude and Phase of a Single Harmonic |
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375 | (3) |
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378 | (3) |
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Frequency Domain---II. Spectral Analysis |
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381 | (18) |
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The Harmonic Functions as Uncorrelated Regression Predictors |
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381 | (2) |
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The Periodogram, or Fourier Line Spectrum |
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383 | (4) |
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387 | (1) |
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388 | (2) |
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Theoretical Spectra of Autoregressive Models |
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390 | (4) |
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Sampling Properties of Spectral Estimates |
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394 | (5) |
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399 | (2) |
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PART III Multivariate Statistics |
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401 | (164) |
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Matrix Algebra and Random Matrices |
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403 | (32) |
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Background to Multivariate Statistics |
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403 | (3) |
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Contrasts between Multivariate and Univariate Statistics |
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403 | (1) |
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Organization of Data and Basic Notation |
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404 | (1) |
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Multivariate Extensions of Common Univariate Statistics |
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405 | (1) |
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406 | (2) |
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406 | (1) |
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Mahalanobis (Statistical) Distance |
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407 | (1) |
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408 | (18) |
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409 | (2) |
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411 | (9) |
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Eigenvalues and Eigenvectors of a Square Matrix |
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420 | (3) |
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Square Roots of a Symmetric Matrix |
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423 | (2) |
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Singular-Value Decomposition (SVD) |
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425 | (1) |
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Random Vectors and Matrices |
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426 | (6) |
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Expectations and Other Extensions of Univariate Concepts |
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426 | (1) |
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Partitioning Vectors and Matrices |
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427 | (2) |
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429 | (2) |
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Mahalanobis Distance, Revisited |
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431 | (1) |
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432 | (3) |
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The Multivariate Normal (MVN) Distribution |
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435 | (28) |
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435 | (2) |
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Four Handy Properties of the MVN |
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437 | (3) |
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440 | (4) |
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Simulation from the Multivariate Normal Distribution |
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444 | (4) |
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Simulating Independent MVN Variates |
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444 | (1) |
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Simulating Multivariate Time Series |
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445 | (3) |
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Inferences about a Multinormal Mean Vector |
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448 | (14) |
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Multivariate Central Limit Theorem |
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449 | (1) |
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449 | (7) |
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Simultaneous Confidence Statements |
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456 | (3) |
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Interpretation of Multivariate Statistical Significance |
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459 | (3) |
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462 | (1) |
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Principal Component (EOF) Analysis |
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463 | (46) |
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Basics of Principal Component Analysis |
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463 | (12) |
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463 | (6) |
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PCA Based on the Covariance Matrix vs. the Correlation Matrix |
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469 | (2) |
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The Varied Terminology of PCA |
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471 | (1) |
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Scaling Conventions in PCA |
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472 | (1) |
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Connections to the Multivariate Normal Distribution |
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473 | (2) |
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Application of PCA to Geophysical Fields |
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475 | (6) |
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475 | (2) |
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Simultaneous PCA for Multiple Fields |
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477 | (2) |
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Scaling Considerations and Equalization of Variance |
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479 | (1) |
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Domain Size Effects: Buell Patterns |
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480 | (1) |
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Truncation of the Principal Components |
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481 | (5) |
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Why Truncate the Principal Components? |
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481 | (1) |
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Subjective Truncation Criteria |
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482 | (2) |
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Rules Based on the Size of the Last Retained Eigenvalue |
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484 | (1) |
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Rules Based on Hypothesis Testing Ideas |
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484 | (2) |
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Rules Based on Structure in the Retained Principal Components |
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486 | (1) |
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Sampling Properties of the Eigenvalues and Eigenvectors |
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486 | (6) |
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Asymptotic Sampling Results for Multivariate Normal Data |
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486 | (2) |
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488 | (1) |
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The North et al. Rule of Thumb |
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489 | (3) |
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Bootstrap Approximations to the Sampling Distributions |
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492 | (1) |
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Rotation of the Eigenvectors |
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492 | (7) |
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Why Rotate the Eigenvectors? |
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492 | (1) |
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493 | (3) |
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Sensitivity of Orthogonal Rotation to Initial Eigenvector Scaling |
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496 | (3) |
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Computational Considerations |
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499 | (2) |
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Direct Extraction of Eigenvalues and Eigenvectors from [ S] |
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499 | (1) |
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500 | (1) |
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Some Additional Uses of PCA |
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501 | (6) |
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Singular Spectrum Analysis (SSA): Time-Series PCA |
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501 | (3) |
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Principal-Component Regression |
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504 | (1) |
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505 | (2) |
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507 | (2) |
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Canonical Correlation Analysis (CCA) |
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509 | (20) |
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509 | (8) |
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509 | (1) |
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Canonical Variates, Canonical Vectors, and Canonical Correlations |
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510 | (2) |
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Some Additional Properties of CCA |
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512 | (5) |
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517 | (5) |
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Translating Canonical Vectors to Maps |
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517 | (1) |
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517 | (2) |
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519 | (3) |
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Computational Considerations |
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522 | (4) |
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Calculating CCA through Direct Eigendecomposition |
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522 | (2) |
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Calculating CCA through SVD |
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524 | (2) |
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Maximum Covariance Analysis |
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526 | (2) |
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528 | (1) |
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Discrimination and Classification |
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529 | (20) |
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Discrimination vs. Classification |
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529 | (1) |
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Separating Two Populations |
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530 | (8) |
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Equal Covariance Structure: Fisher's Linear Discriminant |
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530 | (4) |
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Fisher's Linear Discriminant for Multivariate Normal Data |
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534 | (1) |
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Minimizing Expected Cost of Misclassification |
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535 | (2) |
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Unequal Covariances: Quadratic Discrimination |
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537 | (1) |
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Multiple Discriminant Analysis (MDA) |
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538 | (6) |
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Fisher's Procedure for More Than Two Groups |
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538 | (3) |
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Minimizing Expected Cost of Misclassification |
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541 | (1) |
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Probabilistic Classification |
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542 | (2) |
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Forecasting with Discriminant Analysis |
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544 | (1) |
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Alternatives to Classical Discriminant Analysis |
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545 | (2) |
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Discrimination and Classification Using Logistic Regression |
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545 | (1) |
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Discrimination and Classification Using Kernel Density Estimates |
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546 | (1) |
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547 | (2) |
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549 | (16) |
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549 | (2) |
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Cluster Analysis vs. Discriminant Analysis |
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549 | (1) |
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Distance Measures and the Distance Matrix |
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550 | (1) |
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551 | (8) |
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Agglomerative Methods Using the Distance Matrix |
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551 | (1) |
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Ward's Minimum Variance Method |
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552 | (1) |
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The Dendrogram, or Tree Diagram |
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553 | (1) |
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554 | (5) |
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559 | (1) |
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Nonhierarchical Clustering |
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559 | (2) |
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559 | (1) |
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Nucleated Agglomerative Clustering |
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560 | (1) |
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Clustering Using Mixture Distributions |
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561 | (1) |
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561 | (4) |
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APPENDIX A Example Data Sets |
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565 | (4) |
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Table A.1. Daily precipitation and temperature data for Ithaca and Canandaigua, New York, for January 1987 |
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565 | (1) |
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Table A.2. January precipitation data for Ithaca, New York, 1933--1982 |
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566 | (1) |
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Table A.3. June climate data for Guayaquil, Ecuador, 1951--1970 |
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566 | (3) |
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APPENDIX B Probability Tables |
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569 | (10) |
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Table B.1. Cumulative Probabilities for the Standard Gaussian Distribution |
|
|
569 | (2) |
|
Table B.2. Quantiles of the Standard Gamma Distribution |
|
|
571 | (5) |
|
Table B.3. Right-tail quantiles of the Chi-square distribution |
|
|
576 | (3) |
|
APPENDIX C Answers to Exercises |
|
|
579 | (8) |
References |
|
587 | (24) |
Index |
|
611 | |