Statistical Distributions / Edition 3

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Overview

From how long a new car will last to the chances of an earthquake in California, random variables play an important role in all kinds of statistical and probabilistic calculations. Now, in this expanded and revised Second Edition, students and professional practitioners in the natural, life, social, and management sciences have a concise yet comprehensive source of information on 39 leading distributions used to describe these random variables. Offering rapid access to information otherwise scattered among numerous and costly books and journals, this practical and well-organized work presents the key formulas, tables, diagrams, and general properties of the 39 distributions which have come to prominence because of their mathematical or empirical utility. Moreover, introductory chapters cover the fundamental concepts of the field with exemplary clarity, describing the rules governing the relationships between variates, and developing the consistent and unambiguous nomenclature that underlies the entire book. All those who have felt the need for a quick "look-up" summary, clarification, or basic introduction to distributions will find this unique, up-to-date Second Edition invaluable in many research, teaching, study, and professional situations.
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Editorial Reviews

Booknews
Provides a concise summary of facts and formulas relating to 40 major probability distributions, together with associated diagrams that allow the shape and other general properties of each distribution to be readily appreciated. Introductory chapters cover fundamental concepts and describe rules governing relationships between variates. Extensive use is made of the inverse distribution function. This third edition includes more distributions and new material on applications, variate relationships, estimation, and computing. Evans is Director of Planning and Academic Affairs at Monash University, Australia. Lacks a subject index. Annotation c. Book News, Inc., Portland, OR (booknews.com)
From the Publisher
"Overall, an excellent book for readers interested in qualitative data analysis. Highly recommended. Upper-division undergraduates through professionals." (Choice, 1 October 2011)

"This new edition continues to illustrate the application of statistical methods to research across various disciplines, including medicine, engineering, business/finance, and the social sciences. Thoroughly revised and updated, the authors have refreshed this book to reflect the changes and current trends in statistical distribution theory that have occured since the publication of the previous edition eight years ago . . . key facts and formulas for forty major probability distributions are presented, making the book an ideal introduction to the general theory of statistical distributions as well as a quick reference on its basic principles". (MyCFO, 22 December 2010)

"This new edition continues to illustrate the application of statistical methods to research across various disciplines, including medicine, engineering, business/finance, and the social sciences. Thoroughly revised and updated, the authors have refreshed this book to reflect the changes and current trends in statistical distribution theory that have occured since the publication of the previous edition eight years ago. The introductory chapters introduce the fundamental concepts of the distributions and the relationships between variables. For each distribution that follows, the key formulae, tables and diagrams are presented in a concise, user-friendly format. Key facts and formulas for forty major probability distributions are presented, making the book an ideal introduction to the general theory of statistical distributions as well as a quick reference on its basic principles". (MyCFO, 22 December 2010)

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Product Details

  • ISBN-13: 9780471371243
  • Publisher: Wiley, John & Sons, Incorporated
  • Publication date: 7/1/2000
  • Series: Wiley Series in Probability and Statistics Series , #359
  • Edition description: REV
  • Edition number: 3
  • Pages: 248
  • Product dimensions: 9.00 (w) x 6.00 (h) x 0.53 (d)

Meet the Author

CATHERINE FORBES, PhD, is Senior Lecturer in the Department of Econometrics and Business Statistics at Monash University (Australia). With experience as a statistical consultant for business, manufacturing industries, and social welfare agencies, her research focuses on the areas of Bayesian econometrics, financial modeling, time series analysis, and model selection.

MERRAN EVANS, PhD, is Professor and Pro Vice-Chancellor (Planning and Quality) at Monash University. Dr. Evans has over thirty years of academic experience in the fields of statistics and econometrics.

NICHOLAS HASTINGS, PhD, is Director and Principal Consultant in physical asset management at Albany Interactive Pty Ltd. Dr. Hastings has published extensively in the areas of engineering management and asset management.

BRIAN PEACOCK, PhD, is Founder of Brian Peacock Ergonomics (BPE) Pte. Ltd., a Singapore-based firm that offers ergonomics and human factors education, training, and consulting services. He has previously held consulting positions at General Motors Company and the National Space Biomedical Research Institute/NASA.

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Table of Contents

Figures
Tables
Preface
1 Introduction 1
2 Terms and Symbols 3
3 General Variate Relationships 16
4 Bernoulli Distribution 28
5 Beta Distribution 31
6 Binomial Distribution 38
7 Cauchy Distribution 42
8 Chi-squared Distribution 45
9 Chi-squared Noncentral Distribution 50
10 Dirichlet Distribution 53
11 Erlang Distribution 55
12 Error Distribution 57
13 Exponential Distribution 59
14 Exponential Family 63
15 Extreme Value Gumbel Distribution 65
16 F Variance Ratio or Fisher-Snedecor Distribution 69
17 F Noncentral Distribution 73
18 Gamma Distribution 75
19 Geometric Distribution 82
20 Hypergeometric Distribution 85
21 Inverse Gaussian Wald Distribution 89
22 Laplace Distribution 92
23 Logarithmic Series Distribution 95
24 Logistic Distribution 98
25 Lognormal Distribution 102
26 Multinomial Distribution 106
27 Multivariate Normal Multinormal Distribution 108
28 Negative Binomial Distribution 110
29 Normal Gaussian Distribution 114
30 Pareto Distribution 119
31 Poisson Distribution 123
32 Power Function Distribution 128
33 Power Series Discrete Distribution 132
34 Rayleigh Distribution 134
35 Rectangular Uniform Continuous Distribution 137
36 Rectangular Uniform Discrete Distribution 141
37 Student's t Distribution 143
38 Student's t Noncentral Distribution 147
39 Triangular Distribution 149
40 von Mises Distribution 151
41 Weibull Distribution 154
42 Wishart Central Distribution 158
43 Computing References 160
44 Statistical Tables 164
Bibliography 170
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