Prabhanjan N. Tattar, Suresh Ramaiah, B. G. Manjunath

A Course in Statistics with R (eBook, ePUB)

• Format: ePub

Produktbeschreibung

Integrates the theory and applications of statistics using R A Course in Statistics with R has been written to bridge the gap between theory and applications and explain how mathematical expressions are converted into R programs. The book has been primarily designed as a useful companion for a Masters student during each semester of the course, but will also help applied statisticians in revisiting the underpinnings of the subject. With this dual goal in mind, the book begins with R basics and quickly covers visualization and exploratory analysis. Probability and statistical inference, inclusive of classical, nonparametric, and Bayesian schools, is developed with definitions, motivations, mathematical expression and R programs in a way which will help the reader to understand the mathematical development as well as R implementation. Linear regression models, experimental designs, multivariate analysis, and categorical data analysis are treated in a way which makes effective use of visualization techniques and the related statistical techniques underlying them through practical applications, and hence helps the reader to achieve a clear understanding of the associated statistical models. Key features: * Integrates R basics with statistical concepts * Provides graphical presentations inclusive of mathematical expressions * Aids understanding of limit theorems of probability with and without the simulation approach * Presents detailed algorithmic development of statistical models from scratch * Includes practical applications with over 50 data sets

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Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 696
• Erscheinungstermin: 15. März 2016
• Englisch
• ISBN-13: 9781119152750
• Artikelnr.: 44863766

Autorenporträt

Prabhanjan Tattar , Business Analysis Senior Advisor at Dell International Services, Bangalore, India. Professor Tattar is a statistician providing analytical solutions to business problems inclusive of statistical models and machine learning as appropriate. Suresh Ramaiah, Assistant Professor of Statistics at Dharwad University, Dharwad, India. B G Manjunath, Business Analysis Advisor at Dell International Services, Bangalore, India

Inhaltsangabe

List of Figures xvii List of Tables xxi Preface xxiii Acknowledgments xxv
Part I THE PRELIMINARIES 1 WhyR? 3 1.1 Why R? 3 1.2 R Installation 5 1.3
There is Nothing such as PRACTICALS 5 1.4 Datasets in R and Internet 6
1.4.1 List of Web-sites containing DATASETS 7 1.4.2 Antique Datasets 8 1.5
http://cran.r-project.org 9 1.5.1 http://r-project.org 10 1.5.2
http://www.cran.r-project.org/web/views/ 10 1.5.3 Is subscribing to
R-Mailing List useful? 10 1.6 R and its Interface with other Software 11
1.7 help and/or? 11 1.8 R Books 12 1.9 A Road Map 13 2 The R Basics 15 2.1
Introduction 15 2.2 Simple Arithmetics and a Little Beyond 16 2.2.1
Absolute Values, Remainders, etc. 16 2.2.2 round, floor, etc. 17 2.2.3
Summary Functions 18 2.2.4 Trigonometric Functions 18 2.2.5 Complex Numbers
19 2.2.6 Special Mathematical Functions 21 2.3 Some Basic R Functions 22
2.3.1 Summary Statistics 23 2.3.2 is, as, is.na, etc. 25 2.3.3 factors,
levels, etc. 26 2.3.4 Control Programming 27 2.3.5 Other Useful Functions
29 2.3.6 Calculus* 31 2.4 Vectors and Matrices in R 33 2.4.1 Vectors 33
2.4.2 Matrices 36 2.5 Data Entering and Reading from Files 41 2.5.1 Data
Entering 41 2.5.2 Reading Data from External Files 43 2.6 Working with
Packages 44 2.7 R Session Management 45 2.8 Further Reading 46 2.9
Complements, Problems, and Programs 46 3 Data Preparation and Other Tricks
49 3.1 Introduction 49 3.2 Manipulation with Complex Format Files 50 3.3
Reading Datasets of Foreign Formats 55 3.4 Displaying R Objects 56 3.5
Manipulation Using R Functions 57 3.6 Working with Time and Date 59 3.7
Text Manipulations 62 3.8 Scripts and Text Editors for R 64 3.8.1 Text
Editors for Linuxians 64 3.9 Further Reading 65 3.10 Complements, Problems,
and Programs 65 4 Exploratory Data Analysis 67 4.1 Introduction: The
Tukey's School of Statistics 67 4.2 Essential Summaries of EDA 68 4.3
Graphical Techniques in EDA 71 4.3.1 Boxplot 71 4.3.2 Histogram 76 4.3.3
Histogram Extensions and the Rootogram 79 4.3.4 Pareto Chart 81 4.3.5
Stem-and-Leaf Plot 84 4.3.6 Run Chart 88 4.3.7 Scatter Plot 89 4.4
Quantitative Techniques in EDA 91 4.4.1 Trimean 91 4.4.2 Letter Values 92
4.5 Exploratory Regression Models 95 4.5.1 Resistant Line 95 4.5.2 Median
Polish 98 4.6 Further Reading 99 4.7 Complements, Problems, and Programs
100 Part II PROBABILITY AND INFERENCE 5 Probability Theory 105 5.1
Introduction 105 5.2 Sample Space, Set Algebra, and Elementary Probability
106 5.3 Counting Methods 113 5.3.1 Sampling: The Diverse Ways 114 5.3.2 The
Binomial Coefficients and the Pascals Triangle 118 5.3.3 Some Problems
Based on Combinatorics 119 5.4 Probability: A Definition 122 5.4.1 The
Prerequisites 122 5.4.2 The Kolmogorov Definition 127 5.5 Conditional
Probability and Independence 130 5.6 Bayes Formula 132 5.7 Random
Variables, Expectations, and Moments 133 5.7.1 The Definition 133 5.7.2
Expectation of Random Variables 136 5.8 Distribution Function,
Characteristic Function, and Moment Generation Function 143 5.9
Inequalities 145 5.9.1 The Markov Inequality 145 5.9.2 The Jensen's
Inequality 145 5.9.3 The Chebyshev Inequality 146 5.10 Convergence of
Random Variables 146 5.10.1 Convergence in Distributions 147 5.10.2
Convergence in Probability 150 5.10.3 Convergence in rth Mean 150 5.10.4
Almost Sure Convergence 151 5.11 The Law of Large Numbers 152 5.11.1 The
Weak Law of Large Numbers 152 5.12 The Central Limit Theorem 153 5.12.1 The
de Moivre-Laplace Central Limit Theorem 153 5.12.2 CLT for iid Case 154
5.12.3 The Lindeberg-Feller CLT 157 5.12.4 The Liapounov CLT 162 5.13
Further Reading 165 5.13.1 Intuitive, Elementary, and First Course Source
165 5.13.2 The Classics and Second Course Source 166 5.13.3 The Problem
Books 167 5.13.4 Other Useful Sources 167 5.13.5 R for Probability 167 5.14
Complements, Problems, and Programs 167 6 Probability and Sampling
Distributions 171 6.1 Introduction 171 6.2 Discrete Univariate
Distributions 172 6.2.1 The Discrete Uniform Distribution 172 6.2.2 The
Binomial Distribution 173 6.2.3 The Geometric Distribution 176 6.2.4 The
Negative Binomial Distribution 178 6.2.5 Poisson Distribution 179 6.2.6 The
Hypergeometric Distribution 182 6.3 Continuous Univariate Distributions 184
6.3.1 The Uniform Distribution 184 6.3.2 The Beta Distribution 186 6.3.3
The Exponential Distribution 187 6.3.4 The Gamma Distribution 188 6.3.5 The
Normal Distribution 189 6.3.6 The Cauchy Distribution 191 6.3.7 The
t-Distribution 193 6.3.8 The Chi-square Distribution 193 6.3.9 The
F-Distribution 194 6.4 Multivariate Probability Distributions 194 6.4.1 The
Multinomial Distribution 194 6.4.2 Dirichlet Distribution 195 6.4.3 The
Multivariate Normal Distribution 195 6.4.4 The Multivariate t Distribution
196 6.5 Populations and Samples 196 6.6 Sampling from the Normal
Distributions 197 6.7 Some Finer Aspects of Sampling Distributions 201
6.7.1 Sampling Distribution of Median 201 6.7.2 Sampling Distribution of
Mean of Standard Distributions 201 6.8 Multivariate Sampling Distributions
203 6.8.1 Noncentral Univariate Chi-square, t, and F Distributions 203
6.8.2 Wishart Distribution 205 6.8.3 Hotellings T2 Distribution 206 6.9
Bayesian Sampling Distributions 206 6.10 Further Reading 207 6.11
Complements, Problems, and Programs 208 7 Parametric Inference 209 7.1
Introduction 209 7.2 Families of Distribution 210 7.2.1 The Exponential
Family 212 7.2.2 Pitman Family 213 7.3 Loss Functions 214 7.4 Data
Reduction 216 7.4.1 Sufficiency 217 7.4.2 Minimal Sufficiency 219 7.5
Likelihood and Information 220 7.5.1 The Likelihood Principle 220 7.5.2 The
Fisher Information 226 7.6 Point Estimation 231 7.6.1 Maximum Likelihood
Estimation 231 7.6.2 Method of Moments Estimator 239 7.7 Comparison of
Estimators 241 7.7.1 Unbiased Estimators 241 7.7.2 Improving Unbiased
Estimators 243 7.8 Confidence Intervals 245 7.9 Testing Statistical
Hypotheses-The Preliminaries 246 7.10 The Neyman-Pearson Lemma 251 7.11
Uniformly Most Powerful Tests 256 7.12 Uniformly Most Powerful Unbiased
Tests 260 7.12.1 Tests for the Means: One- and Two-Sample t-Test 263 7.13
Likelihood Ratio Tests 265 7.13.1 Normal Distribution: One-Sample Problems
266 7.13.2 Normal Distribution: Two-Sample Problem for the Mean 269 7.14
Behrens-Fisher Problem 270 7.15 Multiple Comparison Tests 271 7.15.1
Bonferroni's Method 272 7.15.2 Holm's Method 273 7.16 The EM Algorithm* 274
7.16.1 Introduction 274 7.16.2 The Algorithm 274 7.16.3 Introductory
Applications 275 7.17 Further Reading 280 7.17.1 Early Classics 280 7.17.2
Texts from the Last 30 Years 281 7.18 Complements, Problems, and Programs
281 8 Nonparametric Inference 283 8.1 Introduction 283 8.2 Empirical
Distribution Function and Its Applications 283 8.2.1 Statistical
Functionals 285 8.3 The Jackknife and Bootstrap Methods 288 8.3.1 The
Jackknife 288 8.3.2 The Bootstrap 289 8.3.3 Bootstrapping Simple Linear
Model* 292 8.4 Non-parametric Smoothing 294 8.4.1 Histogram Smoothing 294
8.4.2 Kernel Smoothing 297 8.4.3 Nonparametric Regression Models* 300 8.5
Non-parametric Tests 304 8.5.1 The Wilcoxon Signed-Ranks Test 305 8.5.2 The
Mann-Whitney test 308 8.5.3 The Siegel-Tukey Test 309 8.5.4 The
Wald-Wolfowitz Run Test 311 8.5.5 The Kolmogorov-Smirnov Test 312 8.5.6
Kruskal-Wallis Test* 314 8.6 Further Reading 315 8.7 Complements, Problems,
and Programs 316 9 Bayesian Inference 317 9.1 Introduction 317 9.2 Bayesian
Probabilities 317 9.3 The Bayesian Paradigm for Statistical Inference 321
9.3.1 Bayesian Sufficiency and the Principle 321 9.3.2 Bayesian Analysis
and Likelihood Principle 322 9.3.3 Informative and Conjugate Prior 322
9.3.4 Non-informative Prior 323 9.4 Bayesian Estimation 323 9.4.1 Inference
for Binomial Distribution 323 9.4.2 Inference for the Poisson Distribution
326 9.4.3 Inference for Uniform Distribution 327 9.4.4 Inference for
Exponential Distribution 328 9.4.5 Inference for Normal Distributions 329
9.5 The Credible Intervals 332 9.6 Bayes Factors for Testing Problems 333
9.7 Further Reading 334 9.8 Complements, Problems, and Programs 335 Part
III STOCHASTIC PROCESSES AND MONTE CARLO 10 Stochastic Processes 339 10.1
Introduction 339 10.2 Kolmogorov's Consistency Theorem 340 10.3 Markov
Chains 341 10.3.1 The m-Step TPM 344 10.3.2 Classification of States 345
10.3.3 Canonical Decomposition of an Absorbing Markov Chain 347 10.3.4
Stationary Distribution and Mean First Passage Time of an Ergodic Markov
Chain 350 10.3.5 Time Reversible Markov Chain 352 10.4 Application of
Markov Chains in Computational Statistics 352 10.4.1 The
Metropolis-Hastings Algorithm 353 10.4.2 Gibbs Sampler 354 10.4.3
Illustrative Examples 355 10.5 Further Reading 361 10.6 Complements,
Problems, and Programs 361 11 Monte Carlo Computations 363 11.1
Introduction 363 11.2 Generating the (Pseudo-) Random Numbers 364 11.2.1
Useful Random Generators 364 11.2.2 Probability Through Simulation 366 11.3
Simulation from Probability Distributions and Some Limit Theorems 373
11.3.1 Simulation from Discrete Distributions 373 11.3.2 Simulation from
Continuous Distributions 380 11.3.3 Understanding Limit Theorems through
Simulation 383 11.3.4 Understanding The Central Limit Theorem 386 11.4
Monte Carlo Integration 388 11.5 The Accept-Reject Technique 390 11.6
Application to Bayesian Inference 394 11.7 Further Reading 397 11.8
Complements, Problems, and Programs 397 Part IV LINEAR MODELS 12 Linear
Regression Models 401 12.1 Introduction 401 12.2 Simple Linear Regression
Model 402 12.2.1 Fitting a Linear Model 403 12.2.2 Confidence Intervals 405
12.2.3 The Analysis of Variance (ANOVA) 407 12.2.4 The Coefficient of
Determination 409 12.2.5 The "lm" Function from R 410 12.2.6 Residuals for
Validation of the Model Assumptions 412 12.2.7 Prediction for the Simple
Regression Model 416 12.2.8 Regression through the Origin 417 12.3 The
Anscombe Warnings and Regression Abuse 418 12.4 Multiple Linear Regression
Model 421 12.4.1 Scatter Plots: A First Look 422 12.4.2 Other Useful
Graphical Methods 423 12.4.3 Fitting a Multiple Linear Regression Model 427
12.4.4 Testing Hypotheses and Confidence Intervals 429 12.5 Model
Diagnostics for the Multiple Regression Model 433 12.5.1 Residuals 433
12.5.2 Influence and Leverage Diagnostics 436 12.6 Multicollinearity 441
12.6.1 Variance Inflation Factor 442 12.6.2 Eigen System Analysis 443 12.7
Data Transformations 445 12.7.1 Linearization 445 12.7.2 Variance
Stabilization 447 12.7.3 Power Transformation 449 12.8 Model Selection 451
12.8.1 Backward Elimination 453 12.8.2 Forward and Stepwise Selection 456
12.9 Further Reading 458 12.9.1 Early Classics 458 12.9.2 Industrial
Applications 458 12.9.3 Regression Details 458 12.9.4 Modern Regression
Texts 458 12.9.5 R for Regression 458 12.10 Complements, Problems, and
Programs 458 13 Experimental Designs 461 13.1 Introduction 461 13.2
Principles of Experimental Design 461 13.3 Completely Randomized Designs
462 13.3.1 The CRD Model 462 13.3.2 Randomization in CRD 463 13.3.3
Inference for the CRD Models 465 13.3.4 Validation of Model Assumptions 470
13.3.5 Contrasts and Multiple Testing for the CRD Model 472 13.4 Block
Designs 477 13.4.1 Randomization and Analysis of Balanced Block Designs 477
13.4.2 Incomplete Block Designs 481 13.4.3 Latin Square Design 484 13.4.4
Graeco Latin Square Design 487 13.5 Factorial Designs 490 13.5.1 Two
Factorial Experiment 491 13.5.2 Three-Factorial Experiment 496 13.5.3
Blocking in Factorial Experiments 502 13.6 Further Reading 504 13.7
Complements, Problems, and Programs 504 14 Multivariate Statistical
Analysis - I 507 14.1 Introduction 507 14.2 Graphical Plots for
Multivariate Data 507 14.3 Definitions, Notations, and Summary Statistics
for Multivariate Data 511 14.3.1 Definitions and Data Visualization 511
14.3.2 Early Outlier Detection 517 14.4 Testing for Mean Vectors : One
Sample 520 14.4.1 Testing for Mean Vector with Known Variance-Covariance
Matrix 520 14.4.2 Testing for Mean Vectors with Unknown Variance-Covariance
Matrix 521 14.5 Testing for Mean Vectors : Two-Samples 523 14.6
Multivariate Analysis of Variance 526 14.6.1 Wilks Test Statistic 526
14.6.2 Roy's Test 528 14.6.3 Pillai's Test Statistic 529 14.6.4 The
Lawley-Hotelling Test Statistic 529 14.7 Testing for Variance-Covariance
Matrix: One Sample 531 14.7.1 Testing for Sphericity 532 14.8 Testing for
Variance-Covariance Matrix: k-Samples 533 14.9 Testing for Independence of
Sub-vectors 536 14.10 Further Reading 538 14.11 Complements, Problems, and
Programs 538 15 Multivariate Statistical Analysis - II 541 15.1
Introduction 541 15.2 Classification and Discriminant Analysis 541 15.2.1
Discrimination Analysis 542 15.2.2 Classification 543 15.3 Canonical
Correlations 544 15.4 Principal Component Analysis - Theory and
Illustration 547 15.4.1 The Theory 547 15.4.2 Illustration Through a
Dataset 549 15.5 Applications of Principal Component Analysis 553 15.5.1
PCA for Linear Regression 553 15.5.2 Biplots 556 15.6 Factor Analysis 560
15.6.1 The Orthogonal Factor Analysis Model 561 15.6.2 Estimation of
Loadings and Communalities 562 15.7 Further Reading 568 15.7.1 The Classics
and Applied Perspectives 568 15.7.2 Multivariate Analysis and Software 568
15.8 Complements, Problems, and Programs 569 16 Categorical Data Analysis
571 16.1 Introduction 571 16.2 Graphical Methods for CDA 572 16.2.1 Bar and
Stacked Bar Plots 572 16.2.2 Spine Plots 575 16.2.3 Mosaic Plots 577 16.2.4
Pie Charts and Dot Charts 580 16.2.5 Four-Fold Plots 583 16.3 The Odds
Ratio 586 16.4 The Simpson's Paradox 588 16.5 The Binomial, Multinomial,
and Poisson Models 589 16.5.1 The Binomial Model 589 16.5.2 The Multinomial
Model 590 16.5.3 The Poisson Model 591 16.6 The Problem of Overdispersion
593 16.7 The chi2- Tests of Independence 593 16.8 Further Reading 595 16.9
Complements, Problems, and Programs 595 17 Generalized Linear Models 597
17.1 Introduction 597 17.2 Regression Problems in Count/Discrete Data 597
17.3 Exponential Family and the GLM 600 17.4 The Logistic Regression Model
601 17.5 Inference for the Logistic Regression Model 602 17.5.1 Estimation
of the Regression Coefficients and Related Parameters 602 17.5.2 Estimation
of the Variance-Covariance Matrix of beta 606 17.5.3 Confidence Intervals
and Hypotheses Testing for the Regression Coefficients 607 17.5.4 Residuals
for the Logistic Regression Model 608 17.5.5 Deviance Test and
Hosmer-Lemeshow Goodness-of-Fit Test 611 17.6 Model Selection in Logistic
Regression Models 613 17.7 Probit Regression 618 17.8 Poisson Regression
Model 621 17.9 Further Reading 625 17.10 Complements, Problems, and
Programs 626 Appendix A Open Source Software-An Epilogue 627 Appendix B The
Statistical Tables 631 Bibliography 633 Author Index 643 Subject Index 649
R Codes 659