D.R. Cox – författare

Identifying the sources and measuring the impact of haphazard variations are important in any number of research applications, from clinical trials and genetics to industrial design and psychometric testing. Only in very simple situations can such variations be represented effectively by independent, identically distributed random variables or by random sampling from a hypothetical infinite population.Components of Variance illuminates the complexities of the subject, setting forth its principles with focus on both the development of models for detailed analyses and the statistical techniques themselves. The authors first consider balanced and unbalanced situations, then move to the treatment of non-normal data, beginning with the Poisson and binomial models and followed by extensions to survival data and more general situations. In the final chapter, they discuss ways of extending and assessing various models, including the study of exceedances, the use of nonlinear representations, the study of transformations of the response variable, and the detailed examination of the distributional form of the underlying random variables.Careful signposting and numerous examples from genetic data analysis, clinical trial design, longitudinal data analysis, industrial design, and meta-analysis make this book accessible - and valuable - not only to statisticians but to all applied research scientists who use statistical methods.

The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds.The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book.The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader.

Large observational studies involving research questions that require the measurement of several features on each individual arise in many fields including the social and medical sciences. This book sets out both the general concepts and the more technical statistical issues involved in analysis and interpretation. Numerous illustrative examples are described in outline and four studies are discussed in some detail.The use of graphical representations of dependencies and independencies among the features under study is stressed, both to incorporate available knowledge at the planning stage of an analysis and to summarize aspects important for interpretation after detailed statistical analysis is complete. This book is aimed at research workers using statistical methods as well as statisticians involved in empirical research.

This is a classic book on Queues. First published in 1961 it is clearly and concisely introduces the theory of queueing systems and is still just as relevant today. The monograph is aimed at both students and operational research workers concerned with the practical investigations of queueing, although almost every statistician will find its contents of interest.

This book provides an introductory account of the mathematical analysis of stochastic processes. It is helpful for statisticians and applied mathematicians interested in methods for solving particular problems, rather than for pure mathematicians interested in general theorems.

A text that stresses the general concepts of the theory of statistics Theoretical Statistics provides a systematic statement of the theory of statistics, emphasizing general concepts rather than mathematical rigor. Chapters 1 through 3 provide an overview of statistics and discuss some of the basic philosophical ideas and problems behind statistical procedures. Chapters 4 and 5 cover hypothesis testing with simple and null hypotheses, respectively. Subsequent chapters discuss non-parametrics, interval estimation, point estimation, asymptotics, Bayesian procedure, and deviation theory. Student familiarity with standard statistical techniques is assumed.

This book outlines some of the general ideas involved in applying statistical methods. It discusses some special problems, to illustrate both the general principles and important specific techniques of analysis. The book is intended for students interested in statistical methods.

This book describes the properties of stochastic probabilistic models and develops the applied mathematics of stochastic point processes. It is useful to students and research workers in probability and statistics and also to research workers wishing to apply stochastic point processes.

This monograph contains many ideas on the analysis of survival data to present a comprehensive account of the field. The value of survival analysis is not confined to medical statistics, where the benefit of the analysis of data on such factors as life expectancy and duration of periods of freedom from symptoms of a disease as related to a treatment applied individual histories and so on, is obvious. The techniques also find important applications in industrial life testing and a range of subjects from physics to econometrics. In the eleven chapters of the book the methods and applications of are discussed and illustrated by examples.

The first edition of this book (1970) set out a systematic basis for the analysis of binary data and in particular for the study of how the probability of 'success' depends on explanatory variables. The first edition has been widely used and the general level and style have been preserved in the second edition, which contains a substantial amount of new material. This amplifies matters dealt with only cryptically in the first edition and includes many more recent developments. In addition the whole material has been reorganized, in particular to put more emphasis on m.aximum likelihood methods.There are nearly 60 further results and exercises. The main points are illustrated by practical examples, many of them not in the first edition, and some general essential background material is set out in new Appendices.

This book provides a systematic account of some developments in asymptotic parametric inference from a likelihood-based perspective. It focuses on first-order asymptotic theory, and discusses the need for higher-order theory.

The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds.The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book.The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader.

Large observational studies involving research questions that require the measurement of several features on each individual arise in many fields including the social and medical sciences. This book sets out both the general concepts and the more technical statistical issues involved in analysis and interpretation. Numerous illustrative examples are described in outline and four studies are discussed in some detail.The use of graphical representations of dependencies and independencies among the features under study is stressed, both to incorporate available knowledge at the planning stage of an analysis and to summarize aspects important for interpretation after detailed statistical analysis is complete. This book is aimed at research workers using statistical methods as well as statisticians involved in empirical research.

This is a classic book on Queues. First published in 1961 it is clearly and concisely introduces the theory of queueing systems and is still just as relevant today. The monograph is aimed at both students and operational research workers concerned with the practical investigations of queueing, although almost every statistician will find its contents of interest.

This book should be of interest to undergraduate and postgraduate students of probability theory.

This book should be of interest to senior undergraduate and postgraduate students of applied statistics.

A text that stresses the general concepts of the theory of statistics Theoretical Statistics provides a systematic statement of the theory of statistics, emphasizing general concepts rather than mathematical rigor. Chapters 1 through 3 provide an overview of statistics and discuss some of the basic philosophical ideas and problems behind statistical procedures. Chapters 4 and 5 cover hypothesis testing with simple and null hypotheses, respectively. Subsequent chapters discuss non-parametrics, interval estimation, point estimation, asymptotics, Bayesian procedure, and deviation theory. Student familiarity with standard statistical techniques is assumed.

Why study the theory of experiment design? Although it can be useful to know about special designs for specific purposes, experience suggests that a particular design can rarely be used directly. It needs adaptation to accommodate the circumstances of the experiment. Successful designs depend upon adapting general theoretical principles to the special constraints of individual applications.Written for a general audience of researchers across the range of experimental disciplines, The Theory of the Design of Experiments presents the major topics associated with experiment design, focusing on the key concepts and the statistical structure of those concepts. The authors keep the level of mathematics elementary, for the most part, and downplay methods of data analysis. Their emphasis is firmly on design, but appendices offer self-contained reviews of algebra and some standard methods of analysis.From their development in association with agricultural field trials, through their adaptation to the physical sciences, industry, and medicine, the statistical aspects of the design of experiments have become well refined. In statistics courses of study, however, the design of experiments very often receives much less emphasis than methods of analysis. The Theory of the Design of Experiments fills this potential gap in the education of practicing statisticians, statistics students, and researchers in all fields.