Computational Statistics Handbook with MATLAB PDF
Preview Computational Statistics Handbook with MATLAB
Statistics Computer Science and Data Analysis Series C Computer Science and Data Analysis Series o m p u Computational t Computational Statistics Handbook with MATLAB®, Third Edition a t covers today’s most commonly used techniques in computational i o statistics while maintaining the same philosophy and writing style of n Statistics the bestselling previous editions. The text keeps theoretical concepts a l to a minimum, emphasizing the implementation of the methods. S t Handbook with a This third edition is updated with the latest version of MATLAB and the t corresponding version of the Statistics and Machine Learning Tool- i s box. It also incorporates new sections on the nearest neighbor clas- ti MATLAB® c sifier, support vector machines, model checking and regularization, s partial least squares regression, and multivariate adaptive regression H splines. a Third Edition n d The authors include algorithmic descriptions of the procedures as b well as examples that illustrate the use of algorithms in data analysis. o The MATLAB code, examples, and data sets are available online. o k Features w • Presents MATLAB code for various algorithms it h • Uses the authors’ freely available Computational Statistics M Toolbox for MATLAB A • Introduces the basic functions of MATLAB for readers unfamiliar T L with the software A • Incorporates theory only when it offers insight for data analysis B ® • Supplies pseudocode so readers can implement algorithms using other software packages • Contains exercises and further reading at the end of each chapter MM aa rr tt Wendy L. Martinez ii nn ee zz Angel R. Martinez K20578 www.crcpress.com K20578_cover.indd 1 11/11/15 12:41 PM Computational Statistics Handbook with MATLAB® Third Edition Chapman & Hall/CRC Computer Science and Data Analysis Series The interface between the computer and statistical sciences is increasing, as each discipline seeks to harness the power and resources of the other. This series aims to foster the integration between the computer sciences and statistical, numerical, and probabilistic methods by publishing a broad range of reference works, textbooks, and handbooks. SERIES EDITORS David Blei, Princeton University David Madigan, Rutgers University Marina Meila, University of Washington Fionn Murtagh, Royal Holloway, University of London Proposals for the series should be sent directly to one of the series editors above, or submitted to: Chapman & Hall/CRC Taylor and Francis Group 3 Park Square, Milton Park Abingdon, OX14 4RN, UK Published Titles Semisupervised Learning for Computational Linguistics Steven Abney Visualization and Verbalization of Data Jörg Blasius and Michael Greenacre Design and Modeling for Computer Experiments Kai-Tai Fang, Runze Li, and Agus Sudjianto Microarray Image Analysis: An Algorithmic Approach Karl Fraser, Zidong Wang, and Xiaohui Liu R Programming for Bioinformatics Robert Gentleman Exploratory Multivariate Analysis by Example Using R François Husson, Sébastien Lê, and Jérôme Pagès Bayesian Artificial Intelligence, Second Edition Kevin B. Korb and Ann E. Nicholson Published Titles cont. Computational Statistics Handbook with MATLAB®, Third Edition Wendy L. Martinez and Angel R. Martinez Exploratory Data Analysis with MATLAB®, Second Edition Wendy L. Martinez, Angel R. Martinez, and Jeffrey L. Solka Statistics in MATLAB®: A Primer Wendy L. Martinez and MoonJung Cho Clustering for Data Mining: A Data Recovery Approach, Second Edition Boris Mirkin Introduction to Machine Learning and Bioinformatics Sushmita Mitra, Sujay Datta, Theodore Perkins, and George Michailidis Introduction to Data Technologies Paul Murrell R Graphics Paul Murrell Correspondence Analysis and Data Coding with Java and R Fionn Murtagh Pattern Recognition Algorithms for Data Mining Sankar K. Pal and Pabitra Mitra Statistical Computing with R Maria L. Rizzo Statistical Learning and Data Science Mireille Gettler Summa, Léon Bottou, Bernard Goldfarb, Fionn Murtagh, Catherine Pardoux, and Myriam Touati Foundations of Statistical Algorithms: With References to R Packages Claus Weihs, Olaf Mersmann, and Uwe Ligges TThhiiss ppaaggee iinntteennttiioonnaallllyy lleefftt bbllaannkk Computational Statistics Handbook with MATLAB® Third Edition Wendy L. Martinez Angel R. Martinez MATLAB® is a trademark of The MathWorks, Inc. and is used with permission. The MathWorks does not warrant the accuracy of the text or exercises in this book. This book’s use or discussion of MATLAB® soft- ware or related products does not constitute endorsement or sponsorship by The MathWorks of a particular pedagogical approach or particular use of the MATLAB® software. CRC Press Taylor & Francis Group 6000 Broken Sound Parkway NW, Suite 300 Boca Raton, FL 33487-2742 © 2016 by Taylor & Francis Group, LLC CRC Press is an imprint of Taylor & Francis Group, an Informa business No claim to original U.S. Government works Version Date: 20150904 International Standard Book Number-13: 978-1-4665-9274-2 (eBook - PDF) This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been made to publish reliable data and information, but the author and publisher cannot assume responsibility for the validity of all materials or the consequences of their use. The authors and publishers have attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been acknowledged please write and let us know so we may rectify in any future reprint. Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmit- ted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented, including photocopying, microfilming, and recording, or in any information storage or retrieval system, without written permission from the publishers. For permission to photocopy or use material electronically from this work, please access www.copyright. com (http://www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that provides licenses and registration for a variety of users. For organizations that have been granted a photocopy license by the CCC, a separate system of payment has been arranged. Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe. Visit the Taylor & Francis Web site at http://www.taylorandfrancis.com and the CRC Press Web site at http://www.crcpress.com CompStats3.book Page vii Monday, November 16, 2015 1:55 PM To Edward J. Wegman Teacher, Mentor, and Friend TThhiiss ppaaggee iinntteennttiioonnaallllyy lleefftt bbllaannkk CompStats3.book Page ix Monday, November 16, 2015 1:55 PM Table of Contents Preface to the Third Edition............................................................................... xix Preface to the Second Edition............................................................................ xxi Preface to the First Edition................................................................................ xxv Chapter 1 Introduction 1.1 What Is Computational Statistics? .................................................................1 1.2 An Overview of the Book ...............................................................................3 Philosophy..................................................................................................... 3 What Is Covered........................................................................................... 4 A Word About Notation.............................................................................. 5 1.3 MATLAB® Code ...............................................................................................6 Computational Statistics Toolbox.............................................................. 8 Internet Resources........................................................................................ 8 1.4 Further Reading ...............................................................................................9 Chapter 2 Probability Concepts 2.1 Introduction ....................................................................................................11 2.2 Probability .......................................................................................................12 Background................................................................................................. 12 Probability................................................................................................... 14 Axioms of Probability................................................................................ 16 2.3 Conditional Probability and Independence ...............................................17 Conditional Probability............................................................................. 17 Independence.............................................................................................. 18 Bayes’ Theorem........................................................................................... 19 2.4 Expectation ......................................................................................................21 Mean and Variance.................................................................................... 21 Skewness...................................................................................................... 23 Kurtosis........................................................................................................ 23 2.5 Common Distributions ..................................................................................24 Binomial....................................................................................................... 24 Poisson......................................................................................................... 26 Uniform........................................................................................................ 29 Normal......................................................................................................... 30 ix
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