Table Of ContentWILESYE RIIENPS R OBABILITY
ANDM ATHEMATISCTAALT ISTICS
ESTABISLHEDB Y WALTER A.S HEWHARATN DS AMUELS .W ILKS
Editors
RalAp.hB radley DavGi.dK endall
JS.tuHaurntt er GeoffSr.eW ya tson
ProbaabniMdla itthye maSttiactails tics
ANDERSO·NT hSet atiAsntailcoyafsTl ii smS ee ries
ANDERSO·NA nI ntrodtuoMc utliatoriniv Sattaet iAsntailcyasli s
BARLOWB,A RTHOLEOWM,B REMNEaRn,dB RUNK·S tatis-
ticIanlf erUenndcOeerr d Reers trictions
BARNET·TC omparSattaitviIesn tfiecraeln ce
BHATTACHARYaYnAdJ OHNSO·NS tatiCsotnicceaaplnt ds
Methods
CASSEL, SAaRnNWdDR AELT MA·NF oundaotfiI onnfse rence
inS urvSeaym pling
DEF INET·TP Ir obabIinldiutcaytn,iSd ot na tistics
DEF INET·TT Ih eoorfPy r obabViolliuItm ye,
DEF INET·TT Ih eoorfPy r obabViolliuItmIye ,
DOOB· S tochParsotciecs ses
FELLE·RA nI ntrodtuoPc rtoiboanb TihleioatrnyyId t Asp plica
tioVnosl,u ImT,eh iErddi tRieovni,s ed
FELLE·RA nI ntrodtuoPc rtoiboanbT ihleioatrnyyId t Asp plica-
tioVnosl,u ImISe,e coEnddi tion
FIS·ZP robaTbhieloiartnyyMd a themaSttiactaiTlsh tiEirdcdis t,i on
FRASE·RS tatistIinctsr-oAdnu ction
FULLE·RI ntrodtuoSc ttaitoiTnsi tmSieec raile s
HANNAN·M ultTiipmlSeee ries
HANSEHNU,R WITaZn,Md A DOW· S ampSluer vMeeyt hoandds
TheoVroyl,u mIae nsId I
HARDINaGn KdE NDAL·LS tochGaesotmiect ry
HOEL· I ntrodtuoMc attihoenm aSttiactaiFlso tuirEctdshi, t ion
ISSACSaOnMNdA DSEN·M arkCohva ins
KAGANL,I NNIaKn,Rd A O·C haractePrriozbalitenMim aostn h
ematSitcaatli stics
KENDALaLn HdA RDIN·GS tochAansatliycs is
LARSO·NI ntrodtuoPc rtoiboanbT ihleioatrnyySd t atiIsntfiecra-l
encSee,c oEnddi tion
LARSO·NI ntrodtuotc htTeih oenoo rfSy t atistics
LEHMAN·NT estSitnagt iHsytpioctahle ses
MAT HERO·NR anmd Soe&tI sn teGgeroamle try
MATTHEKSE,R SATN andM ECKE· I nfiniDtievliysP iobilnet
Processes
PA RZEN·M odePrrno baTbhieloiartnyyId t Asp plications
PURaIn SdE N· N onparaMmeetthrioindMcs u ltivAanrailaytsei s
RAGHAVARA·CO o nstruacntdCi oomnbsi naPtroorbilaielnm s
DesiogfEn x periments
RAO· L ineSatra tiIsntfiecraaenlnId ct Aesp plicSaetciooEnnddsi ,
tino
RORAT GI· A nI ntrodtuoPc rtoiboanTb hieloiartnyyMd a themati-
caSlt atistics
SCHEFF·TE h Aen aloyfVs airsi ance
SEBE·RL ineRaergr ession Analysis
WILK·SM athemaSttiactails tics
ZACK·ST hTeh eoorfSy t atiIsntfiecraeln ce
ApplPireodb aabniSdlt iattyi stics
BAIL·E TYh Eel emeonfSt tso chParsotciewcsi stAehps p lications
tot hNea tuSrcaile nces
BAIL·E MYa themSattaitcaisns,Sdt y isctfseo Hmres a lth
BARTHOLO·M ESWt ochMaosdtefiloScsro cPiraolc eSsesceosn,d
Edition
BECKa nAdR NOL·D P aramEestteirm iantE inogni neaenrdi ng
Science
BENNEaTnTFd R ANKL·IS Nt atiAsntailicynaCs lhi esm iansdt ry
thCeh emiIcnadlu stry
BHA·T E lemoefnA tpsp lSiteodc hParsotciecs ses
BLOOMFI·E FLoDu rAinearl oyfTs iimsSe e riAenIs n:t roduction
BOX· R.A .F ishTehLrei, of feaS cientist
BOXa nDdR APE·E RvolutOipoenraarAty Si toant:i Msettihcoadl
foPrr ocIemspsr ovement
BOXH,U NTEaRn,Hd U NTE·RS tatfiosErtx ipcesr imAenn ters:
IntrodtuoDc etgsi,niDo antA an alysMiosd Beaulni dl ding
BROWaNn HdO LLAND·ES Rt atiAs Btiiocmse:d ical Introduction
BROWNL·ES Et atiTshteioacrnayMdl e thodionSl coigeyan ncde
EngineSeercioEnndgdi, t ion
BUR·Y S tatiMsotdieiclnAas pl p lSiceide nce
CHAMBE·RC So mputaMteitohfnooadrls ADnaatlay sis
CHATTERaJnEPdER IC·ER egreAsnsailobynyEs xiasm ple
CHERNOaFnFMd O SE·S E lemeDnetcairTsyhi eoonr y
CHOW· A nalaynsCdio sn torfDo yln aEmciocn oSmsyitce ms
CLELLANdDe,C ANBIR,O WN, BaUnRMdSUK R,R A·YB asic
StatwiisBttuhis cisAn pepslsi cSaetcioEondndis t,i on
COCHRA·NS ampTleicnhgn iTqhuiEreddsi ,t ion
COCHRAaNnC dO X· ExperiDmeesnitSgaenlcs oE,nd di tion
COX· PlanonfEi xnpge riments
COXa nMdI LL·E TRh eT heoorfSy t ochParsotci,eSc se sceosnd
Edition
DANI·E LA ppliocfaS ttiaottnioI s ntdiucsEstx rpiearli mentation
DANI·E LB iostaaF toiusntdifacotsAri n oanl iynts hiHese alth Sci-
encSeesc,oE nddi tion
DANIEaLnW dO OD· FitEtqiunagt tioDo antsa
DAVI·D O rdSetra tistics
DEMIN·G S ampDlees iignBn u siRneessesa rch
DODGaEn RdO MI·GS amplIinnsgp eTcatbilSoeensc .oE nddi tion
DRAPEaRn SdM IT·HA pplRieegdr eAsnsailoyns is
DUNN· BasSitca tiAs Ptriicmfseo:rtr h Bei omeSdciiceanlc es,
SecoEnddi tion
DUNNa nCdL AR·KA pplSiteadt iAsntailcoysfVs: ai rsi aanndc e
Regression
ELANDT-JOH·NP SrOoNb aMboidleialtnsySd t atiMsettihcoadls
inG enetics
PLEI·S SSt atiMsettihfcooadRrlsa tanedsP roportions
GIBBONOSL,K IaNn SdO BE·L S elecatniOdnr gd erPionpgu la
tioAn Nse:wS tatiMsettihcoadlo logy
GNANADESI·KM AeNt hfoodSrst atiDsattAianc aalloy fMs uils
tivaOrbisaetrev ations
GOLDBER·G EERc onomTehteroircy
GROSaSn CdL AR·K S urvDiivsatlr ibRuetliioaAnbpsip:ll iitcya
tioinnts hB ei omeSdciiceanlc es
GROSaSn HdA RR·I FSu ndamoefnQ tuaeluseT ihnego ry
GUTTMANW,I LKaSn dH UNTE·R I ntdurcotoErnyg ineering
StatSiesctoiEncddsi t,i on
contionnbu aecdk
MethfoodSrst atistical
Analoyfs is
ReliaabniLdli iDftaeyt a
A WILPEUYB LICATIINAO PNP LISETDA TISTICS
MethfoodSrst atistical
Analoyfs is
ReliaabniLdli ifDteay t a
NANCYR .M ANN
RocketRdocyknweeI,ln lt ernaCtoiropnoanrl a tio
RAYE.. S CHAFER
HughAeisr cCroamfpta ny
NOZEDR. S INGPURWALLA
TheG eorWgaes hinUgntiovne rsity
JOHWNI LE&Y S ONS
NewY or•Ck hicheBsrties•rbT •ano ero•nS tiongapore
Copyri1g9h7bt4y©J, o hWni l&e Syo nIsn,c .
Alrli grhetsse Pruvbeldi.ss ihmeudl tainnCe aonuasdlay.
Reprodourtc rtainosnol faa ntpyia oornftt h wiosrb ke yotnhda t
permibtySt eecdt1 i0oo7nr1 s 0o 8ft h1e9 U7n6i StteadCt oepsy ·
rigAhcwtti thtohpueet r miosfts hcieoo pny orwingiehusrtn a iw ·
fuRle.q ufeosprte sr miosrfs uirotnih nefro rsmhaotuibloedn
addrtetosh sPeee dr miDsespiaorntJsmo Wehinnlt &e,S y o nIsn,c .
Nop aorftt hbioso mka yb er eprobdyua cnemyde annso,r
transmniottrrt aends,il naattm oea dc hlianneg wuiatgheo ut
thwer itpteernm iosfts hipeou nb lisher.
LibraoryfCo ngresCast aloing Pubinlgi catDiaotna :
ManNna,n cRy.
Methfoodsrst atiasntailocyfras elil si ability
anldi dfaet a.
(Wilseeryii npe rso baabnimdla itthye matical
stati(sAtW iiclpseu)yb liicnaa tpipolsnit eadt istics)
Inclbuidbelsi ographies.
I.Reliability (Engmienteheordisn.g)-Statistical
I.SchaRfaeEyr. j,,o ianutt hIoIrS..i ngpurwalla,
NozDe.rj, o ianutt hIoIrI.T. i tle.
TS173.M366 20'.004'7432 -0461
ISB0N- 471-56737-X
Prinitnte hUden itSettdsaeo fA merica
109
Preface
Inr ecyeenatrr esl iahbaibsle ieftnoy r mulaastt hseecd i eonfpc ree dicting,
estimaotroi pntgi,m itzhpiern ogb aboifsl uirtvyit vhmaeel a,ln i foer,,
morgee nertahlleli dyfi,es triobfcu otmipoonn oersn ytsst Deumrsi.tn hge
pasdte catdhede,e veloopfmr eenlti aabsai d liistcyi hpalbsie nerena pid
becaoufst ehe ev eirn creeamspihnagos nri esl iabbyti hlgeio tvye rnment
andth ceo nsuRmeecre.n itnltyei,rn re eslti ahbaibsle iemtnay n ifebsyt ed
mathematicianasn,dt heoccsooenn ocmewirisnttetshdhe, en vironmental
anldi sfcei eAnnci enst.e pgarroatftl h diesv eloapnmtdeh niitns t ehraess t
beetnh ien terbpeltawyre eelni aabnidslt iattyi stics.
Reliabtihloiuctgoyhn, s idbeymr aendty o b em erealnay p plicoaft ion
probabialnisdtt ya ttiosa ts ipcescc ilaaolsfp s r oblheamssst ,i mutlhaet ed
developomfne enwat r eianss tatiOsntesi uccsdh.e velopimste hnet
nonparacmheatrraicct eorfdi izsattriiobnu tiaonndt hfseut nucodtfyi ons
renetwhaelo ry, estimatiaonnds etlheecotriyo,an n dsrt oah nekoirnyg,
forutnhd seurc chh aracterEivizdaetoniftco henie sn .t irmaetlea tionship
betwreeelni aabnidsl tiattyii ssat viacisli antb hlseei gninfuimcbaoenfrt
papewrrsi totnes nt atimsettihcoiadnrls e liaabnidil nitt hyfe,a ctth at
moraen dm orger aduatceo-ulreasvreeoeslf feirnet dhs et atiosft ics
reliatbosi tluidtieynns ttsa tiospteircasrt,ei soenaisr ncdhu,se tnrgiianle er
ings,y steenmgsi neaenrdci invgei,nl g ineOeurroi bnjge.c itnwi rviet ing
thibso oiksn ootn ltyop rovtihdeess teu dewnittash t extbcooomk
mensurwaitttehh set andoafrg drsa duateed-ulceavtbeiulota n l,st oo
provtihdpeer ofesrseiloinaaeblni gliinwteiyeta rhc omprehseonusricvee
ofa vailsatbaltei msettihcocadolsm monrleyq uiirnre edl iaWbei lity.
belitehvateth b ioso cko usledr avsae o ne-segmreasdtueart tee-ixlnte vel
reliabiliotfyt h,re e raedsqeourmim era itnhge mamtaitcuarlie txyp oosru re
tot hcea lcaunldup,se rhtaopp sr,o babainlsdit tayt istics.
Chapt2e arnsd3 prestehnrete quiprreodb abailnidss ttaitci stical
methaosdab s a sfeod re veltohpreie nosgftt htee xTth.he e aorftt h beo ok
v
vi PREFACE
begiwnistC hh ap4tw eirt thh per esenatnaddt eivoenl oopfmf eanitl ure
modeTlhser. e ostft hbeo odke aelsss enwtiitathlh vleay r imoeutsh ods
andt echnioqfeu setsi maWteii onnc.lm uudcemh a tetrhiaaetli thhaesr
noptr eviaopupselayir nte edx tbfooorokmr i,fi th aasp peairsne odt,
generaavlaliylC ahbalpet8.ae nr9dsd iscBuasyse sian inmr eetlhioadbsi l
itayn,da ccelelriatfteees dtr iensgp,e cBtoitvsheu lbyj.ae rccetu sr rently
beienmgp hasiintz heledi teraantdwu,ebr eel iaervteeh ,e reifmoproer tant
enoutgobh e a p arotft hbioso k.
Att heen do fe acchh ap(toeirrn,s omcea saefst,ee arcs he ctairoen )
problfeomsrso lutTihoenps.re o blheamvbsee ecno nstrtuoec ltieacd i t
goobdl eonfbd o tthht eh eoarntydh per acotfri eclei aAbtit lheient odyf .
eacchh apwteep rr ovai ldieos ftr eferewnhciecbshe,,c aoufss ep ace
restridcoteinsoo nitsn ,c lauldtleh ahta sb eewnr itotnet nh teo pics
considbeuhrtoe pde feunlcloym ptahsbesa essli ict erTaheti unrtee.r ested
readmearyu steh erseef erteodn ecveeshl ioospw nb ibliotgosr uahipiths y
specniefeidcs .
Aso nmei gehxtp eacl ta,rn guem boefar u thhoarvcseo ntritbotu htee d
develoopfmt ehsnett a timsettihcuoasdles if nur le liaWbeio lwieatd yeb.t
toa ltlh easuet hWoerh sa.v ter iteodd i schoaurorgb el igbaytc iiotni ng
specciofnitcr ibbuyat uitohnnoasrm, ie n,t htee mxatt erYietathl e.mr aey
bei nstainnwc heistc hhwi asns o dto niesf;o t,h oem isswiaoisnn adver
tent.
Parotfst hree seaorfDc rh.M anna ppeahreirnegwi enro er ginally
suppobrytt ehAdee rosRpeasceea Lracbho ratWorriigehst,- PAaitrt erson
ForBcaes teh,Ae i Fro rOcfef oifcS ec ienRteisfeiaacrn ctdhh ,Ie n terdivi
sionTaelc hnoPlrooggyro aftm h Aee rospaancdSe y steGmrso uopf
RockwIenltle rnational.
NANCRY.M ANN
RA y E.S CHAFER
NOZEDR.S INGPURWALLA
CanoPgaar Cka,l ifornia
FulleCratloinf,o rnia
WashinDg.tCo.n ,
Augu1s9t7 3