Table Of Content

WILESYE 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