Statistical Hypothesis Testing with SAS and R
Samenvatting
A comprehensive guide to statistical hypothesis testing with examples in SAS and R
When analyzing datasets the following questions often arise:
Is there a short hand procedure for a statistical test available in SAS or R?
If so, how do I use it?
If not, how do I program the test myself?
This book answers these questions and provides an overview of the most common
statistical test problems in a comprehensive way, making it easy to find and perform
an appropriate statistical test.
A general summary of statistical test theory is presented, along with a basic
description for each test, including the necessary prerequisites, assumptions, the
formal test problem and the test statistic. Examples in both SAS and R are provided,
along with program code to perform the test, resulting output and remarks
explaining the necessary program parameters.
Key features:
Provides examples in both SAS and R for each test presented.
Looks at the most common statistical tests, displayed in a clear and easy to follow way.
Supported by a supplementary website http://www.d–taeger.de featuring example
program code.
Academics, practitioners and SAS and R programmers will find this book a valuable
resource. Students using SAS and R will also find it an excellent choice for reference
and data analysis.
Specificaties
Inhoudsopgave
<p>Part I INTRODUCTION 1</p>
<p>1 Statistical hypothesis testing 3</p>
<p>1.1 Theory of statistical hypothesis testing 3</p>
<p>1.2 Testing statistical hypothesis with SAS and R 4</p>
<p>1.3 Presentation of the statistical tests 13</p>
<p>References 15</p>
<p>Part II NORMAL DISTRIBUTION 17</p>
<p>2 Tests on the mean 19</p>
<p>2.1 One–sample tests 19</p>
<p>2.2 Two–sample tests 23</p>
<p>References 35</p>
<p>3 Tests on the variance 36</p>
<p>3.1 One–sample tests 36</p>
<p>3.2 Two–sample tests 41</p>
<p>References 47</p>
<p>Part III BINOMIAL DISTRIBUTION 49</p>
<p>4 Tests on proportions 51</p>
<p>4.1 One–sample tests 51</p>
<p>4.2 Two–sample tests 55</p>
<p>4.3 K–sample tests 62</p>
<p>References 64</p>
<p>Part IV OTHER DISTRIBUTIONS 65</p>
<p>5 Poisson distribution 67</p>
<p>5.1 Tests on the Poisson parameter 67</p>
<p>References 75</p>
<p>6 Exponential distribution 76</p>
<p>6.1 Test on the parameter of an exponential distribution 76<br /><br />Reference 78</p>
<p>Part V CORRELATION 79</p>
<p>7 Tests on association 81</p>
<p>7.1 One–sample tests 81</p>
<p>7.2 Two–sample tests 94</p>
<p>References 98</p>
<p>Part VI NONPARAMETRIC TESTS 99</p>
<p>8 Tests on location 101</p>
<p>8.1 One–sample tests 101</p>
<p>8.2 Two–sample tests 110</p>
<p>8.3 K–sample tests 116</p>
<p>References 118</p>
<p>9 Tests on scale difference 120</p>
<p>9.1 Two–sample tests 120</p>
<p>References 131</p>
<p>10 Other tests 132</p>
<p>10.1 Two–sample tests 132</p>
<p>References 135</p>
<p>Part VII GOODNESS–OF–FIT TESTS 137</p>
<p>11 Tests on normality 139</p>
<p>11.1 Tests based on the EDF 139</p>
<p>11.2 Tests not based on the EDF 148</p>
<p>References 152</p>
<p>12 Tests on other distributions 154</p>
<p>12.1 Tests based on the EDF 154</p>
<p>12.2 Tests not based on the EDF 164</p>
<p>References 166</p>
<p>Part VIII TESTS ON RANDOMNESS 167</p>
<p>13 Tests on randomness 169</p>
<p>13.1 Run tests 169</p>
<p>13.2 Successive difference tests 178</p>
<p>References 185</p>
<p>Part IX TESTS ON CONTINGENCY TABLES 187</p>
<p>14 Tests on contingency tables 189</p>
<p>14.1 Tests on independence and homogeneity 189</p>
<p>14.2 Tests on agreement and symmetry 197</p>
<p>14.3 Test on risk measures 205</p>
<p>References 214</p>
<p>Part X TESTS ON OUTLIERS 217</p>
<p>15 Tests on outliers 219</p>
<p>15.1 Outliers tests for Gaussian null distribution 219</p>
<p>15.2 Outlier tests for other null distributions 229</p>
<p>References 235</p>
<p>Part XI TESTS IN REGRESSION ANALYSIS 237</p>
<p>16 Tests in regression analysis 239</p>
<p>16.1 Simple linear regression 239</p>
<p>16.2 Multiple linear regression 246</p>
<p>References 252</p>
<p>17 Tests in variance analysis 253</p>
<p>17.1 Analysis of variance 253</p>
<p>17.2 Tests for homogeneity of variances 258</p>
<p>References 263</p>
<p>Appendix A Datasets 264</p>
<p>Appendix B Tables 271</p>
<p>Glossary 284</p>
<p>Index 287</p>