Angewandte Statistik: Zweiter Teil Mehrdimensionale Probleme
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Der hier vorliegende zweite Band der "Angewandten Statistik" befaBt sich (im wesentlichen) mit Theorie und Anwendung statistischer Methoden bei mehrdimensional verteilten ZufallsgroBen. Korrelation lind Regression wer- den zunachst fUr nur zwei Veranderliche ausfUhrlich behandelt. Der zweidi- mensionale Fall hat durchaus selbstandige Bedeutung: Einmal gibt es im Be- reich der Anwendungen zahlreiche Probleme, die mit dies em einfachen mathe- matischen Modelllosbar sind, zum zweiten wird dem Naturwissenschaftler, dem Ingenieur und Wirtschaftswissenschaftler der Zugang zu mehrdimensio- nalen Problemen erheblich erleichtert, wenn er die zweidimensionalen be- reits beherrscht. Bei den Anwendungen zur Korrelation wird u. a. auch der EinfluB der Autokorrelation auf die Probenahme bei stochastischen Prozes- sen betrachtet. Die zweidimensionale Regression bringt u. a. einige Sonder- formen, wie Regression mit Nebenbedingung und Regression mit verander- Ucher Versuchsvarianz. In die AusfUhrungen zur mehrfachen Regression wird auch die Theorie der vollstandigen Faktorversuche einbezogen, soweit diese Versuche mit Regres- sionsansatzen ausgewertet werden. Von theoretischen Verteilungen werden die zwei- und dreidimensionale Normalverteilung und die Trinomialverteilung mit ihren Verallgemeinerun- gen (Polynomialverteilung und vieldimensionale hypergeometrische Vertei- lung) erortert. Die Stichprobenverfahren des ersten Bandes werden durch Verfahren fur mehrstufig gegUederte und fur geschichtete Gesamtp. eiten erganzt. SchlieB- lich fUhrt ein Abschnitt in die fur die moderne R echentechnik wichtigen Monte- Carlo-Verfahren ein (Berechnung bestimmter Integrale und Integration par- tieller Differentialgleichungen mit Ja-Nein-Entscheidungen). Mit der Erzeu- gung von Zufallszahlen, die einer vorgegebenen Verteilung genugen (Exponen- tial-, Cauchy-, Normal-, Dreieck-Verteilung u. a. ), und Beispielen zur Simulation schlieBt das Buch.
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