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Introduction to Mixed Modelling shows that mixed modelling is a natural extension of the more familiar statistical methods of regression analysis and analysis of variance. In doing so, it provides the ideal introduction to this important statistical technique for those engaged in the statistical analysis of data.

This essential book:

Demonstrates the power of mixed modelling in a wide range of disciplines, including industrial research, social sciences, genetics, clinical research, ecology and agricultural research. Illustrates how the capabilities of regression analysis can be combined with those of ANOVA by the specification of a mixed model. Introduces the criterion of Restricted Maximum Likelihood (REML) for the fitting of a mixed model to data. Presents the application of mixed model analysis to a wide range of situations and explains how to obtain and interpret Best Linear Unbiased Predictors (BLUPs). Features a supplementary website containing solutions to exercises, further examples, and links to the computer software systems GenStat and R.This book provides a comprehensive introduction to mixed modelling, ideal for final year undergraduate students, postgraduate students and professional researchers alike. Readers will come from a wide range of scientific disciplines including statistics, biology, bioinformatics, medicine, agriculture, engineering, economics, and social sciences.

New York Times Bestseller

“Not so different in spirit from the way public intellectuals like John Kenneth Galbraith once shaped discussions of economic policy and public figures like Walter Cronkite helped sway opinion on the Vietnam War…could turn out to be one of the more momentous books of the decade.”

—New York Times Book Review

"Nate Silver's The Signal and the Noise is The Soul of a New Machine for the 21st century."

—Rachel Maddow, author of Drift

"A serious treatise about the craft of prediction—without academic mathematics—cheerily aimed at lay readers. Silver's coverage is polymathic, ranging from poker and earthquakes to climate change and terrorism."

—New York Review of Books

Nate Silver built an innovative system for predicting baseball performance, predicted the 2008 election within a hair’s breadth, and became a national sensation as a blogger—all by the time he was thirty. He solidified his standing as the nation's foremost political forecaster with his near perfect prediction of the 2012 election. Silver is the founder and editor in chief of the website FiveThirtyEight.

Drawing on his own groundbreaking work, Silver examines the world of prediction, investigating how we can distinguish a true signal from a universe of noisy data. Most predictions fail, often at great cost to society, because most of us have a poor understanding of probability and uncertainty. Both experts and laypeople mistake more confident predictions for more accurate ones. But overconfidence is often the reason for failure. If our appreciation of uncertainty improves, our predictions can get better too. This is the “prediction paradox”: The more humility we have about our ability to make predictions, the more successful we can be in planning for the future.

In keeping with his own aim to seek truth from data, Silver visits the most successful forecasters in a range of areas, from hurricanes to baseball, from the poker table to the stock market, from Capitol Hill to the NBA. He explains and evaluates how these forecasters think and what bonds they share. What lies behind their success? Are they good—or just lucky? What patterns have they unraveled? And are their forecasts really right? He explores unanticipated commonalities and exposes unexpected juxtapositions. And sometimes, it is not so much how good a prediction is in an absolute sense that matters but how good it is relative to the competition. In other cases, prediction is still a very rudimentary—and dangerous—science.

Silver observes that the most accurate forecasters tend to have a superior command of probability, and they tend to be both humble and hardworking. They distinguish the predictable from the unpredictable, and they notice a thousand little details that lead them closer to the truth. Because of their appreciation of probability, they can distinguish the signal from the noise.

With everything from the health of the global economy to our ability to fight terrorism dependent on the quality of our predictions, Nate Silver’s insights are an essential read.

The Essentials For Dummies Series

Dummies is proud to present our new series, The Essentials For Dummies. Now students who are prepping for exams, preparing to study new material, or who just need a refresher can have a concise, easy-to-understand review guide that covers an entire course by concentrating solely on the most important concepts. From algebra and chemistry to grammar and Spanish, our expert authors focus on the skills students most need to succeed in a subject.

The fun and easy way to get down to business with statistics

Stymied by statistics? No fear? this friendly guide offers clear, practical explanations of statistical ideas, techniques, formulas, and calculations, with lots of examples that show you how these concepts apply to your everyday life.

Statistics For Dummies shows you how to interpret and critique graphs and charts, determine the odds with probability, guesstimate with confidence using confidence intervals, set up and carry out a hypothesis test, compute statistical formulas, and more.

Tracks to a typical first semester statistics course Updated examples resonate with today's students Explanations mirror teaching methods and classroom protocolPacked with practical advice and real-world problems, Statistics For Dummies gives you everything you need to analyze and interpret data for improved classroom or on-the-job performance.

Two of the authors co-wrote The Elements of Statistical Learning (Hastie, Tibshirani and Friedman, 2nd edition 2009), a popular reference book for statistics and machine learning researchers. An Introduction to Statistical Learning covers many of the same topics, but at a level accessible to a much broader audience. This book is targeted at statisticians and non-statisticians alike who wish to use cutting-edge statistical learning techniques to analyze their data. The text assumes only a previous course in linear regression and no knowledge of matrix algebra.

For those who slept through Stats 101, this book is a lifesaver. Wheelan strips away the arcane and technical details and focuses on the underlying intuition that drives statistical analysis. He clarifies key concepts such as inference, correlation, and regression analysis, reveals how biased or careless parties can manipulate or misrepresent data, and shows us how brilliant and creative researchers are exploiting the valuable data from natural experiments to tackle thorny questions.

And in Wheelan’s trademark style, there’s not a dull page in sight. You’ll encounter clever Schlitz Beer marketers leveraging basic probability, an International Sausage Festival illuminating the tenets of the central limit theorem, and a head-scratching choice from the famous game show Let’s Make a Deal—and you’ll come away with insights each time. With the wit, accessibility, and sheer fun that turned Naked Economics into a bestseller, Wheelan defies the odds yet again by bringing another essential, formerly unglamorous discipline to life.

These may not sound like typical questions for an economist to ask. But Steven D. Levitt is not a typical economist. He is a much-heralded scholar who studies the riddles of everyday life—from cheating and crime to sports and child-rearing—and whose conclusions turn conventional wisdom on its head.

Freakonomics is a groundbreaking collaboration between Levitt and Stephen J. Dubner, an award-winning author and journalist. They usually begin with a mountain of data and a simple question. Some of these questions concern life-and-death issues; others have an admittedly freakish quality. Thus the new field of study contained in this book: Freakonomics.

Through forceful storytelling and wry insight, Levitt and Dubner show that economics is, at root, the study of incentives—how people get what they want, or need, especially when other people want or need the same thing. In Freakonomics, they explore the hidden side of . . . well, everything. The inner workings of a crack gang. The truth about real-estate agents. The myths of campaign finance. The telltale marks of a cheating schoolteacher. The secrets of the Ku Klux Klan.

What unites all these stories is a belief that the modern world, despite a great deal of complexity and downright deceit, is not impenetrable, is not unknowable, and—if the right questions are asked—is even more intriguing than we think. All it takes is a new way of looking.

Freakonomics establishes this unconventional premise: If morality represents how we would like the world to work, then economics represents how it actually does work. It is true that readers of this book will be armed with enough riddles and stories to last a thousand cocktail parties. But Freakonomics can provide more than that. It will literally redefine the way we view the modern world.

Bonus material added to the revised and expanded 2006 edition

The original New York Times Magazine article about Steven D. Levitt by Stephen J. Dubner, which led to the creation of this book.Seven “Freakonomics” columns written for the New York Times Magazine, published between August 2005 and April 2006.Selected entries from the Freakonomics blog, posted between April 2005 and May 2006 at http://www.freakonomics.com/blog/.One is heuristic and nonrigorous, and attempts to develop in students an intuitive feel for the subject that enables him or her to think probabilistically. The other approach attempts a rigorous development of probability by using the tools of measure theory. The first approach is employed in this text.

The book begins by introducing basic concepts of probability theory, such as the random variable, conditional probability, and conditional expectation. This is followed by discussions of stochastic processes, including Markov chains and Poison processes. The remaining chapters cover queuing, reliability theory, Brownian motion, and simulation. Many examples are worked out throughout the text, along with exercises to be solved by students.

This book will be particularly useful to those interested in learning how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. Ideally, this text would be used in a one-year course in probability models, or a one-semester course in introductory probability theory or a course in elementary stochastic processes.

New to this Edition:

65% new chapter material including coverage of finite capacity queues, insurance risk models and Markov chainsContains compulsory material for new Exam 3 of the Society of Actuaries containing several sections in the new examsUpdated data, and a list of commonly used notations and equations, a robust ancillary package, including a ISM, SSM, and test bankIncludes SPSS PASW Modeler and SAS JMP software packages which are widely used in the field

Hallmark features:

Superior writing styleExcellent exercises and examples covering the wide breadth of coverage of probability topics Real-world applications in engineering, science, business and economics

The author begins with basic characteristics of financial time series data before covering three main topics:

Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methodsKey features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets.

The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.

". . . [this book] should be on the shelf of everyone interested in . . . longitudinal data analysis."

—Journal of the American Statistical Association

Features newly developed topics and applications of the analysis of longitudinal data

Applied Longitudinal Analysis, Second Edition presents modern methods for analyzing data from longitudinal studies and now features the latest state-of-the-art techniques. The book emphasizes practical, rather than theoretical, aspects of methods for the analysis of diverse types of longitudinal data that can be applied across various fields of study, from the health and medical sciences to the social and behavioral sciences.

The authors incorporate their extensive academic and research experience along with various updates that have been made in response to reader feedback. The Second Edition features six newly added chapters that explore topics currently evolving in the field, including:

Fixed effects and mixed effects models Marginal models and generalized estimating equations Approximate methods for generalized linear mixed effects models Multiple imputation and inverse probability weighted methods Smoothing methods for longitudinal data Sample size and powerEach chapter presents methods in the setting of applications to data sets drawn from the health sciences. New problem sets have been added to many chapters, and a related website features sample programs and computer output using SAS, Stata, and R, as well as data sets and supplemental slides to facilitate a complete understanding of the material.

With its strong emphasis on multidisciplinary applications and the interpretation of results, Applied Longitudinal Analysis, Second Edition is an excellent book for courses on statistics in the health and medical sciences at the upper-undergraduate and graduate levels. The book also serves as a valuable reference for researchers and professionals in the medical, public health, and pharmaceutical fields as well as those in social and behavioral sciences who would like to learn more about analyzing longitudinal data.

1,001 Statistics Practice Problems For Dummies takes you beyond the instruction and guidance offered in Statistics For Dummies to give you a more hands-on understanding of statistics. The practice problems offered range in difficulty, including detailed explanations and walk-throughs.

In this series, every step of every solution is shown with explanations and detailed narratives to help you solve each problem. With the book purchase, you’ll also get access to practice statistics problems online. This content features 1,001 practice problems presented in multiple choice format; on-the-go access from smart phones, computers, and tablets; customizable practice sets for self-directed study; practice problems categorized as easy, medium, or hard; and a one-year subscription with book purchase.

Offers on-the-go access to practice statistics problems Gives you friendly, hands-on instruction 1,001 statistics practice problems that range in difficulty1,001 Statistics Practice Problems For Dummies provides ample practice opportunities for students who may have taken statistics in high school and want to review the most important concepts as they gear up for a faster-paced college class.

“This book should be an essential part of the personal library of every practicing statistician.”—Technometrics

Thoroughly revised and updated, the new edition of Nonparametric Statistical Methods includes additional modern topics and procedures, more practical data sets, and new problems from real-life situations. The book continues to emphasize the importance of nonparametric methods as a significant branch of modern statistics and equips readers with the conceptual and technical skills necessary to select and apply the appropriate procedures for any given situation.

Written by leading statisticians, Nonparametric Statistical Methods, Third Edition provides readers with crucial nonparametric techniques in a variety of settings, emphasizing the assumptions underlying the methods. The book provides an extensive array of examples that clearly illustrate how to use nonparametric approaches for handling one- or two-sample location and dispersion problems, dichotomous data, and one-way and two-way layout problems. In addition, the Third Edition features:

The use of the freely available R software to aid in computation and simulation, including many new R programs written explicitly for this new edition New chapters that address density estimation, wavelets, smoothing, ranked set sampling, and Bayesian nonparametrics Problems that illustrate examples from agricultural science, astronomy, biology, criminology, education, engineering, environmental science, geology, home economics, medicine, oceanography, physics, psychology, sociology, and space science Nonparametric Statistical Methods, Third Edition is an excellent reference for applied statisticians and practitioners who seek a review of nonparametric methods and their relevant applications. The book is also an ideal textbook for upper-undergraduate and first-year graduate courses in applied nonparametric statistics."Seamless R and C++ integration with Rcpp" is simply a wonderful book. For anyone who uses C/C++ and R, it is an indispensable resource. The writing is outstanding. A huge bonus is the section on applications. This section covers the matrix packages Armadillo and Eigen and the GNU Scientific Library as well as RInside which enables you to use R inside C++. These applications are what most of us need to know to really do scientific programming with R and C++. I love this book. -- Robert McCulloch, University of Chicago Booth School of Business

Rcpp is now considered an essential package for anybody doing serious computational research using R. Dirk's book is an excellent companion and takes the reader from a gentle introduction to more advanced applications via numerous examples and efficiency enhancing gems. The book is packed with all you might have ever wanted to know about Rcpp, its cousins (RcppArmadillo, RcppEigen .etc.), modules, package development and sugar. Overall, this book is a must-have on your shelf. -- Sanjog Misra, UCLA Anderson School of Management

The Rcpp package represents a major leap forward for scientific computations with R. With very few lines of C++ code, one has R's data structures readily at hand for further computations in C++. Hence, high-level numerical programming can be made in C++ almost as easily as in R, but often with a substantial speed gain. Dirk is a crucial person in these developments, and his book takes the reader from the first fragile steps on to using the full Rcpp machinery. A very recommended book! -- Søren Højsgaard, Department of Mathematical Sciences, Aalborg University, Denmark

"Seamless R and C ++ Integration with Rcpp" provides the first comprehensive introduction to Rcpp. Rcpp has become the most widely-used language extension for R, and is deployed by over one-hundred different CRAN and BioConductor packages. Rcpp permits users to pass scalars, vectors, matrices, list or entire R objects back and forth between R and C++ with ease. This brings the depth of the R analysis framework together with the power, speed, and efficiency of C++.

Dirk Eddelbuettel has been a contributor to CRAN for over a decade and maintains around twenty packages. He is the Debian/Ubuntu maintainer for R and other quantitative software, edits the CRAN Task Views for Finance and High-Performance Computing, is a co-founder of the annual R/Finance conference, and an editor of the Journal of Statistical Software. He holds a Ph.D. in Mathematical Economics from EHESS (Paris), and works in Chicago as a Senior Quantitative Analyst.

"It is, as far as I'm concerned, among the best books in math ever written....if you are a mathematician and want to have the top reference in probability, this is it." (Amazon.com, January 2006)

A complete and comprehensive classic in probability and measure theory

Probability and Measure, Anniversary Edition by Patrick Billingsley celebrates the achievements and advancements that have made this book a classic in its field for the past 35 years. Now re-issued in a new style and format, but with the reliable content that the third edition was revered for, this Anniversary Edition builds on its strong foundation of measure theory and probability with Billingsley's unique writing style. In recognition of 35 years of publication, impacting tens of thousands of readers, this Anniversary Edition has been completely redesigned in a new, open and user-friendly way in order to appeal to university-level students.

This book adds a new foreward by Steve Lally of the Statistics Department at The University of Chicago in order to underscore the many years of successful publication and world-wide popularity and emphasize the educational value of this book. The Anniversary Edition contains features including:

An improved treatment of Brownian motion Replacement of queuing theory with ergodic theory Theory and applications used to illustrate real-life situations Over 300 problems with corresponding, intensive notes and solutions Updated bibliography An extensive supplement of additional notes on the problems and chapter commentariesPatrick Billingsley was a first-class, world-renowned authority in probability and measure theory at a leading U.S. institution of higher education. He continued to be an influential probability theorist until his unfortunate death in 2011. Billingsley earned his Bachelor's Degree in Engineering from the U.S. Naval Academy where he served as an officer. he went on to receive his Master's Degree and doctorate in Mathematics from Princeton University.Among his many professional awards was the Mathematical Association of America's Lester R. Ford Award for mathematical exposition. His achievements through his long and esteemed career have solidified Patrick Billingsley's place as a leading authority in the field and been a large reason for his books being regarded as classics.

This Anniversary Edition of Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Like the previous editions, this Anniversary Edition is a key resource for students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.

Machine Learning: Hands-On for Developers and Technical Professionals provides hands-on instruction and fully-coded working examples for the most common machine learning techniques used by developers and technical professionals. The book contains a breakdown of each ML variant, explaining how it works and how it is used within certain industries, allowing readers to incorporate the presented techniques into their own work as they follow along. A core tenant of machine learning is a strong focus on data preparation, and a full exploration of the various types of learning algorithms illustrates how the proper tools can help any developer extract information and insights from existing data. The book includes a full complement of Instructor's Materials to facilitate use in the classroom, making this resource useful for students and as a professional reference.

At its core, machine learning is a mathematical, algorithm-based technology that forms the basis of historical data mining and modern big data science. Scientific analysis of big data requires a working knowledge of machine learning, which forms predictions based on known properties learned from training data. Machine Learning is an accessible, comprehensive guide for the non-mathematician, providing clear guidance that allows readers to:

Learn the languages of machine learning including Hadoop, Mahout, and Weka Understand decision trees, Bayesian networks, and artificial neural networks Implement Association Rule, Real Time, and Batch learning Develop a strategic plan for safe, effective, and efficient machine learningBy learning to construct a system that can learn from data, readers can increase their utility across industries. Machine learning sits at the core of deep dive data analysis and visualization, which is increasingly in demand as companies discover the goldmine hiding in their existing data. For the tech professional involved in data science, Machine Learning: Hands-On for Developers and Technical Professionals provides the skills and techniques required to dig deeper.

The Qlik platform was designed to provide a fast and easy data analytics tool, and QlikView Your Business is your detailed, full-color, step-by-step guide to understanding Qlikview's powerful features and techniques so you can quickly start unlocking your data’s potential. This expert author team brings real-world insight together with practical business analytics, so you can approach, explore, and solve business intelligence problems using the robust Qlik toolset and clearly communicate your results to stakeholders using powerful visualization features in QlikView and Qlik Sense.

This book starts at the basic level and dives deep into the most advanced QlikView techniques, delivering tangible value and knowledge to new users and experienced developers alike. As an added benefit, every topic presented in the book is enhanced with tips, tricks, and insightful recommendations that the authors accumulated through years of developing QlikView analytics.

This is the book for you:

The book covers three common business scenarios - Sales, Profitability, and Inventory Analysis. Each scenario contains four chapters, covering the four main disciplines of business analytics: Business Case, Data Modeling, Scripting, and Visualizations.

The material is organized by increasing levels of complexity. Following our comprehensive tutorial, you will learn simple and advanced QlikView and Qlik Sense concepts, including the following:

Data Modeling:

How to use the Data Load Script language for implementing data modeling techniques How to build and use the QVD data layer Building a multi-tier data architectures Using variables, loops, subroutines, and other script control statements Advanced scripting techniques for a variety of ETL solutions Building Insightful Visualizations in QlikView:

Introduction into QlikView sheet objects — List Boxes, Text Objects, Charts, and more Designing insightful Dashboards in QlikView Using advanced calculation techniques, such as Set Analysis and Advanced Aggregation Using variables for What-If Analysis, as well as using variables for storing calculations, colors, and selection filters Advanced visualization techniques - normalized and non-normalized Mekko charts, Waterfall charts, Whale Tail charts, and more

Building Insightful Visualizations in Qlik Sense:

Whether you are just starting out with QlikView or are ready to dive deeper, QlikView Your Business is your comprehensive guide to sharpening your QlikView skills and unleashing the power of QlikView in your organization.

Across various industries, compensation professionals work to organize and analyze aspects of employment that deal with elements of pay, such as deciding base salary, bonus, and commission provided by an employer to its employees for work performed. Acknowledging the numerous quantitative analyses of data that are a part of this everyday work, Statistics for Compensation provides a comprehensive guide to the key statistical tools and techniques needed to perform those analyses and to help organizations make fully informed compensation decisions.

This self-contained book is the first of its kind to explore the use of various quantitative methods—from basic notions about percents to multiple linear regression—that are used in the management, design, and implementation of powerful compensation strategies. Drawing upon his extensive experience as a consultant, practitioner, and teacher of both statistics and compensation, the author focuses on the usefulness of the techniques and their immediate application to everyday compensation work, thoroughly explaining major areas such as:

Frequency distributions and histograms

Measures of location and variability

Model building

Linear models

Exponential curve models

Maturity curve models

Power models

Market models and salary survey analysis

Linear and exponential integrated market models

Job pricing market models

Throughout the book, rigorous definitions and step-by-step procedures clearly explain and demonstrate how to apply the presented statistical techniques. Each chapter concludes with a set of exercises, and various case studies showcase the topic's real-world relevance. The book also features an extensive glossary of key statistical terms and an appendix with technical details. Data for the examples and practice problems are available in the book and on a related FTP site.

Statistics for Compensation is an excellent reference for compensation professionals, human resources professionals, and other practitioners responsible for any aspect of base pay, incentive pay, sales compensation, and executive compensation in their organizations. It can also serve as a supplement for compensation courses at the upper-undergraduate and graduate levels.

"This book is . . . an excellent source of examples for regression analysis. It has been and still is readily readable and understandable."

—Journal of the American Statistical Association Regression analysis is a conceptually simple method for investigating relationships among variables. Carrying out a successful application of regression analysis, however, requires a balance of theoretical results, empirical rules, and subjective judgment. Regression Analysis by Example, Fifth Edition has been expanded and thoroughly updated to reflect recent advances in the field. The emphasis continues to be on exploratory data analysis rather than statistical theory. The book offers in-depth treatment of regression diagnostics, transformation, multicollinearity, logistic regression, and robust regression.

The book now includes a new chapter on the detection and correction of multicollinearity, while also showcasing the use of the discussed methods on newly added data sets from the fields of engineering, medicine, and business. The Fifth Edition also explores additional topics, including:

Surrogate ridge regression Fitting nonlinear models Errors in variables ANOVA for designed experimentsMethods of regression analysis are clearly demonstrated, and examples containing the types of irregularities commonly encountered in the real world are provided. Each example isolates one or two techniques and features detailed discussions, the required assumptions, and the evaluated success of each technique. Additionally, methods described throughout the book can be carried out with most of the currently available statistical software packages, such as the software package R.

Regression Analysis by Example, Fifth Edition is suitable for anyone with an understanding of elementary statistics.

This book is aimed at business analysts with basic programming skills for using R for Business Analytics. Note the scope of the book is neither statistical theory nor graduate level research for statistics, but rather it is for business analytics practitioners. Business analytics (BA) refers to the field of exploration and investigation of data generated by businesses. Business Intelligence (BI) is the seamless dissemination of information through the organization, which primarily involves business metrics both past and current for the use of decision support in businesses. Data Mining (DM) is the process of discovering new patterns from large data using algorithms and statistical methods. To differentiate between the three, BI is mostly current reports, BA is models to predict and strategize and DM matches patterns in big data. The R statistical software is the fastest growing analytics platform in the world, and is established in both academia and corporations for robustness, reliability and accuracy.

The book utilizes Albert Einstein’s famous remarks on making things as simple as possible, but no simpler. This book will blow the last remaining doubts in your mind about using R in your business environment. Even non-technical users will enjoy the easy-to-use examples. The interviews with creators and corporate users of R make the book very readable. The author firmly believes Isaac Asimov was a better writer in spreading science than any textbook or journal author.

Wouldn't it be wonderful if studying statistics were easier? With U Can: Statistics I For Dummies, it is! This one-stop resource combines lessons, practical examples, study questions, and online practice problems to provide you with the ultimate guide to help you score higher in your statistics course. Foundational statistics skills are a must for students of many disciplines, and leveraging study materials such as this one to supplement your statistics course can be a life-saver. Because U Can: Statistics I For Dummies contains both the lessons you need to learn and the practice problems you need to put the concepts into action, you'll breeze through your scheduled study time.

Statistics is all about collecting and interpreting data, and is applicable in a wide range of subject areas—which translates into its popularity among students studying in diverse programs. So, if you feel a bit unsure in class, rest assured that there is an easy way to help you grasp the nuances of statistics!

Understand statistical ideas, techniques, formulas, and calculations Interpret and critique graphs and charts, determine probability, and work with confidence intervals Critique and analyze data from polls and experiments Combine learning and applying your new knowledge with practical examples, practice problems, and expanded online resourcesU Can: Statistics I For Dummies contains everything you need to score higher in your fundamental statistics course!

The ever-growing use of derivative products makes it essential for financial industry practitioners to have a solid understanding of derivative pricing. To cope with the growing complexity, narrowing margins, and shortening life-cycle of the individual derivative product, an efficient, yet modular, implementation of the pricing algorithms is necessary. Mathematical Finance is the first book to harmonize the theory, modeling, and implementation of today's most prevalent pricing models under one convenient cover. Building a bridge from academia to practice, this self-contained text applies theoretical concepts to real-world examples and introduces state-of-the-art, object-oriented programming techniques that equip the reader with the conceptual and illustrative tools needed to understand and develop successful derivative pricing models.

Utilizing almost twenty years of academic and industry experience, the author discusses the mathematical concepts that are the foundation of commonly used derivative pricing models, and insightful Motivation and Interpretation sections for each concept are presented to further illustrate the relationship between theory and practice. In-depth coverage of the common characteristics found amongst successful pricing models are provided in addition to key techniques and tips for the construction of these models. The opportunity to interactively explore the book's principal ideas and methodologies is made possible via a related Web site that features interactive Java experiments and exercises.

While a high standard of mathematical precision is retained, Mathematical Finance emphasizes practical motivations, interpretations, and results and is an excellent textbook for students in mathematical finance, computational finance, and derivative pricing courses at the upper undergraduate or beginning graduate level. It also serves as a valuable reference for professionals in the banking, insurance, and asset management industries.

Key features of Number Theory: Structures, Examples, and Problems:

* A rigorous exposition starts with the natural numbers and the basics.

* Important concepts are presented with an example, which may also emphasize an application. The exposition moves systematically and intuitively to uncover deeper properties.

* Topics include divisibility, unique factorization, modular arithmetic and the Chinese Remainder Theorem, Diophantine equations, quadratic residues, binomial coefficients, Fermat and Mersenne primes and other special numbers, and special sequences. Sections on mathematical induction and the pigeonhole principle, as well as a discussion of other number systems are covered.

* Unique exercises reinforce and motivate the reader, with selected solutions to some of the problems.

* Glossary, bibliography, and comprehensive index round out the text.

Written by distinguished research mathematicians and renowned teachers, this text is a clear, accessible introduction to the subject and a source of fascinating problems and puzzles, from advanced high school students to undergraduates, their instructors, and general readers at all levels.

This book can be used as a text for a year long graduate course in statistics, computer science, or mathematics, for self-study, and as an invaluable research reference on probabiliity and its applications. Particularly worth mentioning are the treatments of distribution theory, asymptotics, simulation and Markov Chain Monte Carlo, Markov chains and martingales, Gaussian processes, VC theory, probability metrics, large deviations, bootstrap, the EM algorithm, confidence intervals, maximum likelihood and Bayes estimates, exponential families, kernels, and Hilbert spaces, and a self contained complete review of univariate probability.

“The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control."

- Mathematical Reviews

Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject.

Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include:

A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models Numerous examples drawn from finance, economics, engineering, and other related fields The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting Updates to literature references throughout and new end-of-chapter exercises Streamlined chapter introductions and revisions that update and enhance the exposition Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.Written by a highly-experienced author, Foundations of Linear and Generalized Linear Models is a clear and comprehensive guide to the key concepts and results of linearstatistical models. The book presents a broad, in-depth overview of the most commonly usedstatistical models by discussing the theory underlying the models, R software applications,and examples with crafted models to elucidate key ideas and promote practical modelbuilding.

The book begins by illustrating the fundamentals of linear models, such as how the model-fitting projects the data onto a model vector subspace and how orthogonal decompositions of the data yield information about the effects of explanatory variables. Subsequently, the book covers the most popular generalized linear models, which include binomial and multinomial logistic regression for categorical data, and Poisson and negative binomial loglinear models for count data. Focusing on the theoretical underpinnings of these models, Foundations ofLinear and Generalized Linear Models also features:

An introduction to quasi-likelihood methods that require weaker distributional assumptions, such as generalized estimating equation methods An overview of linear mixed models and generalized linear mixed models with random effects for clustered correlated data, Bayesian modeling, and extensions to handle problematic cases such as high dimensional problems Numerous examples that use R software for all text data analyses More than 400 exercises for readers to practice and extend the theory, methods, and data analysis A supplementary website with datasets for the examples and exercises An invaluable textbook for upper-undergraduate and graduate-level students in statistics and biostatistics courses, Foundations of Linear and Generalized Linear Models is also an excellent reference for practicing statisticians and biostatisticians, as well as anyone who is interested in learning about the most important statistical models for analyzing data.

Addressing the highly competitive and risky environments of current-day financial and sports gambling markets, Forecasting in Financial and Sports Gambling Markets details the dynamic process of constructing effective forecasting rules based on both graphical patterns and adaptive drift modeling (ADM) of cointegrated time series. The book uniquely identifies periods of inefficiency that these markets oscillate through and develops profitable forecasting models that capitalize on irrational behavior exhibited during these periods.

Providing valuable insights based on the author's firsthand experience, this book utilizes simple, yet unique, candlestick charts to identify optimal time periods in financial markets and optimal games in sports gambling markets for which forecasting models are likely to provide profitable trading and wagering outcomes. Featuring detailed examples that utilize actual data, the book addresses various topics that promote financial and mathematical literacy, including:

Higher order ARMA processes in financial markets

The effects of gambling shocks in sports gambling markets

Cointegrated time series with model drift

Modeling volatility

Throughout the book, interesting real-world applications are presented, and numerous graphical procedures illustrate favorable trading and betting opportunities, which are accompanied by mathematical developments in adaptive model forecasting and risk assessment. A related web site features updated reviews in sports and financial forecasting and various links on the topic.

Forecasting in Financial and Sports Gambling Markets is an excellent book for courses on financial economics and time series analysis at the upper-undergraduate and graduate levels. The book is also a valuable reference for researchers and practitioners working in the areas of retail markets, quant funds, hedge funds, and time series. Also, anyone with a general interest in learning about how to profit from the financial and sports gambling markets will find this book to be a valuable resource.

Key Features:

Provides a clear introduction and a comprehensive account of multilevel models. New methodological developments and applications are explored. Written by a leading expert in the field of multilevel methodology. Illustrated throughout with real-life examples, explaining theoretical concepts.This book is suitable as a comprehensive text for postgraduate courses, as well as a general reference guide. Applied statisticians in the social sciences, economics, biological and medical disciplines will find this book beneficial.

This volume includes information on the underlying mechanisms of microbial emergence, the technology used to detect them, and the strategies available to contain them. The author describes the diseases and their causative agents that are major factors in the health of populations the world over.

The book contains up-to-date selections from infectious disease journals as well as information from the Centers for Disease Control and Prevention, the World Health Organization, MedLine Plus, and the American Society for Microbiology.

Perfect for students or those new to the field, the book contains Summary Overviews (thumbnail sketches of the basic information about the microbe and the associated disease under examination), Review Questions (testing students' knowledge of the material), and Topics for Further Discussion (encouraging a wider conversation on the implications of the disease and challenging students to think creatively to develop new solutions).

This important volume provides broad coverage of a variety of emerging infectious diseases, of which most are directly important to health practitioners in the United States.

In many of these chapter-long lectures, data scientists from companies such as Google, Microsoft, and eBay share new algorithms, methods, and models by presenting case studies and the code they use. If you’re familiar with linear algebra, probability, and statistics, and have programming experience, this book is an ideal introduction to data science.

Topics include:

Statistical inference, exploratory data analysis, and the data science processAlgorithmsSpam filters, Naive Bayes, and data wranglingLogistic regressionFinancial modelingRecommendation engines and causalityData visualizationSocial networks and data journalismData engineering, MapReduce, Pregel, and HadoopDoing Data Science is collaboration between course instructor Rachel Schutt, Senior VP of Data Science at News Corp, and data science consultant Cathy O’Neil, a senior data scientist at Johnson Research Labs, who attended and blogged about the course.

—American Journal of Psychiatry

In the two decades since the second edition of Statistical Methods for Rates and Proportions was published, evolving technologies and new methodologies have significantly changed the way today’s statistics are viewed and handled. The explosive development of personal computing and statistical software has facilitated the sophisticated analysis of data, putting capabilities that were once the domain of specialists into the hands of every researcher.

The Third Edition of this important text addresses these changes and brings the literature up to date. While the previous edition focused on the use of desktop and handheld calculators, the new edition takes full advantage of modern computing power without losing the elegant simplicity that made the text so popular with students and practitioners alike. In authoritative yet clear terminology, the authors have brought the science of data analysis up to date without compromising its accessibility.

Features of the Third Edition include:

New material on sample size calculations and issues in clinical trials, and entirely new chapters on single-sample data, logistic regression, Poisson regression, regression models for matched samples, the analysis of correlated binary data, and methods for analyzing fourfold tables with missing data The addition of many new problems, both numerical and theoretical Answer sections for numerical problems and hints for tackling the theoretical ones A frequentist approach enhanced by the inclusion of empirical Bayesian methodology where appropriateCombining the latest research with the original studies that established the previous editions as leaders in the field, Statistical Methods for Rates and Proportions, Third Edition will continue to be an invaluable resource for students, statisticians, biostatisticians, and epidemiologists.

First published in 1971, Random Data served as an authoritative book on the analysis of experimental physical data for engineering and scientific applications. This Fourth Edition features coverage of new developments in random data management and analysis procedures that are applicable to a broad range of applied fields, from the aerospace and automotive industries to oceanographic and biomedical research.

This new edition continues to maintain a balance of classic theory and novel techniques. The authors expand on the treatment of random data analysis theory, including derivations of key relationships in probability and random process theory. The book remains unique in its practical treatment of nonstationary data analysis and nonlinear system analysis, presenting the latest techniques on modern data acquisition, storage, conversion, and qualification of random data prior to its digital analysis. The Fourth Edition also includes:

A new chapter on frequency domain techniques to model and identify nonlinear systems from measured input/output random data New material on the analysis of multiple-input/single-output linear models The latest recommended methods for data acquisition and processing of random data Important mathematical formulas to design experiments and evaluate results of random data analysis and measurement procedures Answers to the problem in each chapterComprehensive and self-contained, Random Data, Fourth Edition is an indispensible book for courses on random data analysis theory and applications at the upper-undergraduate and graduate level. It is also an insightful reference for engineers and scientists who use statistical methods to investigate and solve problems with dynamic data.

"The obvious enthusiasm of Myers, Montgomery, and Vining and their reliance on their many examples as a major focus of their pedagogy make Generalized Linear Models a joy to read. Every statistician working in any area of applied science should buy it and experience the excitement of these new approaches to familiar activities."

—Technometrics

Generalized Linear Models: With Applications in Engineering and the Sciences, Second Edition continues to provide a clear introduction to the theoretical foundations and key applications of generalized linear models (GLMs). Maintaining the same nontechnical approach as its predecessor, this update has been thoroughly extended to include the latest developments, relevant computational approaches, and modern examples from the fields of engineering and physical sciences.

This new edition maintains its accessible approach to the topic by reviewing the various types of problems that support the use of GLMs and providing an overview of the basic, related concepts such as multiple linear regression, nonlinear regression, least squares, and the maximum likelihood estimation procedure. Incorporating the latest developments, new features of this Second Edition include:

A new chapter on random effects and designs for GLMs

A thoroughly revised chapter on logistic and Poisson regression, now with additional results on goodness of fit testing, nominal and ordinal responses, and overdispersion

A new emphasis on GLM design, with added sections on designs for regression models and optimal designs for nonlinear regression models

Expanded discussion of weighted least squares, including examples that illustrate how to estimate the weights

Illustrations of R code to perform GLM analysis

The authors demonstrate the diverse applications of GLMs through numerous examples, from classical applications in the fields of biology and biopharmaceuticals to more modern examples related to engineering and quality assurance. The Second Edition has been designed to demonstrate the growing computational nature of GLMs, as SAS®, Minitab®, JMP®, and R software packages are used throughout the book to demonstrate fitting and analysis of generalized linear models, perform inference, and conduct diagnostic checking. Numerous figures and screen shots illustrating computer output are provided, and a related FTP site houses supplementary material, including computer commands and additional data sets.

Generalized Linear Models, Second Edition is an excellent book for courses on regression analysis and regression modeling at the upper-undergraduate and graduate level. It also serves as a valuable reference for engineers, scientists, and statisticians who must understand and apply GLMs in their work.

Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research.

Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes:

• Over 300 examples and exercises to reinforce the presented content

• User-friendly R subroutines and research presented throughout to demonstrate modern applications

• Numerous datasets and subroutines to provide readers with a deeper understanding of the material

Multivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics.

“This book will serve to greatly complement the growing number of texts dealing with mixed models, and I highly recommend including it in one’s personal library.”

—Journal of the American Statistical Association

Mixed modeling is a crucial area of statistics, enabling the analysis of clustered and longitudinal data. Mixed Models: Theory and Applications with R, Second Edition fills a gap in existing literature between mathematical and applied statistical books by presenting a powerful examination of mixed model theory and application with special attention given to the implementation in R.

The new edition provides in-depth mathematical coverage of mixed models’ statistical properties and numerical algorithms, as well as nontraditional applications, such as regrowth curves, shapes, and images. The book features the latest topics in statistics including modeling of complex clustered or longitudinal data, modeling data with multiple sources of variation, modeling biological variety and heterogeneity, Healthy Akaike Information Criterion (HAIC), parameter multidimensionality, and statistics of image processing.

Mixed Models: Theory and Applications with R, Second Edition features unique applications of mixed model methodology, as well as:

Comprehensive theoretical discussions illustrated by examples and figures Over 300 exercises, end-of-section problems, updated data sets, and R subroutines Problems and extended projects requiring simulations in R intended to reinforce material Summaries of major results and general points of discussion at the end of each chapter Open problems in mixed modeling methodology, which can be used as the basis for research or PhD dissertationsIdeal for graduate-level courses in mixed statistical modeling, the book is also an excellent reference for professionals in a range of fields, including cancer research, computer science, and engineering.

The main focus of the book is on presenting and illustrating methods of inferential statistics that are useful in research. It begins with a chapter on descriptive statistics that immediately exposes the reader to real data. The next six chapters develop the probability material that bridges the gap between descriptive and inferential statistics. Point estimation, inferences based on statistical intervals, and hypothesis testing are then introduced in the next three chapters. The remainder of the book explores the use of this methodology in a variety of more complex settings.

This edition includes a plethora of new exercises, a number of which are similar to what would be encountered on the actuarial exams that cover probability and statistics. Representative applications include investigating whether the average tip percentage in a particular restaurant exceeds the standard 15%, considering whether the flavor and aroma of Champagne are affected by bottle temperature or type of pour, modeling the relationship between college graduation rate and average SAT score, and assessing the likelihood of O-ring failure in space shuttle launches as related to launch temperature.

By showing us the true nature of chance and revealing the psychological illusions that cause us to misjudge the world around us, Mlodinow gives us the tools we need to make more informed decisions. From the classroom to the courtroom and from financial markets to supermarkets, Mlodinow's intriguing and illuminating look at how randomness, chance, and probability affect our daily lives will intrigue, awe, and inspire.

From the Trade Paperback edition.

Featuring contributions from leading researchers and academicians in the field of survey research, Question Evaluation Methods: Contributing to the Science of Data Quality sheds light on question response error and introduces an interdisciplinary, cross-method approach that is essential for advancing knowledge about data quality and ensuring the credibility of conclusions drawn from surveys and censuses. Offering a variety of expert analyses of question evaluation methods, the book provides recommendations and best practices for researchers working with data in the health and social sciences.

Based on a workshop held at the National Center for Health Statistics (NCHS), this book presents and compares various question evaluation methods that are used in modern-day data collection and analysis. Each section includes an introduction to a method by a leading authority in the field, followed by responses from other experts that outline related strengths, weaknesses, and underlying assumptions. Topics covered include:

Behavior coding Cognitive interviewing Item response theory Latent class analysis Split-sample experiments Multitrait-multimethod experiments Field-based data methodsA concluding discussion identifies common themes across the presented material and their relevance to the future of survey methods, data analysis, and the production of Federal statistics. Together, the methods presented in this book offer researchers various scientific approaches to evaluating survey quality to ensure that the responses to these questions result in reliable, high-quality data.

Question Evaluation Methods is a valuable supplement for courses on questionnaire design, survey methods, and evaluation methods at the upper-undergraduate and graduate levels. it also serves as a reference for government statisticians, survey methodologists, and researchers and practitioners who carry out survey research in the areas of the social and health sciences.

An Introduction to Applied Multivariate Analysis with R explores the correct application of these methods so as to extract as much information as possible from the data at hand, particularly as some type of graphical representation, via the R software. Throughout the book, the authors give many examples of R code used to apply the multivariate techniques to multivariate data.

"A must-have book for anyone expecting to do research and/or applications in categorical data analysis."

—Statistics in Medicine

"It is a total delight reading this book."

—Pharmaceutical Research

"If you do any analysis of categorical data, this is an essential desktop reference."

—Technometrics

The use of statistical methods for analyzing categorical data has increased dramatically, particularly in the biomedical, social sciences, and financial industries. Responding to new developments, this book offers a comprehensive treatment of the most important methods for categorical data analysis.

Categorical Data Analysis, Third Edition summarizes the latest methods for univariate and correlated multivariate categorical responses. Readers will find a unified generalized linear models approach that connects logistic regression and Poisson and negative binomial loglinear models for discrete data with normal regression for continuous data. This edition also features:

An emphasis on logistic and probit regression methods for binary, ordinal, and nominal responses for independent observations and for clustered data with marginal models and random effects models Two new chapters on alternative methods for binary response data, including smoothing and regularization methods, classification methods such as linear discriminant analysis and classification trees, and cluster analysis New sections introducing the Bayesian approach for methods in that chapter More than 100 analyses of data sets and over 600 exercises Notes at the end of each chapter that provide references to recent research and topics not covered in the text, linked to a bibliography of more than 1,200 sources A supplementary website showing how to use R and SAS; for all examples in the text, with information also about SPSS and Stata and with exercise solutionsCategorical Data Analysis, Third Edition is an invaluable tool for statisticians and methodologists, such as biostatisticians and researchers in the social and behavioral sciences, medicine and public health, marketing, education, finance, biological and agricultural sciences, and industrial quality control.

This thoroughly expanded Third Edition provides an easily accessible introduction to the logistic regression (LR) model and highlights the power of this model by examining the relationship between a dichotomous outcome and a set of covariables.

Applied Logistic Regression, Third Edition emphasizes applications in the health sciences and handpicks topics that best suit the use of modern statistical software. The book provides readers with state-of-the-art techniques for building, interpreting, and assessing the performance of LR models. New and updated features include:

A chapter on the analysis of correlated outcome data A wealth of additional material for topics ranging from Bayesian methods to assessing model fit Rich data sets from real-world studies that demonstrate each method under discussion Detailed examples and interpretation of the presented results as well as exercises throughoutApplied Logistic Regression, Third Edition is a must-have guide for professionals and researchers who need to model nominal or ordinal scaled outcome variables in public health, medicine, and the social sciences as well as a wide range of other fields and disciplines.

Providing a complete overview of operational risk modeling and relevant insurance analytics, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk offers a systematic approach that covers the wide range of topics in this area. Written by a team of leading experts in the field, the handbook presents detailed coverage of the theories, applications, and models inherent in any discussion of the fundamentals of operational risk, with a primary focus on Basel II/III regulation, modeling dependence, estimation of risk models, and modeling the data elements.

Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk begins with coverage on the four data elements used in operational risk framework as well as processing risk taxonomy. The book then goes further in-depth into the key topics in operational risk measurement and insurance, for example diverse methods to estimate frequency and severity models. Finally, the book ends with sections on specific topics, such as scenario analysis; multifactor modeling; and dependence modeling. A unique companion with Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk, the handbook also features:

Discussions on internal loss data and key risk indicators, which are both fundamental for developing a risk-sensitive framework Guidelines for how operational risk can be inserted into a firm’s strategic decisions A model for stress tests of operational risk under the United States Comprehensive Capital Analysis and Review (CCAR) program

A valuable reference for financial engineers, quantitative analysts, risk managers, and large-scale consultancy groups advising banks on their internal systems, the handbook is also useful for academics teaching postgraduate courses on the methodology of operational risk.

Operational Risk: Modeling Analytics is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is designed to provide risk analysts with a framework of the mathematical models and methods used in the measurement and modeling of operational risk in both the banking and insurance sectors.

Beginning with a foundation for operational risk modeling and a focus on the modeling process, the book flows logically to discussion of probabilistic tools for operational risk modeling and statistical methods for calibrating models of operational risk. Exercises are included in chapters involving numerical computations for students' practice and reinforcement of concepts.

Written by Harry Panjer, one of the foremost authorities in the world on risk modeling and its effects in business management, this is the first comprehensive book dedicated to the quantitative assessment of operational risk using the tools of probability, statistics, and actuarial science.

In addition to providing great detail of the many probabilistic and statistical methods used in operational risk, this book features:

* Ample exercises to further elucidate the concepts in the text

* Definitive coverage of distribution functions and related concepts

* Models for the size of losses

* Models for frequency of loss

* Aggregate loss modeling

* Extreme value modeling

* Dependency modeling using copulas

* Statistical methods in model selection and calibration

Assuming no previous expertise in either operational risk terminology or in mathematical statistics, the text is designed for beginning graduate-level courses on risk and operational management or enterprise risk management. This book is also useful as a reference for practitioners in both enterprise risk management and risk and operational management.

"This book is a reflection of the vast experience and knowledge of the author. It is a useful reference for students and practitioners dealing with cross sectional data analysis ... The strength of the book lies in its wealth of material and well structured guidelines ..." Prof. Yohanes Eko Riyanto, Nanyang Technological University, Singapore

"This is superb and brilliant. Prof. Agung has skilfully transformed his best experiences into new knowledge ... creating a new way of understanding data analysis." Dr. I Putu Gede Ary Suta, The Ary Suta Center, Jakarta

Basic theoretical concepts of statistics as well as sampling methods are often misinterpreted by students and less experienced researchers. This book addresses this issue by providing a hands-on practical guide to conducting data analysis using EViews combined with a variety of illustrative models (and their extensions). Models having numerically dependent variables based on a cross-section data set (such as univariate, multivariate and nonlinear models as well as non-parametric regressions) are concentrated on. It is shown that a wide variety of hypotheses can easily be tested using EViews.

Cross Section and Experimental Data Analysis Using EViews:

Provides step-by-step directions on how to apply EViews to cross section data analysis - from multivariate analysis and nonlinear models to non-parametric regression Presents a method to test for all possible hypotheses based on each model Proposes a new method for data analysis based on a multifactorial design model Demonstrates that statistical summaries in the form of tabulations are invaluable inputs for strategic decision making Contains 200 examples with special notes and comments based on the author’s own empirical findings as well as over 400 illustrative outputs of regressions from EViews Techniques are illustrated through practical examples from real situations Comes with supplementary material, including work-files containing selected equation and system specifications that have been applied in the bookThis user-friendly introduction to EViews is ideal for Advanced undergraduate and graduate students taking finance, econometrics, population, or public policy courses, as well as applied policy researchers.

"For a beginner [this book] is a treasure trove; for an experienced person it can provide new ideas on how better to pursue the subject of applied statistics."

—Journal of Quality Technology

Sensibly organized for quick reference, Statistical Rules of Thumb, Second Edition compiles simple rules that are widely applicable, robust, and elegant, and each captures key statistical concepts. This unique guide to the use of statistics for designing, conducting, and analyzing research studies illustrates real-world statistical applications through examples from fields such as public health and environmental studies. Along with an insightful discussion of the reasoning behind every technique, this easy-to-use handbook also conveys the various possibilities statisticians must think of when designing and conducting a study or analyzing its data.

Each chapter presents clearly defined rules related to inference, covariation, experimental design, consultation, and data representation, and each rule is organized and discussed under five succinct headings: introduction; statement and illustration of the rule; the derivation of the rule; a concluding discussion; and exploration of the concept's extensions. The author also introduces new rules of thumb for topics such as sample size for ratio analysis, absolute and relative risk, ANCOVA cautions, and dichotomization of continuous variables. Additional features of the Second Edition include:

Additional rules on Bayesian topicsNew chapters on observational studies and Evidence-Based Medicine (EBM)

Additional emphasis on variation and causation

Updated material with new references, examples, and sources

A related Web site provides a rich learning environment and contains additional rules, presentations by the author, and a message board where readers can share their own strategies and discoveries. Statistical Rules of Thumb, Second Edition is an ideal supplementary book for courses in experimental design and survey research methods at the upper-undergraduate and graduate levels. It also serves as an indispensable reference for statisticians, researchers, consultants, and scientists who would like to develop an understanding of the statistical foundations of their research efforts. A related website www.vanbelle.org provides additional rules, author presentations and more.