in article [EMAIL PROTECTED], Jerry Dallal at [EMAIL PROTECTED]
wrote on 9/21/00 8:32 PM:
> Back in the "old days", the standard text for an undergraduate math stat
> course was Hogg & Craig. I had some fondness for Lindgren. I haven't
> taught this course in nearly 20 years. Which texts occup
Seeing Statistics is an online statistics textbook using numerous java
applets to allow students to see statistical principles. Statistics
afterall is inherently geometric. Until Oct 16, password checking
has been turned off to allow anyone to visit. Point your browser to:
http://www.seein
in article [EMAIL PROTECTED], murat
isik at [EMAIL PROTECTED] wrote on 9/10/00 7:23 PM:
>
> Is there any book or aticle explaning how to take the multiplicative of
> two nonlinear random variables without assuming independence?
>
> Murat Isik
>
Not sure what you mean by "nonlinear random vari
in article [EMAIL PROTECTED], christopher.mecklin at
[EMAIL PROTECTED] wrote on 8/29/00 8:05 AM:
> Ronny,
> Kurtosis is poorly defined in almost every elementary stat textbook around.
> "Tailedness" and "peakedness" are both components of kurtosis. It is
> impossible to adequately explain kurtos
in article [EMAIL PROTECTED], Andrew McLachlan at
[EMAIL PROTECTED] wrote on 8/22/00 5:39 PM:
>
> Of particular interest are the subjects calculus, and statistics.
> Price is not important at this stage in the search.
>
> Does anyone have experience using such software?
> Can anyone suggest pr
Don Burrill in a discussion of the assumptions of t-test assumptions writes:
> "Acceptable" I don't know about: depends on the universe of discourse.
> But you should try to justify the assumption that the observations are
> taken independently, and that the underlying within-group variances a
Many thanks to Christopher Tong <[EMAIL PROTECTED]> for posting the
list of recommended and mentioned textbooks on regression. And thanks for
including mine on the list.
> Judd & McClelland (*)
>
> (*) = out of print, according to amazon.com
However, the out-of-print info from Amazon is wrong
John wrote in reply to my positive note about frames:
>>
>> - Original Message -----
>> From: Gary McClelland
>>> there are no longer negatives.
>>
>> Well, yes, there are;
> [i.e. bookmarking]
>
> Frames also complicate keyboard use: t
Dennis asks about using frames for websites:
>
> this has been first of all an attempt on my part to learn a bit about
> frames ... but, perhaps more importantly ... to try to decide which way
> seems to make more sense
>
> any general comments or feedback about this would be helpful to me ..
>
> mike wrote:
>
>> The error terms in the regression model are required to have normal
>> distributions with constant variance. I understand how to test for
>> normality in SAS, but how do you test for homogeneity of variances in SAS?
>> Do you test the residuals or the orginial data for homo
In reply to Mike's question Allan makes the important point:
>
> There is absolutely no requirement that the predictors (or
> independent variables) should have a normal distribution, in fact
> the opposite. Ideally, the predictors should be from a designed
> experiment and hence will not even
Mark ( [EMAIL PROTECTED]) write:
> I have a problem that puzzles me. It's a theorem that is listed in an
> inference book. Here it is:
>
> If a random sample with size two is taken from a distribution with
> positive variance and if the sum and the difference of the two
> components of that sam
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