John E. 1:-reund' s
MArJ I EMArJ~ICAL
S1A11 1 ICS
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,John E. Freund's Mathematical Statistics
with Applications
Irwin Miller Marylees Miller
Eighth Edition
,Pearson Education Limited
Edinburgh Gate
Harlow
Essex CM20 2JE
England and Associated Companies throughout the world
Visit us on the World Wide Web at: www.pearsoned.co.uk
© Pearson Education Limited 2014
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted
in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without either the
prior written permission of the publisher or a licence permitting restricted copying in the United Kingdom
issued by the Copyright Licensing Agency Ltd, Saffron House, 6–10 Kirby Street, London EC1N 8TS.
All trademarks used herein are the property of their respective owners. The use of any trademark
in this text does not vest in the author or publisher any trademark ownership rights in such
trademarks, nor does the use of such trademarks imply any affiliation with or endorsement of this
book by such owners.
ISBN 10: 1-292-02500-X
ISBN 13: 978-1-292-02500-1
British Library Cataloguing-in-Publication Data
A catalogue record for this book is available from the British Library
Printed in the United States of America
, P E A R S O N C U S T O M L I B R A R Y
Table of Contents
1. Introduction
Irwin Miller/Marylees Miller 1
2. Probability
Irwin Miller/Marylees Miller 21
3. Probability Distributions and Probability Densities
Irwin Miller/Marylees Miller 61
4. Mathematical Expectation
Irwin Miller/Marylees Miller 113
5. Special Probability Distributions
Irwin Miller/Marylees Miller 145
6. Special Probability Densities
Irwin Miller/Marylees Miller 177
7. Functions of Random Variables
Irwin Miller/Marylees Miller 207
8. Sampling Distributions
Irwin Miller/Marylees Miller 233
9. Decision Theory
Irwin Miller/Marylees Miller 261
10. Point Estimation
Irwin Miller/Marylees Miller 283
11. Interval Estimation
Irwin Miller/Marylees Miller 317
12. Hypothesis Testing
Irwin Miller/Marylees Miller 337
13. Tests of Hypothesis Involving Means, Variances, and Proportions
Irwin Miller/Marylees Miller 359
I
MArJ I EMArJ~ICAL
S1A11 1 ICS
\"111 11 PP I I .,,A I I >
f. I <. 111 11 I I> I I I <> :-..:
,John E. Freund's Mathematical Statistics
with Applications
Irwin Miller Marylees Miller
Eighth Edition
,Pearson Education Limited
Edinburgh Gate
Harlow
Essex CM20 2JE
England and Associated Companies throughout the world
Visit us on the World Wide Web at: www.pearsoned.co.uk
© Pearson Education Limited 2014
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted
in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without either the
prior written permission of the publisher or a licence permitting restricted copying in the United Kingdom
issued by the Copyright Licensing Agency Ltd, Saffron House, 6–10 Kirby Street, London EC1N 8TS.
All trademarks used herein are the property of their respective owners. The use of any trademark
in this text does not vest in the author or publisher any trademark ownership rights in such
trademarks, nor does the use of such trademarks imply any affiliation with or endorsement of this
book by such owners.
ISBN 10: 1-292-02500-X
ISBN 13: 978-1-292-02500-1
British Library Cataloguing-in-Publication Data
A catalogue record for this book is available from the British Library
Printed in the United States of America
, P E A R S O N C U S T O M L I B R A R Y
Table of Contents
1. Introduction
Irwin Miller/Marylees Miller 1
2. Probability
Irwin Miller/Marylees Miller 21
3. Probability Distributions and Probability Densities
Irwin Miller/Marylees Miller 61
4. Mathematical Expectation
Irwin Miller/Marylees Miller 113
5. Special Probability Distributions
Irwin Miller/Marylees Miller 145
6. Special Probability Densities
Irwin Miller/Marylees Miller 177
7. Functions of Random Variables
Irwin Miller/Marylees Miller 207
8. Sampling Distributions
Irwin Miller/Marylees Miller 233
9. Decision Theory
Irwin Miller/Marylees Miller 261
10. Point Estimation
Irwin Miller/Marylees Miller 283
11. Interval Estimation
Irwin Miller/Marylees Miller 317
12. Hypothesis Testing
Irwin Miller/Marylees Miller 337
13. Tests of Hypothesis Involving Means, Variances, and Proportions
Irwin Miller/Marylees Miller 359
I