612 Index intercept, 326 fitting a model without, 391 interquartile range, 15 intersection, 551 interval estimate, 183 IQR, see interquartile range Iverson bracket, 553 joint cdf, 157 joint distribution, 72, 155 kernel, 120, 134, 140, 141, 308 kernel density estimation, 145 Knuth, Donald, 91 kurtosis, 127 ladder of re-expression, 363 lady tasting tea, xvi, 59, 86, 497 Lagrange multipliers, 261, 315 Laplace distribution, 316, 316, 317 Law of Large Numbers, 190, 191 leading digit, see Benford’s Law least squares estimation, 227, 331–333 leave-one-out, 357 leptokurtic, 128 level, 4, 423 leverage, 357 lifetime models, 121, 123 likelihood function, 251, 306 likelihood ratio test, 266, 488 linear algebra, 209, 559 linear model, 324, see also lm() link function, 379, 389 linkage, 318 log odds, 378 logistic distribution, 398 logistic regression, 377, 389, 486 logit, 378 lurking variable, 19, 355 margin of error, 202, 245, 445 marginal distribution, 73, 157 Mastermind, 101 maximum, 52, 102 maximum likelihood estimation, 227 maximum likelihood estimator, 251, 334 mean, 9, 23 of a random variable, see expected value mean absolute deviation, 16, 23 mean integrated squared error, 148, 170 mean squared error, 345 median, 9, 23 medical testing, 48 memoryless, 104, 123, 143, 155 Mendelian genetics, 47, 48 method of moments, 177, 234 mgf, see moment generating function MISE, see mean integrated squared error mixture distribution, 264, 316, 316, 585, 585 MLE, see maximum likelihood estimator model, 175 model comparison test, 408, 434, 461 model formula, 177, 458 model matrix, 325 model space, 331 model utility test, 345, 413, 426 moment of a distribution, 126 sample, 180 moment generating function, 130, 132 monotone function, 255 mosaic plot, 19, 291 MSE, see mean squared error multi-collinearity, 421 multinomial coeﬃcient, 260 multinomial distribution, 227, 259, 277, 315 multiple comparisons, 443, 444, 501 multiple regression, 333 multiplication principle, 36 multiplication rule, 37 NBinom(s, π), see negative binomial distribution negative binomial distribution, 55, 56, 68, 75, 77, 95 Nelder, J. A., 379 Newcomb, Simon, 90 Norm(μ, σ), see normal distribution normal distribution, 128, 134, 136, 180 normal-quantile plot, 150 nuisance parameter, 85 null hypothesis, 57 odds, 89, 378 odds ratio, 89, 383, 396, 487 Old Faithful, 264, 510 omnibus test, 426 one-to-one, 34 onto, 34 order effect, 299

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