American Society for Quality

Review
Reviewed Work(s): Introductory Probability and Statistical Applications by Paul L. Meyer
Review by: William A. Ericson
Source: Technometrics, Vol. 8, No. 4 (Nov., 1966), pp. 720-722
Published by: Taylor & Francis, Ltd. on behalf of American Statistical Association and
American Society for Quality
Stable URL: http://www.jstor.org/stable/1266656
Accessed: 24-01-2017 18:51 UTC
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BOOK REVIEWS

720

require
require aa good
gooddeal
dealofofthought.
thought.
InIn
our
our
opinion,
opinion,
Henrici's
Henrici's
book
book
would
would
benefit
benefit
fromfrom
inclusion
inclusion
of
of
material
material on
onmatrix
matrixcomputations
computations
and
and
Gaussian
Gaussian
integration
integration
formulas;
formulas;
Fr6berg
Fr6berg
has very
has very
little little
on the
the propagation
propagationofofround-off
round-off
error.
error.
A distinctive
A distinctive
feature
feature
of Henrici's
of Henrici's
bookbook
is that
is he
that
makes
he makes
distinctions
distinctionsbetween
betweenalgorithms
algorithms
and
and
theorems;
theorems;
most
most
algorithms
algorithms
are accompanied
are accompanied
by theorems
by theorems
which tend to emphasize the assumptions and limitations behind the algorithms. Henrici's
book is valuable for its clear treatment of iteration, showing how many methods arise as improvements of the basic method of Successive Approximations. Frbberg, though less rigorous
than Henrici, seems to assume a slightly greater amount of mathematical ability of his readers,
except in some of the problems, when the situation is reversed.
Duane Meeter

Florida State University

Introductory Probability and Statistical Applications, by Paul L. Meyer. Addison-Wesley

Publishing Co., Inc., 1965, 339 pp., $8.75.
This text is basically designed for a one semester's introductory course in probability for
students in engineering having the standard prerequisite of one year of calculus. Of the fifteen
chapters, twelve concern the usual essentials of probability, one comprises a generally excellent
introduction to applications in reliability theory, while the remaining three chapters deal with
statistics.

One finds here an elementary text which is distinguished by a number of excellent features,
but is marred by an excessive number of errors, misprints, and omissions and by the author's
failure to uniformly maintain the high quality of exposition which characterizes many sections.
The very brief treatment of statistics attempts to cover too many topics and suffers thereby.
Among the commendable features one finds very lucid and perceptive discussions of many

basic concepts. Examples include some of the discussion of conditional probability (page 34)

and Section 7.9 on the correlation coefficient-what it measures and does not measure. Also,
the author has included, although briefly, some discussion of models (?1.1); simulation (page
256); Taylor series approximations to means and variances (?7.7); and other topics (including

brief tables of random digits, binomial and Poisson probabilities) which seem too often omitted
in texts at this level. The presentation is generally within the mathematical prerequisite assumed and the author has included many discerning comments in the form of "notes." Finally,
there are plenty of illustrative examples and over 330 unambiguously stated exercises, the

majority of which are "applied," aimed by subject matter at an engineering audience, and

provided with answers.

Unfortunately, one can find much to criticize. Here is a sampling:

First, the author adopts a somewhat vague version of the restrictive relative frequency view
of probability, with no mention of alternatives. He is careful to point out that observable rela-

tive frequency of an event A is, at best, an approximation to the probability, P(A), of that
event (pp. 13, 16), and then refers the reader to the succeeding chapter (Chapter 2) for a discussion of how the assignment P(A) is made. In that chapter one finds only some brief discussion of the assumption of "equally likely." On page 50 the author asserts that probabilities
associated with points in a sample space are in essence determined by "nature." In general,
the reader is given little help in bridging the gap between the mathematical model and real
applications. Finally, in many examples and problems the thoughtful student will find it
difficult to reconcile the numerical probabilities (always given) with either a relative frequency
interpretation or a symmetry (equally likely) assumption on the sample space.
Second, this text not only contains a large number of misprints and errors, but the author
often leaves the reader with erroneous impressions. Some examples are: the author gives the
impression that only for continuous sample spaces does zero probability not imply the null
event (p. 58); it is asserted (p. 91) that the intersection of the plane y = c with the joint density
surface z = f(x, y) is precisely the conditional p.d.f., g(x I c); Theorem 6.1 (p. 93) is incorrect
for the conditional probabilities may not be defined; in Example 7.12 (p. 119), the event that
exactly one resistor fails seems to have been ignored; the author fails to point out the condition
of absolute convergence for the existence of E(X) in the discrete case (p. 109). Also the author

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BOOK REVIEWS

721

omits an independence condition or inclusion of cross partial derivatives in Theorem 7.7 (p.
128); Theorem 8.4 (p. 158) is false as stated, its proof is left to the reader (Problem 8.18), yet
the same result is correctly formulated as Problem 4.4; his example of the normal approximation
to the binomial (pp. 230-231) is one where the Poisson is considerably better, and he advocates

approximating the probability of zero by the normal area from - to ?, instead of the usual
and better normal tail area; the author seems to overlook the fact that for any observable
sample proportion and confidence coefficient in (0, 1) there are always two distinct roots to the

quadratic which yields approximate confidence intervals for a proportion (p. 288). On page
309 there is an example of the chi-square goodness of fit test for normality in which the author

uses maximum likelihood estimates based on ungrouped data rather than cell frequencies.
Chernoff and Lehmann [Annals of Math. Stat., 25, 579] have shown that the asymptotic distribution of the test statistic, based on such efficient estimators, is not chi-square and, in
particular, for the normal case may lead to serious underestimates of the probability of a type I
error.

Next, this text also contains non-standard and omitted definitions. One finds no m
here of the terms median or percentiles; on page 35 the author includes in his definit
partition the condition that the probability of each element be positive; the geometri
pretation of the correlation coefficient (page 134) is at best confusing; and often the leg
set of parameter values of a distribution is not mentioned, e.g., the Weibull distribution
216). There is a definition of the j-th largest observation (page 249), but no mention

term "order statistic." In discussing simulation (page 256), the author describes a t
random numbers as merely "tables ... compiled in a way to make them suitable fo

purpose." (The purpose is to draw a random sample.) While the author is careful to distin
a random variable, X, from its generic value, x, he uses the same term estimate for b
random variable and its sample value. In his chapter on hypothesis testing the only n
potheses considered, with little discussion, are of the simple form 0 =- 0, exactly thos
either the hypothesis should not be taken literally and/or a test is silly, or at best may
leading. Also here one finds an operating characteristic function defined for parameter v
not in either the null or alternative hypotheses, and no mention of the term power fun

Also the text contains inconsistencies in level of presentation, imprecisely stated the
general lack of references, and awkward proofs and arguments. One finds, for exam

page 219 a detailed six-line proof of a result which is an immediate application of his The

1.3 (p. 14); on page 239 a detailed argument (including a figure!) showing that ti >
t - ti > 0 implies 0 < t, <? t; but yet the derivation of multinomial coefficients (p. 28
proof that the 't' density approaches a unit normal density (p. 284) are "left to the r

On page 160, the hypergeometric distribution is introduced in terms of sampling for de

(instead of more generally as for other distributions), the range of the random vari
never stated clearly, and the derivation of the mean, variance, and binomial approxim

left to the reader as Problem 8.19. With the tools the author provides, the derivation of
the variance will be extremely difficult for students at this level. The discussion of the
distribution is handled awkwardly (p. 168); a simpler approach would be to introduce t
normal first. A central limit theorem for independent random variables is stated (p. 232)
the annoying phrase "under certain general conditions"; no references are given for ex
finding these conditions. An outline proof is sketched for a special case of identical distrib
in which: the existence of a moment generating function is assumed and not mentioned,
ence is made to an earlier Theorem 10.3, but reference to the more crucial Theorem 1

omitted, and in which the never-defined phrase "convergence in distribution" is u

page 265 one finds a proof of a result that X is the minimum variance unbiased linear est
of , by using calculus (beyond the first year?) methods of minimizing a function of s

variables subject to constraint, where a simple and elegant algebraic demonstration

easily have been provided. While the author promises (preface) to at least sketch a pr
each theorem, Theorem 14.1 (p. 264) and others are stated without any indication of a

or inclusion of references; in this particular case a simple application of Chebyshev's ineq

would suffice to give the essence of an argument.

Finally, here is a listing of some misprints, a number of which may cause a student
moments of anguish:

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722

BOOK REVIEWS

p.
p. 60,
60,line
line10:
10:numerator
numerator
should
should
be P(1/3
be P(1/3
< X < <1/2).
X < 1/2).
p.
p. 98,
98,line
line22:
22:Chapter
Chapter
12 12
notnot
Chapter
Chapter
11. 11.
p. 106, line 3 of Example 7.1: k > 0 not k 7 0.
p. 113, in second note: there are 3 three's and the sum should be 25.
p. 117, line 12: E(E) not E(e).

p. 127, line 3: Eq. (7.19) not Eq. (7.14).

p. 129, penultimate line: C2 = k/a2 not C = ka2.

p. 134, expression for p: = not -.

p. 159, definition of Z, should read: "... up to and including the first occurence of A".
p. 178, line 8: r > 0 not r > 1.

p. 183, both divisors in expression for P(Y < 2) should be 0.1.

p. 185, expression for P(Y = k) : Xk is omitted from numerator.
p. 185, expression for f(x): term I/ao is omitted.
p. 186, line 3: term 1/a is omitted.

p. 205, problem 8C): replace My(t) by Mx(t).

p. 217, line 2: Eq. (11.5) not Eq. (11.4).
p. 221, line 18: Theorem 6.5 not Theorem 6.10.
p. 253, line 11: 0.99005 not 0.9905.

p. 254, line 9: (, - X) in second term should be squared.

p. 255, line 4 of Example 13.2: delete dx.
p. 273, expression for a: no bars over the X's.

p. 276, line 4 of Example 14.14: Eq. (14.4) not Eq. (14.2).

p. 298, first display of Case 1: uo not IA.
p. 298, line 1 of Case 2: n not a.

p. 306, last expression for D2: only the numerator is squared.

p. 333, answer to problem 9.6: E(Y) = (2/-r)1/2.
p. 333, answer to problem 10.1: + not *.
William A. Ericson

The University of Michigan

Matrix Algebra for the Biological Sciences, by S. R. Searle. John Wiley & Sons, Inc.,
1966, 296 pp., $9.95.

This is a well written introduction to the concepts of matrix algebra and the use of these
concepts in the solution of problems arising in statistics and the biological sciences. Although
it is aimed primarily at the biologist it would seem to me to be useful to anyone who is concerned with the statistical analysis of data. Although the last two chapters assume some knowledge of statistics the main body of the book is aimed at those with a minimum background in

mathematics.

The book begins with a description of matrices and vectors, and a description of the notation
to be used. It then describes the algebraic operations of addition, subtraction, and multiplication of matrices. Linear transformations, quadratic forms, and variance-covariance matrices
are introduced early in the book. Following a chapter on determinants, the concept of the
inverse of a square matrix is presented and discussed.
With this general background as a base, the book then begins a discussion of the solution of
systems of linear equations. In this connection the concepts of independence and rank are
examined through the use of elementary operators. Following this is a discussion of equivalence
and the reduction of a matrix to equivalent canonical form.
At this point a relatively new topic is introduced. This is the topic of generalized inverses.
Because of the usefulness of generalized inverses in solving a number of problems which arise
in statistical analysis this chapter forms a particularly interesting part of the book. Further,
it is a topic which is not often covered in books at the elementary level.
The rest of the main body of the book is concerned with latent roots and vectors and a

number of miscelaneous topics. These include orthogonal matrices, idempotent matrices,

nilpotent matrices, direct products, and direct sums. All of these topics have application in
statistical analysis.

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