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"Głównymi adresatami książki są badacze korzystający z metody eksperymentu, w szczególności w naukach społecznych. Czytelnicy dowiedzą się, dlaczego rozwiązanie wielu typowych dla tych nauk problemów badawczych powinno nastąpić poprzez włączenie czynników losowych do planu eksperymentalnego oraz dlaczego zaniechanie tej czynności może prowadzić do ustaleń o niskiej trafności, a nawet do ustaleń fałszywie pozytywnych. Autorka szeroko prezentuje stronę analityczną zagadnienia - pokazuje, w jaki sposób przeprowadzić analizę wariancji (ANOVA), gdy w modelu występują zarówno czynniki stałe, jak i losowe. Pokazuje tym samym, jak uogólniać wnioski na kilka populacji jednocześnie - nie tylko na populację jednostek, osób czy respondentów, lecz także na inne zbiorowości, którymi równolegle mogą być populacja reklam, słów, ankieterów itd."-- Provided by publisher.

Analysis of variance.

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Analysis of variance. --- ANOVA (Analysis of variance) --- Variance analysis --- Mathematical statistics --- Experimental design

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Analysis of variance is the backbone of experimental research. This book is a clear and straightforward guide to how to do the analyses, with an emphasis on how to interpret statistical results and translate them into prose that will clearly tell the audience what the data are saying.

Analysis of variance. --- Experimental design. --- Design of experiments --- Statistical design --- Mathematical optimization --- Research --- Science --- Statistical decision --- Statistics --- Analysis of means --- Analysis of variance --- ANOVA (Analysis of variance) --- Variance analysis --- Mathematical statistics --- Experimental design --- Experiments --- Methodology

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Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory. The book covers topics such as optimal portfolio strategies, bond portfolio optimization and risk management of portfolios. In order to ensure that the book is self-contained and not dependent on any pre-requisites, the book includes three chapters on basics of financial markets, probability theory and asset pricing models, which have resulted in a holistic narrative of the topic. Retaining the spirit of the classical works of stalwarts like Markowitz, Black, Sharpe, etc., this book includes various other aspects of portfolio theory, such as discrete and continuous time optimal portfolios, bond portfolios and risk management. The increase in volume and diversity of banking activities has resulted in a concurrent enhanced importance of portfolio theory, both in terms of management perspective (including risk management) and the resulting mathematical sophistication required. Most books on portfolio theory are written either from the management perspective, or are aimed at advanced graduate students and academicians. This book bridges the gap between these two levels of learning. With many useful solved examples and exercises with solutions as well as a rigorous mathematical approach of portfolio theory, the book is useful to undergraduate students of mathematical finance, business and financial management.

Analysis of variance. --- Portfolio management --- Mathematical models. --- ANOVA (Analysis of variance) --- Variance analysis --- Mathematical statistics --- Experimental design --- Anàlisi de variància --- Gestió de cartera --- Models matemàtics

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This volume presents a unified and up-to-date account of the theory and methods of applying one of the most useful and widely applicable techniques of data analysis, 'dual scaling.' It addresses issues of interest to a wide variety of researchers concerned with data that are categorical in nature or by design: in the life sciences, the social sciences, and statistics.

Multivariate analysis. --- Multivariate distributions --- Multivariate statistical analysis --- Statistical analysis, Multivariate --- Analysis of variance --- Mathematical statistics --- Matrices