Preface |
|
xiii | |
|
1 Basic Concepts in Probability and Statistics |
|
|
1 | (29) |
|
1.1 Graphical Description of Data |
|
|
2 | (2) |
|
1.2 Measures of Central Value: Mean, Median, and Mode |
|
|
4 | (2) |
|
1.3 Measures of Variation: Percentile Ranges and Variance |
|
|
6 | (2) |
|
1.4 Population versus a Sample |
|
|
8 | (1) |
|
1.5 Elements of Probability Theory |
|
|
8 | (3) |
|
|
11 | (2) |
|
1.7 More Than One Random Variable |
|
|
13 | (3) |
|
|
16 | (2) |
|
1.9 Estimating Population Quantities from Samples |
|
|
18 | (2) |
|
1.10 Normal Distribution and Associated Theorems |
|
|
20 | (7) |
|
1.11 Independence versus Zero Correlation |
|
|
27 | (1) |
|
|
28 | (1) |
|
1.13 Conceptual Questions |
|
|
29 | (1) |
|
|
30 | (22) |
|
|
31 | (2) |
|
2.2 Introduction to Hypothesis Testing |
|
|
33 | (7) |
|
2.3 Further Comments on the r-test |
|
|
40 | (3) |
|
2.4 Examples of Hypothesis Tests |
|
|
43 | (6) |
|
2.5 Summary of Common Significance Tests |
|
|
49 | (1) |
|
|
50 | (1) |
|
|
51 | (1) |
|
|
52 | (17) |
|
|
53 | (1) |
|
3.2 Confidence Interval for a Difference in Means |
|
|
53 | (2) |
|
3.3 Interpretation of the Confidence Interval |
|
|
55 | (2) |
|
3.4 A Pitfall about Confidence Intervals |
|
|
57 | (1) |
|
3.5 Common Procedures for Confidence Intervals |
|
|
57 | (7) |
|
3.6 Bootstrap Confidence Intervals |
|
|
64 | (3) |
|
|
67 | (1) |
|
|
68 | (1) |
|
4 Statistical Tests Based on Ranks |
|
|
69 | (25) |
|
|
70 | (1) |
|
4.2 Exchangeability and Ranks |
|
|
71 | (2) |
|
4.3 The Wilcoxon Rank-Sum Test |
|
|
73 | (5) |
|
|
78 | (1) |
|
4.5 Comparison with the t-test |
|
|
79 | (2) |
|
|
81 | (2) |
|
4.7 Test for Equality of Dispersions |
|
|
83 | (2) |
|
|
85 | (3) |
|
4.9 Derivation of the Mean and Variance of the Rank Sum |
|
|
88 | (4) |
|
|
92 | (1) |
|
4.11 Conceptual Questions |
|
|
93 | (1) |
|
5 Introduction to Stochastic Processes |
|
|
94 | (32) |
|
|
95 | (5) |
|
|
100 | (5) |
|
5.3 Why Should I Care if My Data Are Serially Correlated? |
|
|
105 | (4) |
|
5.4 The First-Order Autoregressive Model |
|
|
109 | (8) |
|
|
117 | (2) |
|
5.6 Pitfalls in Interpreting ACFs |
|
|
119 | (2) |
|
5.7 Solutions of the AR(2) Model |
|
|
121 | (1) |
|
|
122 | (2) |
|
|
124 | (2) |
|
|
126 | (30) |
|
|
127 | (2) |
|
6.2 The Discrete Fourier Transform |
|
|
129 | (4) |
|
|
133 | (1) |
|
|
134 | (1) |
|
|
135 | (3) |
|
6.6 Periodogram of Gaussian White Noise |
|
|
138 | (1) |
|
6.7 Impact of a Deterministic Periodic Component |
|
|
139 | (1) |
|
6.8 Estimation of the Power Spectrum |
|
|
140 | (4) |
|
6.9 Presence of Trends and Jump Discontinuities |
|
|
144 | (2) |
|
|
146 | (4) |
|
|
150 | (2) |
|
|
152 | (3) |
|
6.13 Conceptual Questions |
|
|
155 | (1) |
|
7 Introduction to Multivariate Methods |
|
|
156 | (29) |
|
|
157 | (2) |
|
|
159 | (1) |
|
7.3 The Linear Transformation |
|
|
160 | (3) |
|
|
163 | (3) |
|
|
166 | (2) |
|
7.6 Invertible Transformations |
|
|
168 | (2) |
|
7.7 Orthogonal Transformations |
|
|
170 | (2) |
|
|
172 | (3) |
|
7.9 Diagonalizing a Covariance Matrix |
|
|
175 | (3) |
|
7.10 Multivariate Normal Distribution |
|
|
178 | (1) |
|
7.11 Hotelling's T-squared Test |
|
|
179 | (2) |
|
7.12 Multivariate Acceptance and Rejection Regions |
|
|
181 | (1) |
|
|
182 | (1) |
|
7.14 Conceptual Questions |
|
|
183 | (2) |
|
8 Linear Regression: Least Squares Estimation |
|
|
185 | (25) |
|
|
186 | (2) |
|
8.2 Method of Least Squares |
|
|
188 | (4) |
|
8.3 Properties of the Least Squares Solution |
|
|
192 | (4) |
|
8.4 Geometric Interpretation of Least Squares Solutions |
|
|
196 | (3) |
|
8.5 Illustration Using Atmospheric CO2 Concentration |
|
|
199 | (6) |
|
|
205 | (1) |
|
8.7 Always Include the Intercept Term |
|
|
206 | (1) |
|
|
207 | (2) |
|
|
209 | (1) |
|
9 Linear Regression: Inference |
|
|
210 | (27) |
|
|
211 | (1) |
|
|
212 | (1) |
|
9.3 Distribution of the Residuals |
|
|
212 | (1) |
|
9.4 Distribution of the Least Squares Estimates |
|
|
213 | (2) |
|
9.5 Inferences about Individual Regression Parameters |
|
|
215 | (1) |
|
9.6 Controlling for the Influence of Other Variables |
|
|
216 | (2) |
|
9.7 Equivalence to "Regressing Out" Predictors |
|
|
218 | (4) |
|
9.8 Seasonality as a Confounding Variable |
|
|
222 | (2) |
|
9.9 Equivalence between the Correlation Test and Slope Test |
|
|
224 | (1) |
|
9.10 Generalized Least Squares |
|
|
225 | (1) |
|
9.11 Detection and Attribution of Climate Change |
|
|
226 | (7) |
|
9.12 The General Linear Hypothesis |
|
|
233 | (1) |
|
|
234 | (2) |
|
9.14 Conceptual Questions |
|
|
236 | (1) |
|
|
237 | (18) |
|
|
238 | (2) |
|
10.2 Bias-Variance Trade off |
|
|
240 | (3) |
|
10.3 Out-of-Sample Errors |
|
|
243 | (2) |
|
10.4 Model Selection Criteria |
|
|
245 | (4) |
|
|
249 | (4) |
|
|
253 | (1) |
|
10.7 Conceptual Questions |
|
|
254 | (1) |
|
11 Screening: A Pitfall in Statistics |
|
|
255 | (18) |
|
|
256 | (3) |
|
11.2 Screening iid Test Statistics |
|
|
259 | (3) |
|
11.3 The Bonferroni Procedure |
|
|
262 | (1) |
|
11.4 Screening Based on Correlation Maps |
|
|
262 | (3) |
|
11.5 Can You Trust Relations Inferred from Correlation Maps? |
|
|
265 | (1) |
|
11.6 Screening Based on Change Points |
|
|
265 | (3) |
|
11.7 Screening with a Validation Sample |
|
|
268 | (1) |
|
11.8 The Screening Game: Can You Find the Statistical Flaw? |
|
|
268 | (3) |
|
11.9 Screening Always Exists in Some Form |
|
|
271 | (1) |
|
11.10 Conceptual Questions |
|
|
272 | (1) |
|
12 Principal Component Analysis |
|
|
273 | (25) |
|
|
274 | (2) |
|
|
276 | (7) |
|
12.3 Solution by Singular Value Decomposition |
|
|
283 | (2) |
|
12.4 Relation between PCA and the Population |
|
|
285 | (4) |
|
12.5 Special Considerations for Climate Data |
|
|
289 | (6) |
|
|
295 | (2) |
|
12.7 Conceptual Questions |
|
|
297 | (1) |
|
|
298 | (16) |
|
|
299 | (4) |
|
13.2 The Livezey--Chen Field Significance Test |
|
|
303 | (2) |
|
13.3 Field Significance Test Based on Linear Regression |
|
|
305 | (5) |
|
13.4 False Discovery Rate |
|
|
310 | (1) |
|
13.5 Why Different Tests for Field Significance? |
|
|
311 | (1) |
|
|
312 | (1) |
|
13.7 Conceptual Questions |
|
|
312 | (2) |
|
14 Multivariate Linear Regression |
|
|
314 | (21) |
|
|
315 | (2) |
|
14.2 Review of Univariate Regression |
|
|
317 | (3) |
|
14.3 Estimating Multivariate Regression Models |
|
|
320 | (3) |
|
14.4 Hypothesis Testing in Multivariate Regression |
|
|
323 | (1) |
|
|
324 | (4) |
|
14.6 Selecting Both X and Y |
|
|
328 | (3) |
|
14.7 Some Details about Regression with Principal Components |
|
|
331 | (1) |
|
14.8 Regression Maps and Projecting Data |
|
|
332 | (1) |
|
14.9 Conceptual Questions |
|
|
333 | (2) |
|
15 Canonical Correlation Analysis |
|
|
335 | (31) |
|
|
336 | (1) |
|
15.2 Summary and Illustration of Canonical Correlation Analysis |
|
|
337 | (6) |
|
15.3 Population Canonical Correlation Analysis |
|
|
343 | (4) |
|
15.4 Relation between CCA and Linear Regression |
|
|
347 | (2) |
|
15.5 Invariance to Affine Transformation |
|
|
349 | (1) |
|
15.6 Solving CCA Using the Singular Value Decomposition |
|
|
350 | (7) |
|
|
357 | (2) |
|
|
359 | (3) |
|
15.9 Proof of the Maximization Properties |
|
|
362 | (2) |
|
|
364 | (1) |
|
15.11 Conceptual Questions |
|
|
364 | (2) |
|
16 Covariance Discriminant Analysis |
|
|
366 | (33) |
|
|
367 | (3) |
|
16.2 Illustration: Most Detectable Climate Change Signals |
|
|
370 | (8) |
|
|
378 | (4) |
|
|
382 | (6) |
|
16.5 Solution in a Reduced-Dimensional Subspace |
|
|
388 | (4) |
|
|
392 | (3) |
|
|
395 | (3) |
|
16.8 Conceptual Questions |
|
|
398 | (1) |
|
17 Analysis of Variance and Predictability |
|
|
399 | (19) |
|
|
400 | (1) |
|
|
401 | (2) |
|
17.3 Test Equality of Variance |
|
|
403 | (1) |
|
17.4 Test Equality of Means: ANOVA |
|
|
404 | (2) |
|
17.5 Comments about ANOVA |
|
|
406 | (1) |
|
17.6 Weather Predictability |
|
|
407 | (4) |
|
17.7 Measures of Predictability |
|
|
411 | (3) |
|
17.8 What Is the Difference between Predictability and Skill? |
|
|
414 | (2) |
|
17.9 Chaos and Predictability |
|
|
416 | (1) |
|
17.10 Conceptual Questions |
|
|
417 | (1) |
|
18 Predictable Component Analysis |
|
|
418 | (28) |
|
|
419 | (3) |
|
18.2 Illustration of Predictable Component Analysis |
|
|
422 | (2) |
|
18.3 Multivariate Analysis of Variance |
|
|
424 | (3) |
|
18.4 Predictable Component Analysis |
|
|
427 | (3) |
|
18.5 Variable Selection in PrCA |
|
|
430 | (2) |
|
18.6 PrCA Based on Other Measures of Predictability |
|
|
432 | (3) |
|
18.7 Skill Component Analysis |
|
|
435 | (2) |
|
18.8 Connection to Multivariate Linear Regression and CCA |
|
|
437 | (2) |
|
18.9 Further Properties of PrCA |
|
|
439 | (6) |
|
18.10 Conceptual Questions |
|
|
445 | (1) |
|
|
446 | (22) |
|
19.1 The Problem and a Summary of the Solution |
|
|
447 | (6) |
|
19.2 Distribution of the Maximal Value |
|
|
453 | (6) |
|
19.3 Maximum Likelihood Estimation |
|
|
459 | (4) |
|
19.4 Nonstationarity: Changing Characteristics of Extremes |
|
|
463 | (3) |
|
|
466 | (1) |
|
19.6 Conceptual Questions |
|
|
467 | (1) |
|
|
468 | (21) |
|
|
469 | (1) |
|
20.2 A Univariate Example |
|
|
469 | (4) |
|
20.3 Some Important Properties and Interpretations |
|
|
473 | (2) |
|
20.4 Multivariate Gaussian Data Assimilation |
|
|
475 | (2) |
|
20.5 Sequential Processing of Observations |
|
|
477 | (1) |
|
20.6 Multivariate Example |
|
|
478 | (3) |
|
|
481 | (6) |
|
20.8 Conceptual Questions |
|
|
487 | (2) |
|
21 Ensemble Square Root Filters |
|
|
489 | (21) |
|
|
490 | (7) |
|
|
497 | (2) |
|
21.3 Monitoring the Innovations |
|
|
499 | (1) |
|
21.4 Multiplicative Inflation |
|
|
500 | (3) |
|
21.5 Covariance Localization |
|
|
503 | (4) |
|
|
507 | (2) |
|
21.7 Conceptual Questions |
|
|
509 | (1) |
|
|
510 | (4) |
|
A.1 Useful Mathematical Relations |
|
|
510 | (1) |
|
A.2 Generalized Eigenvalue Problems |
|
|
511 | (1) |
|
A.3 Derivatives of Quadratic Forms and Traces |
|
|
512 | (2) |
References |
|
514 | (9) |
Index |
|
523 | |