ABSTRACT
Statistics for independent samples has been developing based on the fundamental theory = mathematical statistics, and the applications have been expanding to enormous ¯elds, e.g., engineering, medical science, economics, ¯- nance, psychology, etc. The entirety may be called statistical science. Further, the statistics for independent samples has been extended to that for stochastic processes which are probability models describing that past, present and future phenomena are interacting (dependent). The statistics for stochastic processes is called time series analysis, and is now developing based on mathematical statistics.
