Statistical Decision Theory and Bayesian Analysis
โ Scribed by James O. Berger (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 1985
- Tongue
- English
- Leaves
- 632
- Series
- Springer Series in Statistics
- Edition
- 2
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.
โฆ Table of Contents
Front Matter....Pages i-xvi
Basic Concepts....Pages 1-45
Utility and Loss....Pages 46-73
Prior Information and Subjective Probability....Pages 74-117
Bayesian Analysis....Pages 118-307
Minimax Analysis....Pages 308-387
Invariance....Pages 388-431
Preposterior and Sequential Analysis....Pages 432-520
Complete and Essentially Complete Classes....Pages 521-558
Back Matter....Pages 559-618
โฆ Subjects
Statistical Theory and Methods
๐ SIMILAR VOLUMES
"The outstanding strengths of the book are its topic coverage, references, exposition, examples and problem sets... This book is an excellent addition to any mathematical statistician's library. -Bulletin of the American Mathematical Society In this new edition the author has added substantial mater
In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used
<span>The book shows how risk, defined as the statistical expectation of loss, can be formally decomposed as the product of two terms: hazard probability and system vulnerability. This requires a specific definition of vulnerability that replaces the many fuzzy definitions abounding in the literatur
<span>The book shows how risk, defined as the statistical expectation of loss, can be formally decomposed as the product of two terms: hazard probability and system vulnerability. This requires a specific definition of vulnerability that replaces the many fuzzy definitions abounding in the literatur