Statistical Decision Theory and Bayesian Analysis

2. Auflage 1985. Corr. 3rd printing. Softcover version of original hardcover Auflage 1985
ISBN: 978-1-4419-3074-3
Verlag: Springer

Buch, Englisch, 618 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 1940 g

Reihe: Springer Series in Statistics

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.

Zielgruppe

Graduate

Autoren/Hrsg.

Berger, James O.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Entscheidungstheorie, Sozialwahltheorie

Inhaltsverzeichnis

1 Basic Concepts.- 2 Utility and Loss.- 3 Prior Information and Subjective Probability.- 4 Bayesian Analysis.- 5 Minimax Analysis.- 6 Invariance.- 7 Preposterior and Sequential Analysis.- 8 Complete and Essentially Complete Classes.- Appendix 1 Common Statistical Densities.- I Continuous.- II Discrete.- Appendix 2 Supplement to Chapter 4.- II Development of (4.121) and (4.122).- III Verification of Formula (4.123).- Appendix 3 Technical Arguments from Chapter 7.- I Verification of Formula (7.8).- II Verification of Formula (7.10).- Notation and Abbreviations.- Author Index.