The Bayesian Choice: A Decision-Theoretic Motivation - Rilegato

Robert, Christian P.

Rilegato

ISBN 10: 0387942963 ISBN 13: 9780387942964

Casa editrice: Springer, 1997

Riassunto

From where we stand, the rain seems random. If we could stand somewhere else, we would see the order in it. - T. Hillerman (1990) Coyote Waits. Harper-Collins, New York. This book stemmed from a translation of a French version that was written to supplement the gap in the French statistical literature about Bayesian Analysis and Decision Theory. As a result, its scope is wide enough to cover the two years of the French graduate Statistics curriculum and, more generally, most graduate programs. This book builds on very little pre­ requisites in Statistics and only requires basic skills in calculus, measure theory, and probability. Intended as a preparation of Ph. D. students, this book goes far enough to cover advanced topics and modern developments of Bayesian Statistics (complete class theorems, the Stein effect, hierarchical and empirical modelings, Gibbs sampling, etc. ). As usual, what started as a translation eventually ended up as a deeper revision, because of the com­ ments of French readers, of adjustments to the different needs of American programs, and also because my perception of things has slightly changed in the meantime. As a result, this new version is quite adequate for a general graduate audience of an American university.

Su questo libro

Recensione

From reviews of the French edition: "I strongly encourage everyone teaching Bayesian decision theory to use this as the main textbook." (Journal of the American Statistical Association)

Contenuti

Contents: Introduction.- Decision-Theoretic Foundations of Statistical Inference.- From Prior Information to Prior Distributions.- Bayesian Point Estimation.- Tests and Confidence Regions.- Admissibility and Complete Classes.- Invariance, Haar Measures, and Equivariant Estimators.- Hierarchical and Empirical Bayes Extensions.- Bayesian Calculations.- A Defense of the Bayesian Choice.

Dettagli dell?edizione

• Editore: Springer
• Data di pubblicazione: 1997
• ISBN 10: 0387942963
• ISBN 13: 9780387942964
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero edizione: 1
• Numero di pagine: 451
• Contatto del produttore: non disponibile