The Bayesian Choice: A Decision-Theoretic Motivation - Rilegato

Robert, Christian P.

Rilegato

ISBN 10: 0387942963 ISBN 13: 9780387942964

Casa editrice: Springer, 1997

Riassunto

This graduate-level textbook presents an introduction to Bayesian statistics and decision theory. Its scope covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian statistics such as complete class theorems, the Stein effect, hierarchical and empirical Bayes modeling, Monte Carlo integration, and Gibbs sampling. It is the translation of a successful French text. In the translation to the English edition, the author has taken the opportunity to add and update material, and to include many problems and exercises for students. 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 Statisical Association On the whole, the book serves its purpose admirably. Journal of the Royal Statistical Society

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.

Su questa edizione

• Editore: Springer
• Data di pubblicazione: 1997
• ISBN 10: 0387942963
• ISBN 13: 9780387942964
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 451