Statistical Inference: An Integrated Bayesian/Likelihood Approach - Rilegato

Aitkin, Murray

Rilegato

ISBN 10: 1420093436 ISBN 13: 9781420093438

Casa editrice: Chapman and Hall/CRC, 2010

Riassunto

Filling a gap in current Bayesian theory, Statistical Inference: An Integrated Bayesian/Likelihood Approach presents a unified Bayesian treatment of parameter inference and model comparisons that can be used with simple diffuse prior specifications. This novel approach provides new solutions to difficult model comparison problems and offers direct Bayesian counterparts of frequentist t-tests and other standard statistical methods for hypothesis testing.

After an overview of the competing theories of statistical inference, the book introduces the Bayes/likelihood approach used throughout. It presents Bayesian versions of one- and two-sample t-tests, along with the corresponding normal variance tests. The author then thoroughly discusses the use of the multinomial model and noninformative Dirichlet priors in "model-free" or nonparametric Bayesian survey analysis, before covering normal regression and analysis of variance. In the chapter on binomial and multinomial data, he gives alternatives, based on Bayesian analyses, to current frequentist nonparametric methods. The text concludes with new goodness-of-fit methods for assessing parametric models and a discussion of two-level variance component models and finite mixtures.

Emphasizing the principles of Bayesian inference and Bayesian model comparison, this book develops a unique methodology for solving challenging inference problems. It also includes a concise review of the various approaches to inference.

Su questo libro

Informazioni sull?autore

Murray Aitkin is an honorary professorial fellow in the Department of Mathematics and Statistics at the University of Melbourne in Australia.

Dettagli dell'edizione

• Editore: Chapman and Hall/CRC
• Data di pubblicazione: 2010
• Lingua: Inglese
• ISBN 10: 1420093436
• ISBN 13: 9781420093438
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 254
• Contatto del produttore: Taylor and Francis, GPSR Taylor and Francis; gpsr@taylorandfrancis.com; ; Taylor & Francis Verlag GmbH, Kaufingerstraße 24; München; 80331; Germania