Bayesian analysis: general framework: Includes multivariate regression analysis, model selection and response prediction - Brossura

Casaca, Joćo

 
9783659716287: Bayesian analysis: general framework: Includes multivariate regression analysis, model selection and response prediction
Brossura
ISBN 10: 3659716286 ISBN 13: 9783659716287
Casa editrice: LAP LAMBERT Academic Publishing, 2015

Sinossi

The book "Bayesian analysis: general framework" deals with Bayesian inference within the framework of four stochastic models: the normal random sample, the Gauss-Markov model, the beta-binomial model and the Poisson-gamma model. For each of these models, analytic expressions are presented for the posterior PDF, the prior predictive PDF and the posterior predictive PDF, under the Laplace prior PDF, the Jeffreys prior PDF and the conjugate prior PDF. Topics such as the elicitation of hyper-parameter for the conjugate prior PDF, the selection of models and prediction in multivariate regression analysis and the use of the Bayes factor in the test of hypothesis are dealt with more detail.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
LAP LAMBERT Academic Publishing
Data di pubblicazione
2015
Lingua
Inglese
ISBN 10 
3659716286
ISBN 13 
9783659716287
Rilegatura
Copertina flessibile
Numero di pagine
156
Contatto del produttore
non disponibile
Persona responsabile
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