Statistical decision theory and Bayesian analysis

書誌事項

Statistical decision theory and Bayesian analysis

James O. Berger

(Springer series in statistics)

Springer-Verlag, c1985

2nd ed

  • : us
  • : gw
  • : pbk

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注記

Bibliography: p. [571]-598

Includes indexes

内容説明・目次

巻冊次

: us ISBN 9780387960982

内容説明

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.

目次

  • 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
  • Appendices.
巻冊次

: pbk ISBN 9781441930743

内容説明

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.

目次

  • 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
  • Appendices.
巻冊次

: gw ISBN 9783540960980

内容説明

An overview of statistical decision theory, which emphasizes the use and application of the philosophical ideas and mathematical structure of decision theory. The text assumes a knowledge of basic probability theory and some advanced calculus is also required.

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