The Bayesian choice : a decision-theoretic motivation

Bibliographic Information

The Bayesian choice : a decision-theoretic motivation

Christian P. Robert

(Springer texts in statistics)

Springer-Verlag, c1994

  • : us
  • : gw

Other Title

Analyse statistique bayésienne

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Note

Includes bibliographical references (p. [395]-415) and indexes

Description and Table of Contents
Volume

: us ISBN 9780387942964

Description

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
Volume

: gw ISBN 9783540942962

Description

This graduate-level textbook presents an introduction to Bayesian statistics and decision theory. Its scope covers both the basic ideas of statistical theory, but also some of the more modern and advanced topics of Bayesian statistics such as complete class theorems, Stein effects, hierarchical and empirical modelling, 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.

Table of Contents

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.

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