James O. Berger

Statistical Decision Theory and Bayesian Analysis

• Gebundenes Buch

Produktbeschreibung

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.

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Produktdetails

• Springer Series in Statistics
• Verlag: Springer New York / Springer US / Springer US, New York, N.Y.
• 2nd ed. 1985. 2nd printing 1985
• Seitenzahl: 640
• Erscheinungstermin: 21. August 1985
• Englisch
• Abmessung: 241mm x 160mm x 40mm
• Gewicht: 1115g
• ISBN-13: 9780387960982
• ISBN-10: 0387960988
• Artikelnr.: 23801046

Inhaltsangabe

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.
Appendix 1 Common Statistical Densities.
I Continuous.
II Discrete.
Appendix 2 Supplement to Chapter 4.
II Development of (4.121) and (4.122).
III Verification of Formula (4.123).
Appendix 3 Technical Arguments from Chapter 7.
I Verification of Formula (7.8).
II Verification of Formula (7.10).
Notation and Abbreviations.
Author Index.

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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.- Appendix 1 Common Statistical Densities.- I Continuous.- II Discrete.- Appendix 2 Supplement to Chapter 4.- II Development of (4.121) and (4.122).- III Verification of Formula (4.123).- Appendix 3 Technical Arguments from Chapter 7.- I Verification of Formula (7.8).- II Verification of Formula (7.10).- Notation and Abbreviations.- Author Index.

Rezensionen

"The outstanding strengths of the book are its topic coverage, references, exposition, examples and problem sets... This book is an excellent addition to any mathematical statistician's library."
(Bulletin of the Am. Mathematical Soc.)