A Comparison of the Bayesian and Frequentist Approaches to - download pdf or read online

A Comparison of the Bayesian and Frequentist Approaches to - download pdf or read online

By Francisco J. Samaniego

ISBN-10: 1441959408

ISBN-13: 9781441959409

ISBN-10: 1461426197

ISBN-13: 9781461426196

This monograph contributes to the world of comparative statistical inference. cognizance is specific to the $64000 subfield of statistical estimation. The e-book is meant for an viewers having a pretty good grounding in likelihood and facts on the point of the year-long undergraduate path taken by means of information and arithmetic majors. the required heritage on selection thought and the frequentist and Bayesian techniques to estimation is gifted and thoroughly mentioned in Chapters 1–3. The “threshold challenge” - settling on the boundary among Bayes estimators which are inclined to outperform typical frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable approach in bankruptcy four. The formula incorporates a particular (decision-theory dependent) criterion for evaluating estimators. the center piece of the monograph is bankruptcy five within which, lower than relatively normal stipulations, an particular approach to the edge is received for the matter of estimating a scalar parameter lower than squared errors loss. The six chapters that keep on with deal with quite a few different contexts during which the brink challenge may be productively taken care of. integrated are remedies of the Bayesian consensus challenge, the brink challenge for estimation difficulties related to of multi-dimensional parameters and/or uneven loss, the estimation of nonidentifiable parameters, empirical Bayes equipment for combining information from ‘similar’ experiments and linear Bayes tools for combining information from ‘related’ experiments. the ultimate bankruptcy offers an outline of the monograph’s highlights and a dialogue of parts and difficulties short of extra research.

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A Comparison of the Bayesian and Frequentist Approaches to Estimation (Springer Series in Statistics) by Francisco J. Samaniego

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