Read e-book online A Comparison of the Bayesian and Frequentist Approaches to PDF

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. awareness is specific to the real subfield of statistical estimation. The booklet is meant for an viewers having a high-quality grounding in likelihood and data on the point of the year-long undergraduate path taken through information and arithmetic majors. the mandatory history on determination idea and the frequentist and Bayesian methods to estimation is gifted and punctiliously mentioned in Chapters 1–3. The “threshold challenge” - picking out the boundary among Bayes estimators which are likely to outperform usual frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable approach in bankruptcy four. The formula contains a particular (decision-theory dependent) criterion for evaluating estimators. the center-piece of the monograph is bankruptcy five during which, less than relatively common stipulations, an specific approach to the brink is got for the matter of estimating a scalar parameter below squared errors loss. The six chapters that stick to deal with quite a few different contexts within which the edge challenge should be productively handled. integrated are remedies of the Bayesian consensus challenge, the brink challenge for estimation difficulties concerning of multi-dimensional parameters and/or uneven loss, the estimation of nonidentifiable parameters, empirical Bayes equipment for combining info from ‘similar’ experiments and linear Bayes tools for combining facts from ‘related’ experiments. the ultimate bankruptcy presents an summary of the monograph’s highlights and a dialogue of parts and difficulties wanting 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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