Download e-book for iPad: A Comparison of the Bayesian and Frequentist Approaches to by Francisco J. Samaniego

By Francisco J. Samaniego

This monograph contributes to the realm of comparative statistical inference. awareness 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 records on the point of the year-long undergraduate path taken through facts and arithmetic majors. the mandatory history on choice conception and the frequentist and Bayesian methods to estimation is gifted and punctiliously mentioned in Chapters 1–3. The “threshold challenge” - deciding upon 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 method in bankruptcy four. The formula contains a particular (decision-theory dependent) criterion for evaluating estimators. the center piece of the monograph is bankruptcy five within which, lower than really normal stipulations, an particular option to the edge is acquired for the matter of estimating a scalar parameter lower than squared blunders loss. The six chapters that keep on with handle quite a few different contexts within which the edge 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 tools for combining facts from ‘similar’ experiments and linear Bayes equipment for combining info from ‘related’ experiments. the ultimate bankruptcy presents an outline of the monograph’s highlights and a dialogue of parts and difficulties wanting additional 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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