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

By Francisco J. Samaniego

ISBN-10: 1441959408

ISBN-13: 9781441959409

ISBN-10: 1461426197

ISBN-13: 9781461426196

This monograph contributes to the realm of comparative statistical inference. cognizance is particular to the $64000 subfield of statistical estimation. The publication is meant for an viewers having an exceptional grounding in chance and information on the point of the year-long undergraduate path taken by means of records and arithmetic majors. the required heritage on determination thought and the frequentist and Bayesian ways to estimation is gifted and punctiliously mentioned in Chapters 1–3. The “threshold challenge” - deciding on the boundary among Bayes estimators which are inclined 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 established) criterion for evaluating estimators. the center-piece of the monograph is bankruptcy five during which, less than particularly common stipulations, an specific technique to the brink is received for the matter of estimating a scalar parameter less than squared errors loss. The six chapters that stick with tackle numerous different contexts during which the edge challenge should be productively taken care of. integrated are remedies of the Bayesian consensus challenge, the edge challenge for estimation difficulties concerning of multi-dimensional parameters and/or uneven loss, the estimation of nonidentifiable parameters, empirical Bayes tools for combining information from ‘similar’ experiments and linear Bayes equipment for combining facts from ‘related’ experiments. the ultimate bankruptcy presents 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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