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Statistical Inference

Statistical Inference

An Integrated Approach
Buch | Hardcover
272 Seiten
1999
Hodder Arnold (Verlag)
978-0-340-74059-0 (ISBN)
CHF 49,95 inkl. MwSt
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Presenting an integrated approach to Statistical Inference at a graduate level, this book discusses and compares the two main schools of statistical thought which are: frequentist and Bayesian. It covers such subjects as point and interval estimation, hypotheses testing and prediction, while also exploring computationally-intensive methods.
Presenting an integrated approach to Statistical Inference at a graduate level, this book discusses and compares the two main schools of statistical thought: frequentist and Bayesian. It covers such subjects as point and interval estimation, hypotheses testing and prediction, while also exploring recent computationally-intensive methods. "Statistical Inference" ideally compliments "Bayesian Statistics" and "Kendall's Advanced Theory of Statistics, Volumes 1, 2A" and "2B". It will prove invaluable to postgraduates in the fields of statistics, operations research, mathematics and economics. Applied statisticians will also find it a useful reference tool and a source of information on newer developments.

H Migon, D Gamerman, Both at the University of Rio de Janerio, Brazil

Information; the concept of probability; linear algebra and probabilities; elements of inference; common statistical models; likelihood based functions; Bayes theorem; exchangeability; sufficiency and exponential family; parameter elimination; prior distribution; entirely subjective specification; specification through functional forms; conjugacy with the exponential family; the main conjugate families; non-informative priors; hierarchical priors; estimation; introduction to decision theory; classical point estimation; criterion of estimators; interval estimation; estimation in the normal model; approximate methods; general problem of inference; optimization techniques; analytical approximations; numerical integration methods; simulation methods; hypothesis testing; classical hypothesis testing; Bayesian hypothesis testing; hypothesis testing and confidence intervals; asymptotic tests; prediction; Bayesian prediction; classical prediction; prediction in the linear model; linear prediction; introduction to linear models; classical linear models; Bayesian linear models; hierarchical linear models; dynamic linear models.

Erscheint lt. Verlag 30.7.1999
Reihe/Serie Chapman & Hall/CRC Texts in Statistical Science
Zusatzinfo 16ill.
Verlagsort London
Sprache englisch
Maße 156 x 234 mm
Themenwelt Mathematik / Informatik Mathematik Statistik
ISBN-10 0-340-74059-0 / 0340740590
ISBN-13 978-0-340-74059-0 / 9780340740590
Zustand Neuware
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