عنوان

A comparison of the Bayesian and frequentist approaches to estimation

شابک

9781441959409

کد کشور

IR

شماره

9590

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

A comparison of the Bayesian and frequentist approaches to estimation

نام عام مواد

[Book]

نام نخستين پديدآور

/ Francisco J. Samaniego

محل نشرو پخش و غیره

New York ;London

نام ناشر، پخش کننده و غيره

: Springer

تاریخ نشرو بخش و غیره

, 2010.

نام خاص و کميت اثر

xiii, 225 p.

ساير جزييات

: ill.

ابعاد

; 24 cm.

عنوان فروست

(Springer series in statistics)

متن يادداشت

Language: انگلیسی

متن يادداشت

Print - Electronic

متن يادداشت

Includes bibliographical references (p. [213]-219) and index.

متن يادداشت

"This monograph contributes to the area of comparative statistical inference. Attention is restricted to the important subfield of statistical estimation. The book is intended for an audience having a solid grounding in probability and statistics at the level of the year-long undergraduate course taken by statistics and mathematics majors. The necessary background on decision theory and the frequentist and Bayesian approaches to estimation is presented and carefully discussed in Chapters 1-3. The "threshold problem"--identifying the boundary between Bayes estimators which tend to outperform standard frequentist estimators and Bayes estimators which don't--is formulated in an analytically tractable way in Chapter 4. The formulation includes a specific (decision-theory based) criterion for comparing estimators. The centerpiece of the monograph is Chapter 5, in which, under quite general conditions, an explicit solution to the threshold is obtained for the problem of estimating a scalar parameter under squared error loss. The six chapters that follow address a variety of other contexts in which the threshold problem can be productively treated. Included are treatments of the Bayesian consensus problem, the threshold problem for estimation problems involving of multidimensional parameters and/or asymmetric loss, the estimation of nonidentifiable parameters, empirical Bayes methods for combining data from 'similar' experiments, and linear Bayes methods for combining data from 'related' experiments. The final chapter provides an overview of the monograph's highlights and a discussion of areas and problems in need of further research."--BOOK JACKET.

عنوان

Springer series in statistics

موضوع مستند نشده

Estimation theory

موضوع مستند نشده

Statistical decision

موضوع مستند نشده

Bayesian statistical decision theory

موضوع مستند نشده

Mathematical statistics

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Samaniego, Francisco J

کشور

ایران

وضعیت فهرست نویسی

old catalog

فرمت انتشار

pe

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y