Francisco J. Samaniego's A Comparison of the Bayesian and Frequentist Approaches to PDF

By Francisco J. Samaniego

This monograph contributes to the world of comparative statistical inference. consciousness is particular to the $64000 subfield of statistical estimation. The booklet is meant for an viewers having an exceptional grounding in likelihood and information on the point of the year-long undergraduate path taken by way of records and arithmetic majors. the required heritage on determination concept and the frequentist and Bayesian techniques to estimation is gifted and punctiliously mentioned in Chapters 1–3. The “threshold challenge” - selecting the boundary among Bayes estimators which are inclined to outperform ordinary frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable approach in bankruptcy four. The formula encompasses a particular (decision-theory dependent) criterion for evaluating estimators. the center piece of the monograph is bankruptcy five within which, below particularly basic stipulations, an specific option to the edge is received for the matter of estimating a scalar parameter less than squared blunders loss. The six chapters that stick to tackle quite a few different contexts within which the brink challenge should be productively taken care of. incorporated 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 tools for combining information from ‘similar’ experiments and linear Bayes equipment for combining facts from ‘related’ experiments. the ultimate bankruptcy offers an outline of the monograph’s highlights and a dialogue of components 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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