A Comparison of the Bayesian and Frequentist Approaches to - download pdf or read online

By Francisco J. Samaniego

This monograph contributes to the realm of comparative statistical inference. realization is specific to the real subfield of statistical estimation. The e-book is meant for an viewers having an excellent grounding in chance and facts on the point of the year-long undergraduate direction taken by way of facts and arithmetic majors. the required historical past on selection idea and the frequentist and Bayesian techniques to estimation is gifted and thoroughly mentioned in Chapters 1–3. The “threshold challenge” - determining 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 manner in bankruptcy four. The formula incorporates a particular (decision-theory dependent) criterion for evaluating estimators. the center-piece of the monograph is bankruptcy five during which, lower than relatively normal stipulations, an particular option to the edge is bought for the matter of estimating a scalar parameter below squared mistakes loss. The six chapters that keep on with handle quite a few different contexts within which the edge challenge could be productively taken care of. integrated are remedies of the Bayesian consensus challenge, the edge challenge for estimation difficulties related to of multi-dimensional parameters and/or uneven loss, the estimation of nonidentifiable parameters, empirical Bayes tools for combining info from ‘similar’ experiments and linear Bayes tools for combining facts from ‘related’ experiments. the ultimate bankruptcy offers an outline of the monograph’s highlights and a dialogue of components 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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