Read A Comparison of the Bayesian and Frequentist Approaches to Estimation

A Comparison of the Bayesian and Frequentist Approaches to Estimation

Francisco J. Samaniego

4.9/5 (25224 ratings)

Description: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 multi-dimensional 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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with A Comparison of the Bayesian and Frequentist Approaches to Estimation. To get started finding A Comparison of the Bayesian and Frequentist Approaches to Estimation, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Pages: 240

Format: PDF, EPUB & Kindle Edition

Publisher: Springer

Release: 2010

ISBN: 1441959572

Description: 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 multi-dimensional 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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with A Comparison of the Bayesian and Frequentist Approaches to Estimation. To get started finding A Comparison of the Bayesian and Frequentist Approaches to Estimation, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Special Offer | $0.00

Special Offer! | $0.00

A Comparison of the Bayesian and Frequentist Approaches to Estimation

A Comparison of the Bayesian and Frequentist Approaches to Estimation

More Books

Bayesian Comparison of Dynamic Macroeconomics Models

Bayesian Comparison of Dynamic Macroeconomics Models

Bayesian Logical Data Analysis for the Physical Sciences

Bayesian Logical Data Analysis for the Physical Sciences

Statistical Problems in Particle Physics, Astrophysics and Cosmology

Statistical Problems in Particle Physics, Astrophysics and Cosmology

Statistics with Rust

Statistics with Rust

Statistical Problems In Particle Physics, Astrophysics And Cosmology - Proceedings Of Phystat05

Statistical Problems In Particle Physics, Astrophysics And Cosmology - Proceedings Of Phystat05

Bayesian Model Comparison

Bayesian Model Comparison

Applications of statistical methods and machine learning in the space sciences

Applications of statistical methods and machine learning in the space sciences

Comprehensive Guide to Statistics

Comprehensive Guide to Statistics

Speed Statistics: A Formula Handbook

Speed Statistics: A Formula Handbook