Download PDF by Francisco J. Samaniego: A Comparison of the Bayesian and Frequentist Approaches to

By Francisco J. Samaniego

This monograph contributes to the realm of comparative statistical inference. recognition is particular to the real subfield of statistical estimation. The e-book is meant for an viewers having an exceptional grounding in likelihood and statistics on the point of the year-long undergraduate direction taken by means of records and arithmetic majors. the mandatory history on choice idea and the frequentist and Bayesian methods to estimation is gifted and thoroughly mentioned in Chapters 1–3. The “threshold challenge” - deciding on the boundary among Bayes estimators which are likely to outperform commonplace frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable approach in bankruptcy four. The formula features a particular (decision-theory dependent) criterion for evaluating estimators. the center-piece of the monograph is bankruptcy five within which, below rather basic stipulations, an particular option to the edge is acquired for the matter of estimating a scalar parameter less than squared mistakes loss. The six chapters that stick to deal with numerous different contexts during which the edge challenge could be productively taken care of. incorporated are remedies of the Bayesian consensus challenge, the edge challenge for estimation difficulties regarding 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 tools for combining information from ‘related’ experiments. the ultimate bankruptcy offers an outline of the monograph’s highlights and a dialogue of components and difficulties wanting 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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