Bayesian Choice From Decision-Theoretic Foundations to Computational Implementation

Name: Bayesian Choice From Decision-Theoretic Foundations to Computational Implementation
Price: 57.3 USD
Availability: InStock
ISBN: 9780387952314

ISBN-10: 0387952314

ISBN-13: 9780387952314

Edition: 2nd 2007 (Revised)

Authors: Christian P. Robert

List price: $139.99

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Description:

Winner of the 2004 DeGroot PrizeThe DeGroot Prize is awarded every two years by the International Societyfor Bayesian Analysis in recognition of an important, timely, thorough andnotably original contribution to the statistics literature.This graduate-level textbook presents an introduction to Bayesian statistics and decision theory. Its scope covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian statistics such as complete class theorems, the Stein effect, Bayesian model choice, hierarchical and empirical Bayes modeling, Monte Carlo integration, including Gibbs sampling and other MCMC techniques. The second edition includes a…

Book details

List price: $139.99
Edition: 2nd
Copyright year: 2007
Publisher: Springer New York
Publication date: 5/25/2001
Binding: Hardcover
Pages: 606
Size: 6.10" wide x 9.25" long x 1.25" tall
Weight: 2.244
Language: English



Preface to the Second Edition


Preface to the First Edition


List of Tables


List of Figures



Introduction



Decision-Theoretic Foundations



From Prior Information to Prior Distributions



Bayesian Point Estimation



Tests and Confidence Regions



Bayesian Calculations



Model Choice



Admissibility and Complete Classes



Invariance, Haar Measures, and Equivariant Estimators



Hierarchical and Empirical Bayes Extensions



A Defense of the Bayesian Choice


A: Probability Distributions



Usual Pseudo-random Generators


C: Notations


D: References


Author Index


Subject Index