Download e-book for kindle: A Comparison of the Bayesian and Frequentist Approaches to by Francisco J. Samaniego

By Francisco J. Samaniego

This monograph contributes to the world of comparative statistical inference. awareness is specific to the $64000 subfield of statistical estimation. The ebook is meant for an viewers having an excellent grounding in likelihood and information on the point of the year-long undergraduate path taken through statistics and arithmetic majors. the required history on choice thought and the frequentist and Bayesian ways to estimation is gifted and punctiliously mentioned in Chapters 1–3. The “threshold challenge” - determining the boundary among Bayes estimators which are inclined to outperform typical frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable method in bankruptcy four. The formula incorporates a particular (decision-theory established) criterion for evaluating estimators. the center-piece of the monograph is bankruptcy five within which, below relatively basic stipulations, an particular approach to the edge is acquired for the matter of estimating a scalar parameter lower than squared errors loss. The six chapters that keep on with handle a number of different contexts within which the edge 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 facts from ‘similar’ experiments and linear Bayes tools for combining info from ‘related’ experiments. the ultimate bankruptcy presents an outline of the monograph’s highlights and a dialogue of parts and difficulties short of 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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