Francisco J. Samaniego's A Comparison of the Bayesian and Frequentist Approaches to PDF

By Francisco J. Samaniego

This monograph contributes to the world of comparative statistical inference. cognizance is particular to the $64000 subfield of statistical estimation. The publication is meant for an viewers having an excellent grounding in chance and information on the point of the year-long undergraduate direction taken through records 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” - opting for the boundary among Bayes estimators which are inclined to outperform regular frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable means in bankruptcy four. The formula incorporates a particular (decision-theory established) criterion for evaluating estimators. the center piece of the monograph is bankruptcy five during which, less than particularly normal stipulations, an specific method to the brink is got for the matter of estimating a scalar parameter below squared blunders loss. The six chapters that keep on with tackle numerous different contexts during which the brink challenge should be productively taken care of. integrated are remedies of the Bayesian consensus challenge, the brink challenge for estimation difficulties regarding 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 information 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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