全部版块 我的主页
› 论坛 › 计量经济学与统计论坛 五区 › 计量经济学与统计软件
【下载】Statistical Decision Theory and Bayesian Analysis~James O. Berger.1985
kxjs2007
8535 18
2010-06-12
Statistical Decision Theory and Bayesian Analysis (Springer Series in Statistics) [Hardcover]
James O. Berger (Author)



Editorial Reviews


Review


"The outstanding strengths of the book are its topic coverage, references, exposition, examples and problem sets... This book is an excellent addition to any mathematical statistician's library."
(Bulletin of the Am. Mathematical Soc.)


Product Description


In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text has been updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.




Product Details
  • Hardcover: 624 pages
  • Publisher: Springer; 2nd edition (August 21, 1985)
  • Language: English
  • ISBN-10: 0387960988
  • ISBN-13: 978-0387960982

附件列表

Statistical Decision Theory and Bayesian Analysis.zip

大小:6.8 MB

只需: 1 个论坛币  马上下载

本附件包括：

  • WinDjView1.03.exe
  • Statistical Decision Theory and Bayesian Analysis~James O. Berger.1985.djvu

二维码

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

全部回复
kxjs2007
2010-6-12 08:23:12
CHAPTER 1
Basic Concepts
1.1 Introduction
1.2 Basic Elements
1.3 Expected Loss, Decision Rules, and Risk
1.3.1 Bayesian Expected Loss
1.3.2 Frequentist Risk
1.4 Randomized Decision Rules
1.5 Decision Principles
1.6 Foundations
1. 7 Sufficient Statistics
1.8 Convexity
Exercises
  
CHAPTER 2
Utility and Loss
2.1 Introduction
2.2 Utility Theory
2.3 The Utility of Money
2.4 The Loss Function
2.5 Criticisms
Exercises

CHAPTER 3
Prior Information and Subjective probability
3.1 Subjective Probability
3.2 Subjective Determination of the Pnor Density
3.3 Noninformative Priors
3.4 Maximum Entropy Priors .'
3.5 Usin g the Marginal Distribution to Determme the Pnor 3.5
3.6 Hierarchical Priors
3.7 Criticisms
3.8 The Statistician's Role
Exercises

CHAPTER 4
Bayesian Analysis
4.1 Introduction
4.2 The Posterior Distribution
4.3 Bayesian Inference
4.4 Bayesian Decision Theory .
4.5 Empirical Bayes Analysis
4.6 Hierarchical Bayes Analysis
4.6.1 Introduction
4.7 Bayesian Robustness
4.8 Admissibility of Bayes Rules and Long Run Evaluations
4.9 Bayesian Calculation
4.10 Bayesian Communication
4.11 Combining Evidence and Group Decisions
4.12 Criticisms
Exercises

CHAPTER 5
Minimax Analysis
5.1 Introduction
5.2 Game Theory
5.3 Statistical Games
5.4 Classes of Minimax Estimators
5.5 Evaluation of the Minimax Principle
Exercises

CHAPTER 6
Invariance
6.1 Introduction
6.2 Formulation
6.3 Location Parameter Problems
6.4 Other Examples of Invariance
6.5 Maximal Invariants
6.6 Invariance and Noninformative Priors . .
6.7 Invariance and Minimaxity
6.8 Admissibility of Invariant Rules
6.9 Conclusions
Exercises

CHAPTER 7
Preposterior and Sequential Analysis
7.1 Introduction
7.2 Optimal Fixed Sample Size
7.3 Sequential Analysis-Notation
7.4 Bayesian Sequential Analysis
7.5 The Sequential Probability Ratio Test
7.6 Minimax Sequential Procedures
7.7 The Evidential Relevance of the Stopping Rule
7.8 Discussion of Sequential Loss Functions
Exercises

CHAPTER 8
Complete and Essentially Complete Classes
8.1 Preliminaries
8.2 Complete and Essentially Complete Classes from Earlier Chapters
8.3 One-Sided Testing
8.4 Monotone Decision Problems
8.5 Limits of Bayes Rules
8.6 Other Complete and Essentially Complete Classes of Tests
8.7 Complete and Essentially Complete Classes in Estimation
8.8 Continuous Risk Functions
8.9 Proving Admissibility and Inadmissibility

Exercises
二维码

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

kxjs2007
2010-6-12 08:23:28
APPENDIX 1
Common Statistical Densities
I Continuous
II Discrete

APPENDIX 2
Supplement to Chapter 4
I Definition and Properties of Hm
II Development of (4.121) and (4.122)
III Verification of Formula (4.123)

APPENDIX 3
Technical Arguments from Chapter 7
I Verification of Formula (7.8)
II Verification of Formula (7.10)

Bibliography
Notation and Abbreviations
Author Index
Subject Index
二维码

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

s19880711
2010-6-23 13:43:35
謝謝大大的分享
很重要的教材書
二维码

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

xiao0001
2010-9-30 14:27:38
1# kxjs2007
我终于下到了 费了好大的力气！！！！！！！！！
二维码

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

颜佳
2011-3-18 10:00:52
多谢楼主给力的分享～
二维码

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

点击查看更多内容…
相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

微信QQ空间QQ微博
扫码加好友，拉您进群
各岗位、行业、专业交流群