A Comparison of the Bayesian and Frequentist Approaches to - download pdf or read online

By Francisco J. Samaniego

This monograph contributes to the realm of comparative statistical inference. awareness is specific to the real subfield of statistical estimation. The ebook is meant for an viewers having an exceptional grounding in likelihood and records on the point of the year-long undergraduate direction taken through information and arithmetic majors. the required history on selection idea and the frequentist and Bayesian techniques to estimation is gifted and punctiliously mentioned in Chapters 1–3. The “threshold challenge” - deciding upon the boundary among Bayes estimators which are likely to outperform common frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable manner in bankruptcy four. The formula incorporates a particular (decision-theory dependent) criterion for evaluating estimators. the center piece of the monograph is bankruptcy five during which, less than fairly normal stipulations, an specific technique to the brink is bought for the matter of estimating a scalar parameter below squared errors loss. The six chapters that stick with deal with numerous different contexts during which the edge challenge could be productively handled. incorporated are remedies of the Bayesian consensus challenge, the brink challenge for estimation difficulties related to of multi-dimensional parameters and/or uneven loss, the estimation of nonidentifiable parameters, empirical Bayes equipment for combining facts from ‘similar’ experiments and linear Bayes equipment for combining facts 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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