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Statistical Decision Theory and Bayesian Analysis James O. Berger

Statistical Decision Theory and Bayesian Analysis By James O. Berger

Statistical Decision Theory and Bayesian Analysis by James O. Berger


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Summary

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.

Statistical Decision Theory and Bayesian Analysis Summary

Statistical Decision Theory and Bayesian Analysis by James O. Berger

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 was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.

Statistical Decision Theory and Bayesian Analysis Reviews

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.)

Table of Contents

1. Basic concepts; 2. Utility and loss; 3. Prior information and subjective probability; 4. Bayesian analysis; 5. Minimax analysis; 6. Invariance; 7. Preposterior and sequential analysis; 8. Complete and essentially complete classes; Appendices.

Additional information

NLS9781441930743
9781441930743
1441930744
Statistical Decision Theory and Bayesian Analysis by James O. Berger
New
Paperback
Springer-Verlag New York Inc.
2010-12-01
618
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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Customer Reviews - Statistical Decision Theory and Bayesian Analysis