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

By Francisco J. Samaniego

ISBN-10: 1441959408

ISBN-13: 9781441959409

ISBN-10: 1461426197

ISBN-13: 9781461426196

This monograph contributes to the world of comparative statistical inference. cognizance is particular to the $64000 subfield of statistical estimation. The booklet is meant for an viewers having an excellent grounding in likelihood and information on the point of the year-long undergraduate path taken by means of information and arithmetic majors. the required historical past on determination concept and the frequentist and Bayesian methods to estimation is gifted and punctiliously mentioned in Chapters 1–3. The “threshold challenge” - picking the boundary among Bayes estimators which are likely to outperform ordinary frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable approach in bankruptcy four. The formula features a particular (decision-theory established) criterion for evaluating estimators. the center-piece of the monograph is bankruptcy five within which, below particularly normal stipulations, an particular option to the edge is got for the matter of estimating a scalar parameter less than squared mistakes loss. The six chapters that stick to deal with a number of different contexts within which the edge challenge will 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 info from ‘similar’ experiments and linear Bayes tools for combining facts from ‘related’ experiments. the ultimate bankruptcy offers an outline of the monograph’s highlights and a dialogue of components 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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