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统计决策理论和贝叶斯分析
统计决策理论和贝叶斯分析
JamesO.Berger | 世界图书出版公司
ISBN:9787506271813
原价: ¥88.00
销售价:¥18.43元
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分类 概率论与数理统计
作者 JamesO.Berger
出版社 世界图书出版公司
图书简介

Therelationships(bothconceptualandmathematical)betweenBayesiananalysisandstatisticaldecisiontheoryaresostrongthatitissomewhatunnaturaltolearnonewithouttheother.Nevertheless,majorportionsofeachhavedevelopedseparately.OntheBayesianside,thereisanextensivelydevelopedBayesiantheoryofstatisticalinference(bothsubjectiveandobjectiveversions).Thistheoryrecognizestheimportanceofviewingstatisticalanalysisconditionally(i.e.,treatingobserveddataasknownratherthanunknown),evenwhennolossfunctionistobeincorporatedintotheanalysis.Thereisalsoawell-developed(frequentist)decisiontheory,whichavoidsformalutilizationofpriordistributionsandseekstoprovideafoundationforfrequentiststatisticaltheory.AlthoughthecentralthreadofthebookwillbeBayesiandecisiontheory,bothBayesianinferenceandnon-Bayesiandecisiontheorywillbeextensivelydiscussed.Indeed,thebookiswrittensoastoallow,say,theteachingofacourseoneithersubjectseparately.

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