A Comparison of the Bayesian and Frequentist Approaches to by Francisco J. Samaniego

By Francisco J. Samaniego

This monograph contributes to the realm of comparative statistical inference. consciousness is specific to the real subfield of statistical estimation. The ebook is meant for an viewers having a fantastic grounding in chance and information on the point of the year-long undergraduate path taken through statistics and arithmetic majors. the mandatory heritage on determination concept and the frequentist and Bayesian methods to estimation is gifted and thoroughly mentioned in Chapters 1–3. The “threshold challenge” - picking out the boundary among Bayes estimators which are inclined to outperform common frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable means in bankruptcy four. The formula encompasses a particular (decision-theory established) criterion for evaluating estimators. the center piece of the monograph is bankruptcy five within which, below particularly basic stipulations, an particular technique to the edge is acquired for the matter of estimating a scalar parameter below squared blunders loss. The six chapters that stick to tackle various different contexts within which the brink challenge could be productively handled. incorporated are remedies of the Bayesian consensus challenge, the edge challenge for estimation difficulties regarding of multi-dimensional parameters and/or uneven loss, the estimation of nonidentifiable parameters, empirical Bayes tools for combining information from ‘similar’ experiments and linear Bayes tools for combining information from ‘related’ experiments. the ultimate bankruptcy offers an summary of the monograph’s highlights and a dialogue of parts and difficulties wanting extra research.

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