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

By Francisco J. Samaniego

This monograph contributes to the world of comparative statistical inference. cognizance is particular to the real subfield of statistical estimation. The publication is meant for an viewers having an effective grounding in likelihood and facts on the point of the year-long undergraduate direction taken by way of statistics and arithmetic majors. the required historical past on choice thought and the frequentist and Bayesian methods to estimation is gifted and thoroughly mentioned in Chapters 1–3. The “threshold challenge” - deciding on the boundary among Bayes estimators which are inclined to outperform usual frequentist estimators and Bayes estimators which don’t - is formulated in an analytically tractable method in bankruptcy four. The formula encompasses a particular (decision-theory dependent) criterion for evaluating estimators. the center-piece of the monograph is bankruptcy five within which, less than rather basic stipulations, an specific strategy to the edge is bought for the matter of estimating a scalar parameter less than squared mistakes loss. The six chapters that keep on with handle numerous different contexts during which the brink challenge may be productively handled. integrated are remedies of the Bayesian consensus challenge, the brink challenge for estimation difficulties regarding 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 info from ‘related’ experiments. the ultimate bankruptcy offers an outline of the monograph’s highlights and a dialogue of components and difficulties short of extra research.

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