Statistical Inference

Name: Statistical Inference
SKU: 9781420093438
Price: 2749 SEK
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Author: Murray Aitkin
ISBN: 9781420093438

An Integrated Bayesian/Likelihood Approach

Inbunden, Engelska, 2010

AvMurray Aitkin

2 749 kr

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Filling a gap in current Bayesian theory, Statistical Inference: An Integrated Bayesian/Likelihood Approach presents a unified Bayesian treatment of parameter inference and model comparisons that can be used with simple diffuse prior specifications. This novel approach provides new solutions to difficult model comparison problems and offers direct Bayesian counterparts of frequentist t-tests and other standard statistical methods for hypothesis testing.After an overview of the competing theories of statistical inference, the book introduces the Bayes/likelihood approach used throughout. It presents Bayesian versions of one- and two-sample t-tests, along with the corresponding normal variance tests. The author then thoroughly discusses the use of the multinomial model and noninformative Dirichlet priors in "model-free" or nonparametric Bayesian survey analysis, before covering normal regression and analysis of variance. In the chapter on binomial and multinomial data, he gives alternatives, based on Bayesian analyses, to current frequentist nonparametric methods. The text concludes with new goodness-of-fit methods for assessing parametric models and a discussion of two-level variance component models and finite mixtures.Emphasizing the principles of Bayesian inference and Bayesian model comparison, this book develops a unique methodology for solving challenging inference problems. It also includes a concise review of the various approaches to inference.

Produktinformation

Utgivningsdatum2010-06-02
Mått156 x 234 x 21 mm
Vikt630 g
FormatInbunden
SpråkEngelska
Antal sidor254
FörlagTaylor & Francis Ltd
ISBN9781420093438

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Matematisk statistik inom Naturvetenskap och teknik

This interesting book on model selection provides a nice review of the frequentist, likelihood, and Bayesian approaches to inference and model comparison. … an interesting book on model selection.—Cavan Reilly, Journal of the American Statistical Association, December 2011I like this book very much … a worthy new tool based on the posterior distribution of the likelihood with good examples of its capabilities and limitations. … I strongly recommend the book, enjoy Aitken’s writing style, and recognize his many strong contributions to the methodological Bayesian literature.—Tom Burr, Technometrics, November 2011This is a stimulating book that should be of interest to Bayesians and statisticians with a general interest in statistical inference. … It is likely to be controversial, even heretical, to Bayesians. However, this is precisely why it is worth reading: in exploring the new ideas, whether we ultimately accept them or not, we gain a better understanding of the current orthodoxy. … one of the interesting contributions of the book is the discussion of the use of Bayes factors — if not ‘from the inside,’ at least from someone who has been thinking deeply about them for some time. … The book contains some useful points that are known but ought to be better known, and it is useful to have a reference to them. … I am pleased to have had the opportunity to read it.—A.H. Welsh, Australian & New Zealand Journal of Statistics, 2011The emphasis on evidence rather than decision theory makes the book especially relevant to scientific investigations. It gives interesting and thoughtful comparisons to alternative approaches to inference … The very deep and solid inferential foundations the book lays support a carefully thought out and impressive superstructure, covering topics which include variance component models, finite mixtures, regression, anova, complex survey designs, and other topics. It would provide a valuable and thought-provoking volume for advanced students studying the foundations of inference and their practical implications. It would make a particularly good book for a reading group.—David Hand, International Statistical Review (2011), 79, 1