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Wiley Classics Library: Bayesian Inference in Statistical Analysis

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  • 608pages
  • 22 heures de lecture

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Its main objective is to examine the application and relevance of Bayes' theorem to problems that arise in scientific investigation in which inferences must be made regarding parameter values about which little is known a priori . Begins with a discussion of some important general aspects of the Bayesian approach such as the choice of prior distribution, particularly noninformative prior distribution, the problem of nuisance parameters and the role of sufficient statistics, followed by many standard problems concerned with the comparison of location and scale parameters. The main thrust is an investigation of questions with appropriate analysis of mathematical results which are illustrated with numerical examples, providing evidence of the value of the Bayesian approach.

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Wiley Classics Library: Bayesian Inference in Statistical Analysis, George E. P. Box, Tiao

Langue
Année de publication
1992
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Titre
Wiley Classics Library: Bayesian Inference in Statistical Analysis
Langue
Anglais
Publié
1992
Format
souple
Pages
608
ISBN10
0471574287
ISBN13
9780471574286
Séries
Évaluation
4,45 sur 5
Description
Its main objective is to examine the application and relevance of Bayes' theorem to problems that arise in scientific investigation in which inferences must be made regarding parameter values about which little is known a priori . Begins with a discussion of some important general aspects of the Bayesian approach such as the choice of prior distribution, particularly noninformative prior distribution, the problem of nuisance parameters and the role of sufficient statistics, followed by many standard problems concerned with the comparison of location and scale parameters. The main thrust is an investigation of questions with appropriate analysis of mathematical results which are illustrated with numerical examples, providing evidence of the value of the Bayesian approach.