Beschreibung:
This is an introduction to Bayesian statistics and decision theory, including advanced topics such as Monte Carlo methods. This new edition contains several revised chapters and a new chapter on model choice.
Bayesian statistics is a very active research area with new theoretical results and applications. This book will serve as an introduction to the area.
Decision-Theoretic Foundations.- From Prior Information to Prior Distributions.- Bayesian Point Estimation.- Tests and Confidence Regions.- Bayesian Calculations.- Model Choice.- Admissibility and Complete Classes.- Invariance, Haar Measures, and Equivariant Estimators.- Hierarchical and Empirical Bayes Extensions.- A Defense of the Bayesian Choice.