Statistical decision theory and bayesian analysis by James O. Berger

Statistical decision theory and bayesian analysis



Statistical decision theory and bayesian analysis pdf




Statistical decision theory and bayesian analysis James O. Berger ebook
ISBN: 0387960988, 9780387960982
Publisher: Springer
Page: 316
Format: djvu


The basics of probability theory; 10.2. Couldn't really get into it at first reading, but will retry b/c recommendation by Jaynes. Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions. Statistical Decision Theory and Bayesian Analysis. Now we return to an analysis of decision scenarios, armed with EDT and the counterfactual formulation of CDT. Smith: Bayesian Theory (Wiley, New York, 1994). Statistical Decision Theory and Bayesian Analysis, 2nd Ed., Springer-Verlag. Note that those from the field of statistics who work on decision theory tend to talk about a "loss function," which is simply an inverse utility function. Introduction to Statistical Decision Theory by Pratt/Raiffa/Schlaifer. Bayes theorem for updating probabilities; 10.3. For an overview of decision theory from this literature (Pearl 2000, ch. Statistical Decision Theory and Bayesian Analysis by J.O.Berger. Berger: Statistical Decision Theory and Bayesian Analysis (Springer, New York, 1985) 2nd ed.