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Optimal Statistical Decisions / Edition 1

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More About This Textbook

Overview

The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists.
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Product Details

  • ISBN-13: 9780471680291
  • Publisher: Wiley, John & Sons, Incorporated
  • Publication date: 4/30/2004
  • Series: Wiley Classics Library Series , #82
  • Edition description: WCL Edition
  • Edition number: 1
  • Pages: 512
  • Product dimensions: 6.13 (w) x 9.25 (h) x 1.00 (d)

Meet the Author

Morris DeGroot (now deceased) was a great statistician and gentleman of the 20th Century. Says friend and coworker Joseph B. ("Jay") Kadane of DeGroot in the Foreword, "He was an institutional builder, as founder of the Statistics Department at Carnegie Mellon University and as first Executive Editor of Statistical Science. He was a wonderful colleague and friend, always ready for a chat about principles, a research problem, a departmental problem, a reference, or personal advice."
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Table of Contents

Pt. 1 Survey of probability theory
Ch. 1 Introduction 3
Ch. 2 Experiments, samples spaces, and probability 6
Ch. 3 Random variables, random vectors, and distribution functions 16
Ch. 4 Some special univariate distributions 33
Ch. 5 Some special multivariate distributions 48
Pt. 2 Subjective probability and utility
Ch. 6 Subjective probability 69
Ch. 7 Utility 86
Pt. 3 Statistical decision problems
Ch. 8 Decision problems 121
Ch. 9 Conjugate prior distributions 155
Ch. 10 Limiting posterior distributions 190
Ch. 11 Estimation, testing hypotheses, and linear statistical models 226
Pt. 4 Sequential decisions
Ch. 12 Sequential sampling 267
Ch. 13 Optimal stopping 324
Ch. 14 Sequential choice of experiments 385
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