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Statistical Decision Theory and Bayesian Analysis / Edition 2

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Overview

In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.
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Editorial Reviews

From the Publisher
"The outstanding strengths of the book are its topic coverage, references, exposition, examples and problem sets... This book is an excellent addition to any mathematical statistician's library."
(Bulletin of the Am. Mathematical Soc.)
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Product Details

  • ISBN-13: 9781441930743
  • Publisher: Springer New York
  • Publication date: 12/1/2010
  • Series: Springer Series in Statistics
  • Edition description: Softcover reprint of hardcover 2nd ed. 1985
  • Edition number: 2
  • Pages: 618
  • Product dimensions: 6.10 (w) x 9.20 (h) x 1.40 (d)

Table of Contents

1. Basic concepts; 2. Utility and loss; 3. Prior information and subjective probability; 4. Bayesian analysis; 5. Minimax analysis; 6. Invariance; 7. Preposterior and sequential analysis; 8. Complete and essentially complete classes; Appendices.
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