Principles of Uncertainty / Edition 1

by Joseph B. Kadane

Overview

Addressing what are sometimes thought of as two different subjects, this book presents statistics as simply an application of probability. It provides a comprehensive introduction to uncertainty principles and the theory of Bayesian statistics. Each chapter begins by introducing one new concept or assumption and then explores the consequences of that new assumption when added to those already made. Chapters end with a summary and exercises. Employing "just-in-time mathematics," the author introduces mathematical ideas just before they are applied to advance the main argument.

Product Details

ISBN-13:	9781439861615
Publisher:	Taylor & Francis
Publication date:	05/18/2011
Series:	Chapman & Hall/CRC Texts in Statistical Science
Edition description:	New Edition
Pages:	504
Product dimensions:	7.20(w) x 10.10(h) x 1.20(d)

About the Author

Joseph B. Kadane, Department of Statistics, Carnegie Mellon University, Pittsburgh, Pennsylvania, USA

Table of Contents

Probability. Conditional Probability and Bayes Theorem. Discrete Random Variables. Probability generating functions. Continuous Random Variables. Transformations. Normal Distribution. Making Decisions. Conjugate Analysis. Hierarchical Structuring of a Model. Markov Chain Monte Carlo. Multiparty Problems. Exploration of Old Ideas. Nonparametric Bayesian Methods. Epilogue: Applications'

Editorial Reviews

'my enthusiasm for the book, its original (and of course, subjective) defense of the Bayesian approach, and its highly enjoyable style, remains intact, especially when backed by the proof-in-the pudding 2017 Pragmatics of Uncertainty, which I reviewed in a 2019 issue of CHANCE (32(1)).'

- Christian Robert (2021) Principles of Uncertainty (Second Edition), CHANCE, 34:1, 54-55, DOI: 10.1080/09332480.2021.1885939

"...Overall, my enthusiasm for the book, its original (and of course subjective) defence of the Bayesian approach, and its highly enjoyable style, remains intact! Especially when backed by the proof-in-the pudidng 2017 Pragmatics of Uncertainty..."
- Christian P. Robert, CHANCE 2020

From the Publisher