The likelihood principle:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hayward, Calif.
1988
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series
6. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 143 - 160.2 |
| Beschreibung: | XII, 208 S. |
| ISBN: | 0940600137 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV009650567 | ||
| 003 | DE-604 | ||
| 005 | 20050615 | ||
| 007 | t | ||
| 008 | 940609s1988 |||| 00||| eng d | ||
| 020 | |a 0940600137 |9 0-940600-13-7 | ||
| 035 | |a (OCoLC)18330253 | ||
| 035 | |a (DE-599)BVBBV009650567 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-945 |a DE-91G |a DE-11 | ||
| 050 | 0 | |a QA276.8 | |
| 082 | 0 | |a 519.5/44 |2 20 | |
| 084 | |a QH 233 |0 (DE-625)141548: |2 rvk | ||
| 084 | |a SK 830 |0 (DE-625)143259: |2 rvk | ||
| 084 | |a MAT 625f |2 stub | ||
| 100 | 1 | |a Berger, James O. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The likelihood principle |c James O. Berger ; Robert L. Wolpert |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Hayward, Calif. |c 1988 | |
| 300 | |a XII, 208 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series |v 6. | |
| 500 | |a Literaturverz. S. 143 - 160.2 | ||
| 650 | 4 | |a Statistique mathématique | |
| 650 | 7 | |a Waarschijnlijkheid (statistiek) |2 gtt | |
| 650 | 4 | |a Estimation theory | |
| 650 | 4 | |a Mathematical statistics | |
| 650 | 4 | |a Probabilities | |
| 650 | 0 | 7 | |a Maximum-Likelihood-Schätzung |0 (DE-588)4194624-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Likelihood-Funktion |0 (DE-588)4657256-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Likelihood-Funktion |0 (DE-588)4657256-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Maximum-Likelihood-Schätzung |0 (DE-588)4194624-8 |D s |
| 689 | 1 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Wolpert, Robert L. |e Verfasser |4 aut | |
| 830 | 0 | |a Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series |v 6. |w (DE-604)BV008930051 |9 6 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006380340&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006380340 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804123992976523264 |
|---|---|
| adam_text | Titel: The likelihood principle
Autor: Berger, James O
Jahr: 1988
TABLE OF CONTENTS CHAPTER 1. INTRODUCTION ......................... 1 CHAPTER 2. CONDITIONING ......................... 5 2.1. Simple Examples ......................... 5 2.2. Relevant Subsets ........................ 11 2.3. Ancillarity...........................13 2.4. Conditional Frequenti st Procedures ............... 14 2.4.1. Conditional Confidence ................. 14 2.4.2. Estimated Confidence .................. 16 2.5. Criticisms of Partial Conditioning ............... 16 CHAPTER 3. THE LIKELIHOOD PRINCIPLE AND GENERALIZATIONS ......... 19 3.1. Introduction..........................19 3.2. History of the Likelihood Principle ............... 22 3.3. Birnbaum s Development - the Discrete Case...........24 3.3.1. Evidence , Conditionality, and Sufficiency ........ 24 3.3.2. Axiomatic Development .................. 26 3.4. Generalizations Beyond the Discrete Case ............ 28 3.4.1. Difficulties in the Nondiscrete Case ..........29 3.4.2. Evidence, Conditionality, and Sufficiency ........ 31 3.4.3. The Relative Likelihood Principle ............ 32 3.5. Prediction, Design, Nuisance Parameters, and the LP ....... 36 3.5.1. Introduction ...................... 36 3.5.2. Unobserved Variables: Prediction and Design ...... 37 3.5.3. Nuisance Variables and Parameters ............ 41 x
TABLE OF CONTENTS xi 3.6. Criticisms of Birnbaum s Axiomatic Development ......... 42 3.6.1. The Model Assumption .................. 43 3.6.2. The Evidence Assumption ................. 45 3.6.3. The Weak Conditionality Principle ............ 45 3.6.4. The Sufficiency Principle ................ 46 3.7. Violation of the Likelihood Principle: Inadmissibility and Incoherency...........................50 3.7.1. Introduction ...................... 50 3.7.2. Decision Theoretic Evaluation .............. 52 3.7.3. Betting Evaluation ................... 59 CHAPTER 4. CONSEQUENCES AND CRITICISMS OF THE LIKELIHOOD PRINCIPLE AND THE RELATIVE LIKELIHOOD PRINCIPLE ................. 65 4.1. Incompatibility with Frequentist Concepts ............ 65 4.1.1. Introduction ...................... 65 4.1.2. Objectivity ....................... 67 4.1.3. Procedures for Nonspeaialists .............. 68 4.1.4. Repeatability ...................... 70 4.1.5. The Confidence Principle ................ 71 4.2. The Irrelevance of Stopping Rules................74 4.2.1. Introduction ...................... 74 4.2.2. The (Discrete) Stopping Rule Principle ......... 75 4.3.2. Positive Implications . . ................ 77 4.2.4. Criticisms ....................... 80 4.2.5. Stopping Rules and Inadmissibility ........... 83 4.2.6. The General Stopping Rule Principle ........... 86 4.2.7. Informative Stopping Rules ............... 88 4.3. The Irrelevance of Censoring Mechanisms 4.3.1. Introduction ...................... 90 4.3.2. Fixed Censoring and Equivalent Censoring Mechanisms ... 92 4.3.3. Random Censoring .................... 95 4.3.4. Informative Censoring ................... 103
TABLE OF CONTENTS xii 4.4. Significance Testing ..................... 104 4.4.1. Conflict with the Likelihood Principle ........ 104 4.4.2. Averaging Over More Extreme Observations ...... 105 4.4.3. Testing a Single Null Model ............. 109 4.4.4. Conclusions ..................... 109.3 4.5. Randomization Analysis .................... 110 4.5.1. Introduction ..................... 110 4.5.2. Finite Population Sampling .............. 112 4.5.3. Randomization Tests ................. 117 CHAPTER 5. IMPLEMENTATION OF THE LIKELIHOOD PRINCIPLE ......... 121 5.1. Introduction................ 121 5.2. Non-Bayesian Likelihood Methods ............... 122 5.3. Arguments for Bayesian Implementation ............ 124 5.3.1. General Considerations ................ 124 5.3.2. The Fraser-Monette-Ng , Stone, and Stein Examples . . . 127 5.4. Robust Bayesian Analysis ......... 136 5.5. Conclusions......................... 141 REFERENCES............................... 143 ADDITIONAL OR UPDATED REFERENCES .................... 160 DISCUSSION BY M. J. BAYARRI AND M. H. DEGR00T.............160.3 DISCUSSION BY BRUCE HILL........................ 161 DISCUSSION BY DAVID LANE........................ 175 DISCUSSION BY LUCIEN LE CAM............ .......... 182 REPLY TO THE DISCUSSION........................ 186 ADDITIONAL REFERENCES IN THE DISCUSSION ................ 198 INDEX OF EXAMPLES........................... 200 AUTHOR INDEX .............................. 201 SUBJECT INDEX ............................. 204 ERRATA AND CLARIFICATIONS ....................... 207
|
| any_adam_object | 1 |
| author | Berger, James O. Wolpert, Robert L. |
| author_facet | Berger, James O. Wolpert, Robert L. |
| author_role | aut aut |
| author_sort | Berger, James O. |
| author_variant | j o b jo job r l w rl rlw |
| building | Verbundindex |
| bvnumber | BV009650567 |
| callnumber-first | Q - Science |
| callnumber-label | QA276 |
| callnumber-raw | QA276.8 |
| callnumber-search | QA276.8 |
| callnumber-sort | QA 3276.8 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 233 SK 830 |
| classification_tum | MAT 625f |
| ctrlnum | (OCoLC)18330253 (DE-599)BVBBV009650567 |
| dewey-full | 519.5/44 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/44 |
| dewey-search | 519.5/44 |
| dewey-sort | 3519.5 244 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02104nam a2200529 cb4500</leader><controlfield tag="001">BV009650567</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20050615 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">940609s1988 |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0940600137</subfield><subfield code="9">0-940600-13-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)18330253</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV009650567</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-945</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-11</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA276.8</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5/44</subfield><subfield code="2">20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 233</subfield><subfield code="0">(DE-625)141548:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 830</subfield><subfield code="0">(DE-625)143259:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 625f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Berger, James O.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The likelihood principle</subfield><subfield code="c">James O. Berger ; Robert L. Wolpert</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hayward, Calif.</subfield><subfield code="c">1988</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XII, 208 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series</subfield><subfield code="v">6.</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. 143 - 160.2</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistique mathématique</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Waarschijnlijkheid (statistiek)</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Estimation theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probabilities</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Maximum-Likelihood-Schätzung</subfield><subfield code="0">(DE-588)4194624-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Likelihood-Funktion</subfield><subfield code="0">(DE-588)4657256-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Likelihood-Funktion</subfield><subfield code="0">(DE-588)4657256-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Maximum-Likelihood-Schätzung</subfield><subfield code="0">(DE-588)4194624-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Wolpert, Robert L.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series</subfield><subfield code="v">6.</subfield><subfield code="w">(DE-604)BV008930051</subfield><subfield code="9">6</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006380340&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006380340</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV009650567 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:38:35Z |
| institution | BVB |
| isbn | 0940600137 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006380340 |
| oclc_num | 18330253 |
| open_access_boolean | |
| owner | DE-945 DE-91G DE-BY-TUM DE-11 |
| owner_facet | DE-945 DE-91G DE-BY-TUM DE-11 |
| physical | XII, 208 S. |
| publishDate | 1988 |
| publishDateSearch | 1988 |
| publishDateSort | 1988 |
| record_format | marc |
| series | Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series |
| series2 | Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series |
| spelling | Berger, James O. Verfasser aut The likelihood principle James O. Berger ; Robert L. Wolpert 2. ed. Hayward, Calif. 1988 XII, 208 S. txt rdacontent n rdamedia nc rdacarrier Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series 6. Literaturverz. S. 143 - 160.2 Statistique mathématique Waarschijnlijkheid (statistiek) gtt Estimation theory Mathematical statistics Probabilities Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf Likelihood-Funktion (DE-588)4657256-9 gnd rswk-swf Likelihood-Funktion (DE-588)4657256-9 s DE-604 Maximum-Likelihood-Schätzung (DE-588)4194624-8 s 1\p DE-604 Wolpert, Robert L. Verfasser aut Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series 6. (DE-604)BV008930051 6 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006380340&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Berger, James O. Wolpert, Robert L. The likelihood principle Institute of Mathematical Statistics <Hayward, Calif.>: Lecture notes, monograph series Statistique mathématique Waarschijnlijkheid (statistiek) gtt Estimation theory Mathematical statistics Probabilities Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Likelihood-Funktion (DE-588)4657256-9 gnd |
| subject_GND | (DE-588)4194624-8 (DE-588)4657256-9 |
| title | The likelihood principle |
| title_auth | The likelihood principle |
| title_exact_search | The likelihood principle |
| title_full | The likelihood principle James O. Berger ; Robert L. Wolpert |
| title_fullStr | The likelihood principle James O. Berger ; Robert L. Wolpert |
| title_full_unstemmed | The likelihood principle James O. Berger ; Robert L. Wolpert |
| title_short | The likelihood principle |
| title_sort | the likelihood principle |
| topic | Statistique mathématique Waarschijnlijkheid (statistiek) gtt Estimation theory Mathematical statistics Probabilities Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Likelihood-Funktion (DE-588)4657256-9 gnd |
| topic_facet | Statistique mathématique Waarschijnlijkheid (statistiek) Estimation theory Mathematical statistics Probabilities Maximum-Likelihood-Schätzung Likelihood-Funktion |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006380340&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV008930051 |
| work_keys_str_mv | AT bergerjameso thelikelihoodprinciple AT wolpertrobertl thelikelihoodprinciple |