Bayesian theory:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
2004
|
| Ausgabe: | Repr. |
| Schriftenreihe: | Wiley series in propability and statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIV, 586 S. |
| ISBN: | 047149464X |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV021808522 | ||
| 003 | DE-604 | ||
| 005 | 20070507 | ||
| 007 | t | ||
| 008 | 061113s2004 |||| 00||| eng d | ||
| 020 | |a 047149464X |9 0-471-49464-X | ||
| 035 | |a (OCoLC)255733706 | ||
| 035 | |a (DE-599)BVBBV021808522 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-19 |a DE-N2 |a DE-945 |a DE-29T | ||
| 082 | 0 | |a 519.542 | |
| 084 | |a QH 233 |0 (DE-625)141548: |2 rvk | ||
| 084 | |a SK 830 |0 (DE-625)143259: |2 rvk | ||
| 100 | 1 | |a Bernardo, José M. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Bayesian theory |c Jose M. Bernardo ; Adrian F. M. Smith |
| 250 | |a Repr. | ||
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 2004 | |
| 300 | |a XIV, 586 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley series in propability and statistics | |
| 650 | 4 | |a Bayes-Verfahren | |
| 650 | 0 | 7 | |a CD-ROM |0 (DE-588)4139307-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Entscheidungstheorie |0 (DE-588)4138606-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Bayes-Entscheidungstheorie |0 (DE-588)4144220-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Bayes-Verfahren |0 (DE-588)4204326-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Bayes-Verfahren |0 (DE-588)4204326-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Bayes-Entscheidungstheorie |0 (DE-588)4144220-9 |D s |
| 689 | 1 | 1 | |a CD-ROM |0 (DE-588)4139307-7 |D s |
| 689 | 1 | |8 1\p |5 DE-604 | |
| 689 | 2 | 0 | |a Entscheidungstheorie |0 (DE-588)4138606-1 |D s |
| 689 | 2 | |8 2\p |5 DE-604 | |
| 700 | 1 | |a Smith, Adrian F. M. |d 1946- |e Verfasser |0 (DE-588)12467464X |4 aut | |
| 856 | 4 | 2 | |m HEBIS Datenaustausch Darmstadt |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015020861&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-015020861 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804135727996338176 |
|---|---|
| adam_text | BAYESIAN THEORY JOSE M. BERNARDO PROFESSOR OF STATISTICS UNIVERSIDAD DE
VALENCIA, SPAIN ADRIAN F. M. SMITH PROFESSOR OF STATISTICS IMPERIAL
COLLEGE OF SCIENCE, TECHNOLOGY AND MEDICINE, LONDON, UK JOHN WILEY &
SONS, LTD CHICHESTER * NEW YORK * WEINHEIM * BRISBANE * SINGAPORE *
TORONTO CONTENTS 1. INTRODUCTION 1 1.1. 1.2. 1.3. 1.4. 1.5. THOMAS BAYES
1 THE SUBJECTIVIST VIEW OF PROBABILITY 2 BAYESIAN STATISTICS IN
PERSPECTIVE 3 AN OVERVIEW OF BAYESIAN THEORY 5 1.4.1. SCOPE 5 1.4.2.
FOUNDATIONS 5 1.4.3. GENERALISATIONS 6 1.4.4. MODELLING 7 1.4.5.
INFERENCE 7 1.4.6. REMODELLING 8 1.4.7. BASIC FORMULAE 8 1.4.8.
NON-BAYESIAN THEORIES 9 A BAYESIAN READING LIST 9 CONTENTS 2.
FOUNDATIONS 13 2.1. BELIEFS AND ACTIONS 13 2.2. DECISION PROBLEMS 1 6
2.2.1. BASIC ELEMENTS 16 2.2.2. FORMAL REPRESENTATION 18 2.3. COHERENCE
AND QUANTIFICATION 23 2.3.1. EVENTS, OPTIONS AND PREFERENCES 23 2.3.2.
COHERENT PREFERENCES 23 2.3.3. QUANTIFICATION 28 2.4. BELIEFS AND
PROBABILITIES 33 2.4.1. REPRESENTATION OF BELIEFS 33 2.4.2. REVISION OF
BELIEFS AND BAYES THEOREM 38 2.4.3. CONDITIONAL INDEPENDENCE 45 2.4.4.
SEQUENTIAL REVISION OF BELIEFS 47 2.5. ACTIONS AND UTILITIES 49 2.5.1.
BOUNDED SETS OF CONSEQUENCES 49 2.5.2. BOUNDED DECISION PROBLEMS 50
2.5.3. GENERAL DECISION PROBLEMS 54 2.6. SEQUENTIAL DECISION PROBLEMS 56
2.6.1. COMPLEX DECISION PROBLEMS 56 2.6.2. BACKWARD INDUCTION 59 2.6.3.
DESIGN OF EXPERIMENTS 63 2.7. INFERENCE AND INFORMATION 67 2.7.1.
REPORTING BELIEFS AS A DECISION PROBLEM 67 2.7.2. THE UTILITY OF A
PROBABILITY DISTRIBUTION 69 2.7.3. APPROXIMATION AND DISCREPANCY 75
2.7.4. INFORMATION 77 2.8. DISCUSSION AND FURTHER REFERENCES 81 2.8.1.
OPERATIONAL DEFINITIONS 81 2.8.2. QUANTITATIVE COHERENCE THEORIES 83
2.8.3. RELATED THEORIES 85 2.8.4. CRITICAL ISSUES 92 CONTENTS XI 3.
GENERALISATIONS 105 3.1. GENERALISED REPRESENTATION OF BELIEFS 105
3.1.1. MOTIVATION 105 3.1.2. COUNTABLE ADDITIVITY 106 3.2. REVIEW OF
PROBABILITY THEORY 109 3.2.1. RANDOM QUANTITIES AND DISTRIBUTIONS 109
3.2.2. SOME PARTICULAR UNIVARIATE DISTRIBUTIONS 114 3.2.3. CONVERGENCE
AND LIMIT THEOREMS 125 3.2.4. RANDOM VECTORS, BAYES THEOREM 127 3.2.5.
SOME PARTICULAR MULTIVARIATE DISTRIBUTIONS 133 3.3. GENERALISED OPTIONS
AND UTILITIES 141 3.3.1. MOTIVATION AND PRELIMINARIES 141 3.3.2.
GENERALISED PREFERENCES 145 3.3.3. THE VALUE OF INFORMATION 147 3.4.
GENERALISED INFORMATION MEASURES 150 3.4.1. THE GENERAL PROBLEM OF
REPORTING BELIEFS 150 3.4.2. THE UTILITY OF A GENERAL PROBABILITY
DISTRIBUTION 151 3.4.3. GENERALISED APPROXIMATION AND DISCREPANCY 154
3.4.4. GENERALISED INFORMATION 157 3.5. DISCUSSION AND FURTHER
REFERENCES 160 3.5.1. THE ROLE OF MATHEMATICS 160 3.5.2. CRITICAL ISSUES
161 4. MODELLING 165 4.1 STATISTICAL MODELS 165 4.1.1. BELIEFS AND
MODELS 1 65 4.2. EXCHANGEABILITY AND RELATED CONCEPTS 167 4.2.1.
DEPENDENCE AND INDEPENDENCE 167 4.2.2. EXCHANGEABILITY AND PARTIAL
EXCHANGEABILITY 168 4.3. MODELS VIA EXCHANGEABILITY 172 4.3.1. THE
BERNOULLI AND BINOMIAL MODELS 172 4.3.2. THE MULTINOMIAL MODEL 176
4.3.3. THE GENERAL MODEL 177 XII CONTENTS 4.4. MODELS VIA INVARIANCE 181
4.4.1. THE NORMAL MODEL 181 4.4.2. THE MULTIVARIATE NORMAL MODEL 185
4.4.3. THE EXPONENTIAL MODEL 187 4.4.4. THE GEOMETRIC MODEL 189 4.5.
MODELS VIA SUFFICIENT STATISTICS 190 4.5.1. SUMMARY STATISTICS 190
4.5.2. PREDICTIVE SUFFICIENCY AND PARAMETRIC SUFFICIENCY 191 4.5.3.
SUFFICIENCY AND THE EXPONENTIAL FAMILY 197 4.5.4. INFORMATION MEASURES
AND THE EXPONENTIAL FAMILY 207 4.6. MODELS VIA PARTIAL EXCHANGEABILITY
209 4.6.1. MODELS FOR EXTENDED DATA STRUCTURES 209 4.6.2. SEVERAL
SAMPLES 211 4.6.3. STRUCTURED LAYOUTS 217 4.6.4. COVARIATES 219 4.6.5.
HIERARCHICAL MODELS 222 4.7. PRAGMATIC ASPECTS 226 4.7.1. FINITE AND
INFINITE EXCHANGEABILITY 226 4.7.2. PARAMETRIC AND NONPARAMETRIC MODELS
228 4.7.3. MODEL ELABORATION 229 4.7.4. MODEL SIMPLIFICATION 233 4.7.5.
PRIOR DISTRIBUTIONS 234 4.8. DISCUSSION AND FURTHER REFERENCES 235
4.8.1. REPRESENTATION THEOREMS 235 4.8.2. SUBJECTIVITY AND OBJECTIVITY
236 4.8.3. CRITICAL ISSUES 237 5. INFERENCE 241 5.1. THE BAYESIAN
PARADIGM 241 5.1.1. OBSERVABLES, BELIEFS AND MODELS 241 5.1.2. THE ROLE
OF BAYES THEOREM 242 5.1.3. PREDICTIVE AND PARAMETRIC INFERENCE 243
5.1.4. SUFFICIENCY, ANCILLARITY AND STOPPING RULES 247 5.1.5. DECISIONS
AND INFERENCE SUMMARIES 255 5.1.6. IMPLEMENTATION ISSUES 263 CONTENTS
XIII 5.2. CONJUGATE ANALYSIS 265 5.2.1. CONJUGATE FAMILIES 265 5.2.2.
CANONICAL CONJUGATE ANALYSIS 269 5.2.3. APPROXIMATIONS WITH CONJUGATE
FAMILIES 279 5.3. ASYMPTOTIC ANALYSIS 285 5.3.1. DISCRETE ASYMPTOTICS
286 5.3.2. CONTINUOUS ASYMPTOTICS 287 5.3.3. ASYMPTOTICS UNDER
TRANSFORMATIONS 295 5.4. REFERENCE ANALYSIS 298 5.4.1. REFERENCE
DECISIONS 299 5.4.2. ONE-DIMENSIONAL REFERENCE DISTRIBUTIONS 302 5.4.3.
RESTRICTED REFERENCE DISTRIBUTIONS 316 5.4.4. NUISANCE PARAMETERS 320
5.4.5. MULTIPARAMETER PROBLEMS 333 5.5. NUMERICAL APPROXIMATIONS 339
5.5.1. LAPLACE APPROXIMATION 340 5.5.2. ITERATIVE QUADRATURE 346 5.5.3.
IMPORTANCE SAMPLING 348 5.5.4. SAMPLING-IMPORTANCE-RESAMPLING 350 5.5.5.
MARKOV CHAIN MONTE CARLO 353 5.6. DISCUSSION AND FURTHER REFERENCES 356
5.6.1. AN HISTORICAL FOOTNOTE 356 5.6.2. PRIOR IGNORANCE 357 5.6.3.
ROBUSTNESS 367 5.6.4. HIERARCHICAL AND EMPIRICAL BAYES 371 5.6.5.
FURTHER METHODOLOGICAL DEVELOPMENTS 373 5.6.6. CRITICAL ISSUES 374 6.
REMODELLING 377 6.1. MODEL COMPARISON 37 7 6.1.1. RANGES OF MODELS 377
6.1.2. PERSPECTIVES ON MODEL COMPARISON 383 6.1.3. MODEL COMPARISON AS A
DECISION PROBLEM 386 6.1.4. ZERO-ONE UTILITIES AND BAYES FACTORS 389
6.1.5. GENERAL UTILITIES 395 6.1.6. APPROXIMATION BY CROSS-VALIDATION
403 6.1.7. COVARIATE SELECTION 407 XIV CONTENTS 6.2. MODEL REJECTION 409
6.2. 1 . MODEL REJECTION THROUGH MODEL COMPARISON 409 6.2.2. DISCREPANCY
MEASURES FOR MODEL REJECTION 412 6.2.3. ZERO-ONE DISCREPANCIES 413
6.2.4. GENERAL DISCREPANCIES 415 6.3. DISCUSSION AND FURTHER REFERENCES
417 6.3.1. OVERVIEW 417 6.3.2. MODELLING AND REMODELLING 418 6.3.3.
CRITICAL ISSUES 418 A. SUMMARY OF BASIC FORMULAE 427 A.I. PROBABILITY
DISTRIBUTIONS 427 A.2. INFERENTIAL PROCESSES 436 B. NON-BAYESIAN
THEORIES 443 B.I. OVERVIEW 443 B.2. ALTERNATIVE APPROACHES 445 B.2.1.
CLASSICAL DECISION THEORY 445 B.2.2. FREQUENTIST PROCEDURES 449 B.2.3.
LIKELIHOOD INFERENCE 454 B.2.4. FIDUCIAL AND RELATED THEORIES 456 B.3.
STYLISED INFERENCE PROBLEMS 460 B.3.1. POINT ESTIMATION 460 B.3.2.
INTERVAL ESTIMATION 465 B.3.3. HYPOTHESIS TESTING 469 B.3.4.
SIGNIFICANCE TESTING 475 B.4. COMPARATIVE ISSUES 478 B.4.1. CONDITIONAL
AND UNCONDITIONAL INFERENCE 478 B.4.2. NUISANCE PARAMETERS AND
MARGINALISATION 479 B.4.3. APPROACHES TO PREDICTION 482 B.4.4. ASPECTS
OF ASYMPTOTICS 485 B.4.5. MODEL CHOICE CRITERIA 486 REFERENCES 489
SUBJECT INDEX 555 AUTHOR INDEX 573
|
| adam_txt |
BAYESIAN THEORY JOSE M. BERNARDO PROFESSOR OF STATISTICS UNIVERSIDAD DE
VALENCIA, SPAIN ADRIAN F. M. SMITH PROFESSOR OF STATISTICS IMPERIAL
COLLEGE OF SCIENCE, TECHNOLOGY AND MEDICINE, LONDON, UK JOHN WILEY &
SONS, LTD CHICHESTER * NEW YORK * WEINHEIM * BRISBANE * SINGAPORE *
TORONTO CONTENTS 1. INTRODUCTION 1 1.1. 1.2. 1.3. 1.4. 1.5. THOMAS BAYES
1 THE SUBJECTIVIST VIEW OF PROBABILITY 2 BAYESIAN STATISTICS IN
PERSPECTIVE 3 AN OVERVIEW OF BAYESIAN THEORY 5 1.4.1. SCOPE 5 1.4.2.
FOUNDATIONS 5 1.4.3. GENERALISATIONS 6 1.4.4. MODELLING 7 1.4.5.
INFERENCE 7 1.4.6. REMODELLING 8 1.4.7. BASIC FORMULAE 8 1.4.8.
NON-BAYESIAN THEORIES 9 A BAYESIAN READING LIST 9 CONTENTS 2.
FOUNDATIONS 13 2.1. BELIEFS AND ACTIONS 13 2.2. DECISION PROBLEMS 1 6
2.2.1. BASIC ELEMENTS 16 2.2.2. FORMAL REPRESENTATION 18 2.3. COHERENCE
AND QUANTIFICATION 23 2.3.1. EVENTS, OPTIONS AND PREFERENCES 23 2.3.2.
COHERENT PREFERENCES 23 2.3.3. QUANTIFICATION 28 2.4. BELIEFS AND
PROBABILITIES 33 2.4.1. REPRESENTATION OF BELIEFS 33 2.4.2. REVISION OF
BELIEFS AND BAYES'THEOREM 38 2.4.3. CONDITIONAL INDEPENDENCE 45 2.4.4.
SEQUENTIAL REVISION OF BELIEFS 47 2.5. ACTIONS AND UTILITIES 49 2.5.1.
BOUNDED SETS OF CONSEQUENCES 49 2.5.2. BOUNDED DECISION PROBLEMS 50
2.5.3. GENERAL DECISION PROBLEMS 54 2.6. SEQUENTIAL DECISION PROBLEMS 56
2.6.1. COMPLEX DECISION PROBLEMS 56 2.6.2. BACKWARD INDUCTION 59 2.6.3.
DESIGN OF EXPERIMENTS 63 2.7. INFERENCE AND INFORMATION 67 2.7.1.
REPORTING BELIEFS AS A DECISION PROBLEM 67 2.7.2. THE UTILITY OF A
PROBABILITY DISTRIBUTION 69 2.7.3. APPROXIMATION AND DISCREPANCY 75
2.7.4. INFORMATION 77 2.8. DISCUSSION AND FURTHER REFERENCES 81 2.8.1.
OPERATIONAL DEFINITIONS 81 2.8.2. QUANTITATIVE COHERENCE THEORIES 83
2.8.3. RELATED THEORIES 85 2.8.4. CRITICAL ISSUES 92 CONTENTS XI 3.
GENERALISATIONS 105 3.1. GENERALISED REPRESENTATION OF BELIEFS 105
3.1.1. MOTIVATION 105 3.1.2. COUNTABLE ADDITIVITY 106 3.2. REVIEW OF
PROBABILITY THEORY 109 3.2.1. RANDOM QUANTITIES AND DISTRIBUTIONS 109
3.2.2. SOME PARTICULAR UNIVARIATE DISTRIBUTIONS 114 3.2.3. CONVERGENCE
AND LIMIT THEOREMS 125 3.2.4. RANDOM VECTORS, BAYES'THEOREM 127 3.2.5.
SOME PARTICULAR MULTIVARIATE DISTRIBUTIONS 133 3.3. GENERALISED OPTIONS
AND UTILITIES 141 3.3.1. MOTIVATION AND PRELIMINARIES 141 3.3.2.
GENERALISED PREFERENCES 145 3.3.3. THE VALUE OF INFORMATION 147 3.4.
GENERALISED INFORMATION MEASURES 150 3.4.1. THE GENERAL PROBLEM OF
REPORTING BELIEFS 150 3.4.2. THE UTILITY OF A GENERAL PROBABILITY
DISTRIBUTION 151 3.4.3. GENERALISED APPROXIMATION AND DISCREPANCY 154
3.4.4. GENERALISED INFORMATION 157 3.5. DISCUSSION AND FURTHER
REFERENCES 160 3.5.1. THE ROLE OF MATHEMATICS 160 3.5.2. CRITICAL ISSUES
161 4. MODELLING 165 4.1 STATISTICAL MODELS 165 4.1.1. BELIEFS AND
MODELS 1 65 4.2. EXCHANGEABILITY AND RELATED CONCEPTS 167 4.2.1.
DEPENDENCE AND INDEPENDENCE 167 4.2.2. EXCHANGEABILITY AND PARTIAL
EXCHANGEABILITY 168 4.3. MODELS VIA EXCHANGEABILITY 172 4.3.1. THE
BERNOULLI AND BINOMIAL MODELS 172 4.3.2. THE MULTINOMIAL MODEL 176
4.3.3. THE GENERAL MODEL 177 XII CONTENTS 4.4. MODELS VIA INVARIANCE 181
4.4.1. THE NORMAL MODEL 181 4.4.2. THE MULTIVARIATE NORMAL MODEL 185
4.4.3. THE EXPONENTIAL MODEL 187 4.4.4. THE GEOMETRIC MODEL 189 4.5.
MODELS VIA SUFFICIENT STATISTICS 190 4.5.1. SUMMARY STATISTICS 190
4.5.2. PREDICTIVE SUFFICIENCY AND PARAMETRIC SUFFICIENCY 191 4.5.3.
SUFFICIENCY AND THE EXPONENTIAL FAMILY 197 4.5.4. INFORMATION MEASURES
AND THE EXPONENTIAL FAMILY 207 4.6. MODELS VIA PARTIAL EXCHANGEABILITY
209 4.6.1. MODELS FOR EXTENDED DATA STRUCTURES 209 4.6.2. SEVERAL
SAMPLES 211 4.6.3. STRUCTURED LAYOUTS 217 4.6.4. COVARIATES 219 4.6.5.
HIERARCHICAL MODELS 222 4.7. PRAGMATIC ASPECTS 226 4.7.1. FINITE AND
INFINITE EXCHANGEABILITY 226 4.7.2. PARAMETRIC AND NONPARAMETRIC MODELS
228 4.7.3. MODEL ELABORATION 229 4.7.4. MODEL SIMPLIFICATION 233 4.7.5.
PRIOR DISTRIBUTIONS 234 4.8. DISCUSSION AND FURTHER REFERENCES 235
4.8.1. REPRESENTATION THEOREMS 235 4.8.2. SUBJECTIVITY AND OBJECTIVITY
236 4.8.3. CRITICAL ISSUES 237 5. INFERENCE 241 5.1. THE BAYESIAN
PARADIGM 241 5.1.1. OBSERVABLES, BELIEFS AND MODELS 241 5.1.2. THE ROLE
OF BAYES'THEOREM 242 5.1.3. PREDICTIVE AND PARAMETRIC INFERENCE 243
5.1.4. SUFFICIENCY, ANCILLARITY AND STOPPING RULES 247 5.1.5. DECISIONS
AND INFERENCE SUMMARIES 255 5.1.6. IMPLEMENTATION ISSUES 263 CONTENTS
XIII 5.2. CONJUGATE ANALYSIS 265 5.2.1. CONJUGATE FAMILIES 265 5.2.2.
CANONICAL CONJUGATE ANALYSIS 269 5.2.3. APPROXIMATIONS WITH CONJUGATE
FAMILIES 279 5.3. ASYMPTOTIC ANALYSIS 285 5.3.1. DISCRETE ASYMPTOTICS
286 5.3.2. CONTINUOUS ASYMPTOTICS 287 5.3.3. ASYMPTOTICS UNDER
TRANSFORMATIONS 295 5.4. REFERENCE ANALYSIS 298 5.4.1. REFERENCE
DECISIONS 299 5.4.2. ONE-DIMENSIONAL REFERENCE DISTRIBUTIONS 302 5.4.3.
RESTRICTED REFERENCE DISTRIBUTIONS 316 5.4.4. NUISANCE PARAMETERS 320
5.4.5. MULTIPARAMETER PROBLEMS 333 5.5. NUMERICAL APPROXIMATIONS 339
5.5.1. LAPLACE APPROXIMATION 340 5.5.2. ITERATIVE QUADRATURE 346 5.5.3.
IMPORTANCE SAMPLING 348 5.5.4. SAMPLING-IMPORTANCE-RESAMPLING 350 5.5.5.
MARKOV CHAIN MONTE CARLO 353 5.6. DISCUSSION AND FURTHER REFERENCES 356
5.6.1. AN HISTORICAL FOOTNOTE 356 5.6.2. PRIOR IGNORANCE 357 5.6.3.
ROBUSTNESS 367 5.6.4. HIERARCHICAL AND EMPIRICAL BAYES 371 5.6.5.
FURTHER METHODOLOGICAL DEVELOPMENTS 373 5.6.6. CRITICAL ISSUES 374 6.
REMODELLING 377 6.1. MODEL COMPARISON 37 7 6.1.1. RANGES OF MODELS 377
6.1.2. PERSPECTIVES ON MODEL COMPARISON 383 6.1.3. MODEL COMPARISON AS A
DECISION PROBLEM 386 6.1.4. ZERO-ONE UTILITIES AND BAYES FACTORS 389
6.1.5. GENERAL UTILITIES 395 6.1.6. APPROXIMATION BY CROSS-VALIDATION
403 6.1.7. COVARIATE SELECTION 407 XIV CONTENTS 6.2. MODEL REJECTION 409
6.2. 1 . MODEL REJECTION THROUGH MODEL COMPARISON 409 6.2.2. DISCREPANCY
MEASURES FOR MODEL REJECTION 412 6.2.3. ZERO-ONE DISCREPANCIES 413
6.2.4. GENERAL DISCREPANCIES 415 6.3. DISCUSSION AND FURTHER REFERENCES
417 6.3.1. OVERVIEW 417 6.3.2. MODELLING AND REMODELLING 418 6.3.3.
CRITICAL ISSUES 418 A. SUMMARY OF BASIC FORMULAE 427 A.I. PROBABILITY
DISTRIBUTIONS 427 A.2. INFERENTIAL PROCESSES 436 B. NON-BAYESIAN
THEORIES 443 B.I. OVERVIEW 443 B.2. ALTERNATIVE APPROACHES 445 B.2.1.
CLASSICAL DECISION THEORY 445 B.2.2. FREQUENTIST PROCEDURES 449 B.2.3.
LIKELIHOOD INFERENCE 454 B.2.4. FIDUCIAL AND RELATED THEORIES 456 B.3.
STYLISED INFERENCE PROBLEMS 460 B.3.1. POINT ESTIMATION 460 B.3.2.
INTERVAL ESTIMATION 465 B.3.3. HYPOTHESIS TESTING 469 B.3.4.
SIGNIFICANCE TESTING 475 B.4. COMPARATIVE ISSUES 478 B.4.1. CONDITIONAL
AND UNCONDITIONAL INFERENCE 478 B.4.2. NUISANCE PARAMETERS AND
MARGINALISATION 479 B.4.3. APPROACHES TO PREDICTION 482 B.4.4. ASPECTS
OF ASYMPTOTICS 485 B.4.5. MODEL CHOICE CRITERIA 486 REFERENCES 489
SUBJECT INDEX 555 AUTHOR INDEX 573 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Bernardo, José M. Smith, Adrian F. M. 1946- |
| author_GND | (DE-588)12467464X |
| author_facet | Bernardo, José M. Smith, Adrian F. M. 1946- |
| author_role | aut aut |
| author_sort | Bernardo, José M. |
| author_variant | j m b jm jmb a f m s afm afms |
| building | Verbundindex |
| bvnumber | BV021808522 |
| classification_rvk | QH 233 SK 830 |
| ctrlnum | (OCoLC)255733706 (DE-599)BVBBV021808522 |
| dewey-full | 519.542 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.542 |
| dewey-search | 519.542 |
| dewey-sort | 3519.542 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| edition | Repr. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02027nam a2200505 c 4500</leader><controlfield tag="001">BV021808522</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20070507 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">061113s2004 |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">047149464X</subfield><subfield code="9">0-471-49464-X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)255733706</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021808522</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-29T</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.542</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="100" ind1="1" ind2=" "><subfield code="a">Bernardo, José M.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Bayesian theory</subfield><subfield code="c">Jose M. Bernardo ; Adrian F. M. Smith</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Repr.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Chichester [u.a.]</subfield><subfield code="b">Wiley</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIV, 586 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="0" ind2=" "><subfield code="a">Wiley series in propability and statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bayes-Verfahren</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">CD-ROM</subfield><subfield code="0">(DE-588)4139307-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Entscheidungstheorie</subfield><subfield code="0">(DE-588)4138606-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bayes-Entscheidungstheorie</subfield><subfield code="0">(DE-588)4144220-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bayes-Verfahren</subfield><subfield code="0">(DE-588)4204326-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Bayes-Verfahren</subfield><subfield code="0">(DE-588)4204326-8</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">Bayes-Entscheidungstheorie</subfield><subfield code="0">(DE-588)4144220-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">CD-ROM</subfield><subfield code="0">(DE-588)4139307-7</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="689" ind1="2" ind2="0"><subfield code="a">Entscheidungstheorie</subfield><subfield code="0">(DE-588)4138606-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Smith, Adrian F. M.</subfield><subfield code="d">1946-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)12467464X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HEBIS Datenaustausch Darmstadt</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=015020861&sequence=000001&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:BVB01-015020861</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><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\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.BV021808522 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T15:50:03Z |
| indexdate | 2024-07-09T20:45:07Z |
| institution | BVB |
| isbn | 047149464X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015020861 |
| oclc_num | 255733706 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-N2 DE-945 DE-29T |
| owner_facet | DE-19 DE-BY-UBM DE-N2 DE-945 DE-29T |
| physical | XIV, 586 S. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley series in propability and statistics |
| spelling | Bernardo, José M. Verfasser aut Bayesian theory Jose M. Bernardo ; Adrian F. M. Smith Repr. Chichester [u.a.] Wiley 2004 XIV, 586 S. txt rdacontent n rdamedia nc rdacarrier Wiley series in propability and statistics Bayes-Verfahren CD-ROM (DE-588)4139307-7 gnd rswk-swf Entscheidungstheorie (DE-588)4138606-1 gnd rswk-swf Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd rswk-swf Bayes-Verfahren (DE-588)4204326-8 gnd rswk-swf Bayes-Verfahren (DE-588)4204326-8 s DE-604 Bayes-Entscheidungstheorie (DE-588)4144220-9 s CD-ROM (DE-588)4139307-7 s 1\p DE-604 Entscheidungstheorie (DE-588)4138606-1 s 2\p DE-604 Smith, Adrian F. M. 1946- Verfasser (DE-588)12467464X aut HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015020861&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bernardo, José M. Smith, Adrian F. M. 1946- Bayesian theory Bayes-Verfahren CD-ROM (DE-588)4139307-7 gnd Entscheidungstheorie (DE-588)4138606-1 gnd Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Bayes-Verfahren (DE-588)4204326-8 gnd |
| subject_GND | (DE-588)4139307-7 (DE-588)4138606-1 (DE-588)4144220-9 (DE-588)4204326-8 |
| title | Bayesian theory |
| title_auth | Bayesian theory |
| title_exact_search | Bayesian theory |
| title_exact_search_txtP | Bayesian theory |
| title_full | Bayesian theory Jose M. Bernardo ; Adrian F. M. Smith |
| title_fullStr | Bayesian theory Jose M. Bernardo ; Adrian F. M. Smith |
| title_full_unstemmed | Bayesian theory Jose M. Bernardo ; Adrian F. M. Smith |
| title_short | Bayesian theory |
| title_sort | bayesian theory |
| topic | Bayes-Verfahren CD-ROM (DE-588)4139307-7 gnd Entscheidungstheorie (DE-588)4138606-1 gnd Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Bayes-Verfahren (DE-588)4204326-8 gnd |
| topic_facet | Bayes-Verfahren CD-ROM Entscheidungstheorie Bayes-Entscheidungstheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015020861&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT bernardojosem bayesiantheory AT smithadrianfm bayesiantheory |