Авторизация
Поиск по указателям
Berger J.O. — Statistical decision theory and bayesian analysis
Обсудите книгу на научном форуме Нашли опечатку?
Название: Statistical decision theory and bayesian analysisАвтор: Berger J.O. Аннотация: "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 American Mathematical Society 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.
Язык: Рубрика: Математика /Статус предметного указателя: Готов указатель с номерами страниц ed2k: ed2k stats Издание: 2nd editionГод издания: 1985Количество страниц: 617Добавлена в каталог: 04.12.2005Операции: Положить на полку |
Скопировать ссылку для форума | Скопировать ID
Предметный указатель
213 215 222 218 205 346 Adaptive ridge regression estimators 557 Admissibility 10 Admissibility and complete classes 522 Admissibility and stopping rules 509 Admissibility of Bayes rules 253 Admissibility of generalized Bayes rules 254 Admissibility of invariant rules 422 Admissibility of lower boundary points 336 Admissibility of minimax rules 371 Admissibility of multivariate tests of a point null hypothesis 539 Admissibility of one-sided tests 530 Admissibility of sample mean in 1 or 2 dimensions 548 549 Admissibility of SPRT 498 Admissibility, Stein’s necessary and sufficient condition for 546 Admissibility, verification of 547 Admissibility, verification of, in estimating normal means 552 Admissibility, verification of, in estimating Poisson means 553 Aitchison, J. 67 158 169 Aitkin, M. 26 Akaike, H. 89 Alam, K. 369 Albert, J.H. 169 218 Allais, M. 50 Alpert, M. 82 Alvo, M. 481 Amster, S.J. 457 Anscombe, F.J. 228 503 Antoniak, C.E. 107 183 Armitage, P. 507 Arnold, S.F. 369 Arrow, K.J. 281 444 Asymptotically pointwise optimal 477 Atchison, T.A. 169 Bacharach, M. 281 Bahadur, R.R. 489 506 Balder, E.J. 523 537 Baranchik, A.J. 369 Barlow, R.E. 277 510 Barnard, G.A. 26 31 503 Barndorff-Nielsen, O. 572 Barnett, V. 26 76 Bartholomew, D.J. 503 Basu, D. 31 32 33 503 507 Bayes decision rules 17 159 see Bayes decision rules, admissibility and inadmissibility of 253 Bayes decision rules, complete class of 337 523 Bayes decision rules, limits of 537 546 547 Bayes decision rules, possible nonexistence of 382 Bayes decision rules, robustness of see "Robustness" Bayes decision rules, sequential 444 Bayes factor 146 150 152 Bayes m-inner truncated procedure 460 Bayes m-inner truncated procedure, as approximation to Bayes procedure 461 Bayes m-truncated procedure 449 Bayes m-truncated procedure for sequential sample 451 Bayes m-truncated procedure, as approximation to Bayes procedure 454 455 459 461 Bayes m-truncated procedure, as exact Bayes procedure 454 455 Bayes m-truncated procedure, possible nonexistence of 459 Bayes risk 11 159 Bayes risk of sequential procedures 445 Bayes risk principle 17 Bayes risk with sampling cost 435 Bayes risk, concavity of 483 Bayes, T. 3 89 96 116 129 Bayesian calculation 262 Bayesian calculation in hierarchical problems 192 194 238 242 245 247 Bayesian calculation of credible sets 142 Bayesian calculation, approximations 265 Bayesian calculation, Monte Carlo integration 262 Bayesian calculation, numerical integration 263 Bayesian communication 267 282 Bayesian decision theory 158 Bayesian decision theory with inference losses 166 Bayesian decision theory, choice of sample size 435 Bayesian decision theory, classification problems 165 357 Bayesian decision theory, estimation 161 Bayesian decision theory, extensive form of 160 Bayesian decision theory, finite action problems 163 Bayesian decision theory, hypothesis testing 163 Bayesian decision theory, normal form of 160 Bayesian decision theory, robustness see "Robustness" Bayesian expected loss 8 see Bayesian inference 132 Bayesian inference and classical inference 119 137 406 Bayesian inference, credible sets 140 143 Bayesian inference, decision-theoretic 166 Bayesian inference, estimation 133 Bayesian inference, hypothesis testing 145 268 Bayesian robustness see "Robustness" Bayes’s theorem 129 Bechhofer, R.E. 541 Becker, G.M. 53 Berger, J. 15 24 26 27 29 31—33 35 37 66 90 98 99 110 113 120 124 126 148 151—154 156 168 169 178 183 195 197—199 203 205—207 211 215 217 220 221 226—228 233 237 240 242—244 247 258 266 268 361—370 503 506 509 510 542 543 549 550 552 554 Berger, R. 217 278 Berk, R.H. 545 Berkson, J. 22 Berliner, L.M. 98 99 169 178 203 205 207 211 213 215 217 221 233 364 369 554 Bermudez, J.D. 277 Bernardo, J.M. 66 89 90 94 110 231 277 Berry, D. 107 183 435 481 Best invariant decision rule 397 409 Bhattacharya, P.K. 366 Bibby, J. 369 Bickel, P.J. 217 221 222 353 477 479 480 Binomial probability 562 Binomial probability, conjugate prior for 287 Binomial probability, estimators of invariant 394 401 Binomial probability, estimators of minimax 353 375 Binomial probability, estimators of sequential Bayes 454 457 Binomial probability, likelihood function for 28 Binomial probability, noninformative prior for 89 Binomial probability, testing simple hypotheses, minimax 355 Binomial probability, testing simple hypotheses, sequential Bayes 451 456 462 Binomial probability, testing simple hypotheses, SPRT 495 518 Birnbaum, A. 23 31 32 37 503 539 Bishop, Y. 169 183 Blackwell, D. 41 260 327 346 355 379 380 384 422 444 Blum, J.R. 215 Blyth, C.R. 547 548 Bock, M.E. 369 Bondar, J.V. 259 420 Bordley, R.F. 277 Borel, E. 310 Bounded from below 336 355 Box, G.E.P. 35 89 110 119 124 133 183 201 203 249 Boyer, J.E., Jr. 169 Brandwein, A. 361 Brier, G.W. 66 Brockett, P.L. 94 232 Brown, L.D. 26 159 221 251 346 350 360 369 370 423 500 534 535 537 540—543 545—547 549 550 552—554 Brown, P.J. 369 Brown, R.V. 198 277 Bryk, A.S. 169 Buehler, R.J. 259—261 413 Bunke, O. 361 Campbell, F. 364 Caridi, F. 542 Casella, G. 172 353 369 Casti, J.L. 435 Cauchy distribution 560 Cauchy distribution, Bayesian inference 141 Cauchy distribution, location parameter 83 Censoring 30 Chaloner, K. 432 Charnes, A. 94 232 Chen, C.F. 183 Chen, S.Y. 221 361—363 365 367 368 Cheng, P. 361 550 Chernoff, H. 435 481 Chi-square distribution 560 Chi-square distribution, confidence intervals 417 Chi-square distribution, conjugate prior for 287 Chong-Hong, C. 284 Chou, J.P. 361 363 370 Chow, Y.S. 435 Christensen, R. 107 183 Chuang, D.T. 206 251 Classification problems 165 357 Clevenson, M. 360 370 Closed from below 336 355 Cohen, A. 68 500 534 535 540 541 543 545 549 Coherency 120 259 Cole, N.S. 183 Coleman, A. 314 Colonel Blotto problem 15 Combining evidence 272 Combining evidence, decision-theoretic 277 Complete and essentially complete classes 521 Complete and essentially complete classes for estimating normal means 552 Complete and essentially complete classes for estimating Poisson means 553 Complete and essentially complete classes for estimation in the exponential family 541 Complete and essentially complete classes for finite parameter space, Bayes rules 337 523 Complete and essentially complete classes for finite parameter space, lower boundary of the risk set 335 523 Complete and essentially complete classes for finite parameter space, testing simple hypotheses 524 Complete and essentially complete classes for multivariate testing of a point null hypothesis 539 Complete and essentially complete classes for one-sided sequential testing 540 Complete and essentially complete classes for one-sided testing 527 530 Complete and essentially complete classes, admissible rules 522 Complete and essentially complete classes, Bayes rules 337 523 546 Complete and essentially complete classes, decision rules based on a sufficient statistic 36 522 Complete and essentially complete classes, decision rules with continuous risk functions 545 Complete and essentially complete classes, generalized Bayes rules 541 552 553 Complete and essentially complete classes, limits of Bayes rules 537 546 547 Complete and essentially complete classes, monotone decision rules 547 Complete and essentially complete classes, nonrandomized decision rules 40 523 541 Complete and essentially complete classes, two-sided tests 538 Compound decision theory 96 172 Concave function 39 45 Conditional Bayes principle 16 Conditional perspective 24 29 33 44 124 160 214 502 506 Confidence level 414 Confidence principle 23 215 Confidence rules or sets 414 see Confidence rules or sets, invariant 414 416 417 Confidence rules or sets, lack of final precision 24 Confidence rules or sets, loss functions for 65 Confidence rules or sets, size of 41 415 416 Conjugate prior see "Prior distribution" Convex combination 38 Convex function 38 39 45 Convex hull 38 Convex set 38 Copas, J.B. 169 Cornfield, J. 577 Cox, D.R. 23 25 Credible sets 140 Credible sets, coincidence with confidence sets 141 414 Credible sets, highest posterior density (HPD) 140 418 Credible sets, lack of invariance of HPD 144 Credible sets, loss functions for 167 Credible sets, multivariate 143 189 Credible sets, S-optimal 145 291 Credible sets, size of 140 415 430 Cressie, N. 104 169 Dalal, S.R. 132 Das Gupta, A. 151 156 228 247 266 268 361 370 550 Dawid, A.P. 89 106 228 de Finetti, B. 66 75 76 106 119 121 283 De Robertis, L. 197 205 206 de Waal, D. 280 281 Decision rule 9 12 Decision rule, Bayes 17 159 Decision rule, Bayes sequential procedure 444 Decision rule, invariant 395 Decision rule, minimax 18 Decision rule, monotone 532 535 Decision rule, nonrandomized 9 Decision rule, randomized 12 Decision rule, sequential decision procedure 441 Deely, J.J. 183 195 217 DeGroot, M.H. 50 53 71 75 108 148 183 225 278 287 292 435 474 Dempster, A.P. 100 148 153 169 195 203 249 252 277 Density, beta 560 Density, binomial 562 see Density, Cauchy 560 see Density, chi-square 560 see Density, Dirichlet 561 Density, exponential 560 see Density, exponential family 526 see Density, F (or Fisher) 560 Density, gamma 560 see Density, geometric 562 see Density, inverse gamma 561 Density, multinomial 562 see Density, multivariate normal 560 see Density, multivariate t 561 Density, negative binomial 562 see Density, normal 559 see "Normal Density, t (or Student’s t) 561 see Density, uniform 560 see Dey, D.K. 243 244 361 369 Diaconis, P. 106 132 159 229 277 283 346 361 537 546 Diamond, G.A. 120 151 Dickey, J.M. 76 96 148 151 152 183 206 228 246 267 268 277 284 Donovan, T.M. 217 DuMouchel, W.M. 183 Dunsmore, I.R. 67 158 Dutch book arguments 259 Dvoretsky, A. 523 Eaton, M.L. 66 261 391 539 Eberl, W.Jr. 580 Eddy, W.F. 203 249 Edwards, A.W.F. 26 31 Edwards, W. 81 119 124 152 153 223 503 504 Efron, B. 169 178 219 221 244 361 365 369 Ellsberg, D. 122 Empirical Bayes methods 96 167 Empirical Bayes methods for exchangeable normal means 169 Empirical Bayes methods for general normal means 173 Empirical Bayes methods for Poisson means 178 Empirical Bayes methods, construction of prior 96 167 Empirical Bayes methods, nonparametric empirical Bayes (NPEB) 168 178 Empirical Bayes methods, parametric empirical Bayes (PEB) 168 169 173 Empirical Bayes methods, use of monotonization 536 entropy 66 91 92 104 Equalizer decision rule 353 Equalizer strategy 322 325 337 379 Essentially complete classes 521 see Estimation 5 9 Estimation, Bayes 133 161 Estimation, Bayes for absolute error loss 162 Estimation, Bayes for linear loss 162 Estimation, Bayes for quadratic loss 293 Estimation, Bayes for squared-error loss 161 Estimation, Bayes in inference 133 Estimation, Bayes, error 136 Estimation, Bayes, robustness of see "Robustness" Estimation, best invariant 405 Estimation, best invariant for location parameter 398 399 405 427 Estimation, best invariant for scale parameter 400 428 Estimation, empirical Bayes 167 Estimation, empirical Bayes for normal means 169 173 Estimation, empirical Bayes for Poisson means 178 Estimation, hierarchical Bayes 180 Estimation, minimax 350 353 363 369
Реклама
-Bayes risk 
-minimax strategy 
|
|
О проекте