Statistical Decision Theory and Bayesian Analysis

by James O. Berger

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.

Genres: Mathematics, Science

634 pages, Paperback

First published March 1, 1993

Reviews

[DJ]

recommended by Michael Jordan as a good mix of frequentist and Bayesian stats