Statistical Decision Theory and Bayesian Analysis

by James O. Berger

1. Basic concepts; 2. Utility and loss; 3. Prior information and subjective probability; 4. Bayesian analysis; 5. Minimax analysis; 6. Invariance; 7. Preposterior and sequential analysis; 8. Complete and essentially complete classes; Appendices.

Genres: Mathematics, Science

Hardcover

First published March 1, 1993

Reviews

[DJ]

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