Statistical decision theory and bayesian analysis by James O. Berger

Statistical decision theory and bayesian analysis



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Statistical decision theory and bayesian analysis James O. Berger ebook
ISBN: 0387960988, 9780387960982
Page: 316
Format: djvu
Publisher: Springer


The use of Bayesian probabilities as the basis of Bayesian inference has been supported by several arguments, such as the Cox axioms, the Dutch book argument, arguments based on decision theory and de Finetti's theorem. It is very difficult to study Bayesian Analysis topic. No subjective decisions need to be involved. In contrast, "subjectivist" statisticians deny the Justification of Bayesian probabilities. I use Statistical Decision Theory and Bayesian Analysis, 2nd Edition to study. In the objectivist stream, the statistical analysis depends on only the model assumed and the data analysed. This is good reference textbook. Statistical Decision Theory and Bayesian Analysis (Springer Series in Statistics) by James O. Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions. Not many good reference textbooks to study Markov chain. Statistical Decision Theory and Bayesian Analysis, 2nd Ed., Springer-Verlag.