Confidence, Likelihood, Probability

Statistical Inference with Confidence Distributions

Author: Tore Schweder,Nils Lid Hjort

Publisher: Cambridge University Press

ISBN: 1316445054

Category: Mathematics

Page: N.A

View: 3240

This lively book lays out a methodology of confidence distributions and puts them through their paces. Among other merits, they lead to optimal combinations of confidence from different sources of information, and they can make complex models amenable to objective and indeed prior-free analysis for less subjectively inclined statisticians. The generous mixture of theory, illustrations, applications and exercises is suitable for statisticians at all levels of experience, as well as for data-oriented scientists. Some confidence distributions are less dispersed than their competitors. This concept leads to a theory of risk functions and comparisons for distributions of confidence. Neyman–Pearson type theorems leading to optimal confidence are developed and richly illustrated. Exact and optimal confidence distribution is the gold standard for inferred epistemic distributions. Confidence distributions and likelihood functions are intertwined, allowing prior distributions to be made part of the likelihood. Meta-analysis in likelihood terms is developed and taken beyond traditional methods, suiting it in particular to combining information across diverse data sources.

Robustness in Econometrics

Author: Vladik Kreinovich,Songsak Sriboonchitta,Van-Nam Huynh

Publisher: Springer

ISBN: 3319507427

Category: Computers

Page: 705

View: 4958

This book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.

Epistemic Processes

Author: Inge S. Helland

Publisher: Springer

ISBN: 3319950681


Page: N.A

View: 3690


Bayesian Thinking, Modeling and Computation

Author: N.A

Publisher: Elsevier

ISBN: 9780080461175

Category: Mathematics

Page: 1062

View: 7571

This volume describes how to develop Bayesian thinking, modelling and computation both from philosophical, methodological and application point of view. It further describes parametric and nonparametric Bayesian methods for modelling and how to use modern computational methods to summarize inferences using simulation. The book covers wide range of topics including objective and subjective Bayesian inferences with a variety of applications in modelling categorical, survival, spatial, spatiotemporal, Epidemiological, software reliability, small area and micro array data. The book concludes with a chapter on how to teach Bayesian thoughts to nonstatisticians. Critical thinking on causal effects Objective Bayesian philosophy Nonparametric Bayesian methodology Simulation based computing techniques Bioinformatics and Biostatistics

Essentials of Statistical Inference

Author: G. A. Young,R. L. Smith,R. L. (University of North Carolina Smith, Chapel Hill)

Publisher: Cambridge University Press

ISBN: 9780521839716

Category: Mathematics

Page: 225

View: 8191

Concise account of main approaches; first textbook to synthesize modern computation with basic theory.

Grundbegriffe der Wahrscheinlichkeitsrechnung

Author: A. Kolomogoroff

Publisher: Springer-Verlag

ISBN: 3642498884

Category: Mathematics

Page: 62

View: 5866

Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind. Der Verlag stellt mit diesem Archiv Quellen für die historische wie auch die disziplingeschichtliche Forschung zur Verfügung, die jeweils im historischen Kontext betrachtet werden müssen. Dieser Titel erschien in der Zeit vor 1945 und wird daher in seiner zeittypischen politisch-ideologischen Ausrichtung vom Verlag nicht beworben.

Weighing the Odds

A Course in Probability and Statistics

Author: David Williams

Publisher: Cambridge University Press

ISBN: 9780521006187

Category: Mathematics

Page: 547

View: 2294

An advanced textbook; with many examples and exercises, often with hints or solutions; code is provided for computational examples and simulations.

Asymptotic Statistics

Author: A. W. van der Vaart

Publisher: Cambridge University Press

ISBN: 9780521784504

Category: Mathematics

Page: 443

View: 636

A mathematically rigorous, practical introduction presenting standard topics plus research.

Applied Asymptotics

Case Studies in Small-Sample Statistics

Author: A. R. Brazzale,A. C. Davison,N. Reid

Publisher: Cambridge University Press

ISBN: 9780521847032

Category: Business & Economics

Page: 236

View: 1103

First practical treatment of small-sample asymptotics, enabling practitioners to apply new methods with confidence.


determinist. Beobachtung u. stochast. Filterung

Author: Karl Brammer,Gerhard Siffling

Publisher: N.A


Category: Control theory

Page: 232

View: 1649

Das Buch will die mannigfaltigen Aufgaben der heutigen Regelungs- und Steuerungstechnik und ihre Lösung nahebringen. Das soll mit möglichst geringem Zeit- und Arbeitsaufwand für den Leser verbunden sein. Leichte Verständlichkeit, Anschaulichkeit und Anwendungsnähe sind deshalb Hauptgesichtspunkt der Darstellung. Vollständigkeit ist nicht angestrebt, vielmehr Darstellung des Wesentlichen. Mathematische Methoden werden auf das Notwendige beschränkt.

Saddlepoint Approximations with Applications

Author: Ronald W. Butler

Publisher: Cambridge University Press

ISBN: 1139466518

Category: Mathematics

Page: N.A

View: 5171

Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 1-6 at an elementary mathematical level. Chapters 7-9 then give a highly readable account of higher-order asymptotic inference. Later chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entry-level text and a valuable reference.

Nonparametric Estimation under Shape Constraints

Author: Piet Groeneboom,Geurt Jongbloed,Jon A. Wellner

Publisher: Cambridge University Press

ISBN: 0521864011

Category: Business & Economics

Page: 428

View: 5360

This book introduces basic concepts of shape constrained inference and guides the reader to current developments in the subject.

Modern Statistical Methods for Astronomy

With R Applications

Author: Eric D. Feigelson,G. Jogesh Babu

Publisher: Cambridge University Press

ISBN: 052176727X

Category: Science

Page: 476

View: 523

"Modern astronomical research is beset with a vast range of statistical challenges, ranging from reducing data from megadatasets to characterizing an amazing variety of variable celestial objects or testing astrophysical theory. Yet most astronomers still use a narrow suite of traditional statistical methods. Linking astronomy to the world of modern statistics, this volume is a unique resource, introducing astronomers to advanced statistics through ready-to-use code in the public-domain R statistical software environment"--

Spatial Data Analysis

Theory and Practice

Author: Robert P. Haining,Robert Haining

Publisher: Cambridge University Press

ISBN: 9780521774376

Category: Nature

Page: 432

View: 6489

This book, first published in 2003, is a comprehensive overview of the theory and practice of spatial data analysis for students and researchers.