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Statistical decision theory and bayesian analysis by James O. Berger

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

This discussion also reminds me of some statistical debates, where many statisticians have argued the need for a decision-theoretic approach to analysis. Statistical Learning Theory vladinmir n Vapnik.pdf. Statistical decision theory and Bayesian analysis. Statistical Inference Casella & Berger.pdf. 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. Statistical Decision Theory and Bayesian Analysis by J.O.Berger. In a full Bayesian data analysis (with spatial data or not), a loss function should be specified that relates to the decision made from the results of the analysis – the loss function should capture the “consequences” of making a given decision. In the objectivist stream, the statistical analysis depends on only the model assumed and the data analysed. In contrast, "subjectivist" statisticians deny the Justification of Bayesian probabilities. It is one of the first comprehensive models that combine statistical decision theory in form of Bayesian analysis with a real options framework for projects exposed to different sources of uncertainty. Berger's Statistical Decision Theory and Bayesian Analysis. No subjective decisions need to be involved. Couldn't really get into it at first reading, but will retry b/c recommendation by Jaynes. Statistical Decision Theory and Bayesian Analysis. First, Jim has contributed and is contributing immensely to statistical science from many respects, first and foremost in grounding Bayesian analysis within decision theory. Introduction to Statistical Decision Theory by Pratt/Raiffa/Schlaifer. Peter de Blanc, I don't have an example, just a vague memory of reading about minimax-optimal decision rules in J. Statistical Decision Theory and Bayesian Analysis James O Berger贝叶斯统计.djvu.