# A Comparison of the Bayesian and Frequentist Approaches to Estimation

Francisco J. Samaniego, "A Comparison of the Bayesian and Frequentist Approaches to Estimation"

Springer | 2010 | ISBN: 1441959408 | 226 pages | File type: PDF | 8,4 mb

This monograph contributes to the area of comparative statistical inference. Attention is restricted to the important subfield of statistical estimation. The book is intended for an audience having a solid grounding in probability and statistics at the level of the year-long undergraduate course taken by statistics and mathematics majors. The necessary background on Decision Theory and the frequentist and Bayesian approaches to estimation is presented and carefully discussed in Chapters 1â€?. The â€œthreshold problemâ€?- identifying the boundary between Bayes estimators which tend to outperform standard frequentist estimators and Bayes estimators which donâ€™t - is formulated in an analytically tractable way in Chapter 4. The formulation includes a specific (decision-theory based) criterion for comparing estimators. The centerpiece of the monograph is Chapter 5 in which, under quite general conditions, an explicit solution to the threshold is obtained for the problem of estimating a scalar parameter under squared error loss. The six chapters that follow address a variety of other contexts in which the threshold problem can be productively treated. Included are treatments of the Bayesian consensus problem, the threshold problem for estimation problems involving of multi-dimensional parameters and/or asymmetric loss, the estimation of nonidentifiable parameters, empirical Bayes methods for combining data from â€˜similarâ€?experiments and linear Bayes methods for combining data from â€˜relatedâ€?experiments. The final chapter provides an overview of the monographâ€™s highlights and a discussion of areas and problems in need of further research.

Download:

http://uploading.com/files/362d343c/1441959408Comparison.zip/

http://www.megaupload.com/?d=TEHU0X36

**[Fast Download] A Comparison of the Bayesian and Frequentist Approaches to Estimation**

**Ebooks related to "A Comparison of the Bayesian and Frequentist Approaches to Estimation" :**

Empirical Research in Statistics Education

TTC - Understanding Calculus: Problems, Solutions, and Tips [repost]

A Companion to Interdisciplinary Stem Project-Based Learning, Second Edition

Intelligent Mathematics II: Applied Mathematics and Approximation Theory

Advances and Applications in Chaotic Systems

Concept-Rich Mathematics Instruction

Monotone Random Systems Theory and Applications (Lecture Notes in Mathematics) by Igor Chueshov

Ordinary Differential Equations: Methods and Applications

Analyse numÃ©rique pour ingÃ©nieurs

Algebra in Words: A Guide of Hints, Strategies and Simple Explanations

**Copyright Disclaimer:**

This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.

**Categories**

Astronomy and Cosmology | Physics |

Philosophy | Medicine |

Mathematics |
DSP |

Cryptography | Chemistry |

Biology and Genetics | Psychology and Behavior |

**Popular ebooks**

100 Essential Things You Didn't Know You d(3705)

The Story of Science(3567)

Introducing Mathematics: A Graphic Guide(3428)

How To Learn And Memorize Math, Numbers, E(2961)

Algebra: A Complete Introduction (Teach Yo(2826)

Linear Algebra: A Modern Introduction,, 2n(2409)

Encyclopedia of Mathematics(2295)

The Foundations of Mathematics, 2 edition(2280)

Geometric Algebra (Dover Books on Mathemat(2187)

Understanding Statistics(2060)

The Concise Oxford Dictionary of Mathemati(2041)

Applied Mathematics, 4th Edition(1984)

Calculus For Dummies(1952)

Cambridge IGCSE Mathematics: Core & Extend(1938)

Introduction to Logic, 2nd edition(1857)