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Cover: 9780521861601 | Confidence, Likelihood, Probability | Tore Schweder (u. a.) | Buch
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Confidence, Likelihood, Probability
Buch von Tore Schweder (u. a.)
Sprache: Englisch

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Beschreibung
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.
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.
Über den Autor
Tore Schweder is a Professor of Statistics in the Department of Economics and at the Centre for Ecology and Evolutionary Synthesis at the University of Oslo.
Zusammenfassung
The baby without the bathwater? This lively book lays out a methodology of confidence distributions and puts them through their paces with a generous mixture of theory, illustrations, applications and exercises - suitable for statisticians at all levels of experience, as well as for data-oriented scientists. The methodology yields posterior distributions for parameters, but without the Bayesian ingredients.
Inhaltsverzeichnis
1. Confidence, likelihood, probability: an invitation; 2. Interference in parametric models; 3. Confidence distributions; 4. Further developments for confidence distribution; 5. Invariance, sufficiency and optimality for confidence distributions; 6. The fiducial argument; 7. Improved approximations for confidence distributions; 8. Exponential families and generalised linear models; 9. Confidence distributions in higher dimensions; 10. Likelihoods and confidence likelihoods; 11. Confidence in non- and semiparametric models; 12. Predictions and confidence; 13. Meta-analysis and combination of information; 14. Applications; 15. Finale: summary, and a look into the future.
Details
Erscheinungsjahr: 2016
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
ISBN-13: 9780521861601
ISBN-10: 0521861608
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Schweder, Tore
Hjort, Nils Lid
Hersteller: Cambridge University Press
Maße: 260 x 183 x 32 mm
Von/Mit: Tore Schweder (u. a.)
Erscheinungsdatum: 25.02.2016
Gewicht: 1,168 kg
Artikel-ID: 121052024
Über den Autor
Tore Schweder is a Professor of Statistics in the Department of Economics and at the Centre for Ecology and Evolutionary Synthesis at the University of Oslo.
Zusammenfassung
The baby without the bathwater? This lively book lays out a methodology of confidence distributions and puts them through their paces with a generous mixture of theory, illustrations, applications and exercises - suitable for statisticians at all levels of experience, as well as for data-oriented scientists. The methodology yields posterior distributions for parameters, but without the Bayesian ingredients.
Inhaltsverzeichnis
1. Confidence, likelihood, probability: an invitation; 2. Interference in parametric models; 3. Confidence distributions; 4. Further developments for confidence distribution; 5. Invariance, sufficiency and optimality for confidence distributions; 6. The fiducial argument; 7. Improved approximations for confidence distributions; 8. Exponential families and generalised linear models; 9. Confidence distributions in higher dimensions; 10. Likelihoods and confidence likelihoods; 11. Confidence in non- and semiparametric models; 12. Predictions and confidence; 13. Meta-analysis and combination of information; 14. Applications; 15. Finale: summary, and a look into the future.
Details
Erscheinungsjahr: 2016
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
ISBN-13: 9780521861601
ISBN-10: 0521861608
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Schweder, Tore
Hjort, Nils Lid
Hersteller: Cambridge University Press
Maße: 260 x 183 x 32 mm
Von/Mit: Tore Schweder (u. a.)
Erscheinungsdatum: 25.02.2016
Gewicht: 1,168 kg
Artikel-ID: 121052024
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