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Biblioteca

MARC Lista (tabellare)
Choices : an introduction to decision theory / / Michael D. Resnik
Choices : an introduction to decision theory / / Michael D. Resnik
Autore Resnik Michael D
Edizione [1st ed.]
Pubbl/distr/stampa Minneapolis, : University of Minnesota Press, c1987
Descrizione fisica 1 online resource (238 p.)
Disciplina 001.53/8
Soggetto topico Decision making
Statistical decision
ISBN 0-8166-8231-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CONTENTS; PREFACE; ACKNOWLEDGMENTS; Chapter 1 Introduction; Chapter 2 Decisions under Ignorance; Chapter 3 Decisions under Risk: Probability; Chapter 4 Decisions under Risk: Utility; Chapter 5 Game Theory; Chapter 6 Social Choices; BIBLIOGRAPHY; INDEX
Record Nr. UNINA-9910820184603321
Resnik Michael D  
Minneapolis, : University of Minnesota Press, c1987
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Comparative statistical inference [[electronic resource] /] / Vic Barnett
Comparative statistical inference [[electronic resource] /] / Vic Barnett
Autore Barnett Vic
Edizione [3rd ed.]
Pubbl/distr/stampa Chichester ; ; New York, : Wiley, c1999
Descrizione fisica 1 online resource (403 p.)
Disciplina 519.5
519.54
Collana Wiley series in probability and mathematical statistics
Soggetto topico Mathematical statistics
Statistical decision
ISBN 1-282-30731-2
9786612307317
0-470-31779-5
0-470-85982-2
0-470-31695-0
0-585-31386-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Comparative Statistical Inference; Contents; Preface; Preface to Second Edition; Preface to Third Edition; Acknowledgements; Chapter 1. Introduction: Statistical Inference and Decision-making; 1.1 What is Statistics?; 1.2 Probability Models; 1.3 Relevant Information; 1.4 Statistical Inference and Decision-making; 1.5 Different Approaches; 1.6 Arbitrariness and Controversy; 1.7 Historical Comment and Further References; Chapter 2. An Illustration of the Different Approaches; 2.1 A Practical Example; 2.2 Sample Data as the Sole Source of Information: the Classical Approach; 2.2.1 Batch Quality
2.2.2 Component Lifetimes2.3 Relevant Prior Information: the Bayesian Approach; 2.3.1 Prior Information on Batch Quality; 2.3.2 Prior Attitudes about Component Lifetimes; 2.4 Costs and Consequences: Simple Decision Theory Ideas; 2.5 Comment and Comparisons; Chapter 3. Probability; 3.1 Types of Probability; 3.2 'Classical' Probability; 3.3 The Frequency View; 3.4 Logical Probability; 3.5 Subjective Probability; 3.6 Other Viewpoints; 3.6.1 Chaos; 3.6.2 Fuzzy Set Theory; 3.6.3 Risk, Uncertainty and Sensitivity Analysis; 3.7 Some Historical Background; 3.8 And So; 3.9 And Yet
Chapter 4. Utility and Decision-making4.1 Setting a Value on Rewards and Consequences; 4.2 The Rational Expression of Preferences; 4.3 Preferences for Prospects and Mixtures of Prospects; 4.4 The Numerical Assessment of Prospects; 4.5 The Measurement of Utilities; 4.5.1 Formal Construction of Utilities; 4.5.2 Personal Expression of Utilities; 4.6 Decision-making; 4.7 The Utility of Money; 4.8 Comment: Mathematical Refinements: Distinctions of Attitude; Chapter 5. Classical Inference; 5.1 Basic Aims and Concepts; 5.1.1 Information and its Representation
5.2 Estimation and Testing Hypotheses-the Dual Aims5.3 Point Estimation; 5.3.1 Criteria for Point Estimators; 5.3.2 Optimum Estimators; 5.3.3 Methods of Constructing Estimators; 5.3.4 Estimating Several Parameters; 5.4 Testing Statistical Hypotheses; 5.4.1 Criteria for Hypothesis Tests; 5.4.2 Uniformly Most Powerful Tests; 5.4.3 Construction of Tests; 5.5 Region and Interval Estimates; 5.6 Ancillarity, Conditionality, Modified forms of Sufficiency and Likelihood; 5.6.1 The Sufficiency, Conditionality and Likelihood Principles; 5.6.2 Modified Likelihood Forms (Marginal, Partial, Profile, etc.)
5.7 Comment and Controversy5.7.1 Initial and Final Precision; 5.7.2 Prediction and Tolerance Regions; 5.7.3 Hypothesis Tests and Decisions; 5.7.4 Counter Criticism; Chapter 6. Bayesian Inference; 6.1 Thomas Bayes; 6.2 The Bayesian Method; 6.3 Particular Techniques; 6.4 Prediction in Bayesian Inference; 6.5 Prior Information; 6.5.1 Prior Ignorance; 6.5.2 Vague Prior Knowledge; 6.5.3 Substantial Prior Knowledge; 6.5.4 Conjugate Prior Distributions; 6.5.5 Quantifying Subjective Prior Information; 6.6 Computing Posterior Distributions; 6.7 Empirical Bayes' methods: Meta-prior Distributions
6.7.1 Empirical Bayes' Methods
Record Nr. UNINA-9910134833103321
Barnett Vic  
Chichester ; ; New York, : Wiley, c1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Comparative statistical inference [[electronic resource] /] / Vic Barnett
Comparative statistical inference [[electronic resource] /] / Vic Barnett
Autore Barnett Vic
Edizione [3rd ed.]
Pubbl/distr/stampa Chichester ; ; New York, : Wiley, c1999
Descrizione fisica 1 online resource (403 p.)
Disciplina 519.5
519.54
Collana Wiley series in probability and mathematical statistics
Soggetto topico Mathematical statistics
Statistical decision
ISBN 1-282-30731-2
9786612307317
0-470-31779-5
0-470-85982-2
0-470-31695-0
0-585-31386-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Comparative Statistical Inference; Contents; Preface; Preface to Second Edition; Preface to Third Edition; Acknowledgements; Chapter 1. Introduction: Statistical Inference and Decision-making; 1.1 What is Statistics?; 1.2 Probability Models; 1.3 Relevant Information; 1.4 Statistical Inference and Decision-making; 1.5 Different Approaches; 1.6 Arbitrariness and Controversy; 1.7 Historical Comment and Further References; Chapter 2. An Illustration of the Different Approaches; 2.1 A Practical Example; 2.2 Sample Data as the Sole Source of Information: the Classical Approach; 2.2.1 Batch Quality
2.2.2 Component Lifetimes2.3 Relevant Prior Information: the Bayesian Approach; 2.3.1 Prior Information on Batch Quality; 2.3.2 Prior Attitudes about Component Lifetimes; 2.4 Costs and Consequences: Simple Decision Theory Ideas; 2.5 Comment and Comparisons; Chapter 3. Probability; 3.1 Types of Probability; 3.2 'Classical' Probability; 3.3 The Frequency View; 3.4 Logical Probability; 3.5 Subjective Probability; 3.6 Other Viewpoints; 3.6.1 Chaos; 3.6.2 Fuzzy Set Theory; 3.6.3 Risk, Uncertainty and Sensitivity Analysis; 3.7 Some Historical Background; 3.8 And So; 3.9 And Yet
Chapter 4. Utility and Decision-making4.1 Setting a Value on Rewards and Consequences; 4.2 The Rational Expression of Preferences; 4.3 Preferences for Prospects and Mixtures of Prospects; 4.4 The Numerical Assessment of Prospects; 4.5 The Measurement of Utilities; 4.5.1 Formal Construction of Utilities; 4.5.2 Personal Expression of Utilities; 4.6 Decision-making; 4.7 The Utility of Money; 4.8 Comment: Mathematical Refinements: Distinctions of Attitude; Chapter 5. Classical Inference; 5.1 Basic Aims and Concepts; 5.1.1 Information and its Representation
5.2 Estimation and Testing Hypotheses-the Dual Aims5.3 Point Estimation; 5.3.1 Criteria for Point Estimators; 5.3.2 Optimum Estimators; 5.3.3 Methods of Constructing Estimators; 5.3.4 Estimating Several Parameters; 5.4 Testing Statistical Hypotheses; 5.4.1 Criteria for Hypothesis Tests; 5.4.2 Uniformly Most Powerful Tests; 5.4.3 Construction of Tests; 5.5 Region and Interval Estimates; 5.6 Ancillarity, Conditionality, Modified forms of Sufficiency and Likelihood; 5.6.1 The Sufficiency, Conditionality and Likelihood Principles; 5.6.2 Modified Likelihood Forms (Marginal, Partial, Profile, etc.)
5.7 Comment and Controversy5.7.1 Initial and Final Precision; 5.7.2 Prediction and Tolerance Regions; 5.7.3 Hypothesis Tests and Decisions; 5.7.4 Counter Criticism; Chapter 6. Bayesian Inference; 6.1 Thomas Bayes; 6.2 The Bayesian Method; 6.3 Particular Techniques; 6.4 Prediction in Bayesian Inference; 6.5 Prior Information; 6.5.1 Prior Ignorance; 6.5.2 Vague Prior Knowledge; 6.5.3 Substantial Prior Knowledge; 6.5.4 Conjugate Prior Distributions; 6.5.5 Quantifying Subjective Prior Information; 6.6 Computing Posterior Distributions; 6.7 Empirical Bayes' methods: Meta-prior Distributions
6.7.1 Empirical Bayes' Methods
Record Nr. UNINA-9910830145403321
Barnett Vic  
Chichester ; ; New York, : Wiley, c1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Comparative statistical inference / / Vic Barnett
Comparative statistical inference / / Vic Barnett
Autore Barnett Vic
Edizione [3rd ed.]
Pubbl/distr/stampa Chichester ; ; New York, : Wiley, c1999
Descrizione fisica 1 online resource (403 p.)
Disciplina 519.5
519.54
Collana Wiley series in probability and mathematical statistics
Soggetto topico Mathematical statistics
Statistical decision
ISBN 1-282-30731-2
9786612307317
0-470-31779-5
0-470-85982-2
0-470-31695-0
0-585-31386-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Comparative Statistical Inference; Contents; Preface; Preface to Second Edition; Preface to Third Edition; Acknowledgements; Chapter 1. Introduction: Statistical Inference and Decision-making; 1.1 What is Statistics?; 1.2 Probability Models; 1.3 Relevant Information; 1.4 Statistical Inference and Decision-making; 1.5 Different Approaches; 1.6 Arbitrariness and Controversy; 1.7 Historical Comment and Further References; Chapter 2. An Illustration of the Different Approaches; 2.1 A Practical Example; 2.2 Sample Data as the Sole Source of Information: the Classical Approach; 2.2.1 Batch Quality
2.2.2 Component Lifetimes2.3 Relevant Prior Information: the Bayesian Approach; 2.3.1 Prior Information on Batch Quality; 2.3.2 Prior Attitudes about Component Lifetimes; 2.4 Costs and Consequences: Simple Decision Theory Ideas; 2.5 Comment and Comparisons; Chapter 3. Probability; 3.1 Types of Probability; 3.2 'Classical' Probability; 3.3 The Frequency View; 3.4 Logical Probability; 3.5 Subjective Probability; 3.6 Other Viewpoints; 3.6.1 Chaos; 3.6.2 Fuzzy Set Theory; 3.6.3 Risk, Uncertainty and Sensitivity Analysis; 3.7 Some Historical Background; 3.8 And So; 3.9 And Yet
Chapter 4. Utility and Decision-making4.1 Setting a Value on Rewards and Consequences; 4.2 The Rational Expression of Preferences; 4.3 Preferences for Prospects and Mixtures of Prospects; 4.4 The Numerical Assessment of Prospects; 4.5 The Measurement of Utilities; 4.5.1 Formal Construction of Utilities; 4.5.2 Personal Expression of Utilities; 4.6 Decision-making; 4.7 The Utility of Money; 4.8 Comment: Mathematical Refinements: Distinctions of Attitude; Chapter 5. Classical Inference; 5.1 Basic Aims and Concepts; 5.1.1 Information and its Representation
5.2 Estimation and Testing Hypotheses-the Dual Aims5.3 Point Estimation; 5.3.1 Criteria for Point Estimators; 5.3.2 Optimum Estimators; 5.3.3 Methods of Constructing Estimators; 5.3.4 Estimating Several Parameters; 5.4 Testing Statistical Hypotheses; 5.4.1 Criteria for Hypothesis Tests; 5.4.2 Uniformly Most Powerful Tests; 5.4.3 Construction of Tests; 5.5 Region and Interval Estimates; 5.6 Ancillarity, Conditionality, Modified forms of Sufficiency and Likelihood; 5.6.1 The Sufficiency, Conditionality and Likelihood Principles; 5.6.2 Modified Likelihood Forms (Marginal, Partial, Profile, etc.)
5.7 Comment and Controversy5.7.1 Initial and Final Precision; 5.7.2 Prediction and Tolerance Regions; 5.7.3 Hypothesis Tests and Decisions; 5.7.4 Counter Criticism; Chapter 6. Bayesian Inference; 6.1 Thomas Bayes; 6.2 The Bayesian Method; 6.3 Particular Techniques; 6.4 Prediction in Bayesian Inference; 6.5 Prior Information; 6.5.1 Prior Ignorance; 6.5.2 Vague Prior Knowledge; 6.5.3 Substantial Prior Knowledge; 6.5.4 Conjugate Prior Distributions; 6.5.5 Quantifying Subjective Prior Information; 6.6 Computing Posterior Distributions; 6.7 Empirical Bayes' methods: Meta-prior Distributions
6.7.1 Empirical Bayes' Methods
Record Nr. UNINA-9910876618103321
Barnett Vic  
Chichester ; ; New York, : Wiley, c1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Comparison of statistical experiments / Erik Torgersen
Comparison of statistical experiments / Erik Torgersen
Autore Torgersen, Erik N.
Pubbl/distr/stampa Cambridge ; New York : Cambridge University Press, 1991
Descrizione fisica xx, 675 p. : ill. ; 25 cm.
Disciplina 519.542
Collana Encyclopedia of mathematics and its applications ; 36
Soggetto topico Mathematical statistics
Statistical decision
ISBN 0521250307
Classificazione AMS 62C99
QA279.4.T67
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991000763249707536
Torgersen, Erik N.  
Cambridge ; New York : Cambridge University Press, 1991
Materiale a stampa
Lo trovi qui: Univ. del Salento
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CrowdSourcing in Software Engineering (CSI-SE), 2015 IEEE/ACM 2nd International Workshop on / / Institute of Electrical and Electronics Engineers
CrowdSourcing in Software Engineering (CSI-SE), 2015 IEEE/ACM 2nd International Workshop on / / Institute of Electrical and Electronics Engineers
Pubbl/distr/stampa Piscataway : , : IEEE, , 2015
Descrizione fisica 1 online resource (x, 46 pages) : illustrations
Disciplina 005.1
Soggetto topico Statistical decision
Software engineering
Crowdsourcing
ISBN 1-4673-7040-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti 2015 IEEE/ACM 2nd International Workshop on CrowdSourcing in Software Engineering
CrowdSourcing in Software Engineering
Record Nr. UNISA-996279312103316
Piscataway : , : IEEE, , 2015
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
CrowdSourcing in Software Engineering (CSI-SE), 2015 IEEE/ACM 2nd International Workshop on / / Institute of Electrical and Electronics Engineers
CrowdSourcing in Software Engineering (CSI-SE), 2015 IEEE/ACM 2nd International Workshop on / / Institute of Electrical and Electronics Engineers
Pubbl/distr/stampa Piscataway : , : IEEE, , 2015
Descrizione fisica 1 online resource (x, 46 pages) : illustrations
Disciplina 005.1
Soggetto topico Statistical decision
Software engineering
Crowdsourcing
ISBN 1-4673-7040-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti 2015 IEEE/ACM 2nd International Workshop on CrowdSourcing in Software Engineering
CrowdSourcing in Software Engineering
Record Nr. UNINA-9910135051203321
Piscataway : , : IEEE, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Data mining and statistics for decision making / / Stéphane Tufféry; translated by Rod Riesco
Data mining and statistics for decision making / / Stéphane Tufféry; translated by Rod Riesco
Autore Tuffery Stéphane
Edizione [1st ed.]
Pubbl/distr/stampa Chichester, West Sussex ; ; Hoboken, NJ., : Wiley, 2011
Descrizione fisica 1 online resource (717 p.)
Disciplina 006.3/12
Collana Wiley series in computational statistics
Soggetto topico Data mining
Statistical decision
ISBN 1-283-37397-1
9786613373977
0-470-97928-3
0-470-97916-X
0-470-97917-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Data Mining and Statistics for Decision Making; Contents; Preface; Foreword; Foreword from the French language edition; List of trademarks; 1 Overview of data mining; 1.1 What is data mining?; 1.2 What is data mining used for?; 1.2.1 Data mining in different sectors; 1.2.2 Data mining in different applications; 1.3 Data mining and statistics; 1.4 Data mining and information technology; 1.5 Data mining and protection of personal data; 1.6 Implementation of data mining; 2 The development of a data mining study; 2.1 Defining the aims; 2.2 Listing the existing data; 2.3 Collecting the data
2.4 Exploring and preparing the data2.5 Population segmentation; 2.6 Drawing up and validating predictive models; 2.7 Synthesizing predictive models of different segments; 2.8 Iteration of the preceding steps; 2.9 Deploying the models; 2.10 Training the model users; 2.11 Monitoring the models; 2.12 Enriching the models; 2.13 Remarks; 2.14 Life cycle of a model; 2.15 Costs of a pilot project; 3 Data exploration and preparation; 3.1 The different types of data; 3.2 Examining the distribution of variables; 3.3 Detection of rare or missing values; 3.4 Detection of aberrant values
3.5 Detection of extreme values3.6 Tests of normality; 3.7 Homoscedasticity and heteroscedasticity; 3.8 Detection of the most discriminating variables; 3.8.1 Qualitative, discrete or binned independent variables; 3.8.2 Continuous independent variables; 3.8.3 Details of single-factor non-parametric tests; 3.8.4 ODS and automated selection of discriminating variables; 3.9 Transformation of variables; 3.10 Choosing ranges of values of binned variables; 3.11 Creating new variables; 3.12 Detecting interactions; 3.13 Automatic variable selection; 3.14 Detection of collinearity; 3.15 Sampling
3.15.1 Using sampling3.15.2 Random sampling methods; 4 Using commercial data; 4.1 Data used in commercial applications; 4.1.1 Data on transactions and RFM Data; 4.1.2 Data on products and contracts; 4.1.3 Lifetimes; 4.1.4 Data on channels; 4.1.5 Relational, attitudinal and psychographic data; 4.1.6 Sociodemographic data; 4.1.7 When data are unavailable; 4.1.8 Technical data; 4.2 Special data; 4.2.1 Geodemographic data; 4.2.2 Profitability; 4.3 Data used by business sector; 4.3.1 Data used in banking; 4.3.2 Data used in insurance; 4.3.3 Data used in telephony; 4.3.4 Data used in mail order
5 Statistical and data mining software5.1 Types of data mining and statistical software; 5.2 Essential characteristics of the software; 5.2.1 Points of comparison; 5.2.2 Methods implemented; 5.2.3 Data preparation functions; 5.2.4 Other functions; 5.2.5 Technical characteristics; 5.3 The main software packages; 5.3.1 Overview; 5.3.2 IBM SPSS; 5.3.3 SAS; 5.3.4 R; 5.3.5 Some elements of the R language; 5.4 Comparison of R, SAS and IBM SPSS; 5.5 How to reduce processing time; 6 An outline of data mining methods; 6.1 Classification of the methods; 6.2 Comparison of the methods; 7 Factor analysis
7.1 Principal component analysis
Record Nr. UNINA-9910130875003321
Tuffery Stéphane  
Chichester, West Sussex ; ; Hoboken, NJ., : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Decision theory [[electronic resource] ] : principles and approaches / / Giovanni Parmigiani, Lurdes Y.T. Inoue, Hedibert F. Lopes
Decision theory [[electronic resource] ] : principles and approaches / / Giovanni Parmigiani, Lurdes Y.T. Inoue, Hedibert F. Lopes
Autore Parmigiani G (Giovanni)
Edizione [1st edition]
Pubbl/distr/stampa Chichester, West Sussex, : John Wiley & Sons, c2009
Descrizione fisica 1 online resource (404 p.)
Disciplina 519.5
519.5/42
519.542
Altri autori (Persone) InoueLurdes Y. T <1970-> (Lurdes Yoshiko Tani)
LopezHedibert Freitas
Collana Wiley Series in Probability and Statistics
Soggetto topico Statistical decision
Axiomatic set theory
Experimental design
ISBN 0-470-74668-8
1-282-13828-6
9786612138287
0-470-74667-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Decision Theory; Contents; Preface; Acknowledgments; 1 Introduction; 1.1 Controversies; 1.2 A guided tour of decision theory; Part One Foundations; 2 Coherence; 2.1 The "Dutch Book" theorem; 2.1.1 Betting odds; 2.1.2 Coherence and the axioms of probability; 2.1.3 Coherent conditional probabilities; 2.1.4 The implications of Dutch Book theorems; 2.2 Temporal coherence; 2.3 Scoring rules and the axioms of probabilities; 2.4 Exercises; 3 Utility; 3.1 St. Petersburg paradox; 3.2 Expected utility theory and the theory of means; 3.2.1 Utility and means; 3.2.2 Associative means
3.2.3 Functional means3.3 The expected utility principle; 3.4 The von Neumann-Morgenstern representation theorem; 3.4.1 Axioms; 3.4.2 Representation of preferences via expected utility; 3.5 Allais' criticism; 3.6 Extensions; 3.7 Exercises; 4 Utility in action; 4.1 The "standard gamble"; 4.2 Utility of money; 4.2.1 Certainty equivalents; 4.2.2 Risk aversion; 4.2.3 A measure of risk aversion; 4.3 Utility functions for medical decisions; 4.3.1 Length and quality of life; 4.3.2 Standard gamble for health states; 4.3.3 The time trade-off methods; 4.3.4 Relation between QALYs and utilities
4.3.5 Utilities for time in ill health4.3.6 Difficulties in assessing utility; 4.4 Exercises; 5 Ramsey and Savage; 5.1 Ramsey's theory; 5.2 Savage's theory; 5.2.1 Notation and overview; 5.2.2 The sure thing principle; 5.2.3 Conditional and a posteriori preferences; 5.2.4 Subjective probability; 5.2.5 Utility and expected utility; 5.3 Allais revisited; 5.4 Ellsberg paradox; 5.5 Exercises; 6 State independence; 6.1 Horse lotteries; 6.2 State-dependent utilities; 6.3 State-independent utilities; 6.4 Anscombe-Aumann representation theorem; 6.5 Exercises; Part Two Statistical Decision Theory
7 Decision functions7.1 Basic concepts; 7.1.1 The loss function; 7.1.2 Minimax; 7.1.3 Expected utility principle; 7.1.4 Illustrations; 7.2 Data-based decisions; 7.2.1 Risk; 7.2.2 Optimality principles; 7.2.3 Rationality principles and the Likelihood Principle; 7.2.4 Nuisance parameters; 7.3 The travel insurance example; 7.4 Randomized decision rules; 7.5 Classification and hypothesis tests; 7.5.1 Hypothesis testing; 7.5.2 Multiple hypothesis testing; 7.5.3 Classification; 7.6 Estimation; 7.6.1 Point estimation; 7.6.2 Interval inference; 7.7 Minimax-Bayes connections; 7.8 Exercises
8 Admissibility8.1 Admissibility and completeness; 8.2 Admissibility and minimax; 8.3 Admissibility and Bayes; 8.3.1 Proper Bayes rules; 8.3.2 Generalized Bayes rules; 8.4 Complete classes; 8.4.1 Completeness and Bayes; 8.4.2 Sufficiency and the Rao-Blackwell inequality; 8.4.3 The Neyman-Pearson lemma; 8.5 Using the same α level across studies with different sample sizes is inadmissible; 8.6 Exercises; 9 Shrinkage; 9.1 The Stein effect; 9.2 Geometric and empirical Bayes heuristics; 9.2.1 Is x too big for θ?; 9.2.2 Empirical Bayes shrinkage; 9.3 General shrinkage functions
9.3.1 Unbiased estimation of the risk of x + g(x)
Record Nr. UNINA-9910146132003321
Parmigiani G (Giovanni)  
Chichester, West Sussex, : John Wiley & Sons, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Decision theory [[electronic resource] ] : principles and approaches / / Giovanni Parmigiani, Lurdes Y.T. Inoue, Hedibert F. Lopes
Decision theory [[electronic resource] ] : principles and approaches / / Giovanni Parmigiani, Lurdes Y.T. Inoue, Hedibert F. Lopes
Autore Parmigiani G (Giovanni)
Edizione [1st edition]
Pubbl/distr/stampa Chichester, West Sussex, : John Wiley & Sons, c2009
Descrizione fisica 1 online resource (404 p.)
Disciplina 519.5
519.5/42
519.542
Altri autori (Persone) InoueLurdes Y. T <1970-> (Lurdes Yoshiko Tani)
LopezHedibert Freitas
Collana Wiley Series in Probability and Statistics
Soggetto topico Statistical decision
Axiomatic set theory
Experimental design
ISBN 0-470-74668-8
1-282-13828-6
9786612138287
0-470-74667-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Decision Theory; Contents; Preface; Acknowledgments; 1 Introduction; 1.1 Controversies; 1.2 A guided tour of decision theory; Part One Foundations; 2 Coherence; 2.1 The "Dutch Book" theorem; 2.1.1 Betting odds; 2.1.2 Coherence and the axioms of probability; 2.1.3 Coherent conditional probabilities; 2.1.4 The implications of Dutch Book theorems; 2.2 Temporal coherence; 2.3 Scoring rules and the axioms of probabilities; 2.4 Exercises; 3 Utility; 3.1 St. Petersburg paradox; 3.2 Expected utility theory and the theory of means; 3.2.1 Utility and means; 3.2.2 Associative means
3.2.3 Functional means3.3 The expected utility principle; 3.4 The von Neumann-Morgenstern representation theorem; 3.4.1 Axioms; 3.4.2 Representation of preferences via expected utility; 3.5 Allais' criticism; 3.6 Extensions; 3.7 Exercises; 4 Utility in action; 4.1 The "standard gamble"; 4.2 Utility of money; 4.2.1 Certainty equivalents; 4.2.2 Risk aversion; 4.2.3 A measure of risk aversion; 4.3 Utility functions for medical decisions; 4.3.1 Length and quality of life; 4.3.2 Standard gamble for health states; 4.3.3 The time trade-off methods; 4.3.4 Relation between QALYs and utilities
4.3.5 Utilities for time in ill health4.3.6 Difficulties in assessing utility; 4.4 Exercises; 5 Ramsey and Savage; 5.1 Ramsey's theory; 5.2 Savage's theory; 5.2.1 Notation and overview; 5.2.2 The sure thing principle; 5.2.3 Conditional and a posteriori preferences; 5.2.4 Subjective probability; 5.2.5 Utility and expected utility; 5.3 Allais revisited; 5.4 Ellsberg paradox; 5.5 Exercises; 6 State independence; 6.1 Horse lotteries; 6.2 State-dependent utilities; 6.3 State-independent utilities; 6.4 Anscombe-Aumann representation theorem; 6.5 Exercises; Part Two Statistical Decision Theory
7 Decision functions7.1 Basic concepts; 7.1.1 The loss function; 7.1.2 Minimax; 7.1.3 Expected utility principle; 7.1.4 Illustrations; 7.2 Data-based decisions; 7.2.1 Risk; 7.2.2 Optimality principles; 7.2.3 Rationality principles and the Likelihood Principle; 7.2.4 Nuisance parameters; 7.3 The travel insurance example; 7.4 Randomized decision rules; 7.5 Classification and hypothesis tests; 7.5.1 Hypothesis testing; 7.5.2 Multiple hypothesis testing; 7.5.3 Classification; 7.6 Estimation; 7.6.1 Point estimation; 7.6.2 Interval inference; 7.7 Minimax-Bayes connections; 7.8 Exercises
8 Admissibility8.1 Admissibility and completeness; 8.2 Admissibility and minimax; 8.3 Admissibility and Bayes; 8.3.1 Proper Bayes rules; 8.3.2 Generalized Bayes rules; 8.4 Complete classes; 8.4.1 Completeness and Bayes; 8.4.2 Sufficiency and the Rao-Blackwell inequality; 8.4.3 The Neyman-Pearson lemma; 8.5 Using the same α level across studies with different sample sizes is inadmissible; 8.6 Exercises; 9 Shrinkage; 9.1 The Stein effect; 9.2 Geometric and empirical Bayes heuristics; 9.2.1 Is x too big for θ?; 9.2.2 Empirical Bayes shrinkage; 9.3 General shrinkage functions
9.3.1 Unbiased estimation of the risk of x + g(x)
Record Nr. UNINA-9910830359303321
Parmigiani G (Giovanni)  
Chichester, West Sussex, : John Wiley & Sons, c2009
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