Bayesian inference in statistical analysis [[electronic resource] /] / George E.P. Box, George C. Tiao
| Bayesian inference in statistical analysis [[electronic resource] /] / George E.P. Box, George C. Tiao |
| Autore | Box George E. P |
| Edizione | [Wiley classics library ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 1992 |
| Descrizione fisica | 1 online resource (610 p.) |
| Disciplina |
519.54
519.542 |
| Altri autori (Persone) | TiaoGeorge C. <1933-> |
| Collana | Wiley Classics Library |
| Soggetto topico | Mathematical statistics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-25164-3
9786613813909 1-118-03319-1 1-118-03144-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
BAYESIAN INFERENCE IN STATISTICAL ANALYSIS; CONTENTS; Chapter 1 Nature of Bayesian Inference; 1.1 Introduction and summary; 1.1.1 The role of statistical methods in scientific investigation; 1.1.2 Statistical inference as one part of statistical analysis; 1.1.3 The question of adequacy of assumptions; 1.1.4 An iterative process of model building in statistical analysis; 1.1.5 The role of Bayesian analysis; 1.2 Nature of Bayesian inference; 1.2.1 Bayes' theorem; 1.2.2 Application of Bayes' theorem with probability interpreted as frequencies
1.2.3 Application of Bayes' theorem with subjective probabilities1.2.4 Bayesian decision problems; 1.2.5 Application of Bayesian analysis to scientific inference; 1.3 Noninformative prior distributions; 1.3.1 The Normal mean θ(σ2 known); 1.3.2 The Normal standard deviation σ(θ known); 1.3.3 Exact data translated likelihoods and noninformative priors; 1.3.4 Approximate data translated likelihood; 1.3.5 Jeffreys' rule, information measure, and noninformative priors; 1.3.6 Noninformative priors for multiple parameters; 1.3.7 Noninformative prior distributions: A summary 1.4 Sufficient statistics1.4.1 Relevance of sufficient statistics in Bayesian inference; 1.4.2 An example using the Cauchy distribution; 1.5 Constraints on parameters; 1.6 Nuisance parameters; 1.6.1 Application to robustness studies; 1.6.2 Caution in integrating out nuisance parameters; 1.7 Systems of inference; 1.7.1 Fiducial inference and likelihood inference; Appendix A1.1 Combination of a Normal prior and a Normal likelihood; Chapter 2 Standard Normal Theory Inference Problems; 2.1 Introduction; 2.1.1 The Normal distribution; 2.1.2 Common Normal-theory problems 2.1.3 Distributional assumptions2.2 Inferences concerning a single mean from observations assuming common known variance; 2.2.1 An example; 2.2.2 Bayesian intervals; 2.2.3 Parallel results from sampling theory; 2.3 Inferences concerning the spread of a Normal distribution from observations having common known mean; 2.3.1 The inverted χ2, inverted χ, and the log χ distributions; 2.3.2 Inferences about the spread of a Normal distribution; 2.3.3 An example; 2.3.4 Relationship to sampling theory results; 2.4 Inferences when both mean and standard deviation are unknown; 2.4.1 An example 2.4.2 Component distributions of p(θ, σ | y)2.4.3 Posterior intervals for θ; 2.4.4 Geometric interpretation of the derivation of p(θ | y); 2.4.5 Informative prior distribution of σ; 2.4.6 Effect of changing the metric of σ for locally uniform prior; 2.4.7 Elimination of the nuisance parameter σ in Bayesian and sampling theories; 2.5 Inferences concerning the difference between two means; 2.5.1 Distribution oft θ2 - θ1 when σ21 = σ22; 2.5.2 Distribution of θ2 - θ1 when σ21 and σ22 are not assumed equal; 2.5.3 Approximations to the Behrens-Fisher distribution; 2.5.4 An example 2.6 Inferences concerning a variance ratio |
| Record Nr. | UNINA-9910139190603321 |
Box George E. P
|
||
| New York, : Wiley, 1992 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bayesian inference in statistical analysis [[electronic resource] /] / George E.P. Box, George C. Tiao
| Bayesian inference in statistical analysis [[electronic resource] /] / George E.P. Box, George C. Tiao |
| Autore | Box George E. P |
| Edizione | [Wiley classics library ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 1992 |
| Descrizione fisica | 1 online resource (610 p.) |
| Disciplina |
519.54
519.542 |
| Altri autori (Persone) | TiaoGeorge C. <1933-> |
| Collana | Wiley Classics Library |
| Soggetto topico | Mathematical statistics |
| ISBN |
1-282-25164-3
9786613813909 1-118-03319-1 1-118-03144-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
BAYESIAN INFERENCE IN STATISTICAL ANALYSIS; CONTENTS; Chapter 1 Nature of Bayesian Inference; 1.1 Introduction and summary; 1.1.1 The role of statistical methods in scientific investigation; 1.1.2 Statistical inference as one part of statistical analysis; 1.1.3 The question of adequacy of assumptions; 1.1.4 An iterative process of model building in statistical analysis; 1.1.5 The role of Bayesian analysis; 1.2 Nature of Bayesian inference; 1.2.1 Bayes' theorem; 1.2.2 Application of Bayes' theorem with probability interpreted as frequencies
1.2.3 Application of Bayes' theorem with subjective probabilities1.2.4 Bayesian decision problems; 1.2.5 Application of Bayesian analysis to scientific inference; 1.3 Noninformative prior distributions; 1.3.1 The Normal mean θ(σ2 known); 1.3.2 The Normal standard deviation σ(θ known); 1.3.3 Exact data translated likelihoods and noninformative priors; 1.3.4 Approximate data translated likelihood; 1.3.5 Jeffreys' rule, information measure, and noninformative priors; 1.3.6 Noninformative priors for multiple parameters; 1.3.7 Noninformative prior distributions: A summary 1.4 Sufficient statistics1.4.1 Relevance of sufficient statistics in Bayesian inference; 1.4.2 An example using the Cauchy distribution; 1.5 Constraints on parameters; 1.6 Nuisance parameters; 1.6.1 Application to robustness studies; 1.6.2 Caution in integrating out nuisance parameters; 1.7 Systems of inference; 1.7.1 Fiducial inference and likelihood inference; Appendix A1.1 Combination of a Normal prior and a Normal likelihood; Chapter 2 Standard Normal Theory Inference Problems; 2.1 Introduction; 2.1.1 The Normal distribution; 2.1.2 Common Normal-theory problems 2.1.3 Distributional assumptions2.2 Inferences concerning a single mean from observations assuming common known variance; 2.2.1 An example; 2.2.2 Bayesian intervals; 2.2.3 Parallel results from sampling theory; 2.3 Inferences concerning the spread of a Normal distribution from observations having common known mean; 2.3.1 The inverted χ2, inverted χ, and the log χ distributions; 2.3.2 Inferences about the spread of a Normal distribution; 2.3.3 An example; 2.3.4 Relationship to sampling theory results; 2.4 Inferences when both mean and standard deviation are unknown; 2.4.1 An example 2.4.2 Component distributions of p(θ, σ | y)2.4.3 Posterior intervals for θ; 2.4.4 Geometric interpretation of the derivation of p(θ | y); 2.4.5 Informative prior distribution of σ; 2.4.6 Effect of changing the metric of σ for locally uniform prior; 2.4.7 Elimination of the nuisance parameter σ in Bayesian and sampling theories; 2.5 Inferences concerning the difference between two means; 2.5.1 Distribution oft θ2 - θ1 when σ21 = σ22; 2.5.2 Distribution of θ2 - θ1 when σ21 and σ22 are not assumed equal; 2.5.3 Approximations to the Behrens-Fisher distribution; 2.5.4 An example 2.6 Inferences concerning a variance ratio |
| Record Nr. | UNISA-996213512303316 |
Box George E. P
|
||
| New York, : Wiley, 1992 | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Bayesian inference in statistical analysis / / George E.P. Box, George C. Tiao
| Bayesian inference in statistical analysis / / George E.P. Box, George C. Tiao |
| Autore | Box George E. P |
| Edizione | [Wiley classics library ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 1992 |
| Descrizione fisica | 1 online resource (610 p.) |
| Disciplina | 519.5/4 |
| Altri autori (Persone) | TiaoGeorge C. <1933-> |
| Collana | Wiley Classics Library |
| Soggetto topico | Mathematical statistics |
| ISBN |
9786613813909
9781282251649 1282251643 9781118033197 1118033191 9781118031445 111803144X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
BAYESIAN INFERENCE IN STATISTICAL ANALYSIS; CONTENTS; Chapter 1 Nature of Bayesian Inference; 1.1 Introduction and summary; 1.1.1 The role of statistical methods in scientific investigation; 1.1.2 Statistical inference as one part of statistical analysis; 1.1.3 The question of adequacy of assumptions; 1.1.4 An iterative process of model building in statistical analysis; 1.1.5 The role of Bayesian analysis; 1.2 Nature of Bayesian inference; 1.2.1 Bayes' theorem; 1.2.2 Application of Bayes' theorem with probability interpreted as frequencies
1.2.3 Application of Bayes' theorem with subjective probabilities1.2.4 Bayesian decision problems; 1.2.5 Application of Bayesian analysis to scientific inference; 1.3 Noninformative prior distributions; 1.3.1 The Normal mean θ(σ2 known); 1.3.2 The Normal standard deviation σ(θ known); 1.3.3 Exact data translated likelihoods and noninformative priors; 1.3.4 Approximate data translated likelihood; 1.3.5 Jeffreys' rule, information measure, and noninformative priors; 1.3.6 Noninformative priors for multiple parameters; 1.3.7 Noninformative prior distributions: A summary 1.4 Sufficient statistics1.4.1 Relevance of sufficient statistics in Bayesian inference; 1.4.2 An example using the Cauchy distribution; 1.5 Constraints on parameters; 1.6 Nuisance parameters; 1.6.1 Application to robustness studies; 1.6.2 Caution in integrating out nuisance parameters; 1.7 Systems of inference; 1.7.1 Fiducial inference and likelihood inference; Appendix A1.1 Combination of a Normal prior and a Normal likelihood; Chapter 2 Standard Normal Theory Inference Problems; 2.1 Introduction; 2.1.1 The Normal distribution; 2.1.2 Common Normal-theory problems 2.1.3 Distributional assumptions2.2 Inferences concerning a single mean from observations assuming common known variance; 2.2.1 An example; 2.2.2 Bayesian intervals; 2.2.3 Parallel results from sampling theory; 2.3 Inferences concerning the spread of a Normal distribution from observations having common known mean; 2.3.1 The inverted χ2, inverted χ, and the log χ distributions; 2.3.2 Inferences about the spread of a Normal distribution; 2.3.3 An example; 2.3.4 Relationship to sampling theory results; 2.4 Inferences when both mean and standard deviation are unknown; 2.4.1 An example 2.4.2 Component distributions of p(θ, σ | y)2.4.3 Posterior intervals for θ; 2.4.4 Geometric interpretation of the derivation of p(θ | y); 2.4.5 Informative prior distribution of σ; 2.4.6 Effect of changing the metric of σ for locally uniform prior; 2.4.7 Elimination of the nuisance parameter σ in Bayesian and sampling theories; 2.5 Inferences concerning the difference between two means; 2.5.1 Distribution oft θ2 - θ1 when σ21 = σ22; 2.5.2 Distribution of θ2 - θ1 when σ21 and σ22 are not assumed equal; 2.5.3 Approximations to the Behrens-Fisher distribution; 2.5.4 An example 2.6 Inferences concerning a variance ratio |
| Record Nr. | UNINA-9911019328403321 |
Box George E. P
|
||
| New York, : Wiley, 1992 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A course in time series analysis [[electronic resource] /] / edited by Daniel Peña, George C. Tiao, Ruey S. Tsay
| A course in time series analysis [[electronic resource] /] / edited by Daniel Peña, George C. Tiao, Ruey S. Tsay |
| Pubbl/distr/stampa | New York, : J. Wiley, c2001 |
| Descrizione fisica | 1 online resource (494 p.) |
| Disciplina |
519.5/5
519.55 |
| Altri autori (Persone) |
PeñaDaniel <1948->
TiaoGeorge C. <1933-> TsayRuey S. <1951-> |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Time-series analysis |
| ISBN |
1-282-24252-0
9786613813640 1-118-03297-7 1-118-03122-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Basic concepts in univariate time series -- pt. 2. Advanced topics in univariate time series -- pt. 3. Multivariate time series. |
| Record Nr. | UNISA-996213510403316 |
| New York, : J. Wiley, c2001 | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
A course in time series analysis / / edited by Daniel Pena, George C. Tiao, Ruey S. Tsay
| A course in time series analysis / / edited by Daniel Pena, George C. Tiao, Ruey S. Tsay |
| Pubbl/distr/stampa | New York, : J. Wiley, c2001 |
| Descrizione fisica | 1 online resource (494 p.) |
| Disciplina | 519.5/5 |
| Altri autori (Persone) |
PenaDaniel <1948->
TiaoGeorge C. <1933-> TsayRuey S. <1951-> |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Time-series analysis |
| ISBN |
9786613813640
9781282242524 1282242520 9781118032978 1118032977 9781118031223 1118031229 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Basic concepts in univariate time series -- pt. 2. Advanced topics in univariate time series -- pt. 3. Multivariate time series. |
| Record Nr. | UNINA-9910139189303321 |
| New York, : J. Wiley, c2001 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||