Confidence, Likelihood, Probability

Name: Confidence, Likelihood, Probability
Brand: Cambridge University Press
SKU: 9780521861601
Price: 589.59 RON
Availability: InStock

Autor: Tore Schweder, Nils Lid Hjort

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Editura: Cambridge University Press

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This lively book lays out a methodology of confidence distributions and puts them through their pace...

Informații despre carte

Autor

Tore Schweder, Nils Lid Hjort

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2016

Pagini

511

EAN

9780521861601

ISBN

0521861608

Enbook ID

09310879

Editura

Cambridge University Press

Greutate

1096

Dimensiuni

261 x 189 x 33

Descriere completă

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.

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