Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions: 41 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 41) - Tapa dura

Schweder, Tore; Hjort, Nils Lid

9780521861601: Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions: 41 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 41)

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ISBN 10: 0521861608 ISBN 13: 9780521861601

Editorial: Cambridge University Press, 2016

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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.

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'This book presents a detailed and wide-ranging account of an approach to inference that moves the discipline towards increased cohesion, avoiding the artificial distinction between testing and estimation. Innovative and thorough, it is sure to have an impact both in the foundations of inference and in a wide range of practical applications of inference.' Nancy Reid, University Professor of Statistical Sciences, University of Toronto

'I recommend this book very enthusiastically to any researcher interested in learning more about advanced likelihood theory, based on concepts like confidence distributions and fiducial distributions, and their links with other areas. The book explains in a very didactical way the concepts, their use, their interpretation, etc., illustrated by an impressive number of examples and data sets from a wide range of areas in statistics.' Ingrid Van Keilegom, Universit� Catholique de Louvain

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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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EditorialCambridge University Press
A�o de publicaci�n2016
ISBN 10 0521861608
ISBN 13 9780521861601
Encuadernaci�nTapa dura
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Confidence, Likelihood ,and Probability : Statistical Inference With Confidence Distributions

Schweder, Tore; Hjort, Nils Lid

Publicado por Cambridge University Press (2016)

ISBN 10: 0521861608 ISBN 13: 9780521861601

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Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 41)

Schweder, Tore; Hjort, Nils Lid

Publicado por Cambridge University Press (2016)

ISBN 10: 0521861608 ISBN 13: 9780521861601

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Confidence, Likelihood, Probability

Schweder, Tore

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Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 41)

Schweder, Tore; Hjort, Nils Lid

Publicado por Cambridge University Press (2016)

ISBN 10: 0521861608 ISBN 13: 9780521861601

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Confidence, Likelihood, Probability

Tore Schweder

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Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions (Cambridge Series in Statistical and Probabilistic Mathematics) by Hjort, Nils Lid, Schweder, Tore [Hardcover ]

Hjort, Nils Lid", "Schweder, Tore"

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Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions

Tore Schweder

Publicado por Cambridge University Press (2016)

ISBN 10: 0521861608 ISBN 13: 9780521861601

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