Probability and Bayesian Statistics
Başlık:
Probability and Bayesian Statistics
ISBN:
9781461318859
Personal Author:
Edition:
1st ed. 1987.
Yayın Bilgileri:
New York, NY : Springer US : Imprint: Springer, 1987.
Fiziksel Tanımlama:
510 p. online resource.
Contents:
Stochastic Linear Programming with Recourse under Partial Information -- Applied GEWR (n,p,q) Normal Discount Bayesian Model: An Austrian Economic Case Study -- Using Influence Diagrams to Solve a Calibration Problem -- Reliability of a Complex System from Bayesian Viewpoint -- Information in Selection Models -- Approximations in Statistics from a Decision-Theoretical Viewpoint -- Restricted Bayes Estimates for Binomial Parameters -- Bayesian Prevision of Time Series by Transfer Function Models -- Priors for Exponential Families which maximize the Association between Past and Future Observations -- Calibrating and Combining Precipitation Probability Forecasts -- Coherent Distributions and Lindley's Paradox -- Mean Variance, Expected Utility and Ruin Probability in Reinsurance Decisions: Suggestions and Comments on the Line of de Finetti' s Seminal Work -- A Product of Multivariate T Densities as Upper Bound for the Posterior Kernel of Simultaneous Equation Model Parameters -- A Common Model Selection Criterion -- Predictive Screening Methods in Binary Response Models -- De Finetti's Probabilistic Approach and the Theory of Expectations in Economics -- Some Characteristics of Bayesian Designs -- The Analysis of Multiple Choice Tests in Educational Assessment -- Dynamic Inference on Survival Functions -- The Role of Probability and Statistics in Physics -- Can we build a Subjectivist Statistical Package? -- Life Time Distributions and Stochastic Dynamical Systems -- Calibration of a Radiation Detector: Chromosome Dosimetry for Neutrons -- On Some Bayes and Empirical Bayes Selection Procedures -- Bayesian Aspects in the Theory of Comparison of Statistical Experiments -- Maximal Semigroups and the Support of Gauss - Semigroups -- Sufficiency Completeness Principle -- On the Interpretation of Hypothesis Tests following Neyman and Pearson -- De Finetti's Methods of Elicitation -- Bayesian Estimation of Design Floods under Regional and Subjective Prior Information -- Bayesian Methods in Multiperiod Financial Decision Making -- Cognitive Representation of Incomplete Knownledge -- Comparison of some Statistical Methods for Counting Process Observations -- Bayes Inference in Life Tests When Samples Sizes Are Fixed or Random -- On Cox's Confidence Distribution -- A Bayesian Analysis of a Generalized Slope Ratio Bioassay -- On Absolute Continuity of Measures Due to Gaussian Locally Stationary Processes -- Bayesian Adaptive Decision Theory Versus Dynamic Games as Models for Economic Planning and Policy-Making under Uncertainty -- Remarks on Foundations of Bayesian Statistics and Econometrics -- HPD-Regions for the Linear Regression Model -- A Very General De Finetti-Type Theorem -- A Bayesian Approach to Estimating the Parameters of a Hydrological Forecasting System -- The Extended Bayes-Postulate, Its Potential Effect on Statistical Methods and Some Historical Aspects -- The Analysis of Weibull Lifetime Data Incorporating Expert Opinion -- Robust Tests for Trend in Binomial Proportions -- Decomposition of Weibull Mixture-Distributions in Accelerated Life Testing by Bayesian Methods -- Robust Bayesian Methods -- Is It Necessary to Develop a Fuzzy Bayesian Inference? -- A Predictive Density Criterion for Selecting Non-Nested Linear Models and Comparison with Other Criteria -- Bayesian Models and Methods for Binary Time Series -- Semi-Sufficiency in Accelerated Life Testing.
Abstract:
This book contains selected and refereed contributions to the "Inter national Symposium on Probability and Bayesian Statistics" which was orga nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics and stochastic processes, to real applications in economics, reliability and hydrology. Also the question is raised if it is necessary to develop new techniques to model and analyze fuzzy observations in samples. The articles are arranged in alphabetical order according to the family name of the first author of each paper to avoid a hierarchical ordering of importance of the different topics. Readers interested in special topics can use the index at the end of the book as guide.
Ek Kurum Yazarı:
Dil:
English