Statistical Inference Based on Divergence Measures - Couverture souple

Livre 27 sur 88: Statistics: A Series of Textbooks and Monographs

Pardo, Leandro

 
9780367578015: Statistical Inference Based on Divergence Measures
Couverture souple
ISBN 10 : 0367578018 ISBN 13 : 9780367578015
Editeur : Routledge, 2020

Synopsis

The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this powerful approach.

Statistical Inference Based on Divergence Measures explores classical problems of statistical inference, such as estimation and hypothesis testing, on the basis of measures of entropy and divergence. The first two chapters form an overview, from a statistical perspective, of the most important measures of entropy and divergence and study their properties. The author then examines the statistical analysis of discrete multivariate data with emphasis is on problems in contingency tables and loglinear models using phi-divergence test statistics as well as minimum phi-divergence estimators. The final chapter looks at testing in general populations, presenting the interesting possibility of introducing alternative test statistics to classical ones like Wald, Rao, and likelihood ratio. Each chapter concludes with exercises that clarify the theoretical results and present additional results that complement the main discussions.

Clear, comprehensive, and logically developed, this book offers a unique opportunity to gain not only a new perspective on some standard statistics problems, but the tools to put it into practice.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Leandro Pardo

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Routledge
Date d'édition
2020
Langue
anglais
ISBN 10 
0367578018
ISBN 13 
9780367578015
Reliure
Broché
Nombre de pages
512
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Allemagne

Autres éditions populaires du même titre

9781584886006: Statistical Inference Based on Divergence Measures

Edition présentée

ISBN 10 :  1584886005 ISBN 13 :  9781584886006
Editeur : Chapman & Hall/CRC, 2005
Couverture rigide