Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions - Couverture rigide

Livre 30 sur 45: Cambridge Series in Statistical and Probabilistic Mathematics

Schweder, Tore; Hjort, Nils Lid

 
9780521861601: Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions
Couverture rigide
ISBN 10 : 0521861608 ISBN 13 : 9780521861601
Editeur : Cambridge University Press, 2016

Synopsis

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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À propos des auteurs

Tore Schweder is a Professor of Statistics in the Department of Economics and at the Centre for Ecology and Evolutionary Synthesis at the University of Oslo.

Nils Lid Hjort is Professor of Mathematical Statistics in the Department of Mathematics at the University of Oslo.

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

Éditeur
Cambridge University Press
Date d'édition
2016
Langue
anglais
ISBN 10 
0521861608
ISBN 13 
9780521861601
Reliure
Relié
Nombre de pages
511
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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