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Applied Decision Theory: Estimation of Models using Bayesian Approach: Bayesian Estimation of Shift or Change Point in Different Statistical Data Sequences under Various Loss Functions - Couverture souple
Synopsis
In this book, we studied the model selection and its parameter estimation through Bayesian techniques, In Applied Decision Theory, usually we consider Bayesian Analysis and Estimation Theory, a Bayes Estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function. The Bayesian Estimation of parameter in the case of Shift or Change Point in Poisson Sequence, Gamma Sequence and in Pareto Sequence under Squared Error Loss Function(SELF), LINEX Loss Function(LLF) and Precautionary Loss Function(PLF) and General Entropy Loss Function(GELF) was carried out and the comparisons are made among the different loss functions in the Poisson Sequence and Pareto Sequence within. The observed data like life time data, economic data, industrial data etc; can be consider in which there may be a sudden change or failure in life test will occur, It is very important to know when and where a change will occur and the Bayesian estimation of its parameter will be calculated and the inference will be drawn which is very important to take decision regarding the shift point in the life testing models.
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Applied Decision Theory: Estimation of Models using Bayesian Approach
Edité par
LAP LAMBERT Academic Publishing, 2015
ISBN 10 : 3659431591
ISBN 13 : 9783659431593
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Mishra Manoj KumarAuthor was born on 15 March 1973 at Padrauna, District Kushinagar in Uttar Pradesh, a state of India. He did his M.Sc. with major in Agril. Statistics and minor in Computer Sc. from G. B. Pant University of Agricult. N° de réf. du vendeur 21942045
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Applied Decision Theory: Estimation of Models using Bayesian Approach
Edité par
LAP LAMBERT Academic Publishing Mrz 2015, 2015
ISBN 10 : 3659431591
ISBN 13 : 9783659431593
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book, we studied the model selection and its parameter estimation through Bayesian techniques, In Applied Decision Theory, usually we consider Bayesian Analysis and Estimation Theory, a Bayes Estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function. The Bayesian Estimation of parameter in the case of Shift or Change Point in Poisson Sequence, Gamma Sequence and in Pareto Sequence under Squared Error Loss Function(SELF), LINEX Loss Function(LLF) and Precautionary Loss Function(PLF) and General Entropy Loss Function(GELF) was carried out and the comparisons are made among the different loss functions in the Poisson Sequence and Pareto Sequence within. The observed data like life time data, economic data, industrial data etc; can be consider in which there may be a sudden change or failure in life test will occur, It is very important to know when and where a change will occur and the Bayesian estimation of its parameter will be calculated and the inference will be drawn which is very important to take decision regarding the shift point in the life testing models. 148 pp. Englisch. N° de réf. du vendeur 9783659431593
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Applied Decision Theory: Estimation of Models using Bayesian Approach : Bayesian Estimation of Shift or Change Point in Different Statistical Data Sequences under Various Loss Functions
Edité par
LAP LAMBERT Academic Publishing, 2015
ISBN 10 : 3659431591
ISBN 13 : 9783659431593
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this book, we studied the model selection and its parameter estimation through Bayesian techniques, In Applied Decision Theory, usually we consider Bayesian Analysis and Estimation Theory, a Bayes Estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function. The Bayesian Estimation of parameter in the case of Shift or Change Point in Poisson Sequence, Gamma Sequence and in Pareto Sequence under Squared Error Loss Function(SELF), LINEX Loss Function(LLF) and Precautionary Loss Function(PLF) and General Entropy Loss Function(GELF) was carried out and the comparisons are made among the different loss functions in the Poisson Sequence and Pareto Sequence within. The observed data like life time data, economic data, industrial data etc; can be consider in which there may be a sudden change or failure in life test will occur, It is very important to know when and where a change will occur and the Bayesian estimation of its parameter will be calculated and the inference will be drawn which is very important to take decision regarding the shift point in the life testing models. N° de réf. du vendeur 9783659431593
Quantité disponible : 1 disponible(s)
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Applied Decision Theory: Estimation of Models using Bayesian Approach
Edité par
LAP LAMBERT Academic Publishing Mär 2015, 2015
ISBN 10 : 3659431591
ISBN 13 : 9783659431593
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this book, we studied the model selection and its parameter estimation through Bayesian techniques, In Applied Decision Theory, usually we consider Bayesian Analysis and Estimation Theory, a Bayes Estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function. The Bayesian Estimation of parameter in the case of Shift or Change Point in Poisson Sequence, Gamma Sequence and in Pareto Sequence under Squared Error Loss Function(SELF), LINEX Loss Function(LLF) and Precautionary Loss Function(PLF) and General Entropy Loss Function(GELF) was carried out and the comparisons are made among the different loss functions in the Poisson Sequence and Pareto Sequence within. The observed data like life time data, economic data, industrial data etc; can be consider in which there may be a sudden change or failure in life test will occur, It is very important to know when and where a change will occur and the Bayesian estimation of its parameter will be calculated and the inference will be drawn which is very important to take decision regarding the shift point in the life testing models.Books on Demand GmbH, Überseering 33, 22297 Hamburg 148 pp. Englisch. N° de réf. du vendeur 9783659431593
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Applied Decision Theory: Estimation of Models using Bayesian Approach: Bayesian Estimation of Shift or Change Point in Different Statistical Data Sequences under Various Loss Functions
Edité par
LAP LAMBERT Academic Publishing, 2015
ISBN 10 : 3659431591
ISBN 13 : 9783659431593
Ancien ou d'occasion
Paperback
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
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Paperback. Etat : Like New. Like New. book. N° de réf. du vendeur ERICA79036594315916
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