Confidence, Likelihood, Probability

Statistical Inference with Confidence Distributions

Author: Tore Schweder,Nils Lid Hjort

Publisher: Cambridge University Press

ISBN: 1316445054

Category: Mathematics

Page: N.A

View: 9855

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.

Robustness in Econometrics

Author: Vladik Kreinovich,Songsak Sriboonchitta,Van-Nam Huynh

Publisher: Springer

ISBN: 3319507427

Category: Computers

Page: 705

View: 7795

This book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.

Epistemic Processes

Author: Inge S. Helland

Publisher: Springer

ISBN: 3319950681

Category:

Page: N.A

View: 9913

Grundbegriffe der Wahrscheinlichkeitsrechnung

Author: A. Kolomogoroff

Publisher: Springer-Verlag

ISBN: 3642498884

Category: Mathematics

Page: 62

View: 962

Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind. Der Verlag stellt mit diesem Archiv Quellen für die historische wie auch die disziplingeschichtliche Forschung zur Verfügung, die jeweils im historischen Kontext betrachtet werden müssen. Dieser Titel erschien in der Zeit vor 1945 und wird daher in seiner zeittypischen politisch-ideologischen Ausrichtung vom Verlag nicht beworben.

Essentials of Statistical Inference

Author: G. A. Young,R. L. Smith,R. L. (University of North Carolina Smith, Chapel Hill)

Publisher: Cambridge University Press

ISBN: 9780521839716

Category: Mathematics

Page: 225

View: 9612

Concise account of main approaches; first textbook to synthesize modern computation with basic theory.

Bayesian Thinking, Modeling and Computation

Author: N.A

Publisher: Elsevier

ISBN: 9780080461175

Category: Mathematics

Page: 1062

View: 6666

This volume describes how to develop Bayesian thinking, modelling and computation both from philosophical, methodological and application point of view. It further describes parametric and nonparametric Bayesian methods for modelling and how to use modern computational methods to summarize inferences using simulation. The book covers wide range of topics including objective and subjective Bayesian inferences with a variety of applications in modelling categorical, survival, spatial, spatiotemporal, Epidemiological, software reliability, small area and micro array data. The book concludes with a chapter on how to teach Bayesian thoughts to nonstatisticians. Critical thinking on causal effects Objective Bayesian philosophy Nonparametric Bayesian methodology Simulation based computing techniques Bioinformatics and Biostatistics

Kalman-Bucy-Filter

determinist. Beobachtung u. stochast. Filterung

Author: Karl Brammer,Gerhard Siffling

Publisher: N.A

ISBN: N.A

Category: Control theory

Page: 232

View: 5303

Das Buch will die mannigfaltigen Aufgaben der heutigen Regelungs- und Steuerungstechnik und ihre Lösung nahebringen. Das soll mit möglichst geringem Zeit- und Arbeitsaufwand für den Leser verbunden sein. Leichte Verständlichkeit, Anschaulichkeit und Anwendungsnähe sind deshalb Hauptgesichtspunkt der Darstellung. Vollständigkeit ist nicht angestrebt, vielmehr Darstellung des Wesentlichen. Mathematische Methoden werden auf das Notwendige beschränkt.

Mathematik und Astronomie im klassischen Altertum

Author: Edmund Hoppe,Jürgen Paul Schwindt,Markus Asper

Publisher: Universitaetsverlag Winter

ISBN: 9783825320126

Category: History

Page: 301

View: 6244

English summary: In 1911, the Rostock born classical philologist John Geffcken (1861-1935) founded the "Bibliothek der klassischen Altertumswissenschaften" (library of classical studies). The series, which remains active to this day, is the most longstanding German book series in classical philology and archeology and is still being published by Universitatsverlag Winter, just as it was one hundred years ago. On this occasion, the publisher is making available a reprint of the first volume of the "Bibliothek," Edmund Hoppe's 1911 treatise "Mathematik und Astronomie im klassischen Altertum" (mathematics and astronomy in classical antiquity), published in two volumes; this volume is the second of the two. German description: 1911 begrundete der Rostocker Klassische Philologe Johannes Geffcken (1861-1935) die "Bibliothek der klassischen Altertumswissenschaften." Sie ist die die alteste deutsche, noch bestehende Buchreihe der klassisch-philologischen Altertumswissenschaft und erscheint heute wie vor einhundert Jahren im Universitatsverlag Winter. Aus diesem Anlass wird der erste Band der "Bibliothek," Edmund Hoppes 1911 erschienene Abhandlung "Mathematik und Astronomie im klassischen Altertum," hier noch einmal nachgedruckt (2. Teil; der 1. Teil erschien 2011 an gleicher Stelle). Der Experimentalphysiker und Wissenschaftshistoriker Edmund Hoppe (1854-1928) unterrichtete vierzig Jahre lang als Gymnasialprofessor in Hamburg und lehrte nach seiner Emeritierung Geschichte der Naturwissenschaften an der Universitat Gottingen.

Asymptotic Statistics

Author: A. W. van der Vaart

Publisher: Cambridge University Press

ISBN: 9780521784504

Category: Mathematics

Page: 443

View: 4188

A mathematically rigorous, practical introduction presenting standard topics plus research.

Weighing the Odds

A Course in Probability and Statistics

Author: David Williams

Publisher: Cambridge University Press

ISBN: 9780521006187

Category: Mathematics

Page: 547

View: 2176

Advanced textbook; many examples and exercises, often with hints or solutions; code provided for computational examples and simulations.

Lie-Gruppen und Lie-Algebren

Author: Joachim Hilgert,Karl-Hermann Neeb

Publisher: Springer-Verlag

ISBN: 3322802701

Category: Education

Page: 361

View: 7071

Dieses Buch versteht sich als Einführung in die Theorie der Lie-Gruppen. Der Begriff der Lie-Gruppen wird ausgehend von den einfachsten Beispielen, den Matrizengruppen, entwickelt. Eine große Anzahl von Problemen für Lie-Gruppen kann man durch Übertragung auf die zugehörigen Lie-Algebren lösen. Dies ist der Leitgedanke des Buches. Vorausgesetzt werden Kenntnisse in der Linearen Algebra, der Differentialrechnung mehrerer Variablen und der elementaren Gruppentheorie.

Saddlepoint Approximations with Applications

Author: Ronald W. Butler

Publisher: Cambridge University Press

ISBN: 1139466518

Category: Mathematics

Page: N.A

View: 1905

Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 1-6 at an elementary mathematical level. Chapters 7-9 then give a highly readable account of higher-order asymptotic inference. Later chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entry-level text and a valuable reference.

Mathematical Reviews

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Mathematics

Page: N.A

View: 3975

Statistik

für Sozialwissenschaftler

Author: Jürgen Bortz

Publisher: Springer-Verlag

ISBN: 3662100312

Category: Psychology

Page: 835

View: 6255

Prüfungsrelevanz und ein optimales didaktisches Konzept zeichnen dieses Standard-Lehrbuch der Statistik aus. Die fünfte Auflage ist komplett überarbeitet und damit jetzt noch studentengerechter. Neu: - Komprimierte Sammlung der wichtigsten Formeln zum schnellen Nachschlagen - Glossar mit den wichtigsten Begriffs-Definitionen kurzgefaßt auf einen Blick - Überarbeitete Lösungen mit Schritt-für-Schritt-Beispielen: durch Mitarbeit von Studenten garantiert verständlich und leicht nachvollziehbar - Neue Gestaltung, noch lesefreundlicher und übersichtlicher Interpretationshilfen, Anleitungen für die Auswertung mit dem PC und Hinweise zur Bestimmung optimaler Stichprobenumfänge garantieren effektives Lernen und Arbeiten.

Applied Asymptotics

Case Studies in Small-Sample Statistics

Author: A. R. Brazzale,A. C. Davison,N. Reid

Publisher: Cambridge University Press

ISBN: 9780521847032

Category: Business & Economics

Page: 236

View: 1762

First practical treatment of small-sample asymptotics, enabling practitioners to apply new methods with confidence.

Bayesian Methods

An Analysis for Statisticians and Interdisciplinary Researchers

Author: Thomas Leonard,John S. J. Hsu

Publisher: Cambridge University Press

ISBN: 9780521004145

Category: Mathematics

Page: 333

View: 6278

This book describes the Bayesian approach to statistics at a level suitable for final year undergraduate and Masters students. It is unusual in presenting Bayesian statistics with a practical flavor and an emphasis on mainstream statistics, showing how to infer scientific, medical, and social conclusions from numerical data. The authors draw on many years of experience with practical and research programs and describe many statistical methods, not readily available elsewhere. A first chapter on Fisherian methods, together with a strong overall emphasis on likelihood, makes the text suitable for mainstream statistics courses whose instructors wish to follow mixed or comparative philosophies. The other chapters contain important sections relating to many areas of statistics such as the linear model, categorical data analysis, time series and forecasting, mixture models, survival analysis, Bayesian smoothing, and non-linear random effects models. The text includes a large number of practical examples, worked examples, and exercises. It will be essential reading for all statisticians, statistics students, and related interdisciplinary researchers.