商品詳細(参照) | Knowledge Worker

【統計決定理論入門】

Introduction to Statistical Decision Theory (OIP) H 904 p. 95

Pratt, John W 　著

絶版
価格 \-

発行年月	1995年05月
出版社／提供元	The MIT Press
出版国	アメリカ合衆国
言語	英語
媒体	冊子
装丁	hardcover
ページ数／巻数	904 p.
ジャンル	洋書／社会科学／経営学／経営管理
ISBN	9780262161442
商品コード	0209423619
本の性格	実務向け
書評掲載誌	Journal of Economic Literature
商品URL	https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0209423619

内容

Argues that the Bayesian revolution in statistics - where statistics isintegrated with decision-making in areas such as management and public policy- is here to stay. This text states the case and shows how the approach isoperational and relevant for real-world decision-making under uncertainty.

An informal treatment of foundations; a formal treatment of foundations;assessment of utilities for consequences; quantification of judgements;analysis of decision trees; random variables; continuous lotteries andexpectations; special univariate distributions; conditional probability andBayes' theorem; Bernoulli process; terminal analysis - opportunity loss andthe value of perfect information; paired random variables; preposterioranalysis - the value of sample information; Poisson process; normal processwith known variance; normal process with unknown variance; large sampletheory; statistical analysis in normal form; classical methods; multivariaterandom variables; the multivariate normal distribution; choosing the best ofseveral processes; allowance for uncertain bias; stratification; theportfolio problem; normal linear regression with known variance. Appendices:the terminology of sets; elements of matrix theory; properties of utilityfunctions for monetary consequences; tables.