Applied Statistical Inference
Likelihood and Bayes
(Sprache: Englisch)
This book covers statistical inference based on the likelihood function. Discusses frequentist likelihood-based inference from a Fisherian viewpoint, Bayesian inference techniques including point and interval estimates, model choice and prediction and more.
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Produktinformationen zu „Applied Statistical Inference “
This book covers statistical inference based on the likelihood function. Discusses frequentist likelihood-based inference from a Fisherian viewpoint, Bayesian inference techniques including point and interval estimates, model choice and prediction and more.
Klappentext zu „Applied Statistical Inference “
This book covers modern statistical inference based on likelihood with applications in medicine, epidemiology and biology. Two introductory chapters discuss the importance of statistical models in applied quantitative research and the central role of the likelihood function. The rest of the book is divided into three parts. The first describes likelihood-based inference from a frequentist viewpoint. Properties of the maximum likelihood estimate, the score function, the likelihood ratio and the Wald statistic are discussed in detail. In the second part, likelihood is combined with prior information to perform Bayesian inference. Topics include Bayesian updating, conjugate and reference priors, Bayesian point and interval estimates, Bayesian asymptotics and empirical Bayes methods. Modern numerical techniques for Bayesian inference are described in a separate chapter. Finally two more advanced topics, model choice and prediction, are discussed both from a frequentist and a Bayesianperspective.A comprehensive appendix covers the necessary prerequisites in probability theory, matrix algebra, mathematical calculus, and numerical analysis.
Inhaltsverzeichnis zu „Applied Statistical Inference “
Introduction. - Likelihood. - Elements of Frequentist Inference. -Frequentist Properties of the Likelihood. - Likelihood Inference in Multiparameter Models. - Bayesian Inference. - Model Selection. -Numerical Methods for Bayesian Inference. - Prediction Probabilities, Random Variables and Distributions. - Some Results from Matrix Algebra and Calculus. - Some Numerical Techniques.
Autoren-Porträt von Leonhard Held, Daniel Sabanés Bové
Leonhard Held is a Professor of Biostatistics at the University of Zurich, Switzerland. He has served as Editor or Associate Editor for Biometrical Journal, Biostatistics and Applied Statistics (JRSSC). He has published several books and numerous articles in statistical methodology, applied statistics and biomedical research. He teaches undergraduate and graduate-level courses in Biostatistics and Medical Statistics.Daniel Sabanés Bové wrote his PhD thesis in Statistics at the University of Zurich under the supervision of Leonhard Held. He received the Bernd-Streitberg young researcher award from the German Region of the International Biometrical Society.
Bibliographische Angaben
- Autoren: Leonhard Held , Daniel Sabanés Bové
- 2013, 2014., 376 Seiten, 71 Schwarz-Weiß-Abbildungen, Maße: 15,6 x 23,6 cm, Kartoniert (TB), Englisch
- Verlag: Springer
- ISBN-10: 3642378862
- ISBN-13: 9783642378867
- Erscheinungsdatum: 25.11.2013
Sprache:
Englisch
Rezension zu „Applied Statistical Inference “
From the reviews:"Modern statistical techniques for likelihood and Bayesian approaches are presented in detail throughout the book. ... The intended audience is formed by students in bioinformatics, biomathematics, etc., but a large audience could be interested in this book." (Marina Gorunescu, zbMATH, Vol. 1281, 2014)
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