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Advances in Statistical Decision Theory and Applications

Advances in Statistical Decision Theory and Applications PDF Author: S. Panchapakesan
Publisher: Springer Science & Business Media
ISBN: 1461223083
Category : Mathematics
Languages : en
Pages : 478

Book Description
Shanti S. Gupta has made pioneering contributions to ranking and selection theory; in particular, to subset selection theory. His list of publications and the numerous citations his publications have received over the last forty years will amply testify to this fact. Besides ranking and selection, his interests include order statistics and reliability theory. The first editor's association with Shanti Gupta goes back to 1965 when he came to Purdue to do his Ph.D. He has the good fortune of being a student, a colleague and a long-standing collaborator of Shanti Gupta. The second editor's association with Shanti Gupta began in 1978 when he started his research in the area of order statistics. During the past twenty years, he has collaborated with Shanti Gupta on several publications. We both feel that our lives have been enriched by our association with him. He has indeed been a friend, philosopher and guide to us.

Advances in Statistical Decision Theory and Applications

Advances in Statistical Decision Theory and Applications PDF Author: S. Panchapakesan
Publisher: Springer Science & Business Media
ISBN: 1461223083
Category : Mathematics
Languages : en
Pages : 478

Book Description
Shanti S. Gupta has made pioneering contributions to ranking and selection theory; in particular, to subset selection theory. His list of publications and the numerous citations his publications have received over the last forty years will amply testify to this fact. Besides ranking and selection, his interests include order statistics and reliability theory. The first editor's association with Shanti Gupta goes back to 1965 when he came to Purdue to do his Ph.D. He has the good fortune of being a student, a colleague and a long-standing collaborator of Shanti Gupta. The second editor's association with Shanti Gupta began in 1978 when he started his research in the area of order statistics. During the past twenty years, he has collaborated with Shanti Gupta on several publications. We both feel that our lives have been enriched by our association with him. He has indeed been a friend, philosopher and guide to us.

Statistical Decision Theory

Statistical Decision Theory PDF Author: F. Liese
Publisher: Springer Science & Business Media
ISBN: 0387731946
Category : Mathematics
Languages : en
Pages : 696

Book Description
For advanced graduate students, this book is a one-stop shop that presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical relevance. All of the major topics are introduced at an elementary level, then developed incrementally to higher levels. The book is self-contained as it provides full proofs, worked-out examples, and problems. The authors present a rigorous account of the concepts and a broad treatment of the major results of classical finite sample size decision theory and modern asymptotic decision theory. With its broad coverage of decision theory, this book fills the gap between standard graduate texts in mathematical statistics and advanced monographs on modern asymptotic theory.

Statistical Decision Theory and Related Topics V

Statistical Decision Theory and Related Topics V PDF Author: Shanti S. Gupta
Publisher: Springer Science & Business Media
ISBN: 146122618X
Category : Business & Economics
Languages : en
Pages : 535

Book Description
The Fifth Purdue International Symposium on Statistical Decision The was held at Purdue University during the period of ory and Related Topics June 14-19,1992. The symposium brought together many prominent leaders and younger researchers in statistical decision theory and related areas. The format of the Fifth Symposium was different from the previous symposia in that in addition to the 54 invited papers, there were 81 papers presented in contributed paper sessions. Of the 54 invited papers presented at the sym posium, 42 are collected in this volume. The papers are grouped into a total of six parts: Part 1 - Retrospective on Wald's Decision Theory and Sequential Analysis; Part 2 - Asymptotics and Nonparametrics; Part 3 - Bayesian Analysis; Part 4 - Decision Theory and Selection Procedures; Part 5 - Probability and Probabilistic Structures; and Part 6 - Sequential, Adaptive, and Filtering Problems. While many of the papers in the volume give the latest theoretical developments in these areas, a large number are either applied or creative review papers.

Frontiers of Statistical Decision Making and Bayesian Analysis

Frontiers of Statistical Decision Making and Bayesian Analysis PDF Author: Ming-Hui Chen
Publisher: Springer Science & Business Media
ISBN: 1441969446
Category : Mathematics
Languages : en
Pages : 631

Book Description
Research in Bayesian analysis and statistical decision theory is rapidly expanding and diversifying, making it increasingly more difficult for any single researcher to stay up to date on all current research frontiers. This book provides a review of current research challenges and opportunities. While the book can not exhaustively cover all current research areas, it does include some exemplary discussion of most research frontiers. Topics include objective Bayesian inference, shrinkage estimation and other decision based estimation, model selection and testing, nonparametric Bayes, the interface of Bayesian and frequentist inference, data mining and machine learning, methods for categorical and spatio-temporal data analysis and posterior simulation methods. Several major application areas are covered: computer models, Bayesian clinical trial design, epidemiology, phylogenetics, bioinformatics, climate modeling and applications in political science, finance and marketing. As a review of current research in Bayesian analysis the book presents a balance between theory and applications. The lack of a clear demarcation between theoretical and applied research is a reflection of the highly interdisciplinary and often applied nature of research in Bayesian statistics. The book is intended as an update for researchers in Bayesian statistics, including non-statisticians who make use of Bayesian inference to address substantive research questions in other fields. It would also be useful for graduate students and research scholars in statistics or biostatistics who wish to acquaint themselves with current research frontiers.

Multiple Statistical Decision Theory

Multiple Statistical Decision Theory PDF Author: Shanti Swarup Gupta
Publisher:
ISBN: 9783540905721
Category : Analyse séquentielle - Statistique mathématique
Languages : en
Pages : 104

Book Description
Some auxiliary results: monotonicity properties of probability distributions; Multiple decision theory: a general approach; Modified minimax decision procedures; Invariant decision procedures; Robust selection procedures: most economical multiple decision rules; Multiple decision procedures based on tests.

Fundamentals of Statistical Exponential Families

Fundamentals of Statistical Exponential Families PDF Author: Lawrence D. Brown
Publisher: IMS
ISBN: 9780940600102
Category : Business & Economics
Languages : en
Pages : 302

Book Description


Multiple Statistical Decision Theory: Recent Developments

Multiple Statistical Decision Theory: Recent Developments PDF Author: S. S. Gupta
Publisher: Springer
ISBN: 9781461259268
Category : Mathematics
Languages : en
Pages : 104

Book Description
The theory and practice of decision making involves infinite or finite number of actions. The decision rules with a finite number of elements in the action space are the so-called multiple decision procedures. Several approaches to problems of multi ple decisions have been developed; in particular, the last decade has witnessed a phenomenal growth of this field. An important aspect of the recent contributions is the attempt by several authors to formalize these problems more in the framework of general decision theory. In this work, we have applied general decision theory to develop some modified principles which are reasonable for problems in this field. Our comments and contributions have been written in a positive spirt and, hopefully, these will an impact on the future direction of research in this field. Using the various viewpoints and frameworks, we have emphasized recent developments in the theory of selection and ranking ~Ihich, in our opinion, provides one of the main tools in this field. The growth of the theory of selection and ranking has kept apace with great vigor as is evidenced by the publication of two recent books, one by Gibbons, Olkin and Sobel (1977), and the other by Gupta and Panchapakesan (1979). An earlier monograph by Bechhofer, Kiefer and Sobel (1968) had also provided some very interest ing work in this field.

Introduction to Statistical Decision Theory

Introduction to Statistical Decision Theory PDF Author: John Winsor Pratt
Publisher: MIT Press
ISBN: 9780262161442
Category : Business & Economics
Languages : en
Pages : 906

Book Description
They then examine the Bernoulli, Poisson, and Normal (univariate and multivariate) data generating processes.

Statistical Decision Theory

Statistical Decision Theory PDF Author: James Berger
Publisher: Springer Science & Business Media
ISBN: 147571727X
Category : Mathematics
Languages : en
Pages : 440

Book Description
Decision theory is generally taught in one of two very different ways. When of opti taught by theoretical statisticians, it tends to be presented as a set of mathematical techniques mality principles, together with a collection of various statistical procedures. When useful in establishing the optimality taught by applied decision theorists, it is usually a course in Bayesian analysis, showing how this one decision principle can be applied in various practical situations. The original goal I had in writing this book was to find some middle ground. I wanted a book which discussed the more theoretical ideas and techniques of decision theory, but in a manner that was constantly oriented towards solving statistical problems. In particular, it seemed crucial to include a discussion of when and why the various decision prin ciples should be used, and indeed why decision theory is needed at all. This original goal seemed indicated by my philosophical position at the time, which can best be described as basically neutral. I felt that no one approach to decision theory (or statistics) was clearly superior to the others, and so planned a rather low key and impartial presentation of the competing ideas. In the course of writing the book, however, I turned into a rabid Bayesian. There was no single cause for this conversion; just a gradual realization that things seemed to ultimately make sense only when looked at from the Bayesian viewpoint.

Asymptotic Methods in Statistical Decision Theory

Asymptotic Methods in Statistical Decision Theory PDF Author: Lucien Le Cam
Publisher: Springer Science & Business Media
ISBN: 1461249465
Category : Mathematics
Languages : en
Pages : 767

Book Description
This book grew out of lectures delivered at the University of California, Berkeley, over many years. The subject is a part of asymptotics in statistics, organized around a few central ideas. The presentation proceeds from the general to the particular since this seemed the best way to emphasize the basic concepts. The reader is expected to have been exposed to statistical thinking and methodology, as expounded for instance in the book by H. Cramer [1946] or the more recent text by P. Bickel and K. Doksum [1977]. Another pos sibility, closer to the present in spirit, is Ferguson [1967]. Otherwise the reader is expected to possess some mathematical maturity, but not really a great deal of detailed mathematical knowledge. Very few mathematical objects are used; their assumed properties are simple; the results are almost always immediate consequences of the definitions. Some objects, such as vector lattices, may not have been included in the standard background of a student of statistics. For these we have provided a summary of relevant facts in the Appendix. The basic structures in the whole affair are systems that Blackwell called "experiments" and "transitions" between them. An "experiment" is a mathe matical abstraction intended to describe the basic features of an observational process if that process is contemplated in advance of its implementation. Typically, an experiment consists of a set E> of theories about what may happen in the observational process.