The Bayesian Choice

A Decision-Theoretic Motivation

  • Christian P. Robert

Part of the Springer Texts in Statistics book series (STS)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Christian P. Robert
    Pages 1-37
  3. Christian P. Robert
    Pages 89-135
  4. Christian P. Robert
    Pages 137-177
  5. Christian P. Robert
    Pages 179-227
  6. Christian P. Robert
    Pages 229-262
  7. Christian P. Robert
    Pages 263-290
  8. Christian P. Robert
    Pages 291-328
  9. Christian P. Robert
    Pages 329-368
  10. Christian P. Robert
    Pages 369-380
  11. Back Matter
    Pages 381-437

About this book

Introduction

From where we stand, the rain seems random. If we could stand somewhere else, we would see the order in it. - T. Hillerman (1990) Coyote Waits. Harper-Collins, New York. This book stemmed from a translation of a French version that was written to supplement the gap in the French statistical literature about Bayesian Analysis and Decision Theory. As a result, its scope is wide enough to cover the two years of the French graduate Statistics curriculum and, more generally, most graduate programs. This book builds on very little pre­ requisites in Statistics and only requires basic skills in calculus, measure theory, and probability. Intended as a preparation of Ph. D. students, this book goes far enough to cover advanced topics and modern developments of Bayesian Statistics (complete class theorems, the Stein effect, hierarchical and empirical modelings, Gibbs sampling, etc. ). As usual, what started as a translation eventually ended up as a deeper revision, because of the com­ ments of French readers, of adjustments to the different needs of American programs, and also because my perception of things has slightly changed in the meantime. As a result, this new version is quite adequate for a general graduate audience of an American university.

Keywords

Generator Variance probability probability distribution statistics

Authors and affiliations

  • Christian P. Robert
    • 1
  1. 1.URA CNRS 1378 — Dépt. de Math.Université de RouenMont Saint Aignan CedexFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4757-4314-2
  • Copyright Information Springer-Verlag New York 1994
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4757-4316-6
  • Online ISBN 978-1-4757-4314-2
  • Series Print ISSN 1431-875X
  • About this book