Decision-Theoretic Foundations of Statistical Inference

  • Christian P. Robert
Part of the Springer Texts in Statistics book series (STS)


Considering that the overall purpose of most inferential studies is to provide the statistician (or a client) with a decision,it seems reasonable to ask for an evaluation criterion of decision procedures which assesses the consequences of each decision and depends on the parameters of the model, i.e., the true state of the “world” (or of “Nature”). These decisions can be of various kinds, ranging from buying stock market shares depending on their future returns θ to stopping an agriculture experiment on the productivity θ of a new crop species, and including estimation of the underground economy contribution to the U.S. GNP, θ, or deciding whether the number θ of homeless people has increased since the last census.


Utility Function Loss Function Prior Distribution Decision Theory Quadratic Loss 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1994

Authors and Affiliations

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

Personalised recommendations