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Statistical Decision Theory
Estimation, Testing, and Selection
Buch von Klaus-J. Miescke (u. a.)
Sprache: Englisch

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Beschreibung
This monograph is written for advanced Master¿s students, Ph.D. students, and researchers in mathematical statistics and decision theory. It should be useful not only as a basis for graduate courses, seminars, Ph.D. programs, and self-studies, but also as a reference tool. Attheveryleast,readersshouldbefamiliar withbasicconceptscoveredin both advanced undergraduate courses on probability and statistics and int- ductory graduate-level courses on probability theory, mathematical statistics, and analysis. Most statements and proofs appear in a form where standard arguments from measure theory and analysis are su?cient. When additional information is necessary, technical tools, additional measure-theoretic facts, and advanced probabilistic results are presented in condensed form in an - pendix. In particular, topics from measure theory and from the theory of weak convergence of distributions are treated in detail with reference to m- ern books on probability theory, such as Billingsley (1968), Kallenberg (1997, 2002), and Dudley (2002). Building on foundational knowledge, this book acquaints readers with the concepts of classical ?nite sample size decision theory and modern asymptotic decision theory in the sense of LeCam. To this end, systematic applications to the ?elds of parameter estimation, testing hypotheses, and selection of po- lations are included. Some of the problems contain additional information in order to round o? the results, whereas other problems, equipped with so- tions, have a more technical character. The latter play the role of auxiliary results and as such they allow readers to become familiar with the advanced techniques of mathematical statistics.
This monograph is written for advanced Master¿s students, Ph.D. students, and researchers in mathematical statistics and decision theory. It should be useful not only as a basis for graduate courses, seminars, Ph.D. programs, and self-studies, but also as a reference tool. Attheveryleast,readersshouldbefamiliar withbasicconceptscoveredin both advanced undergraduate courses on probability and statistics and int- ductory graduate-level courses on probability theory, mathematical statistics, and analysis. Most statements and proofs appear in a form where standard arguments from measure theory and analysis are su?cient. When additional information is necessary, technical tools, additional measure-theoretic facts, and advanced probabilistic results are presented in condensed form in an - pendix. In particular, topics from measure theory and from the theory of weak convergence of distributions are treated in detail with reference to m- ern books on probability theory, such as Billingsley (1968), Kallenberg (1997, 2002), and Dudley (2002). Building on foundational knowledge, this book acquaints readers with the concepts of classical ?nite sample size decision theory and modern asymptotic decision theory in the sense of LeCam. To this end, systematic applications to the ?elds of parameter estimation, testing hypotheses, and selection of po- lations are included. Some of the problems contain additional information in order to round o? the results, whereas other problems, equipped with so- tions, have a more technical character. The latter play the role of auxiliary results and as such they allow readers to become familiar with the advanced techniques of mathematical statistics.
Zusammenfassung

This book presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical relevance. It is written for advanced graduate students, Ph.D. students, and researchers in mathematical statistics and decision theory. All major topics are introduced on a fairly elementary level and then developed gradually to higher levels. The book is self-contained as it provides full proofs, worked-out examples, and problems. It can be used as a basis for graduate courses, seminars, Ph.D. programs, self-studies, and as a reference book. With its broad coverage of decision theory that includes results from other more specialized books as well as new material, this book is one of a kind and fills the gap between standard graduate texts in mathematical statistics and advanced monographs on modern asymptotic theory.

Inhaltsverzeichnis
Statistical Models.- Tests in Models with Monotonicity Properties.- Statistical Decision Theory.- Comparison of Models, Reduction by.- Invariant Statistical Decision Models.- Large Sample Approximations of Models and Decisions.- Estimation.- Testing.- Selection.
Details
Erscheinungsjahr: 2008
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Reihe: Springer Series in Statistics
Inhalt: xvii
677 S.
ISBN-13: 9780387731933
ISBN-10: 0387731938
Sprache: Englisch
Herstellernummer: 11321729
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Miescke, Klaus-J.
Liese, F.
Hersteller: Springer New York
Springer US, New York, N.Y.
Springer Series in Statistics
Maße: 241 x 160 x 43 mm
Von/Mit: Klaus-J. Miescke (u. a.)
Erscheinungsdatum: 11.06.2008
Gewicht: 1,203 kg
Artikel-ID: 101933639
Zusammenfassung

This book presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical relevance. It is written for advanced graduate students, Ph.D. students, and researchers in mathematical statistics and decision theory. All major topics are introduced on a fairly elementary level and then developed gradually to higher levels. The book is self-contained as it provides full proofs, worked-out examples, and problems. It can be used as a basis for graduate courses, seminars, Ph.D. programs, self-studies, and as a reference book. With its broad coverage of decision theory that includes results from other more specialized books as well as new material, this book is one of a kind and fills the gap between standard graduate texts in mathematical statistics and advanced monographs on modern asymptotic theory.

Inhaltsverzeichnis
Statistical Models.- Tests in Models with Monotonicity Properties.- Statistical Decision Theory.- Comparison of Models, Reduction by.- Invariant Statistical Decision Models.- Large Sample Approximations of Models and Decisions.- Estimation.- Testing.- Selection.
Details
Erscheinungsjahr: 2008
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Reihe: Springer Series in Statistics
Inhalt: xvii
677 S.
ISBN-13: 9780387731933
ISBN-10: 0387731938
Sprache: Englisch
Herstellernummer: 11321729
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Miescke, Klaus-J.
Liese, F.
Hersteller: Springer New York
Springer US, New York, N.Y.
Springer Series in Statistics
Maße: 241 x 160 x 43 mm
Von/Mit: Klaus-J. Miescke (u. a.)
Erscheinungsdatum: 11.06.2008
Gewicht: 1,203 kg
Artikel-ID: 101933639
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