Applied statistical inference [electronic resource] : likelihood and Bayes / Leonhard Held, Daniel Sabanés Bové.
2014
QA276 .H45 2014
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Title
Applied statistical inference [electronic resource] : likelihood and Bayes / Leonhard Held, Daniel Sabanés Bové.
Author
Held, Leonhard, author.
ISBN
9783642378874 electronic book
3642378870 electronic book
9783642378867
3642378862
3642378870 electronic book
9783642378867
3642378862
Published
Berlin : Springer, [2014]
Language
English
Description
1 online resource (xiii, 376 pages.)
Item Number
10.1007/978-3-642-37887-4 doi
Call Number
QA276 .H45 2014
Dewey Decimal Classification
519.5/4
Summary
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 Bayesian perspective. A comprehensive appendix covers the necessary prerequisites in probability theory, matrix algebra, mathematical calculus, and numerical analysis.
Bibliography, etc. Note
Includes bibliographical references and index.
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Access limited to authorized users.
Source of Description
Description based on print version record.
Added Author
Sabanés Bové, Daniel, author.
expanded version of (work) Held, Leonhard. Methoden der statistischen Inferenz.
expanded version of (work) Held, Leonhard. Methoden der statistischen Inferenz.
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Original 3642378862
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