Statistical Information and Likelihood

Statistical Information and Likelihood PDF Author: Dev Basu
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 394

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Book Description
This book is a collection of essays on the foundations of Statistical Inference. The sequence in which the essays have been arranged makes it possible to read the book as a single contemporay discourse on the likelihood principle, the paradoxes that attend its violation, and the radical deviation from classical statistical practices that its adoption would entail. The book can also be read, with the aid of the notes as a chronicle of the development of Basu's ideas.

Statistical Information and Likelihood

Statistical Information and Likelihood PDF Author: Dev Basu
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 394

Get Book Here

Book Description
This book is a collection of essays on the foundations of Statistical Inference. The sequence in which the essays have been arranged makes it possible to read the book as a single contemporay discourse on the likelihood principle, the paradoxes that attend its violation, and the radical deviation from classical statistical practices that its adoption would entail. The book can also be read, with the aid of the notes as a chronicle of the development of Basu's ideas.

Statistical Evidence

Statistical Evidence PDF Author: Richard Royall
Publisher: Routledge
ISBN: 1351414550
Category : Mathematics
Languages : en
Pages : 212

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Book Description
Interpreting statistical data as evidence, Statistical Evidence: A Likelihood Paradigm focuses on the law of likelihood, fundamental to solving many of the problems associated with interpreting data in this way. Statistics has long neglected this principle, resulting in a seriously defective methodology. This book redresses the balance, explaining why science has clung to a defective methodology despite its well-known defects. After examining the strengths and weaknesses of the work of Neyman and Pearson and the Fisher paradigm, the author proposes an alternative paradigm which provides, in the law of likelihood, the explicit concept of evidence missing from the other paradigms. At the same time, this new paradigm retains the elements of objective measurement and control of the frequency of misleading results, features which made the old paradigms so important to science. The likelihood paradigm leads to statistical methods that have a compelling rationale and an elegant simplicity, no longer forcing the reader to choose between frequentist and Bayesian statistics.

Statistical Inference Based on the likelihood

Statistical Inference Based on the likelihood PDF Author: Adelchi Azzalini
Publisher: Routledge
ISBN: 1351414461
Category : Mathematics
Languages : en
Pages : 356

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Book Description
The Likelihood plays a key role in both introducing general notions of statistical theory, and in developing specific methods. This book introduces likelihood-based statistical theory and related methods from a classical viewpoint, and demonstrates how the main body of currently used statistical techniques can be generated from a few key concepts, in particular the likelihood. Focusing on those methods, which have both a solid theoretical background and practical relevance, the author gives formal justification of the methods used and provides numerical examples with real data.

Applied Statistical Inference

Applied Statistical Inference PDF Author: Leonhard Held
Publisher: Springer Science & Business Media
ISBN: 3642378870
Category : Mathematics
Languages : en
Pages : 381

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Book Description
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.

Tools for Statistical Inference

Tools for Statistical Inference PDF Author: Martin A. Tanner
Publisher: Springer Science & Business Media
ISBN: 1468401920
Category : Mathematics
Languages : en
Pages : 166

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Book Description
This book provides a unified introduction to a variety of computational algorithms for likelihood and Bayesian inference. In this second edition, I have attempted to expand the treatment of many of the techniques dis cussed, as well as include important topics such as the Metropolis algorithm and methods for assessing the convergence of a Markov chain algorithm. Prerequisites for this book include an understanding of mathematical statistics at the level of Bickel and Doksum (1977), some understanding of the Bayesian approach as in Box and Tiao (1973), experience with condi tional inference at the level of Cox and Snell (1989) and exposure to statistical models as found in McCullagh and Neider (1989). I have chosen not to present the proofs of convergence or rates of convergence since these proofs may require substantial background in Markov chain theory which is beyond the scope ofthis book. However, references to these proofs are given. There has been an explosion of papers in the area of Markov chain Monte Carlo in the last five years. I have attempted to identify key references - though due to the volatility of the field some work may have been missed.

Unifying Political Methodology

Unifying Political Methodology PDF Author: Gary King
Publisher: University of Michigan Press
ISBN: 9780472085545
Category : Mathematics
Languages : en
Pages : 290

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Book Description
DIVArgues that likelihood theory is a unifying approach to statistical modeling in political science /div

The Likelihood Principle

The Likelihood Principle PDF Author: James O. Berger
Publisher: IMS
ISBN: 9780940600133
Category : Mathematics
Languages : en
Pages : 266

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Book Description


Statistical Inference as Severe Testing

Statistical Inference as Severe Testing PDF Author: Deborah G. Mayo
Publisher: Cambridge University Press
ISBN: 1108563309
Category : Mathematics
Languages : en
Pages : 503

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Book Description
Mounting failures of replication in social and biological sciences give a new urgency to critically appraising proposed reforms. This book pulls back the cover on disagreements between experts charged with restoring integrity to science. It denies two pervasive views of the role of probability in inference: to assign degrees of belief, and to control error rates in a long run. If statistical consumers are unaware of assumptions behind rival evidence reforms, they can't scrutinize the consequences that affect them (in personalized medicine, psychology, etc.). The book sets sail with a simple tool: if little has been done to rule out flaws in inferring a claim, then it has not passed a severe test. Many methods advocated by data experts do not stand up to severe scrutiny and are in tension with successful strategies for blocking or accounting for cherry picking and selective reporting. Through a series of excursions and exhibits, the philosophy and history of inductive inference come alive. Philosophical tools are put to work to solve problems about science and pseudoscience, induction and falsification.

Tools for Statistical Inference

Tools for Statistical Inference PDF Author: Martin A. Tanner
Publisher: Springer Science & Business Media
ISBN: 1468405101
Category : Medical
Languages : en
Pages : 118

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Book Description
From the reviews: The purpose of the book under review is to give a survey of methods for the Bayesian or likelihood-based analysis of data. The author distinguishes between two types of methods: the observed data methods and the data augmentation ones. The observed data methods are applied directly to the likelihood or posterior density of the observed data. The data augmentation methods make use of the special "missing" data structure of the problem. They rely on an augmentation of the data which simplifies the likelihood or posterior density. #Zentralblatt für Mathematik#

Likelihood and Bayesian Inference

Likelihood and Bayesian Inference PDF Author: Leonhard Held
Publisher: Springer Nature
ISBN: 3662607921
Category : Medical
Languages : en
Pages : 409

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Book Description
This richly illustrated textbook covers modern statistical methods with applications in medicine, epidemiology and biology. Firstly, it discusses the importance of statistical models in applied quantitative research and the central role of the likelihood function, describing likelihood-based inference from a frequentist viewpoint, and exploring the properties of the maximum likelihood estimate, the score function, the likelihood ratio and the Wald statistic. In the second part of the book, 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. It includes a separate chapter on modern numerical techniques for Bayesian inference, and also addresses advanced topics, such as model choice and prediction from frequentist and Bayesian perspectives. This revised edition of the book “Applied Statistical Inference” has been expanded to include new material on Markov models for time series analysis. It also features a comprehensive appendix covering the prerequisites in probability theory, matrix algebra, mathematical calculus, and numerical analysis, and each chapter is complemented by exercises. The text is primarily intended for graduate statistics and biostatistics students with an interest in applications.