Author: Kenneth I. Wolpin
Publisher: MIT Press
ISBN: 0262019086
Category : Business & Economics
Languages : en
Pages : 197
Book Description
The role of theory in ex ante policy evaluations and the limits that eschewing theory places on inference In this rigorous and well-crafted work, Kenneth Wolpin examines the role of theory in inferential empirical work in economics and the social sciences in general—that is, any research that uses raw data to go beyond the mere statement of fact or the tabulation of statistics. He considers in particular the limits that eschewing the use of theory places on inference. Wolpin finds that the absence of theory in inferential work that addresses microeconomic issues is pervasive. That theory is unnecessary for inference is exemplified by the expression “let the data speak for themselves.” This approach is often called “reduced form.” A more nuanced view is based on the use of experiments or quasi-experiments to draw inferences. Atheoretical approaches stand in contrast to what is known as the structuralist approach, which requires that a researcher specify an explicit model of economic behavior—that is, a theory. Wolpin offers a rigorous examination of both structuralist and nonstructuralist approaches. He first considers ex ante policy evaluation, highlighting the role of theory in the implementation of parametric and nonparametric estimation strategies. He illustrates these strategies with two examples, a wage tax and a school attendance subsidy, and summarizes the results from applications. He then presents a number of examples that illustrate the limits of inference without theory: the effect of unemployment benefits on unemployment duration; the effect of public welfare on women's labor market and demographic outcomes; the effect of school attainment on earnings; and a famous field experiment in education dealing with class size. Placing each example within the context of the broader literature, he contrasts them to recent work that relies on theory for inference.
The Limits of Inference without Theory
Author: Kenneth I. Wolpin
Publisher: MIT Press
ISBN: 0262019086
Category : Business & Economics
Languages : en
Pages : 197
Book Description
The role of theory in ex ante policy evaluations and the limits that eschewing theory places on inference In this rigorous and well-crafted work, Kenneth Wolpin examines the role of theory in inferential empirical work in economics and the social sciences in general—that is, any research that uses raw data to go beyond the mere statement of fact or the tabulation of statistics. He considers in particular the limits that eschewing the use of theory places on inference. Wolpin finds that the absence of theory in inferential work that addresses microeconomic issues is pervasive. That theory is unnecessary for inference is exemplified by the expression “let the data speak for themselves.” This approach is often called “reduced form.” A more nuanced view is based on the use of experiments or quasi-experiments to draw inferences. Atheoretical approaches stand in contrast to what is known as the structuralist approach, which requires that a researcher specify an explicit model of economic behavior—that is, a theory. Wolpin offers a rigorous examination of both structuralist and nonstructuralist approaches. He first considers ex ante policy evaluation, highlighting the role of theory in the implementation of parametric and nonparametric estimation strategies. He illustrates these strategies with two examples, a wage tax and a school attendance subsidy, and summarizes the results from applications. He then presents a number of examples that illustrate the limits of inference without theory: the effect of unemployment benefits on unemployment duration; the effect of public welfare on women's labor market and demographic outcomes; the effect of school attainment on earnings; and a famous field experiment in education dealing with class size. Placing each example within the context of the broader literature, he contrasts them to recent work that relies on theory for inference.
Publisher: MIT Press
ISBN: 0262019086
Category : Business & Economics
Languages : en
Pages : 197
Book Description
The role of theory in ex ante policy evaluations and the limits that eschewing theory places on inference In this rigorous and well-crafted work, Kenneth Wolpin examines the role of theory in inferential empirical work in economics and the social sciences in general—that is, any research that uses raw data to go beyond the mere statement of fact or the tabulation of statistics. He considers in particular the limits that eschewing the use of theory places on inference. Wolpin finds that the absence of theory in inferential work that addresses microeconomic issues is pervasive. That theory is unnecessary for inference is exemplified by the expression “let the data speak for themselves.” This approach is often called “reduced form.” A more nuanced view is based on the use of experiments or quasi-experiments to draw inferences. Atheoretical approaches stand in contrast to what is known as the structuralist approach, which requires that a researcher specify an explicit model of economic behavior—that is, a theory. Wolpin offers a rigorous examination of both structuralist and nonstructuralist approaches. He first considers ex ante policy evaluation, highlighting the role of theory in the implementation of parametric and nonparametric estimation strategies. He illustrates these strategies with two examples, a wage tax and a school attendance subsidy, and summarizes the results from applications. He then presents a number of examples that illustrate the limits of inference without theory: the effect of unemployment benefits on unemployment duration; the effect of public welfare on women's labor market and demographic outcomes; the effect of school attainment on earnings; and a famous field experiment in education dealing with class size. Placing each example within the context of the broader literature, he contrasts them to recent work that relies on theory for inference.
Statistical Theory and Inference
Author: David J. Olive
Publisher: Springer
ISBN: 3319049720
Category : Mathematics
Languages : en
Pages : 438
Book Description
This text is for a one semester graduate course in statistical theory and covers minimal and complete sufficient statistics, maximum likelihood estimators, method of moments, bias and mean square error, uniform minimum variance estimators and the Cramer-Rao lower bound, an introduction to large sample theory, likelihood ratio tests and uniformly most powerful tests and the Neyman Pearson Lemma. A major goal of this text is to make these topics much more accessible to students by using the theory of exponential families. Exponential families, indicator functions and the support of the distribution are used throughout the text to simplify the theory. More than 50 ``brand name" distributions are used to illustrate the theory with many examples of exponential families, maximum likelihood estimators and uniformly minimum variance unbiased estimators. There are many homework problems with over 30 pages of solutions.
Publisher: Springer
ISBN: 3319049720
Category : Mathematics
Languages : en
Pages : 438
Book Description
This text is for a one semester graduate course in statistical theory and covers minimal and complete sufficient statistics, maximum likelihood estimators, method of moments, bias and mean square error, uniform minimum variance estimators and the Cramer-Rao lower bound, an introduction to large sample theory, likelihood ratio tests and uniformly most powerful tests and the Neyman Pearson Lemma. A major goal of this text is to make these topics much more accessible to students by using the theory of exponential families. Exponential families, indicator functions and the support of the distribution are used throughout the text to simplify the theory. More than 50 ``brand name" distributions are used to illustrate the theory with many examples of exponential families, maximum likelihood estimators and uniformly minimum variance unbiased estimators. There are many homework problems with over 30 pages of solutions.
Introduction to the Theory of Statistical Inference
Author: Hannelore Liero
Publisher: CRC Press
ISBN: 1466503203
Category : Mathematics
Languages : en
Pages : 280
Book Description
Based on the authors' lecture notes, this text presents concise yet complete coverage of statistical inference theory, focusing on the fundamental classical principles. Unlike related textbooks, it combines the theoretical basis of statistical inference with a useful applied toolbox that includes linear models. Suitable for a second semester undergraduate course on statistical inference, the text offers proofs to support the mathematics and does not require any use of measure theory. It illustrates core concepts using cartoons and provides solutions to all examples and problems.
Publisher: CRC Press
ISBN: 1466503203
Category : Mathematics
Languages : en
Pages : 280
Book Description
Based on the authors' lecture notes, this text presents concise yet complete coverage of statistical inference theory, focusing on the fundamental classical principles. Unlike related textbooks, it combines the theoretical basis of statistical inference with a useful applied toolbox that includes linear models. Suitable for a second semester undergraduate course on statistical inference, the text offers proofs to support the mathematics and does not require any use of measure theory. It illustrates core concepts using cartoons and provides solutions to all examples and problems.
The Theory of Inference
Author: Henry Hughes
Publisher:
ISBN:
Category : Inference
Languages : en
Pages : 284
Book Description
Publisher:
ISBN:
Category : Inference
Languages : en
Pages : 284
Book Description
The Theory and Applications of Statistical Interference Functions
Author: D.L. McLeish
Publisher: Springer Science & Business Media
ISBN: 1461238722
Category : Mathematics
Languages : en
Pages : 131
Book Description
This monograph arose out of a desire to develop an approach to statistical infer ence that would be both comprehensive in its treatment of statistical principles and sufficiently powerful to be applicable to a variety of important practical problems. In the latter category, the problems of inference for stochastic processes (which arise com monly in engineering and biological applications) come to mind. Classes of estimating functions seem to be promising in this respect. The monograph examines some of the consequences of extending standard concepts of ancillarity, sufficiency and complete ness into this setting. The reader should note that the development is mathematically "mature" in its use of Hilbert space methods but not, we believe, mathematically difficult. This is in keeping with our desire to construct a theory that is rich in statistical tools for infer ence without the difficulties found in modern developments, such as likelihood analysis of stochastic processes or higher order methods, to name but two. The fundamental notions of orthogonality and projection are accessible to a good undergraduate or beginning graduate student. We hope that the monograph will serve the purpose of enriching the methods available to statisticians of various interests.
Publisher: Springer Science & Business Media
ISBN: 1461238722
Category : Mathematics
Languages : en
Pages : 131
Book Description
This monograph arose out of a desire to develop an approach to statistical infer ence that would be both comprehensive in its treatment of statistical principles and sufficiently powerful to be applicable to a variety of important practical problems. In the latter category, the problems of inference for stochastic processes (which arise com monly in engineering and biological applications) come to mind. Classes of estimating functions seem to be promising in this respect. The monograph examines some of the consequences of extending standard concepts of ancillarity, sufficiency and complete ness into this setting. The reader should note that the development is mathematically "mature" in its use of Hilbert space methods but not, we believe, mathematically difficult. This is in keeping with our desire to construct a theory that is rich in statistical tools for infer ence without the difficulties found in modern developments, such as likelihood analysis of stochastic processes or higher order methods, to name but two. The fundamental notions of orthogonality and projection are accessible to a good undergraduate or beginning graduate student. We hope that the monograph will serve the purpose of enriching the methods available to statisticians of various interests.
Models for Probability and Statistical Inference
Author: James H. Stapleton
Publisher: John Wiley & Sons
ISBN: 0470183403
Category : Mathematics
Languages : en
Pages : 466
Book Description
This concise, yet thorough, book is enhanced with simulations and graphs to build the intuition of readers Models for Probability and Statistical Inference was written over a five-year period and serves as a comprehensive treatment of the fundamentals of probability and statistical inference. With detailed theoretical coverage found throughout the book, readers acquire the fundamentals needed to advance to more specialized topics, such as sampling, linear models, design of experiments, statistical computing, survival analysis, and bootstrapping. Ideal as a textbook for a two-semester sequence on probability and statistical inference, early chapters provide coverage on probability and include discussions of: discrete models and random variables; discrete distributions including binomial, hypergeometric, geometric, and Poisson; continuous, normal, gamma, and conditional distributions; and limit theory. Since limit theory is usually the most difficult topic for readers to master, the author thoroughly discusses modes of convergence of sequences of random variables, with special attention to convergence in distribution. The second half of the book addresses statistical inference, beginning with a discussion on point estimation and followed by coverage of consistency and confidence intervals. Further areas of exploration include: distributions defined in terms of the multivariate normal, chi-square, t, and F (central and non-central); the one- and two-sample Wilcoxon test, together with methods of estimation based on both; linear models with a linear space-projection approach; and logistic regression. Each section contains a set of problems ranging in difficulty from simple to more complex, and selected answers as well as proofs to almost all statements are provided. An abundant amount of figures in addition to helpful simulations and graphs produced by the statistical package S-Plus(r) are included to help build the intuition of readers.
Publisher: John Wiley & Sons
ISBN: 0470183403
Category : Mathematics
Languages : en
Pages : 466
Book Description
This concise, yet thorough, book is enhanced with simulations and graphs to build the intuition of readers Models for Probability and Statistical Inference was written over a five-year period and serves as a comprehensive treatment of the fundamentals of probability and statistical inference. With detailed theoretical coverage found throughout the book, readers acquire the fundamentals needed to advance to more specialized topics, such as sampling, linear models, design of experiments, statistical computing, survival analysis, and bootstrapping. Ideal as a textbook for a two-semester sequence on probability and statistical inference, early chapters provide coverage on probability and include discussions of: discrete models and random variables; discrete distributions including binomial, hypergeometric, geometric, and Poisson; continuous, normal, gamma, and conditional distributions; and limit theory. Since limit theory is usually the most difficult topic for readers to master, the author thoroughly discusses modes of convergence of sequences of random variables, with special attention to convergence in distribution. The second half of the book addresses statistical inference, beginning with a discussion on point estimation and followed by coverage of consistency and confidence intervals. Further areas of exploration include: distributions defined in terms of the multivariate normal, chi-square, t, and F (central and non-central); the one- and two-sample Wilcoxon test, together with methods of estimation based on both; linear models with a linear space-projection approach; and logistic regression. Each section contains a set of problems ranging in difficulty from simple to more complex, and selected answers as well as proofs to almost all statements are provided. An abundant amount of figures in addition to helpful simulations and graphs produced by the statistical package S-Plus(r) are included to help build the intuition of readers.
Argument and Inference
Author: Gregory Johnson
Publisher: MIT Press
ISBN: 0262337770
Category : Philosophy
Languages : en
Pages : 283
Book Description
A thorough and practical introduction to inductive logic with a focus on arguments and the rules used for making inductive inferences. This textbook offers a thorough and practical introduction to inductive logic. The book covers a range of different types of inferences with an emphasis throughout on representing them as arguments. This allows the reader to see that, although the rules and guidelines for making each type of inference differ, the purpose is always to generate a probable conclusion. After explaining the basic features of an argument and the different standards for evaluating arguments, the book covers inferences that do not require precise probabilities or the probability calculus: the induction by confirmation, inference to the best explanation, and Mill's methods. The second half of the book presents arguments that do require the probability calculus, first explaining the rules of probability, and then the proportional syllogism, inductive generalization, and Bayes' rule. Each chapter ends with practice problems and their solutions. Appendixes offer additional material on deductive logic, odds, expected value, and (very briefly) the foundations of probability. Argument and Inference can be used in critical thinking courses. It provides these courses with a coherent theme while covering the type of reasoning that is most often used in day-to-day life and in the natural, social, and medical sciences. Argument and Inference is also suitable for inductive logic and informal logic courses, as well as philosophy of sciences courses that need an introductory text on scientific and inductive methods.
Publisher: MIT Press
ISBN: 0262337770
Category : Philosophy
Languages : en
Pages : 283
Book Description
A thorough and practical introduction to inductive logic with a focus on arguments and the rules used for making inductive inferences. This textbook offers a thorough and practical introduction to inductive logic. The book covers a range of different types of inferences with an emphasis throughout on representing them as arguments. This allows the reader to see that, although the rules and guidelines for making each type of inference differ, the purpose is always to generate a probable conclusion. After explaining the basic features of an argument and the different standards for evaluating arguments, the book covers inferences that do not require precise probabilities or the probability calculus: the induction by confirmation, inference to the best explanation, and Mill's methods. The second half of the book presents arguments that do require the probability calculus, first explaining the rules of probability, and then the proportional syllogism, inductive generalization, and Bayes' rule. Each chapter ends with practice problems and their solutions. Appendixes offer additional material on deductive logic, odds, expected value, and (very briefly) the foundations of probability. Argument and Inference can be used in critical thinking courses. It provides these courses with a coherent theme while covering the type of reasoning that is most often used in day-to-day life and in the natural, social, and medical sciences. Argument and Inference is also suitable for inductive logic and informal logic courses, as well as philosophy of sciences courses that need an introductory text on scientific and inductive methods.
Active Inference
Author: Thomas Parr
Publisher: MIT Press
ISBN: 0262362287
Category : Science
Languages : en
Pages : 313
Book Description
The first comprehensive treatment of active inference, an integrative perspective on brain, cognition, and behavior used across multiple disciplines. Active inference is a way of understanding sentient behavior—a theory that characterizes perception, planning, and action in terms of probabilistic inference. Developed by theoretical neuroscientist Karl Friston over years of groundbreaking research, active inference provides an integrated perspective on brain, cognition, and behavior that is increasingly used across multiple disciplines including neuroscience, psychology, and philosophy. Active inference puts the action into perception. This book offers the first comprehensive treatment of active inference, covering theory, applications, and cognitive domains. Active inference is a “first principles” approach to understanding behavior and the brain, framed in terms of a single imperative to minimize free energy. The book emphasizes the implications of the free energy principle for understanding how the brain works. It first introduces active inference both conceptually and formally, contextualizing it within current theories of cognition. It then provides specific examples of computational models that use active inference to explain such cognitive phenomena as perception, attention, memory, and planning.
Publisher: MIT Press
ISBN: 0262362287
Category : Science
Languages : en
Pages : 313
Book Description
The first comprehensive treatment of active inference, an integrative perspective on brain, cognition, and behavior used across multiple disciplines. Active inference is a way of understanding sentient behavior—a theory that characterizes perception, planning, and action in terms of probabilistic inference. Developed by theoretical neuroscientist Karl Friston over years of groundbreaking research, active inference provides an integrated perspective on brain, cognition, and behavior that is increasingly used across multiple disciplines including neuroscience, psychology, and philosophy. Active inference puts the action into perception. This book offers the first comprehensive treatment of active inference, covering theory, applications, and cognitive domains. Active inference is a “first principles” approach to understanding behavior and the brain, framed in terms of a single imperative to minimize free energy. The book emphasizes the implications of the free energy principle for understanding how the brain works. It first introduces active inference both conceptually and formally, contextualizing it within current theories of cognition. It then provides specific examples of computational models that use active inference to explain such cognitive phenomena as perception, attention, memory, and planning.
Information Theory, Inference and Learning Algorithms
Author: David J. C. MacKay
Publisher: Cambridge University Press
ISBN: 9780521642989
Category : Computers
Languages : en
Pages : 694
Book Description
Information theory and inference, taught together in this exciting textbook, lie at the heart of many important areas of modern technology - communication, signal processing, data mining, machine learning, pattern recognition, computational neuroscience, bioinformatics and cryptography. The book introduces theory in tandem with applications. Information theory is taught alongside practical communication systems such as arithmetic coding for data compression and sparse-graph codes for error-correction. Inference techniques, including message-passing algorithms, Monte Carlo methods and variational approximations, are developed alongside applications to clustering, convolutional codes, independent component analysis, and neural networks. Uniquely, the book covers state-of-the-art error-correcting codes, including low-density-parity-check codes, turbo codes, and digital fountain codes - the twenty-first-century standards for satellite communications, disk drives, and data broadcast. Richly illustrated, filled with worked examples and over 400 exercises, some with detailed solutions, the book is ideal for self-learning, and for undergraduate or graduate courses. It also provides an unparalleled entry point for professionals in areas as diverse as computational biology, financial engineering and machine learning.
Publisher: Cambridge University Press
ISBN: 9780521642989
Category : Computers
Languages : en
Pages : 694
Book Description
Information theory and inference, taught together in this exciting textbook, lie at the heart of many important areas of modern technology - communication, signal processing, data mining, machine learning, pattern recognition, computational neuroscience, bioinformatics and cryptography. The book introduces theory in tandem with applications. Information theory is taught alongside practical communication systems such as arithmetic coding for data compression and sparse-graph codes for error-correction. Inference techniques, including message-passing algorithms, Monte Carlo methods and variational approximations, are developed alongside applications to clustering, convolutional codes, independent component analysis, and neural networks. Uniquely, the book covers state-of-the-art error-correcting codes, including low-density-parity-check codes, turbo codes, and digital fountain codes - the twenty-first-century standards for satellite communications, disk drives, and data broadcast. Richly illustrated, filled with worked examples and over 400 exercises, some with detailed solutions, the book is ideal for self-learning, and for undergraduate or graduate courses. It also provides an unparalleled entry point for professionals in areas as diverse as computational biology, financial engineering and machine learning.
The Design Inference
Author: William A. Dembski
Publisher: Cambridge University Press
ISBN: 0521623871
Category : Mathematics
Languages : en
Pages : 266
Book Description
This book presents a reliable method for detecting intelligent causes: the design inference.The design inference uncovers intelligent causes by isolating the key trademark of intelligent causes: specified events of small probability. Design inferences can be found in a range of scientific pursuits from forensic science to research into the origins of life to the search for extraterrestrial intelligence. This challenging and provocative book shows how incomplete undirected causes are for science and breathes new life into classical design arguments. It will be read with particular interest by philosophers of science and religion, other philosophers concerned with epistemology and logic, probability and complexity theorists, and statisticians.
Publisher: Cambridge University Press
ISBN: 0521623871
Category : Mathematics
Languages : en
Pages : 266
Book Description
This book presents a reliable method for detecting intelligent causes: the design inference.The design inference uncovers intelligent causes by isolating the key trademark of intelligent causes: specified events of small probability. Design inferences can be found in a range of scientific pursuits from forensic science to research into the origins of life to the search for extraterrestrial intelligence. This challenging and provocative book shows how incomplete undirected causes are for science and breathes new life into classical design arguments. It will be read with particular interest by philosophers of science and religion, other philosophers concerned with epistemology and logic, probability and complexity theorists, and statisticians.