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Introduction to Bayesian Statistics

Name: Introduction to Bayesian Statistics
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01654112
Price: 109.54 EUR
Availability: InStock
Author: Karl-Rudolf Koch
ISBN: 9783642091834

Karl-Rudolf Koch

Jezik

Engleski

Knjiga Meki uvez

Libristo kod: 01654112

Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, listopad 2010

This book presents Bayes theorem, the estimation of unknown parameters, the determination of confide... Cijeli opis

Libristo kod: 01654112

265 b

109.54 €

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This book presents Bayes theorem, the estimation of unknown parameters, the determination of confidence regions and the derivation of tests of hypotheses for the unknown parameters. It does so in a simple manner that is easy to comprehend. The book compares traditional and Bayesian methods with the rules of probability presented in a logical way allowing an intuitive understanding of random variables and their probability distributions to be formed.The Introduction to Bayesian Statistics (2nd Edition) presents Bayes theorem, the estimation of unknown parameters, the determination of confidence regions and the derivation of tests of hypotheses for the unknown parameters, in a manner that is simple, intuitive and easy to comprehend. The methods are applied to linear models, in models for a robust estimation, for prediction and filtering and in models for estimating variance components and covariance components. Regularization of inverse problems and pattern recognition are also covered while Bayesian networks serve for reaching decisions in systems with uncertainties. If analytical solutions cannot be derived, numerical algorithms are presented such as the Monte Carlo integration and Markov Chain Monte Carlo methods.