Statistical decision theory and Bayesian analysis
In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.
Stats for nerds
2recommend
2mentions
2people
2012–2019years
100% recommend
Mentions per year
What Hacker News says
- That's a classic. If you want something to follow that up with, take a look at Berger's "Statistical Decision Theory and Bayesian Analysis".
- Berger's actually written a seminal book on the topic called "Statistical Decision Theory and Bayesian Analysis"[1]. If you're interested in that area, consider checking it out of your library.
I'm not quite as sharp in the area as I used to be, but feel free to hit me up over email if you have more questions, I can't guarantee that I'll know the answers, but I'm happy to give it a shot.
[1] http://www.amazon.com/Statistical-Decision-Bayesian-Analysis...
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