Bayesian Inference and Decision Techniques

Released on by P. K. Goel
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  • Bayesian Inference and Decision Techniques Book Detail

  • Author : P. K. Goel
  • Release Date : 1986
  • Publisher : North Holland
  • Genre : Business & Economics
  • Pages : 512
  • ISBN 13 :
  • File Size : 71,71 MB
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Bayesian Inference and Decision Techniques by P. K. Goel PDF Summary

Book Description: The primary objective of this volume is to describe the impact of Professor Bruno de Finetti's contributions on statistical theory and practice, and to provide a selection of recent and applied research in Bayesian statistics and econometrics. Included are papers (all previously unpublished) from leading econometricians and statisticians from several countries. Part I of this book relates most directly to de Finetti's interests whilst Part II deals specifically with the implications of the assumption of finitely additive probability. Parts III & IV discuss applications of Bayesian methodology in econometrics and economic forecasting, and Part V examines assessment of prior parameters in specific parametric setting and foundational issues in probability assessment. The following section deals with state of the art for comparing probability functions and gives an assessment of prior distributions and utility functions. In Parts VII & VIII are a collection of papers on Bayesian methodology for general linear models and time series analysis (the most often used tools in economic modelling), and papers relevant to modelling and forecasting. The remaining two Parts examine, respectively, optimality considerations and the effectiveness of the Conditionality-Likelihood Principle as a vehicle to convince the non-Bayesians about the usefulness of the Bayesian paradigm.

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Bayesian Inference and Decision Techniques

Bayesian Inference and Decision Techniques

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The primary objective of this volume is to describe the impact of Professor Bruno de Finetti's contributions on statistical theory and practice, and to provide