A Comparison of the Bayesian and Frequentist Approaches to Estimation

• Main Author: Samaniego, Francisco J. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Series: Springer Series in Statistics,
• Subjects: Mathematics.; Probabilities.; Statistics.; Social sciences.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Methodology of the Social Sciences.

This monograph contributes to the area of comparative statistical inference. Attention is restricted to the important subfield of statistical estimation. The book is intended for an audience having a solid grounding in probability and statistics at the level of the year-long undergraduate course tak...

Table of Contents:

• Point Estimation from a Decision-Theoretic Viewpoint
• An Overview of the Frequentist Approach to Estimation
• An Overview of the Bayesian Approach to Estimation
• The Threshold Problem
• Comparing Bayesian and Frequentist Estimators of a Scalar Parameter
• Conjugacy, Self-Consistency and Bayesian Consensus
• Bayesian vs. Frequentist Shrinkage in Multivariate Normal Problems
• Comparing Bayesian and Frequentist Estimators under Asymmetric Loss
• The Treatment of Nonidentifiable Models
• Improving on Standard Bayesian and Frequentist Estimators
• Combining Data from “Related” Experiments
• Fatherly Advice.