Uncertainty and Optimality : Probability, Statistics and Operations Research
J.C. Misra
Bok Engelsk 2002 · Electronic books.
| Annen tittel | |
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| Medvirkende | Misra, J. C ( Contributor )
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| Utgitt | Singapore : : World Scientific Publishing Company, , 2002.
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| Omfang | 1 online resource (571 p.)
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| Opplysninger | Description based upon print version of record.. - About The Editor; Preface; Contents; Chapter 1 Towards A Nonsubjective Bayesian Paradigm; 1. Introduction; 2. How Did It All Start; 3. Why Should We All Be a Bayesian; 4. Choice of Prior; 5. Nonsubjective Priors; 6. Nonsubjective Priors Re-examined; 7. Nonsubjective Bayesian Estimation and Testing; 7.1 Estimation; 7.2 Hypotheses Testing or Model Selection; 8. High Dimensional Problems PEB and HB; 9. Concluding Remarks; Appendix: Birnbaum's Theorem on Likelihood Principle; References; Chapter 2 On Some Problems of Estimation for Some Stochastic Partial Differential Equations; 1 Introduction. - 1. Introduction. - 2 Stochastic modelling3 Parametric Estimation for Stochastic PDE with linear drift (Absolutely continuous case) (Continuous sampling); 4 Parametric Estimation for Stochastic PDE with linear drift (Singular case) ( Continuous sampling); 5 Parametric Estimation for Parabolic SPDE (Continuous sampling); 6 Nonparametric Estimation for Stochastic PDE with linear multiplier ( Continuous sampling); 7 Parameter Estimation for Stochastic PDE with linear drift (Absolutely continuous case) (Discrete sampling). - 3 Stochastic Comparisons of Order Statistics in one-sample problem4 Stochastic Comparisons of Order Statistics in two-sample problem; 5 Stochastic Comparisons of Sample Spacings; 6 Stochastic ordering for sample range; References; Chapter 5 Parametrics to Nonparametrics: Extending Regression Models; 1 Introduction; 1.1 Regression: the basic model; 2 Parametric regression; 2.1 Polynomial regression; 2.2 Model selection; 2.3 Other parametric models: logistic regression; 3 Nonparametric regression; 3.1 Kernel smoothing; 3.2 Cross-validation; 3.3 Other nonparametric regression estimates: splines. - 4 Resampling4.1 Nonparametric bootstrap; 4.2 Parametric bootstrap; 4.3 Other methods of resampling: the jackknife; 5 Further reading; 6 Exercises; References; Chapter 6 Testing Goodness of Fit of a Specific Parametric Probability Model; 1 Chi-squared Goodness of Fit Test; 2 The Kolmogorov - Smirnov Goodness of Fit Test; 3 Testing Goodness of Fit with Censored Data; 4 Goodness-of-fit Tests based on Hellinger Distance; 5 Tests of Exponentiality; 6 Tests for Normality; 7 Diagnostic Methods for Identifying the Family of Distribution Functions; References; Chapter 7 U Statistics and Mm Estimates. - 8 Parametric Estimation for Stochastic PDE with linear drift (Singular case) (Discrete sampling)9 Parametric Estimation for Some SPDE ( Discrete sampling); 10 Nonparametric Estimation for some Special SPDE (Discrete sampling); 11 Nonparametric Estimation for Parabolic SPDE (Discrete sampling); 12 Remarks; References; Chapter 3 Some Unifying Techniques in the Theory of Order Statistics; 1 INTRODUCTION; 2 RECURRENCE RELATIONS; 3 BOUNDS FOR LINEAR FUNCTIONS OF ORDER STATISTICS; References; Chapter 4 Stochastic Orderings among Order Statistics and Sample Spacings; 1 Introduction; 2 Definitions. - This book deals with different modern topics in probability, statistics and operations research. It has been written lucidly in a novel way. Wherever necessary, the theory is explained in great detail, with suitable illustrations. Numerous references are given, so that young researchers who want to start their work in a particular area will benefit immensely from the book.The contributors are distinguished statisticians and operations research experts from all over the world.
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| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 9812380825
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