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Название: Confidence, Likelihood, Probability. Statistical Inference with Confidence Distributions
Автор: Tore Schweder; Nils Lid Hjort
Издательство: Cambridge University Press
Год: 2016
Формат: pdf
Страниц: 521
Размер: 14,01 МБ
Язык: english
This lively book lays out a methodology of confidence distributions and puts them through their paces. Among other merits they lead to optimal combinations of con dence from different sources of information, and they can make complex models amenable to objective and indeed prior-free analysis for less subjectively inclined statisticians. The generous mixture of theory, illustrations, applications and exercises is suitable for statisticians at all levels of experience, as well as for data-oriented scientists. Some confidence distributions are less dispersed than their competitors. This concept leads to a theory of risk functions and comparisons for distributions of confidence.