Author	Berger, James O. author
Title	Statistical Decision Theory and Bayesian Analysis [electronic resource] / by James O. Berger
Imprint	New York, NY : Springer New York : Imprint: Springer, 1985
Edition	Second Edition
Connect to	http://dx.doi.org/10.1007/978-1-4757-4286-2
Descript	XVI, 618 p. online resource

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

1 Basic Concepts -- 2 Utility and Loss -- 3 Prior Information and Subjective Probability -- 4 Bayesian Analysis -- 5 Minimax Analysis -- 6 Invariance -- 7 Preposterior and Sequential Analysis -- 8 Complete and Essentially Complete Classes -- Appendix 1 Common Statistical Densities -- I Continuous -- II Discrete -- Appendix 2 Supplement to Chapter 4 -- II Development of (4.121) and (4.122) -- III Verification of Formula (4.123) -- Appendix 3 Technical Arguments from Chapter 7 -- I Verification of Formula (7.8) -- II Verification of Formula (7.10) -- Notation and Abbreviations -- Author Index

1. Statistics
2. Statistics
3. Statistical Theory and Methods