Optimal Statistical Decisions
WCL Edition
Wiley Classics Library
1. Edition May 2004
512 Pages, Softcover
Wiley & Sons Ltd
Short Description
This paperback edition of a proven classic and the latest edition to the prestigious Wiley Classics Library provides a thorough discussion in the theory and methodology of optimal statistical decisions. While the content does not include the computational advances that have become so popular and well used today, neither does it neglect what purposes are served by those computations. Of particular note is the fact that Bayesian and sequential decision problems are explained from the bottom-up with great care and clarity.
The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists.
Preface.
PART ONE. SURVEY OF PROBABILITY THEORY.
Chapter 1. Introduction.
Chapter 2. Experiments, Sample Spaces, and Probability.
Chapter 3. Random Variables, Random Vectors, and Distributions Functions.
Chapter 4. Some Special Univariate Distributions.
Chapter 5. Some Special Multivariate Distributions.
PART TWO. SUBJECTIVE PROBABILITY AND UTILITY.
Chapter 6. Subjective Probability.
Chapter 7. Utility.
PART THREE. STATISTICAL DECISION PROBLEMS.
Chapter 8. Decision Problems.
Chapter 9. Conjugate Prior Distributions.
Chapter 10. Limiting Posterior Distributions.
Chapter 11. Estimation, Testing Hypotheses, and linear Statistical Models.
PART FOUR. SEQUENTIAL DECISIONS.
Chapter 12. Sequential Sampling.
Chapter 13. Optimal Stopping.
Chapter 14. Sequential Choice of Experiments.
References.
Supplementary Bibliography.
Name Index.
Subject Index.