Kendall's Advanced Theory of Statistic 2B
July 2003
496 Pages, Hardcover
Wiley & Sons Ltd
ISBN:
978-0-470-68569-3
John Wiley & Sons
Kendall's Advanced Theory of Statistics and Kendall's Library of Statistics
The development of modern statistical theory in the past fifty years is reflected in the history of the late Sir Maurice Kenfall's volumes The Advanced Theory of Statistics. The Advanced Theory began life as a two-volume work, and since its first appearance in 1943, has been an indispensable source for the core theory of classical statistics. With Bayesian Inference, the same high standard has been applied to this important and exciting new body of theory.
Preface to Second Edition xi
Preface to First Edition xii
Glossary of Abbreviations xiii
1 The Bayesian Method 1
2 Inference and Decisions 22
3 General Principles and Theory 61
4 Subjective Probability 94
5 Non-subjective Theories 116
6 Subjective Prior Distributions 135
7 Model Comparison 163
8 Robustness and Model Criticism 200
9 Computation 233
10 Markov Chain Monte Carlo 262
11 The Linear Model 305
12 Discrete Data Models 240
13 Nonparametric Models 374
14 Other Standard Models 402
15 Short Case Studies 423
References 441
Index of Examples in Text 471
Index 473
Preface to First Edition xii
Glossary of Abbreviations xiii
1 The Bayesian Method 1
2 Inference and Decisions 22
3 General Principles and Theory 61
4 Subjective Probability 94
5 Non-subjective Theories 116
6 Subjective Prior Distributions 135
7 Model Comparison 163
8 Robustness and Model Criticism 200
9 Computation 233
10 Markov Chain Monte Carlo 262
11 The Linear Model 305
12 Discrete Data Models 240
13 Nonparametric Models 374
14 Other Standard Models 402
15 Short Case Studies 423
References 441
Index of Examples in Text 471
Index 473
Anthony O'Hagan is the author of Kendall's Advanced Theory of Statistic 2B, published by Wiley.
