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Item Details
Title: APPLIED STATISTICAL INFERENCE
LIKELIHOOD AND BAYES
By: Leonhard Held, Daniel Sabanes Bove
Format: Paperback

List price: £54.99


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ISBN 10: 3642378862
ISBN 13: 9783642378867
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 13 November, 2013
Edition: 2014 ed.
Pages: 376
Description: This book covers statistical inference based on the likelihood function. Discusses frequentist likelihood-based inference from a Fisherian viewpoint, Bayesian inference techniques including point and interval estimates, model choice and prediction and more.
Synopsis: This book covers modern statistical inference based on likelihood with applications in medicine, epidemiology and biology. Two introductory chapters discuss the importance of statistical models in applied quantitative research and the central role of the likelihood function. The rest of the book is divided into three parts. The first describes likelihood-based inference from a frequentist viewpoint. Properties of the maximum likelihood estimate, the score function, the likelihood ratio and the Wald statistic are discussed in detail. In the second part, likelihood is combined with prior information to perform Bayesian inference. Topics include Bayesian updating, conjugate and reference priors, Bayesian point and interval estimates, Bayesian asymptotics and empirical Bayes methods. Modern numerical techniques for Bayesian inference are described in a separate chapter. Finally two more advanced topics, model choice and prediction, are discussed both from a frequentist and a Bayesian perspective. A comprehensive appendix covers the necessary prerequisites in probability theory, matrix algebra, mathematical calculus, and numerical analysis.
Illustrations: 71 Illustrations, black and white; XIII, 376 p. 71 illus.
Publication: Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Returns: Returnable
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