Applied Statistical Inference

Likelihood and Bayes

Authors: Held, Leonhard, Sabanés Bové, Daniel

  • Offers a non-technical introduction to model-based likelihood and Bayesian inference
  • Covers many applications illustrating the concepts and approaches
  • Complemented by exercises at the end of each chapter, accompanied by an online solutions manual
  • Complete with program examples in the open-source software R
  • Includes a comprehensive appendix covering the necessary mathematical prerequisites
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  • ISBN 978-3-642-37887-4
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  • ISBN 978-3-642-37886-7
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About this Textbook

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.

About the authors

Leonhard Held is a Professor of Biostatistics at the University of Zurich, Switzerland. He has served as Editor or Associate Editor for Biometrical Journal, Biostatistics and Applied Statistics (JRSSC). He has published several books and numerous articles in statistical methodology, applied statistics and biomedical research. He teaches undergraduate and graduate-level courses in Biostatistics and Medical Statistics.

Daniel Sabanés Bové wrote his PhD thesis in Statistics at the University of Zurich under the supervision of Leonhard Held. He received the Bernd-Streitberg young researcher award from the German Region of the International Biometrical Society.

Reviews

From the book reviews:

“The book by Leonhard Held and Daniel Sabanés Bové is highly recommended for anyone who is interested in acquainting themselves with or extending their knowledge of likelihood-based and Bayesian inference. This will certainly include Bachelor and Master students with a quantitative focus, but also researchers who are interested in getting to know the background of many modern inferential procedures in more detail.” (Thomas Kneib, Biometrical Journal, October, 2014)

“Modern statistical techniques for likelihood and Bayesian approaches are presented in detail throughout the book. … The intended audience is formed by students in bioinformatics, biomathematics, etc., but a large audience could be interested in this book.” (Marina Gorunescu, zbMATH, Vol. 1281, 2014)


Table of contents (9 chapters)

  • Introduction

    Held, Leonhard (et al.)

    Pages 1-12

  • Likelihood

    Held, Leonhard (et al.)

    Pages 13-50

  • Elements of Frequentist Inference

    Held, Leonhard (et al.)

    Pages 51-78

  • Frequentist Properties of the Likelihood

    Held, Leonhard (et al.)

    Pages 79-122

  • Likelihood Inference in Multiparameter Models

    Held, Leonhard (et al.)

    Pages 123-165

Buy this book

eBook $44.99
price for USA (gross)
  • ISBN 978-3-642-37887-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $59.99
price for USA
  • ISBN 978-3-642-37886-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Applied Statistical Inference
Book Subtitle
Likelihood and Bayes
Authors
Copyright
2014
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
Distribution Rights
Distribution rights for India: Researchco Book Centre, New Delhi, India
eBook ISBN
978-3-642-37887-4
DOI
10.1007/978-3-642-37887-4
Softcover ISBN
978-3-642-37886-7
Edition Number
1
Number of Pages
XIII, 376
Number of Illustrations and Tables
71 b/w illustrations
Topics