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Applied Statistical Inference

Likelihood and Bayes

Autoren: Held, Leonhard, Sabanés Bové, Daniel

Vorschau
  • 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
Weitere Vorteile

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  • ISBN 978-3-642-37887-4
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Über dieses Lehrbuch

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.

Über die Autor*innen

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.

Stimmen zum Buch

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)


Inhaltsverzeichnis (9 Kapitel)

Inhaltsverzeichnis (9 Kapitel)

Dieses Buch kaufen

eBook 53,49 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-642-37887-4
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: EPUB, PDF
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
eBook Ausleihe  
  • Ausleihdauer: 1 oder 6 Monate
  • kostengünstiger Mietpreis
  • Online-Reader mit Markierungs- und Notizfunktion
  • auf allen Geräten nutzbar
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Bibliografische Information

Bibliographic Information
Buchtitel
Applied Statistical Inference
Buchuntertitel
Likelihood and Bayes
Autoren
Copyright
2014
Verlag
Springer-Verlag Berlin Heidelberg
Copyright Inhaber
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-37887-4
DOI
10.1007/978-3-642-37887-4
Auflage
1
Seitenzahl
XIII, 376
Anzahl der Bilder
71 schwarz-weiß Abbildungen
Themen

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