Mon premier blog

Statistical decision theory and bayesian analysis James O. Berger
Publisher: Springer

Now we return to an analysis of decision scenarios, armed with EDT and the counterfactual formulation of CDT. Chen, Approximate Kalman Filtering, World Scientific, 1993. Statistical Decision Theory and Bayesian Analysis. Note that those from the field of statistics who work on decision theory tend to talk about a "loss function," which is simply an inverse utility function. Research in Bayesian analysis and statistical decision theory is rapidly expanding and diversifying, making it increasingly more difficult for any single researcher to stay up to date on all current research frontiers. Numerical Analysis for Statisticians. The basics of probability theory; 10.2. It is very difficult to study Bayesian Analysis topic. Bayes theorem for updating probabilities; 10.3. For an overview of decision theory from this literature (Pearl 2000, ch. Solodovnikov, Introduction to the Statistical Dynamics of Automatic Control Systems, Dover, 1960. This is good reference textbook. I use Statistical Decision Theory and Bayesian Analysis, 2nd Edition to study. Keywords: portfolio selection, decision theory, bayesian analysis. Not many good reference textbooks to study Markov chain. The decision model is based on Decision Theory and Bayesian Analysis and the application uses Brazilian financial market data from January 1998 to June 2005 as an input.