Statistical Modeling and Computation

Statistical Modeling and Computation
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By:"Dirk P. Kroese","Joshua C.C. Chan"
"Computers"
Published on 2013-11-18 by Springer Science & Business Media

Let x and  denote the data and parameters in a Bayesian \u003cb\u003estatistical\u003c/b\u003e model. • The \u003cbr\u003e\n\u003cb\u003epdf\u003c/b\u003e of  is called the prior \u003cb\u003epdf\u003c/b\u003e. • The conditional \u003cb\u003epdf\u003c/b\u003e f.xjÂ/ is called the Bayesian \u003cbr\u003e\nlikelihood function. • The central object of interest is the posterior \u003cb\u003epdf\u003c/b\u003e f. jx/ which\u003cbr\u003e\n ...

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This textbook on statistical modeling and statistical inference will assist advanced undergraduate and graduate students. Statistical Modeling and Computation provides a unique introduction to modern Statistics from both classical and Bayesian perspectives. It also offers an integrated treatment of Mathematical Statistics and modern statistical computation, emphasizing statistical modeling, computational techniques, and applications. Each of the three parts will cover topics essential to university courses. Part I covers the fundamentals of probability theory. In Part II, the authors introduce a wide variety of classical models that include, among others, linear regression and ANOVA models. In Part III, the authors address the statistical analysis and computation of various advanced models, such as generalized linear, state-space and Gaussian models. Particular attention is paid to fast Monte Carlo techniques for Bayesian inference on these models. Throughout the book the authors include a large number of illustrative examples and solved problems. The book also features a section with solutions, an appendix that serves as a MATLAB primer, and a mathematical supplement.\u200b

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