Applied statistical decision theory应用统计决策论
点此进入淘宝搜索页搜索分类: 图书,进口原版书,经管与理财 Business & Investing ,
作者： Howard Raiffa，Robert Schlaifer著
出 版 社： 吉林长白山
出版时间： 2000-5-1字数：版次：页数： 353印刷时间： 2000/05/01开本： 16开印次：纸张： 胶版纸I S B N ： 9780471383499包装： 平装内容简介
"In the field of statistical decision theory, Raiffa and Schlaifer have sought to develop new analytic techniques by which the modern theory of utility and subjective probability can actually be applied to the economic analysis of typical sampling problems."
—From the foreword to their classic work Applied Statistical Decision Theory. First published in the 1960s through Harvard University and MIT Press, the book is now offered in a new paperback edition from Wiley
目录
Foreword
Preface and Introduction
Part I: Experimentation and Decision: General Theory
1. The Problem and the Two Basic Modes of Analysis
1. Description of the Decision Problem
1: The basic data; 2: Assessment of probability measures; 3: Example;
4: The general decision problem as a game.
2. Analysis in Extensive Form
1: Backwards induction; 2: Examplc.
3. Analysis in Normal Form
1: Decision rules; 2: Performance, error, and utility characteristics; 3:Ex-ample; 4: Equivalence of the extensive and normal form; 5: Bayesian deci- sion theory as a completion of classical theory; 6: Informal choice of a decision rule.
4. Combination of Formal and Informal Analysis
1: Unknown costs; cutting the decision tree; 2: Incomplete analysis of the decision tree; 3: Example.
5. Prior Weights and Consistent Behavior
2. Sufficient Statistics and Noninformative Stopping
1. Introduction
1: Simplifying assumptions; 2: Bayes' theorem; kernels
2. Sufficiency
1: Bayesian definition of sufficiency; 2: Identification of sufficient statistics;
3: Equivalence of the Bayesian and classical definitions of sufficiency; 4: Nuisance parameters and marginal sufficiency.
3. Noninformative Stopping
1: Data-generating processes and stopping processes; 2: Likelihood of a sample; 3: Noninformative stopping processes; 4: Contrast between the Bayesian and classical treatments of stopping; 5: Summary.
3. Conjugate Prior Distributions
1. Introduction; Assumptions and Definitions
1: Desiderata for a family of prior distributions; 2: Sufficient statistics of fixed dimensionality.
2. Conjugate Prior Distributions
1: Use of the sample kernel as a prior kernel; 2: The posterior distribution when the prior distribution is natural-conjugate; 3: Extension of the domain of the parameter; 4: Extension by introduction of a new parameter; 5: Con- spectus of natural-conjugate densities.
3. Choice and Interpretation of a Prior Distribution
1: Distributions fitted to historical relative frequencies; 2: Distributions fitted to subjective betting odds; 3: Comparison of the weights of prior and sample evidence; 4: "Quantity of information" and "vague" opinions;
5: Sensitivity analysis; 6: Scientific reporting.
4. Analysis in Extensive Form when the Prior Distribution and Sample Likelihood are Conjugate
1: Definitions of terminal and preposterior analysis; 2: Terminal analysis;
3: Preposterior analysis.
Part II: Extensive-Form Analysis When Sampling and Terminal Utilities Are Additive
4. Additive Utility, Opportunity Loss, and the Value of Information:Introduction to Part II
1. Basic Assumptions
2. Applicability of Additive Utilities
3. Computation of Expected Utility
4. Opportunity Loss
1: Definition of opportunity loss; 2: Extensive-form analysis using oppor-tunity loss instead of utility; 3: Opportunity loss when terminal and sam- piing utilities are additive; 4: Direct assessment of terminal opportunity losses; 5: Upper bounds on optimal sample size.
5. The Value of Information
l: The value of perfect information; 2: The value of sample information and the net gain of sampling; 3: Summary of relations among utilities, op- portunity losses, and value of information.
5A. Linear Terminal Analysis
1. Introduction
1: The transformed state description co; 2: Terminal analysis.
2. Expected Value of Perfect Information when w is Scalar
1: Two-action problems; 2: Finite-action problems; 3: Evaluation of linear- loss integrals; 4: Examples.
3. Preposterior Analysis
1: The posterior mean as a random variable; 2: The expected value of sam- ple information.
4. The Prior Distribution of the Posterior Mean for Given e
1: Mean and variance of ~"; 2: Limiting behavior of the distribution; 3Limiting behavior of integrals when is scalar; 4: Exact distributions of;5: Aouroximations to the distribution of : 6: Examt)les.
……
part III:Distribution Theory
