Bayesian Estimation and Experimental Design in Linear Regression Models (Wiley Series in Probability and Statistics) - Hardcover

Pilz, Jürgen

Hardcover

ISBN 10: 047191732X ISBN 13: 9780471917328

Publisher: Wiley, 1991

Synopsis

Presents a clear treatment of the design and analysis of linear regression experiments in the presence of prior knowledge about the model parameters. Develops a unified approach to estimation and design; provides a Bayesian alternative to the least squares estimator; and indicates methods for the construction of optimal designs for the Bayes estimator. Material is also applicable to some well-known estimators using prior knowledge that is not available in the form of a prior distribution for the model parameters; such as mixed linear, minimax linear and ridge-type estimators.

Edition details

• Publisher: Wiley
• Publication date: 1991
• Language: English
• ISBN 10: 047191732X
• ISBN 13: 9780471917328
• Binding: Hardcover
• Edition number: 1
• Number of pages: 306