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

J�rgen Pilz

ISBN 10: 047191732X ISBN 13: 9780471917328

Published by John Wiley & Sons, 1991

Language: English

Condition: Used - Good Hardcover

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Bibliographic Details

Title

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

Publisher

John Wiley & Sons

Publication Date

1991

Language

English

ISBN 10

047191732X

ISBN 13

9780471917328

Binding

Cloth

Condition

Good

Dust Jacket Condition

No Jacket

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MATHEMATICS

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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.

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