Bayesian analysis: general framework: Includes multivariate regression analysis, model selection and response prediction

Casaca, Joćo

ISBN 10: 3659716286 / ISBN 13: 9783659716287

Published by LAP LAMBERT Academic Publishing, 2015

About this Item

Seller Inventory # I-9783659716287

Bibliographic Details

• Title: Bayesian analysis: general framework: Includes multivariate regression analysis, model selection and response prediction
• Publisher: LAP LAMBERT Academic Publishing
• Publication Date: 2015
• Language: English
• ISBN 10: 3659716286
• ISBN 13: 9783659716287
• Binding: Soft cover
• Condition: New

About this title

Synopsis

The book "Bayesian analysis: general framework" deals with Bayesian inference within the framework of four stochastic models: the normal random sample, the Gauss-Markov model, the beta-binomial model and the Poisson-gamma model. For each of these models, analytic expressions are presented for the posterior PDF, the prior predictive PDF and the posterior predictive PDF, under the Laplace prior PDF, the Jeffreys prior PDF and the conjugate prior PDF. Topics such as the elicitation of hyper-parameter for the conjugate prior PDF, the selection of models and prediction in multivariate regression analysis and the use of the Bayes factor in the test of hypothesis are dealt with more detail.