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020 _a9780521861601
040 _cIIT Kanpur
041 _aeng
082 _a519.2
_bSch97c
100 _aSchweder, Tore
245 _aConfidence, likelihood, probability
_bstatistical inference with confidence distributions
_cTore Schweder and Nils Lid Hjort
260 _bCambridge University Press
_c2016
_aNew York
300 _axx, 500
440 _aCambridge series in statistical and probabilistic mathematics
490 _a/ edited by Z. Ghahramani ; no.41
520 _aThis lively book lays out a methodology of confidence distributions and puts them through their paces. Among other merits, they lead to optimal combinations of confidence from different sources of information, and they can make complex models amenable to objective and indeed prior-free analysis for less subjectively inclined statisticians. The generous mixture of theory, illustrations, applications and exercises is suitable for statisticians at all levels of experience, as well as for data-oriented scientists. Some confidence distributions are less dispersed than their competitors. This concept leads to a theory of risk functions and comparisons for distributions of confidence. Neyman–Pearson type theorems leading to optimal confidence are developed and richly illustrated. Exact and optimal confidence distribution is the gold standard for inferred epistemic distributions. Confidence distributions and likelihood functions are intertwined, allowing prior distributions to be made part of the likelihood. Meta-analysis in likelihood terms is developed and taken beyond traditional methods, suiting it in particular to combining information across diverse data sources.
650 _aMathematical statistics
650 _aProbability
650 _aApplied statistics
650 _aObserved confidence levels (Statistics)
700 _aHjort, Nils Lid
942 _cBK
999 _c558494
_d558494