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Home > Education > Mathematics > Probability & Statistics - General > Probability & Statistics - Bayesian Analysis > Bayes Linear Statistics: Theory & Methods-eBook
Bayes Linear Statistics: Theory & Methods
 
 
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Bayes Linear Statistics: Theory & Methods
Bayesian methods combine information available from data with any prior information available from expert knowledge. The Bayes linear approach follows this path, offering a quantitative structure for expressing beliefs, and systematic methods for adjusting these beliefs, given observational data. The methodology differs from the full Bayesian methodology in that it establishes simpler approaches to belief specification and analysis based around expectation judgements. Bayes Linear Statistics presents an authoritative account of this approach, explaining the foundations, theory, methodology, and practicalities of this important field.

The text provides a thorough coverage of Bayes linear analysis, from the development of the basic language to the collection of algebraic results needed for efficient implementation, with detailed practical examples.

The book covers:

  • The importance of partial prior specifications for complex problems where it is difficult to supply a meaningful full prior probability specification.
  • Simple ways to use partial prior specifications to adjust beliefs, given observations.
  • Interpretative and diagnostic tools to display the implications of collections of belief statements, and to make stringent comparisons between expected and actual observations.
  • General approaches to statistical modelling based upon partial exchangeability judgements.
  • Bayes linear graphical models to represent and display partial belief specifications, organize computations, and display the results of analyses.

Bayes Linear Statistics is essential reading for all statisticians concerned with the theory and practice of Bayesian methods. There is an accompanying website hosting free software and guides to the calculations within the book.



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Title of ebook: Bayes Linear Statistics: Theory & Methods
ISBN: 9780470065679
Publisher: John Wiley & Sons, Inc.
Internet download file size: 4535 kb
Pages: 536
Released online for download: 04-30-2007
Author of eBook: Goldstein, Michael
Author of eBook: Wooff, David

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Bayes Linear Statistics

Theory & Methods

Chapter One

The Bayes linear approach

The subject of this book is the qualitative and quantitative analysis of our beliefs, with particular emphasis on the combination of beliefs and data in statistical analysis. In particular, we will cover:

(i) the importance of partial prior specifications for problems which are too complex to allow us to make meaningful full prior specifications;

(ii) simple ways to use our partial prior specifications to adjust our beliefs given observations;

(iii) interpretative and diagnostic tools that help us, first, to understand the implications of our collections of belief statements and, second, to make stringent comparisons between what we expect to observe and what we actually observe;

(iv) general approaches to statistical modelling based upon partial exchangeability judgements;

(v) partial graphical models to represent our beliefs, organize our computations and display the results of our analysis.

O ... read full excerpt from Bayes Linear Statistics: Theory & Methods ebook



 


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