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003			CITU
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007			cr aa aaaaa
008			090224s2009 enka b 001 0 eng
010			_a 2009008345
020			_a9780471496571 (cloth)
020			_a047149657X (cloth)
035			_a(OCoLC)ocn276340596
040			_aDLC _cDLC _dYDX _dBTCTA _dYDXCP _dCDX _dBWX _dDLC
041			_aeng
050	0	0	_aQA279.4 _b.P37 2009
082	0	0	_a519.5/42 _222
100	1		_aParmigiani, G. _q(Giovanni)
245	1	0	_aDecision theory : _bprinciples and approaches / _cGiovanni Parmigiani, Lurdes Y. T. Inoue ; with contributions by Hedibert F. Lopes.
264		1	_aChichester, West Sussex, U.K. ; _a[Hoboken, N.J.] : _bJohn Wiley & Sons, _c2009.
300			_a1 online resources (xix, 372 pages) : _billustrations
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aWiley series in probability and statistics
504			_aIncludes bibliographical references (p. [353]-366) and index.
505	0		_aTable of contents Preface. Acknowledgments. 1 Introduction. 1.1 Controversies. 1.2 A guided tour of decision theory. Part One: Foundations. 2 Coherence. 2.1 The "Dutch Book" theorem. 2.2 Temporal coherence. 2.3 Scoring rules and the axioms of probabilities. 2.4 Exercises. 3 Utility. 3.1 St. Petersburg paradox. 3.2 Expected utility theory and the theory of means. 3.3 The expected utility principle. 3.4 The von Neumann-Morgenstern representation theorem. 3.5 Allais' criticism. 3.6 Extensions. 3.7 Exercises. 4 Utility in action. 4.1 The "standard gamble". 4.2 Utility of money. 4.3 Utility functions for medical decisions. 4.4 Exercises. 5 Ramsey and Savage. 5.1 Ramsey's theory. 5.2 Savage's theory. 5.3 Allais revisited. 5.4 Ellsberg paradox. 5.5 Exercises. 6 State independence. 6.1 Horse lotteries. 6.2 State-dependent utilities. 6.3 State-independent utilities. 6.4 Anscombe-Aumann representation theorem. 6.5 Exercises. Part Two Statistical Decision Theory. 7 Decision functions. 7.1 Basic concepts. 7.2 Data-based decisions. 7.3 The travel insurance example. 7.4 Randomized decision rules. 7.5 Classification and hypothesis tests. 7.6 Estimation. 7.7 Minimax-Bayes connections. 7.8 Exercises. 8 Admissibility. 8.1 Admissibility and completeness. 8.2 Admissibility and minimax. 8.3 Admissibility and Bayes. 8.4 Complete classes. 8.5 Using the same ± level across studies with different sample sizes is inadmissible. 8.6 Exercises. 9 Shrinkage. 9.1 The Stein effect. 9.2 Geometric and empirical Bayes heuristics. 9.3 General shrinkage functions. 9.4 Shrinkage with different likelihood and losses. 9.5 Exercises. 10 Scoring rules. 10.1 Betting and forecasting. 10.2 Scoring rules. 10.3 Local scoring rules. 10.4 Calibration and refinement. 10.5 Exercises. 11 Choosing models. 11.1 The "true model" perspective. 11.2 Model elaborations. 11.3 Exercises. Part Three Optimal Design. 12 Dynamic programming. 12.1 History. 12.2 The travel insurance example revisited. 12.3 Dynamic programming. 12.4 Trading off immediate gains and information. 12.5 Sequential clinical trials. 12.6 Variable selection in multiple regression. 12.7 Computing. 12.8 Exercises. 13 Changes in utility as information. 13.1 Measuring the value of information. 13.2 Examples. 13.3 Lindley information. 13.4 Minimax and the value of information. 13.5 Exercises. 14 Sample size. 14.1 Decision-theoretic approaches to sample size. 14.2 Computing. 14.3 Examples. 14.4 Exercises. 15 Stopping. 15.1 Historical note. 15.2 A motivating example. 15.3 Bayesian optimal stopping. 15.4 Examples. 15.5 Sequential sampling to reduce uncertainty. 15.6 The stopping rule principle. 15.7 Exercises. Appendix. A.1 Notation. A.2 Relations. A.3 Probability (density) functions of some distributions. A.4 Conjugate updating. References. Index. Reviews
520			_aDecision theory provides a formal framework for making logical choices in the face of uncertainty. Given a set of alternatives, a set of consequences, and a correspondence between those sets, decision theory offers conceptually simple procedures for choice. This book presents an overview of the fundamental concepts and outcomes of rational decision making under uncertainty, highlighting the implications for statistical practice. The authors have developed a series of self contained chapters focusing on bridging the gaps between the different fields that have contributed to rational decision making and presenting ideas in a unified framework and notation while respecting and highlighting the different and sometimes conflicting perspectives.
650		0	_aStatistical decision.
650		0	_aAxiomatic set theory.
650		0	_aExperimental design.
655		0	_aElectronic books.
700	1		_aInoue, Lurdes.
830		0	_aWiley series in probability and statistics.
856			_yFull text available at Wiley Online Library Click here to view _uhttps://onlinelibrary.wiley.com/doi/book/10.1002/9780470746684
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cER