Download e-book for kindle: Bayes Theory by J. A. Hartigan (auth.)

By J. A. Hartigan (auth.)

ISBN-10: 1461382424

ISBN-13: 9781461382423

ISBN-10: 1461382440

ISBN-13: 9781461382447

This ebook is predicated on lectures given at Yale in 1971-1981 to scholars ready with a path in measure-theoretic chance. It comprises one technical innovation-probability distributions during which the full chance is endless. Such flawed distributions come up embarras­ singly often in Bayes idea, specifically in constructing correspondences among Bayesian and Fisherian concepts. limitless chances create fascinating problems in defining conditional likelihood and restrict ideas. the most effects are theoretical, probabilistic conclusions derived from probabilistic assumptions. an invaluable conception calls for ideas for developing and reading percentages. percentages are computed from similarities, utilizing a formalization of the concept the long run might be just like the previous. chances are objectively derived from similarities, yet similarities are sUbjective judgments of people. after all the theorems stay actual in any interpretation of chance that satisfies the formal axioms. My colleague David Potlard helped much, specifically with bankruptcy thirteen. Dan Barry learn facts. vii Contents bankruptcy 1 Theories of chance 1. zero. creation 1 1. 1. Logical Theories: Laplace 1 1. 2. Logical Theories: Keynes and Jeffreys 2 1. three. Empirical Theories: Von Mises three 1. four. Empirical Theories: Kolmogorov five 1. five. Empirical Theories: Falsifiable versions five 1. 6. Subjective Theories: De Finetti 6 7 1. 7. Subjective Theories: solid eight 1. eight. the entire chances 10 1. nine. countless Axioms eleven 1. 10. chance and Similarity 1. eleven. References thirteen bankruptcy 2 Axioms 14 2. zero. Notation 14 2. 1. likelihood Axioms 14 2. 2.

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Or s = 1, 1, 1, .... For example the finite sequences containing at least one 1 and one 0 will lie in this space. Let the sequence xl' x 2 ' ••• ,xn have probability 1/ (I:-:-\) for 0< IXi < n. This assignment of probability satisfies the axioms. For example ] = P(01) = P(Oll) + P(010). The function xn = (1/n)Ix i does not lie in the probability space, but the functions xn - xm do, since they give value 0 to s == 0 or s == 1. Since P(xn - xm? = ~ P(x 1 - x 2)21 n - mlimn, the sequence X2 " converges except on a set of probability zero to a function, p say.

To show this, for each f there is a fixed Bo such that f(x) = 0 for Ixl ~ BO' and for each k, (j there is an B< Bo/2 depending on (k, (j) such that If(x) - fey) I < (j for Ixl < k, Ix - YI < B. )I-+O=Xn-+X in D. 2. Mean Convergence of Conditional Probabilities Theorem. ( •. (. l n)' then X is mean-approximable by the sequence PnX. (n)' then X is square-approximable by the sequence PnX. 36 4. Convergence PROOF. [", it is mean-approximable by PnX, xy = Pn(X - P)X - P X)2 +2PJ(X - PnX) (P X - Xn}J + P,,(X n - p"X)2 II lI = Pn(X - PnXf + 0 + PII(X II - Pn X)2.

L to d,Ij is a conditio~l probability? Q2. cr'? 8. References Dawid, A. , Stone, M. and Zidek, J. V. (1973), Marginalization paradoxes in Bayesian and statistical inference, J. Roy. Stat. Soc. B 35, 189-223. Kolmogorov, A. N. (1933), Foundations of the Theory of Probability. New York: Chelsea. Renyi, A. (1970), Probability Theory. New York: American Elsevier. Stone, M. and Dawid, A. P. (1972), Un-Bayesian implications of improper Bayes inference in routine statistical problems, Biometrika 59,369-373.

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Bayes Theory by J. A. Hartigan (auth.)

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