Introduction to Statistical Decision Theory - Silvia Bacci, Bruno Chiandotto

Introduction to Statistical Decision Theory

Utility Theory and Causal Analysis
Buch | Hardcover
304 Seiten
2019
CRC Press (Verlag)
978-1-138-08356-1 (ISBN)
129,95 inkl. MwSt
This book provides the theoretical background to approach decision theory from a statistical perspective. It covers both traditional approaches, in terms of value theory and expected utility theory, and recent developments, in terms of causal inference.
Introduction to Statistical Decision Theory: Utility Theory and Causal Analysis provides the theoretical background to approach decision theory from a statistical perspective. It covers both traditional approaches, in terms of value theory and expected utility theory, and recent developments, in terms of causal inference. The book is specifically designed to appeal to students and researchers that intend to acquire a knowledge of statistical science based on decision theory.

Features






Covers approaches for making decisions under certainty, risk, and uncertainty



Illustrates expected utility theory and its extensions



Describes approaches to elicit the utility function



Reviews classical and Bayesian approaches to statistical inference based on decision theory



Discusses the role of causal analysis in statistical decision theory

Silvia Bacci is Assistant Professor of Statistics at the Department of Statistics, Computer Science and Applications "G. Parenti", University of Florence (Italy). Her research interests are addressed to statistical decision theory, with focus on utility theory, and latent variable models, with focus on item response theory models, latent class models, and models for longitudinal and multilevel data. Bruno Chiandotto is adjunct Full Professor of Statistics at the Department of Statistics, Computer Science and Applications "G. Parenti", University of Florence (Italy). He is mainly interested in the definition and estimation of linear and nonlinear statistical models, multivariate data analysis, customer satisfaction, causal analysis, statistical decision theory and utility theory. A large part of his research activity has been carried out under projects funded by international, national and local institutions.

1. Statistics and decisions 2. Probability and statistical inference 3. Utility theory 4. Utility function elicitation 5. Classical and bayesian statistical decision theory 6. Statistics, causality, and decisions

Erscheinungsdatum
Zusatzinfo 50 Tables, black and white; 45 Illustrations, black and white
Verlagsort London
Sprache englisch
Maße 156 x 234 mm
Gewicht 1300 g
Themenwelt Mathematik / Informatik Mathematik Statistik
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 1-138-08356-9 / 1138083569
ISBN-13 978-1-138-08356-1 / 9781138083561
Zustand Neuware
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