Statistical Decision Problems

From the book reviews: "The book offers a chapter-length primer on probability and statistical risk (section I), followed by a review of standard problems and procedures, all from a statistical decision theory viewpoint (section II). The heart of the book is section III, which shows in detail how to handle many such problems using the Portfolio Safeguard software package. ... The book will mostly benefit readers who use or consider using Portfolio Safeguard and are looking for a complementary, textbook-style treatment." (Jorg Stoye, zbMATH, Vol. 1291, 2014)

• 1. Random Variables.- 2. Deviation, Risk, and Error Measures.- 3. Probabilistic Inequalities.- 4. Maximum Likelihood Method.- 5. Entropy Maximization.- 6. Regression Models.- 7. Classification.- 8. Statistical Decision Models with Risk and Deviation.- 9. Portfolio Safeguard Case Studies.- Index.- References.​