Statistical Decision Problems

Selected Concepts and Portfolio Safeguard Case Studies

AvMichael Zabarankin,Stan Uryasev

Inbunden, Engelska, 2013

Del 85 i serien Springer Optimization and Its Applications

538 kr

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Beskrivning

Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems.

Produktinformation

Utgivningsdatum:2013-12-17
Mått:155 x 235 x 15 mm
Vikt:512 g
Format:Inbunden
Språk:Engelska
Serie:Springer Optimization and Its Applications
Antal sidor:249
Upplaga:2014
Förlag:Springer-Verlag New York Inc.
ISBN:9781461484707

Utforska kategorier

Optimering inom Naturvetenskap och teknik
Matematisk statistik inom Naturvetenskap och teknik
Databaser inom Data och IT

Recensioner i media

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)

Innehållsförteckning

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.