Bayesian Statistics 统计贝叶斯英文图书 ,清晰pdf版本
约克大学 Peter M. Lee 主编
详细论述了关于“贝叶斯”的各项基本概念,是一部450多页的大部头著作。可以说,读完了这本书,就基本掌握了贝叶斯的所有基本概念了。
目录如下:
Contents
Preface xix
Preface to the First Edition xxi
1 Preliminaries 1
2 Bayesian inference for the normal distribution 36
3 Some other common distributions 85
4 Hypothesis testing 138
5 Two-sample problems 162
6 Correlation, regression and the analysis of variance 182
7 Other topics 221
7.1 The likelihood principle 221
7.2 The stopping rule principle 226
7.3 Informative stopping rules 229
7.4 The likelihood principle and reference priors 232
7.5 Bayesian decision theory 234
7.6 Bayes linear methods 240
7.7 Decision theory and hypothesis testing 243
7.8 Empirical Bayes methods 245
7.9 Exercises on Chapter 7 247
8 Hierarchical models 253
9 The Gibbs sampler and other numerical methods 281
10 Some approximate methods 340
Appendix A Common statistical distributions 373
A.1 Normal distribution 374
A.2 Chi-squared distribution 375
A.3 Normal approximation to chi-squared 376
A.4 Gamma distribution 376
A.5 Inverse chi-squared distribution 377
A.6 Inverse chi distribution 378
A.7 Log chi-squared distribution 379
A.8 Student’s t distribution 380
A.9 Normal/chi-squared distribution 381
A.10 Beta distribution 382
A.11 Binomial distribution 383
A.12 Poisson distribution 384
A.13 Negative binomial distribution 385
A.14 Hypergeometric distribution 386
A.15 Uniform distribution 387
A.16 Pareto distribution 388
A.17 Circular normal distribution 389
A.18 Behrens’ distribution 391
A.19 Snedecor’s F distribution 393
A.20 Fisher’s z distribution 393
A.21 Cauchy distribution 394
A.22 The probability that one beta variable is greater than another 395
A.23 Bivariate normal distribution 395
A.24 Multivariate normal distribution 396
A.25 Distribution of the correlation coefficient 397
Appendix B Tables 399
B.1 Percentage points of the Behrens–Fisher distribution 399
B.2 Highest density regions for the chi-squared distribution 402
B.3 HDRs for the inverse chi-squared distribution 404
B.4 Chi-squared corresponding to HDRs for log chi-squared 406
B.5 Values of F corresponding to HDRs for log F 408
Appendix C R programs 430
Appendix D Further reading 436
D.1 Robustness 436
D.2 Nonparametric methods 436
D.3 Multivariate estimation 436
D.4 Time series and forecasting 437
D.5 Sequential methods 437
D.6 Numerical methods 437
D.7 Bayesian networks 437
D.8 General reading 438
References 439
Index 455