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Praise for the first edition: Principles of Uncertainty is a
profound and mesmerising book on the foundations and principles of
subjectivist or behaviouristic Bayesian analysis. ... the book is a
pleasure to read. And highly recommended for teaching as it can be
used at many different levels. ... A must-read for sure!-Christian
Robert, CHANCEIt's a lovely book, one that I hope will be widely
adopted as a course textbook. -Michael Jordan, University of
California, Berkeley, USA Like the prize-winning first edition,
Principles of Uncertainty, Second Edition is an accessible,
comprehensive text on the theory of Bayesian Statistics written in
an appealing, inviting style, and packed with interesting examples.
It presents an introduction to the subjective Bayesian approach
which has played a pivotal role in game theory, economics, and the
recent boom in Markov Chain Monte Carlo methods. This new edition
has been updated throughout and features new material on
Nonparametric Bayesian Methods, the Dirichlet distribution, a
simple proof of the central limit theorem, and new problems. Key
Features: First edition won the 2011 DeGroot Prize Well-written
introduction to theory of Bayesian statistics Each of the
introductory chapters begins by introducing one new concept or
assumption Uses "just-in-time mathematics"-the introduction to
mathematical ideas just before they are applied
A fair question to ask of an advocate of subjective Bayesianism
(which the author is) is "how would you model uncertainty?" In this
book, the author writes about how he has done it using real
problems from the past, and offers additional comments about the
context in which he was working.
A fair question to ask of an advocate of subjective Bayesianism
(which the author is) is "how would you model uncertainty?" In this
book, the author writes about how he has done it using real
problems from the past, and offers additional comments about the
context in which he was working.
The book will serve primarily as a user's manual or desk reference
for the expert witness-lawyer team and secondarily as a textbook or
supplemental textbook for upper level undergraduate statistics
students. It starts with two articles by masters of the trade, Paul
Meier and Franklin Fisher. It then explains the distinction between
the Frye and Daughbert standards for expert testimony, and how
these standards play out in court. The bulk of the book is
concerned with individual cases ranging over a wide variety of
topics, such as electronic draw poker (does it require skill to
play), employment discrimination (how to tell whether an employer
discriminated against older workers in deciding whom to fire),
driving while black (did the New Jersey State Police
disproportionately stop blacks), jury representativeness (is a jury
a representative cross section of the community), juries hearing
death penalty cases (are such juries biased toward a guilty
verdict, and does the Supreme Court care), the civil incarceration
of violent sexual offenders after having served their jail
sentences (can future dangerousness be predicted), do data from
multiple choice examinations support an allegation of copying,
whether rental agents in an apartment complex steered
African-American prospects to one part of the complex, how much tax
is owed after an audit that used a random sample, whether an
inventor falsified his notebook in an effort to fool the Patent
Office, and whether ballots had been tampered with in an election.
The book concludes with two recent English cases, one in which a
woman was accused of murdering her infant sons because both died of
"cot death" or "sudden death syndrome", (she was convicted, but
later exonerated), and how Bayesian analyses can (or more
precisely), cannot be presented in UK courts. In each study, the
statistical analysis is shaped to address the relevant legal
questions, and draws on whatever methods in statistics might shed
light on those questions.
This important collection of essays is a synthesis of foundational studies in Bayesian decision theory and statistics. An overarching topic of the collection is understanding how the norms for Bayesian decision making should apply in settings with more than one rational decision maker and then tracing out some of the consequences of this turn for Bayesian statistics. The volume will be particularly valuable to philosophers concerned with decision theory, probability, and statistics, statisticians, mathematicians, and economists.
This important collection of essays is a synthesis of foundational
studies in Bayesian decision theory and statistics. An overarching
topic of the collection is understanding how the norms for Bayesian
decision making should apply in settings with more than one
rational decision maker and then tracing out some of the
consequences of this turn for Bayesian statistics. There are four
principal themes to the collection: cooperative, non-sequential
decisions; the representation and measurement of 'partially
ordered' preferences; non-cooperative, sequential decisions; and
pooling rules and Bayesian dynamics for sets of probabilities. The
volume will be particularly valuable to philosophers concerned with
decision theory, probability, and statistics, statisticians,
mathematicians, and economists.
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