Optimal Statistical Decisions
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Content
Foreword vii
Preface ix
Part One. Survey of Probability Theory
Chapter 1. Introduction 3
Chapter 2. Experiments, Sample Spaces, and Probability 6
Chapter 3. Random Variables, Random Vectors, and Distribution Functions 16
Chapter 4. Some Special Univariate Distributions 33
Chapter 5. Some Special Multivariate Distributions 48
Part Two. Subjective Probability and Utility
Chapter 6. Subjective Probability 69
Chapter 7. Utility 86
Part Three. Statistical Decision Problems
Chapter 8. Decision Problems 121
Chapter 9. Conjugate Prior Distributions 155
Chapter 10. Limiting Posterior Distributions 190
Chapter 11. Estimation, Testing Hypotheses, and linear Statistical Models 226
Part Four. Sequential Decisions
Chapter 12. Sequential Sampling 267
Chapter 13. Optimal Stopping 324
Chapter 14. Sequential Choice of Experiments 385
References 447
Supplementary Bibliography 466
Name Index 475
Subject Index 481
