STA 808
Bayesian Inference
3
Course Description
Sampling theory and its critique; subjective probability; likelihood principles; Bayes theorem; Bayesian analysis of Normal theory inference problems; the Behrens-Fisher problem; assessment of model assumptions; robustness of inference; analysis of variance; estimation of variance components; empirical Bayes; some aspects of multivariate problems; sequential nature of Bayesian inference; prior and posterior distributions of parameters in binomial; poisson; exponential and normal populations; comparison of two normal distributions; predictive distributions; decision theory; utility; risk aversion; extensive form of analysis; two-action problems; point estimation; best population problems; economics of sampling.
Course Outline
Sampling theory and its critique; subjective probability; likelihood principles; Bayes theorem; Bayesian analysis of Normal theory inference problems; the Behrens-Fisher problem; assessment of model assumptions; robustness of inference; analysis of variance; estimation of variance components; empirical Bayes; some aspects of multivariate problems; sequential nature of Bayesian inference; prior and posterior distributions of parameters in binomial; poisson; exponential and normal populations; comparison of two normal distributions; predictive distributions; decision theory; utility; risk aversion; extensive form of analysis; two-action problems; point estimation; best population problems; economics of sampling