Statistical decision methods.

Publication date 29 March 1998

estimation inferential logic statistical experiments sufficiency testing

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) General considerations in statistical decision theory (62C05) Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99)

Review text

In the first part of the book the general aspects of decision theory under uncertainty conditions are presented: admissibility, optimality, Bayesian and minimax decisions, and utility theory. Part II presents the theory of statistical inference: inferential logic, the concept of statistical experiments, the likelihood function, marginal and conditional experiments, normal approximation and sufficiency. Part III deals with the theory of statistical decisions: the general problem, point and parametric estimation, testing of hypothesis, experimental design. The main features for decision schemes from the Bayesian view point are presented. Designs of experiments are treated as a decision problem taking into account the loss function associated to statistical decision and as a measure of information. In an Appendix the main concepts of probability theory, distribution theory, and convex functions are presented.

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