Bayes Approach in Applied Probability
PHAM-GIA THU · WORLD SCIENTIFIC eBooks · 2021
The following sections are included:IntroductionThe Bayesian ParadigmThe Prior DistributionThe normal as a prior: Its elicitationSpecial priorsSampling PhaseThe sampling phaseConjugacyCase of the normal: N(μ, τ)Case of the multinormal: X ∼ Nk(M, r = Σ−1)The Posterior DistributionComputation of the posteriorDominanceThe highest posterior density regionGeneralization of the hpd intervalThe Predictive DistributionBayesian Sub-domainsSequential BayesEmpirical BayesBayes operatorBayesian decision theoryCommon loss functions in Bayesian decision theoryConjugate Bayesian Analysis TableConclusionBibliography