Kendall's Advanced Theory of Statistic 2B

Kendall's Advanced Theory of Statistics and Kendall's Library of Statistics

The development of modern statistical theory in the past fifty years is reflected in the history of the late Sir Maurice Kenfall's volumes The Advanced Theory of Statistics. The Advanced Theory began life as a two-volume work, and since its first appearance in 1943, has been an indispensable source for the core theory of classical statistics. With Bayesian Inference, the same high standard has been applied to this important and exciting new body of theory.

Preface to Second Edition xi

Preface to First Edition xii

Glossary of Abbreviations xiii

1 The Bayesian Method 1

2 Inference and Decisions 22

3 General Principles and Theory 61

4 Subjective Probability 94

5 Non-subjective Theories 116

6 Subjective Prior Distributions 135

7 Model Comparison 163

8 Robustness and Model Criticism 200

9 Computation 233

10 Markov Chain Monte Carlo 262

11 The Linear Model 305

12 Discrete Data Models 240

13 Nonparametric Models 374

14 Other Standard Models 402

15 Short Case Studies 423

References 441

Index of Examples in Text 471

Index 473

Anthony O'Hagan is the author of Kendall's Advanced Theory of Statistic 2B, published by Wiley.