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Likelihood and Bayesian Inference

Likelihood and Bayesian Inference

With Applications in Biology and Medicine

by Leonhard Held and Daniel Sabanes Bove
Hardback
Publication Date: 01/04/2020

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This richly illustrated textbook covers modern statistical methods with applications in medicine, epidemiology and biology. Firstly, it discusses the importance of statistical models in applied quantitative research and the central role of the likelihood function, describing likelihood-based inference from a frequentist viewpoint, and exploring the properties of the maximum likelihood estimate, the score function, the likelihood ratio and the Wald statistic. In the second part of the book, likelihood is combined with prior information to perform Bayesian inference. Topics include Bayesian updating, conjugate and reference priors, Bayesian point and interval estimates, Bayesian asymptotics and empirical Bayes methods. It includes a separate chapter on modern numerical techniques for Bayesian inference, and also addresses advanced topics, such as model choice and prediction from frequentist and Bayesian perspectives. This revised edition of the book "Applied Statistical Inference" has been expanded to include new material on Markov models for time series analysis. It also features a comprehensive appendix covering the prerequisites in probability theory, matrix algebra, mathematical calculus, and numerical analysis, and each chapter is complemented by exercises. The text is primarily intended for graduate statistics and biostatistics students with an interest in applications.
ISBN:
9783662607916
9783662607916
Category:
Bayesian inference
Format:
Hardback
Publication Date:
01-04-2020
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Country of origin:
Germany
Edition:
2nd Edition
Pages:
402
Dimensions (mm):
235x155mm
Weight:
0.79kg

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