A Comparison of the Bayesian and Frequentist Approaches to Estimation Free pdf download



Book title: A Comparison of the Bayesian and Frequentist Approaches to Estimation
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The formulation includes a specific (decision-theory based) criterion for comparing estimators. The centerpiece of the monograph is Chapter 5 in which, under quite general conditions, an explicit solution to the threshold is obtained for the problem of estimating a scalar parameter under squared error loss.

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