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Title: Data Analysis: A Bayesian Tutorial (Oxford Science Publications) by D. S. Sivia ISBN: 0-19-851889-7 Publisher: Oxford University Press Pub. Date: July, 1996 Format: Paperback Volumes: 1 List Price(USD): $45.00 |
Average Customer Rating: 5 (2 reviews)
Rating: 5
Summary: This is how a statistics book ought to be written!
Comment: Sivia shows in the first part of his compact book (189 pages) very nice examples (such as the lighthouse problem, signal amplitudes in presence of background noise, etc) how the Bayesian theory works out. The kangaroo problem and monkey argument come up to explain the maximum entropy theory. Further on in the book examples are given in the area of DSP (digital signal processing) and on experimental design, added with references to Sivia's Bayesian applications in molecular spectroscopy, neutron scattering - and powder diffrication analysis. As an applied statistician within the area of hydrological engineering (flood frequency analysis), it was very fruitful to read Sivia's book to fresh up the way of thinking... I highly recommend the book to other applied statisticians!
Rating: 5
Summary: Self-contained and readable tutorial guide
Comment: Mathematics looks like a pile of abstract facts, axioms and theoremsto most people. It is hard to imagine that in some branches of mathematics, there are unsettled controversies about the meanings of basic notions like probability. Statistics is one of these branches, where professional researchers and lecturers can be divided into some sort of "schools of thought".
This small book of 189 pages is a tutorial introduction into statistics. It addresses senior undergraduates and research students in science and engineering. If symbols like integrals, factorials or notions like Eigenvalues do frighten you, you should first complete some courses on calculus and algebra before reading this book. Contrary to "classic" text books on statistics, this book employs the so called Bayesian understanding of probability. While the classic understanding of probability sees each probability as a long-run relative frequency, the Bayesian school sees it as a degree-of-belief (or plausibility). This may sound like a minor disagreement, but it leads to very different ways of solving problems.
Throughout the book, the author explains seven examples of increasing complexity to the reader and solves the problems. Especially in the first two chapters, he simplifies his favourite applications of probability theory in order to explain basic concepts like probability, the error-bar, correlation, and marginal distributions. Each of the graphical panels is explained in detail to make it easier to understand the intuitive meaning of concepts like the probability density function. Often, the author also mentions common misconceptions and vividly explains the consequences of such misunderstandings.
Having read this book, you will be able to employ probability theory in scientific and engineering work. For example in estimation of a parameter like a scattering angle. While these results are often very useful in practice, you should be warned that the Bayesian approach might annoy some representatives of the orthodox statistical guild.
Nevertheless, the book is a good tutorial which is worth reading.
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Title: Bayesian Data Analysis, Second Edition by Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin ISBN: 158488388X Publisher: CRC Press Pub. Date: 29 July, 2003 List Price(USD): $59.95 |
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Title: Probability Theory : The Logic of Science by E. T. Jaynes, G. Larry Bretthorst ISBN: 0521592712 Publisher: Cambridge University Press Pub. Date: 10 April, 2003 List Price(USD): $65.00 |
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Title: Markov Chain Monte Carlo in Practice by W. R. Gilks, S. Richardson, D. J. Spiegelhalter ISBN: 0412055511 Publisher: CRC Press Pub. Date: 01 December, 1995 List Price(USD): $79.95 |
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Title: Algebra of Probable Inference by Richard T. Cox ISBN: 080186982X Publisher: Johns Hopkins Univ Pr Pub. Date: February, 2002 List Price(USD): $19.95 |
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Title: Bayesian Theory by José M. Bernardo, Adrian F. M. Smith ISBN: 047149464X Publisher: John Wiley & Sons Pub. Date: 08 June, 2000 List Price(USD): $78.50 |
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