This is an introduction to Bayesian statistics and decision theory, including advanced topics such as Monte Carlo methods. This new edition contains several revised chapters and a new chapter on model choice.
Christian Robert Books
September 9, 1961
Monte Carlo statistical methods
- 536 pages
- 19 hours of reading
Markov chain Monte Carlo methods were developed to provide the experimenter with realistic models. Written by two leading researchers, this up-to-date reference covers an important area of statistic which has many applications to engineering, aeronautics, biology, networks, and astronomy.