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In All Likelihood: Statistical Modeling and Inference Using Likelihood

机译:在所有可能性中:使用可能性进行统计建模和推断

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As the title indicates, this book discusses using the likelihood function for both modeling and inference. It is written as a textbook with a fair number of examples. The author conveniently provides code using the statistical package R for all relevant examples on his web site. He assumes a list of prerequisites that would typically be covered in the first year of a master's degree in statistics (or possibly in a solid undergraduate program in statistics). A good background in probability and theory of statistics, familiarity with applied statistics (such as tests of hypotheses, confidence intervals, least squares and p values), and calculus are prerequisites for using this book. The author presents interesting philosophical discussions in Chapters 1 and 7. In Chapter 1 he explains the differences between a Bayesian versus frequentist approach to statistical inference. He states that the likelihood approach is a compromise between these two approaches and that it could be called a Fisherian approach. He argues that the likelihood approach is non-Bayesian yet has Bayesians aspects and that it has frequentist features but also some nonfrequentist aspects. He references Fisher throughout the book. In Chapter 7 the author discusses the controversial informal likelihood principle, "two datasets (regardless of experimental source) with the same likelihood should lead to the same conclusions." It is hard to be convinced that bow data were collected does not affect conclusions.
机译:如标题所示,本书讨论了使用似然函数进行建模和推理。它是作为教科书编写的,包含大量示例。作者方便地使用统计包R为他的网站上的所有相关示例提供了代码。他假定了一系列前提条件,这些前提条件通常会在统计学硕士学位的第一年(或可能在统计学方面扎实的本科课程)中涵盖。拥有良好的统计学概率论和统计学背景,熟悉应用统计学(例如假设检验,置信区间,最小二乘和p值)以及演算是使用本书的先决条件。作者在第1章和第7章中进行了有趣的哲学讨论。在第1章中,他解释了贝叶斯方法与常识性统计方法之间的区别。他指出,似然方法是这两种方法之间的折衷,可以称为费舍尔方法。他认为,似然方法是非贝叶斯方法,但具有贝叶斯方法,并且具有频繁性特征,但也具有一些非频繁性特征。他在整本书中都引用了Fisher。在第7章中,作者讨论了有争议的非正式可能性原则,“具有相同可能性的两个数据集(无论实验来源如何)应得出相同的结论”。很难说收集到的弓箭数据不会影响结论。

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