This book offers a comprehensive and standalone introduction to statistical modeling through the lens of the likelihood function.
Explore the core concepts of likelihood-based parameter estimation and inference.
Using detailed examples, the book covers fundamental principles for estimating parameters with the likelihood method. It explains how basic probability theory is applied to describe the stochastic behavior of estimators and test statistics. Additionally, it discusses approaches for basic model validation and detecting misspecifications.
The examples featured include models for Bernoulli trials, Poisson count data, and the linear regression model, which is treated as a specific case of likelihood analysis within a Gaussian framework.
Moreover, the book introduces numerical optimization techniques for the likelihood function, equipping readers with tools to handle more complex and practically relevant scenarios.
Yderligere information
| Forfatter(e) | Heino Bohn Nielsen |
|---|---|
| Kategori | Bøger |
| Genre(r) | Samfund Og Historie |
| Forlag | Hans Reitzels Forlag |
| Udgivelsesdato | Er udgivet |
| Sprog | Dansk |
| ISBN-13 | 9788741269047 |
| ISBN-10 | 8741269047 |
| Indbinding | Hæftet |
| Udgave | 3 |
| Oplag | 3 |
| Sidetal | 208 |
| Dimensioner | Bredde: 17.1Cm - Højde: 24.5Cm |
| Tags | Introduction To Likelihood, Bøger, Bog |
| GPSR | Produktsikkerhed |
