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Applied Statistical Inference

Likelihood and Bayes

  • Leonhard Held
  • Daniel Sabanés Bové

Table of contents

  1. Front Matter
    Pages I-XIII
  2. Leonhard Held, Daniel Sabanés Bové
    Pages 1-12
  3. Leonhard Held, Daniel Sabanés Bové
    Pages 13-50
  4. Leonhard Held, Daniel Sabanés Bové
    Pages 51-78
  5. Leonhard Held, Daniel Sabanés Bové
    Pages 79-122
  6. Leonhard Held, Daniel Sabanés Bové
    Pages 123-165
  7. Leonhard Held, Daniel Sabanés Bové
    Pages 167-219
  8. Leonhard Held, Daniel Sabanés Bové
    Pages 221-245
  9. Leonhard Held, Daniel Sabanés Bové
    Pages 247-289
  10. Leonhard Held, Daniel Sabanés Bové
    Pages 291-316
  11. Back Matter
    Pages 317-376

About this book

Introduction

This book covers modern statistical inference based on likelihood with applications in medicine, epidemiology and biology. Two introductory chapters discuss the importance of statistical models in applied quantitative research and the central role of the likelihood function. The rest of the book is divided into three parts. The first describes likelihood-based inference from a frequentist viewpoint.  Properties of the maximum likelihood estimate, the score function, the likelihood ratio and the Wald statistic are discussed in detail. In the second part, likelihood is combined with prior information to perform Bayesian inference. Topics include Bayesian updating, conjugate and reference priors, Bayesian point and interval estimates, Bayesian asymptotics and empirical Bayes methods. Modern numerical techniques for Bayesian inference are described in a separate chapter. Finally two more advanced topics, model choice and prediction, are discussed both from a frequentist and a Bayesian perspective.

 

A comprehensive appendix covers the necessary prerequisites in probability theory, matrix algebra, mathematical calculus, and numerical analysis.

Keywords

Bayesian Inference Likelihood Inference Model Choice Prediction

Authors and affiliations

  • Leonhard Held
    • 1
  • Daniel Sabanés Bové
    • 2
  1. 1.Inst. of Social and Preventive MedicineUniversity of ZurichZurichSwitzerland
  2. 2.Inst. of Social and Preventive MedicineUniversity of ZurichZurichSwitzerland

Bibliographic information

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