Theory of Games and Statistical Decisions

Theory of Games and Statistical Decisions
Author :
Publisher : Courier Corporation
Total Pages : 388
Release :
ISBN-10 : 9780486150895
ISBN-13 : 0486150895
Rating : 4/5 (95 Downloads)

Book Synopsis Theory of Games and Statistical Decisions by : David A. Blackwell

Download or read book Theory of Games and Statistical Decisions written by David A. Blackwell and published by Courier Corporation. This book was released on 2012-06-14 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: Evaluating statistical procedures through decision and game theory, as first proposed by Neyman and Pearson and extended by Wald, is the goal of this problem-oriented text in mathematical statistics. First-year graduate students in statistics and other students with a background in statistical theory and advanced calculus will find a rigorous, thorough presentation of statistical decision theory treated as a special case of game theory. The work of Borel, von Neumann, and Morgenstern in game theory, of prime importance to decision theory, is covered in its relevant aspects: reduction of games to normal forms, the minimax theorem, and the utility theorem. With this introduction, Blackwell and Professor Girshick look at: Values and Optimal Strategies in Games; General Structure of Statistical Games; Utility and Principles of Choice; Classes of Optimal Strategies; Fixed Sample-Size Games with Finite Ω and with Finite A; Sufficient Statistics and the Invariance Principle; Sequential Games; Bayes and Minimax Sequential Procedures; Estimation; and Comparison of Experiments. A few topics not directly applicable to statistics, such as perfect information theory, are also discussed. Prerequisites for full understanding of the procedures in this book include knowledge of elementary analysis, and some familiarity with matrices, determinants, and linear dependence. For purposes of formal development, only discrete distributions are used, though continuous distributions are employed as illustrations. The number and variety of problems presented will be welcomed by all students, computer experts, and others using statistics and game theory. This comprehensive and sophisticated introduction remains one of the strongest and most useful approaches to a field which today touches areas as diverse as gambling and particle physics.


Theory of Games and Statistical Decisions Related Books

Theory of Games and Statistical Decisions
Language: en
Pages: 388
Authors: David A. Blackwell
Categories: Mathematics
Type: BOOK - Published: 2012-06-14 - Publisher: Courier Corporation

DOWNLOAD EBOOK

Evaluating statistical procedures through decision and game theory, as first proposed by Neyman and Pearson and extended by Wald, is the goal of this problem-or
Decision Making Using Game Theory
Language: en
Pages: 228
Authors: Anthony Kelly
Categories: Business & Economics
Type: BOOK - Published: 2003-03-27 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Game theory is a key element in most decision-making processes involving two or more people or organisations. This book explains how game theory can predict the
Games and Decision Making
Language: en
Pages: 0
Authors: Charalambos D. Aliprantis
Categories: Decision making
Type: BOOK - Published: 2011 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

Games and Decision Making, Second Edition, is a unique blend of decision theory and game theory. From classical optimization to modern game theory, authors Char
The Complete Idiot's Guide to Game Theory
Language: en
Pages: 419
Authors: Edward C. Rosenthal Ph.D.
Categories: Mathematics
Type: BOOK - Published: 2011-03-01 - Publisher: Penguin

DOWNLOAD EBOOK

Gain some insight into the game of life... Game Theory means rigorous strategic thinking. It is based on the idea that everyone acts competitively and in his ow
Game Theory
Language: en
Pages: 237
Authors: James N. Webb
Categories: Mathematics
Type: BOOK - Published: 2007-03-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The outstanding feature of this book is that it provides a unified account of three types of decision problem. It covers the basic ideas of decision theory, cla