Week 15; Bayesian decision theory. Admissible and minimax decision rules
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Course Material
- Week 1; Bayesian Statistics
- Week 2; Formulation of a decision problem
- Week 3; Randomized and non-randomized decision rules,
- Week 4; Benefits of Bayesian statistics,
- Week 5; The Bayesian Methods
- Week 6; Prior Distribution
- Week 7; Posterior distribution and its measures of central tendency
- Week 8; Risk function, optimality of decision rules
- Week 9; Utility theory
- Week 10; Loss function
- Week 11; Subjective probability and selection of prior distribution for Bayesian analysis
- Week 12; Bayesian analysis for statistical inference problems of estimation
- Week 13; Bayesian Hypothesis Testing
- Week 14; Bayesian confidence interval and prediction
- Week 15; Bayesian decision theory. Admissible and minimax decision rules
- Week 16; Complete class of decision rules.
- Chapters 16
- Department Statistics
- Teacher
Ms. Sadia Qamar
