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Bayes estimator

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25: 9693: 330: 9679: 4362:. Empirical Bayes methods enable the use of auxiliary empirical data, from observations of related parameters, in the development of a Bayes estimator. This is done under the assumption that the estimated parameters are obtained from a common prior. For example, if independent observations of different parameters are performed, then the estimation performance of a particular parameter can sometimes be improved by using data from other observations. 9717: 9705: 98: 2506: 2822: 7190:, where W is the weighted rating and C is the average rating of all films. So, in simpler terms, the fewer ratings/votes cast for a film, the more that film's Weighted Rating will skew towards the average across all films, while films with many ratings/votes will have a rating approaching its pure arithmetic average rating. 2311: 2046:
Risk functions are chosen depending on how one measures the distance between the estimate and the unknown parameter. The MSE is the most common risk function in use, primarily due to its simplicity. However, alternative risk functions are also occasionally used. The following are several examples of
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For example, if Σ=σ/2, then the deviation of 4 measurements combined matches the deviation of the prior (assuming that errors of measurements are independent). And the weights ι,β in the formula for posterior match this: the weight of the prior is 4 times the weight of the measurement. Combining
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The use of an improper prior means that the Bayes risk is undefined (since the prior is not a probability distribution and we cannot take an expectation under it). As a consequence, it is no longer meaningful to speak of a Bayes estimator that minimizes the Bayes risk. Nevertheless, in many cases,
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By contrast, generalized Bayes rules often have undefined Bayes risk in the case of improper priors. These rules are often inadmissible and the verification of their admissibility can be difficult. For example, the generalized Bayes estimator of a location parameter θ based on Gaussian samples
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Conjugate priors are especially useful for sequential estimation, where the posterior of the current measurement is used as the prior in the next measurement. In sequential estimation, unless a conjugate prior is used, the posterior distribution typically becomes more complex with each added
1481: 1201:, for which the resulting posterior distribution also belongs to the same family. This is an important property, since the Bayes estimator, as well as its statistical properties (variance, confidence interval, etc.), can all be derived from the posterior distribution. 4179: 2660: 3747: 6438: 4979: 2501:{\displaystyle L(\theta ,{\widehat {\theta }})={\begin{cases}a|\theta -{\widehat {\theta }}|,&{\mbox{for }}\theta -{\widehat {\theta }}\geq 0\\b|\theta -{\widehat {\theta }}|,&{\mbox{for }}\theta -{\widehat {\theta }}<0\end{cases}}} 3182: 2036: 3565: 5933: 3263:
is typically well-defined and finite. Recall that, for a proper prior, the Bayes estimator minimizes the posterior expected loss. When the prior is improper, an estimator which minimizes the posterior expected loss is referred to as a
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Compare to the example of binomial distribution: there the prior has the weight of (σ/Σ)²−1 measurements. One can see that the exact weight does depend on the details of the distribution, but when σ≫Σ, the difference becomes small.
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be a sequence of Bayes estimators of θ based on an increasing number of measurements. We are interested in analyzing the asymptotic performance of this sequence of estimators, i.e., the performance of
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which is claimed to give "a true Bayesian estimate". The following Bayesian formula was initially used to calculate a weighted average score for the Top 250, though the formula has since changed:
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bits of the new information. In applications, one often knows very little about fine details of the prior distribution; in particular, there is no reason to assume that it coincides with B(
1837: 2817:{\displaystyle L(\theta ,{\widehat {\theta }})={\begin{cases}0,&{\mbox{for }}|\theta -{\widehat {\theta }}|<K\\L,&{\mbox{for }}|\theta -{\widehat {\theta }}|\geq K.\end{cases}}} 1891: 1346: 1594: 5480: 2914: 5528: 5433: 3391: 7178:, the confidence of the average rating surpasses the confidence of the mean vote for all films (C), and the weighted bayesian rating (W) approaches a straight average (R). The closer 3576: 5122: 1011: 7019: 5391: 5340: 4476: 773: 744: 631: 6777:) exactly. In such a case, one possible interpretation of this calculation is: "there is a non-pathological prior distribution with the mean value 0.5 and the standard deviation 6125: 4797: 4670: 4425: 1638: 5304: 4338: 6173: 5049: 4751: 4638: 4039: 1778: 1537: 6862:, with weights in this weighted average being ι=σ², β=Σ². Moreover, the squared posterior deviation is Σ²+σ². In other words, the prior is combined with the measurement in 5966: 4509: 4282: 4722: 3429: 3313: 2960: 6337: 6309: 6275: 4877: 4569: 7193:
IMDb's approach ensures that a film with only a few ratings, all at 10, would not rank above "the Godfather", for example, with a 9.2 average from over 500,000 ratings.
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is small, the prior information is still relevant to the decision problem and affects the estimate. To see the relative weight of the prior information, assume that
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If a Bayes rule is unique then it is admissible. For example, as stated above, under mean squared error (MSE) the Bayes rule is unique and therefore admissible.
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If θ belongs to a continuous (non-discrete) set, and if the risk function R(θ,δ) is continuous in θ for every δ, then all Bayes rules are admissible.
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Another example of the same phenomena is the case when the prior estimate and a measurement are normally distributed. If the prior is centered at
7125:= weight given to the prior estimate (in this case, the number of votes IMDB deemed necessary for average rating to approach statistical validity) 2927:, i.e., a prior distribution which does not imply a preference for any particular value of the unknown parameter. One can still define a function 2923:, of all real numbers) for which every real number is equally likely. Yet, in some sense, such a "distribution" seems like a natural choice for a 6940:; in particular, the prior plays the same role as 4 measurements made in advance. In general, the prior has the weight of (σ/Σ)² measurements. 1647: 8814: 6765:; in this case each measurement brings in 1 new bit of information; the formula above shows that the prior information has the same weight as 9319: 6324: 360: 2844: 9469: 151: 9093: 7734: 6319:, the effect of the prior probability on the posterior is negligible. Moreover, if δ is the Bayes estimator under MSE risk, then it is 4809: 6496:) where θ denotes the probability for success. Assuming θ is distributed according to the conjugate prior, which in this case is the 5635: 1476:{\displaystyle {\widehat {\theta }}(x)={\frac {\sigma ^{2}}{\sigma ^{2}+\tau ^{2}}}\mu +{\frac {\tau ^{2}}{\sigma ^{2}+\tau ^{2}}}x.} 2512: 8867: 2194: 233: 6178: 478: 9306: 2601:, or a point close to it depending on the curvature and properties of the posterior distribution. Small values of the parameter 636: 6957: 7257: 3197: 779:
if it minimizes the Bayes risk among all estimators. Equivalently, the estimator which minimizes the posterior expected loss
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However, occasionally this can be a restrictive requirement. For example, there is no distribution (covering the set,
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is sometimes chosen for simplicity. A conjugate prior is defined as a prior distribution belonging to some
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measurement, and the Bayes estimator cannot usually be calculated without resorting to numerical methods.
749: 720: 607: 9709: 9541: 9342: 9266: 8567: 8321: 7990: 7454: 7395: 7315: 6084: 4756: 4643: 4384: 7390: 4174:{\displaystyle \int L(a-\theta )f(x_{1}-\theta )d\theta =\int L(a-x_{1}-\theta ')f(-\theta ')d\theta '.} 1602: 9426: 9398: 9393: 9141: 8900: 8806: 8786: 8694: 8405: 8223: 7706: 7578: 5273: 4290: 228: 197: 6134: 9158: 8926: 8647: 8572: 8501: 8430: 8350: 8338: 8208: 8196: 8189: 7897: 7618: 5022: 4727: 4614: 4370: 1731: 1490: 910: 290: 171: 6433:{\displaystyle {\sqrt {n}}(\delta _{n}-\theta _{0})\to N\left(0,{\frac {1}{I(\theta _{0})}}\right),} 4974:{\displaystyle {\widehat {\sigma }}_{m}^{2}={\frac {1}{n}}\sum {(x_{i}-{\widehat {\mu }}_{m})^{2}}.} 4381:
The following is a simple example of parametric empirical Bayes estimation. Given past observations
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is the most widely used and validated. Other loss functions are used in statistics, particularly in
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uses a formula for calculating and comparing the ratings of films by its users, including their
3560:{\displaystyle p(\theta |x)={\frac {p(x|\theta )p(\theta )}{p(x)}}={\frac {f(x-\theta )}{p(x)}}} 3023: 9588: 9518: 9311: 9248: 9003: 8890: 7887: 7784: 7691: 7570: 7469: 4355: 4349: 1215: 1065: 202: 50: 5844:, and if we assume a normal prior (which is a conjugate prior in this case), we conclude that 4991: 2271: 1893:, then the posterior is also Pareto distributed, and the Bayes estimator under MSE is given by 9613: 9555: 9498: 9324: 9217: 9126: 8852: 8736: 8595: 8587: 8477: 8469: 8284: 8180: 8158: 8117: 8082: 8049: 7995: 7970: 7925: 7864: 7824: 7626: 7449: 6070: 5971: 5928:{\displaystyle \theta _{n+1}\sim N({\widehat {\mu }}_{\pi },{\widehat {\sigma }}_{\pi }^{2})} 5016: 4514: 4366: 4208: 3896: 3431:
in this case, especially when no other more subjective information is available. This yields
3318: 3018: 2924: 1640:, then the posterior is also Gamma distributed, and the Bayes estimator under MSE is given by 1241: 1064:
Using the MSE as risk, the Bayes estimate of the unknown parameter is simply the mean of the
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If there is no inherent reason to prefer one prior probability distribution over another, a
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To this end, it is customary to regard θ as a deterministic parameter whose true value is
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from the posterior distribution, and is a generalization of the previous loss function:
2050: 1597: 1039: 874: 844: 453: 334: 259: 161: 131: 2962:, but this would not be a proper probability distribution since it has infinite mass, 9692: 9603: 9573: 9565: 9385: 9376: 9301: 9232: 9088: 9073: 9048: 8936: 8877: 8743: 8731: 8357: 8274: 8218: 8141: 7985: 7907: 7686: 7560: 7369: 7350: 7323: 7253: 6736:{\displaystyle \delta _{n}(x)={\frac {a+b}{a+b+n}}E+{\frac {n}{a+b+n}}\delta _{MLE}.} 6497: 5619:{\displaystyle \sigma _{\pi }^{2}=\sigma _{m}^{2}-\sigma _{f}^{2}=\sigma _{m}^{2}-K.} 3188: 2832: 1198: 916: 374: 329: 264: 141: 113: 6855:{\displaystyle {\frac {\alpha }{\alpha +\beta }}B+{\frac {\beta }{\alpha +\beta }}b} 9628: 9583: 9347: 9334: 9227: 9202: 9136: 9068: 8946: 8554: 8447: 8380: 8293: 8240: 8059: 7930: 7724: 7608: 7523: 7490: 6043:(described in the "Generalized Bayes estimator" section above) is inadmissible for 156: 9545: 9289: 9151: 9078: 8627: 8600: 8577: 8546: 8173: 8168: 8122: 7852: 7503: 7333: 6315:), the posterior density of θ is approximately normal. In other words, for large 1348:, then the posterior is also Normal and the Bayes estimator under MSE is given by 1194: 1188: 378: 192: 9035: 2047:
such alternatives. We denote the posterior generalized distribution function by
9494: 9489: 7952: 7882: 7528: 5764:{\displaystyle {\widehat {\sigma }}_{\pi }^{2}={\widehat {\sigma }}_{m}^{2}-K.} 3893:
In this case it can be shown that the generalized Bayes estimator has the form
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We can then use the past observations to determine the mean and variance of
9593: 9526: 9503: 9418: 8748: 8044: 7942: 7877: 7819: 7804: 7741: 7696: 6032: 306: 1717:{\displaystyle {\widehat {\theta }}(X)={\frac {n{\overline {X}}+a}{n+b}}.} 9636: 9598: 9281: 9182: 9044: 8857: 8824: 8316: 8233: 8228: 7872: 7829: 7809: 7789: 7779: 7548: 7075:= average rating for the movie as a number from 1 to 10 (mean) = (Rating) 6750:→ ∞, the Bayes estimator (in the described problem) is close to the MLE. 2869:
has thus far been assumed to be a true probability distribution, in that
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Bayesian Estimation and Experimental Design in Linear Regression Models
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Admissible decision rule § Bayes rules and generalized Bayes rules
7252:(5. print. ed.). Cambridge : Cambridge Univ. Press. p. 172. 6866:
the same way as if it were an extra measurement to take into account.
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Another estimator which is asymptotically normal and efficient is the
6024:. The following are some specific examples of admissibility theorems. 8635: 8487: 8107: 7902: 7814: 7799: 7794: 7759: 390: 8151: 7769: 7646: 7641: 7636: 6479: 2301: 2268:
Another "linear" loss function, which assigns different "weights"
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The most common risk function used for Bayesian estimation is the
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also minimizes the Bayes risk and therefore is a Bayes estimator.
9656: 9357: 7299: 4866:{\displaystyle {\widehat {\mu }}_{m}={\frac {1}{n}}\sum {x_{i}},} 413: 6311:. Under specific conditions, for large samples (large values of 416:
function. An alternative way of formulating an estimator within
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which depends on unknown parameters. For example, suppose that
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are recommended, in order to use the mode as an approximation (
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The following loss function is trickier: it yields either the
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where the expectation is taken over the joint distribution of
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then an estimator which minimizes the posterior expected loss
7407: 5393:, which are assumed to be known. In particular, suppose that 2257:{\displaystyle F({\widehat {\theta }}(x)|X)={\tfrac {1}{2}}.} 412:). Equivalently, it maximizes the posterior expectation of a 97: 7182:(the number of ratings for the film) is to zero, the closer 6243:{\displaystyle \delta _{n}=\delta _{n}(x_{1},\ldots ,x_{n})} 521:{\displaystyle {\widehat {\theta }}={\widehat {\theta }}(x)} 7498: 2810: 2494: 2108:, which yields the posterior median as the Bayes' estimate: 6797: 6781:
which gives the weight of prior information equal to 1/(4
6128: 1540: 686:{\displaystyle E_{\pi }(L(\theta ,{\widehat {\theta }}))} 6947: 1182: 5629:
Finally, we obtain the estimated moments of the prior,
3253:{\displaystyle \int {L(\theta ,a)p(\theta |x)d\theta }} 2070: 904: 7368:. Chichester: John Wiley & Sons. pp. 38–117. 6601:{\displaystyle \delta _{n}(x)=E={\frac {a+x}{a+b+n}}.} 6081:
Let θ be an unknown random variable, and suppose that
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Bias of an estimator § Median-unbiased estimators
7150:= the mean vote across the whole pool (currently 7.0) 7133: 7108: 7083: 7058: 7033: 6969: 6884: 6806: 6792:
with deviation ÎŁ, and the measurement is centered at
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Consider the estimator of θ based on binomial sample
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Autoregressive conditional heteroskedasticity (ARCH)
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Other loss functions can be conceived, although the
1293:{\displaystyle x|\theta \sim N(\theta ,\sigma ^{2})} 833:{\displaystyle E(L(\theta ,{\widehat {\theta }})|x)} 6933:{\displaystyle {\frac {4}{4+n}}V+{\frac {n}{4+n}}v} 6020:Bayes rules having finite Bayes risk are typically 8782: 7142: 7117: 7092: 7067: 7042: 7013: 6932: 6854: 6735: 6600: 6432: 6303: 6269: 6242: 6167: 6119: 6061: 5993: 5960: 5927: 5836: 5763: 5685: 5618: 5522: 5474: 5427: 5385: 5334: 5298: 5260:{\displaystyle \sigma _{m}^{2}=E_{\pi }+E_{\pi },} 5259: 5116: 5043: 5007: 4973: 4865: 4791: 4745: 4716: 4684: 4664: 4632: 4603: 4583: 4563: 4536: 4503: 4470: 4419: 4332: 4276: 4230: 4197: 4173: 4025: 3998: 3972: 3945: 3918: 3881: 3858: 3793: 3773: 3741: 3559: 3423: 3385: 3327: 3307: 3252: 3176: 3041: 3007:{\displaystyle \int {p(\theta )d\theta }=\infty .} 3006: 2954: 2908: 2861: 2816: 2645: 2619: 2580: 2500: 2292: 2256: 2182: 2100: 2059: 2030: 1885: 1831: 1772: 1716: 1632: 1588: 1531: 1475: 1340: 1292: 1232: 1164: 1048: 1028: 1005: 883: 853: 832: 767: 738: 717:: this defines the risk function as a function of 709: 685: 625: 588: 540: 520: 467: 444: 7320:Statistical decision theory and Bayesian Analysis 7100:= number of votes/ratings for the movie = (votes) 5516: 5110: 4742: 4713: 4658: 4629: 4329: 1208:Following are some examples of conjugate priors. 9735: 5342:are the moments of the conditional distribution 3187:This is a definition, and not an application of 1946: 8868:Multivariate adaptive regression splines (MARS) 2838: 589:{\displaystyle L(\theta ,{\widehat {\theta }})} 7344: 4238:. Thus, the expression minimizing is given by 1832:{\displaystyle x_{i}|\theta \sim U(0,\theta )} 697:is taken over the probability distribution of 7423: 4343: 4284:, so that the optimal estimator has the form 3752:The generalized Bayes estimator is the value 2041: 1886:{\displaystyle \theta \sim Pa(\theta _{0},a)} 1341:{\displaystyle \theta \sim N(\mu ,\tau ^{2})} 354: 7364:Pilz, JĂźrgen (1991). "Bayesian estimation". 1589:{\displaystyle x_{i}|\theta \sim P(\theta )} 7322:(2nd ed.). New York: Springer-Verlag. 6611:The MLE in this case is x/n and so we get, 3781:that minimizes this expression for a given 7468: 7430: 7416: 7281:Lehmann and Casella (1998), Theorem 5.2.4. 5475:{\displaystyle \sigma _{f}^{2}(\theta )=K} 4373:approaches to empirical Bayes estimation. 3057:one can define the posterior distribution 2909:{\displaystyle \int p(\theta )d\theta =1.} 361: 347: 8081: 7234: 7232: 5523:{\displaystyle \mu _{\pi }=\mu _{m}\,\!,} 5515: 5428:{\displaystyle \mu _{f}(\theta )=\theta } 5109: 4741: 4712: 4657: 4628: 4328: 3386:{\displaystyle p(x|\theta )=f(x-\theta )} 1152: 1131: 69:Learn how and when to remove this message 7250:Probability Theory: The Logic of Science 6076: 234:Integrated nested Laplace approximations 32:This article includes a list of general 7290:Lehmann and Casella (1998), section 6.8 6459:. It follows that the Bayes estimator δ 3396:It is common to use the improper prior 2300:to over or sub estimation. It yields a 9736: 9394:Kaplan–Meier estimator (product limit) 7314: 7247: 7229: 7174:. As the number of ratings surpasses 6035:, then all Bayes rules are admissible. 5117:{\displaystyle \mu _{m}=E_{\pi }\,\!,} 4354:A Bayes estimator derived through the 4185:This is identical to (1), except that 1006:{\displaystyle \mathrm {MSE} =E\left,} 9467: 9034: 8781: 8080: 7850: 7467: 7411: 7238:Lehmann and Casella, Definition 4.2.9 7014:{\displaystyle W={Rv+Cm \over v+m}\ } 6948:Practical example of Bayes estimators 6878:results in the posterior centered at 3276:A typical example is estimation of a 1183:Bayes estimators for conjugate priors 9704: 9404:Accelerated failure time (AFT) model 7363: 7345:Lehmann, E. L.; Casella, G. (1998). 6746:The last equation implies that, for 5935:, from which the Bayes estimator of 5386:{\displaystyle f(x_{i}|\theta _{i})} 5335:{\displaystyle \sigma _{f}(\theta )} 4471:{\displaystyle f(x_{i}|\theta _{i})} 2071:Posterior median and other quantiles 905:Minimum mean square error estimation 768:{\displaystyle {\widehat {\theta }}} 739:{\displaystyle {\widehat {\theta }}} 626:{\displaystyle {\widehat {\theta }}} 18: 9716: 8999:Analysis of variance (ANOVA, anova) 7851: 6120:{\displaystyle x_{1},x_{2},\ldots } 4792:{\displaystyle x_{1},\ldots ,x_{n}} 4665:{\displaystyle \sigma _{\pi }\,\!.} 4420:{\displaystyle x_{1},\ldots ,x_{n}} 3801:. This is equivalent to minimizing 13: 9094:Cochran–Mantel–Haenszel statistics 7720:Pearson product-moment correlation 7226:Lehmann and Casella, Theorem 4.1.1 4478:, one is interested in estimating 2998: 1633:{\displaystyle \theta \sim G(a,b)} 940: 937: 934: 38:it lacks sufficient corresponding 14: 9760: 7383: 5299:{\displaystyle \mu _{f}(\theta )} 4333:{\displaystyle a(x)=a_{0}+x.\,\!} 3980:be the value minimizing (1) when 3280:with a loss function of the type 2591: 1059: 9715: 9703: 9691: 9678: 9677: 9468: 6168:{\displaystyle f(x_{i}|\theta )} 6009: 4753:of the marginal distribution of 4427:having conditional distribution 4006:. Then, given a different value 3570:so the posterior expected loss 328: 244:Approximate Bayesian computation 96: 23: 9353:Least-squares spectral analysis 5044:{\displaystyle \sigma _{m}^{2}} 4746:{\displaystyle \sigma _{m}\,\!} 4633:{\displaystyle \mu _{\pi }\,\!} 4181:        (2) 3889:        (1) 3335:is a location parameter, i.e., 2082:A "linear" loss function, with 1773:{\displaystyle x_{1},...,x_{n}} 1532:{\displaystyle x_{1},...,x_{n}} 422:maximum a posteriori estimation 270:Maximum a posteriori estimation 8334:Mean-unbiased minimum-variance 7437: 7293: 7284: 7275: 7266: 7241: 7220: 6785:)-1 bits of new information." 6684: 6678: 6637: 6631: 6557: 6550: 6543: 6534: 6528: 6416: 6403: 6377: 6374: 6348: 6237: 6205: 6162: 6155: 6141: 5922: 5873: 5831: 5812: 5792: 5463: 5457: 5416: 5410: 5380: 5366: 5352: 5329: 5323: 5293: 5287: 5251: 5242: 5225: 5219: 5206: 5203: 5187: 5184: 5178: 5160: 5106: 5103: 5097: 5084: 4958: 4922: 4465: 4451: 4437: 4303: 4297: 4154: 4140: 4134: 4104: 4086: 4067: 4061: 4049: 3847: 3835: 3829: 3817: 3768: 3762: 3727: 3715: 3709: 3697: 3685: 3679: 3657: 3650: 3643: 3637: 3625: 3612: 3605: 3601: 3589: 3583: 3551: 3545: 3537: 3525: 3510: 3504: 3496: 3490: 3484: 3477: 3470: 3458: 3451: 3444: 3412: 3406: 3380: 3368: 3359: 3352: 3345: 3302: 3290: 3240: 3233: 3226: 3220: 3208: 3159: 3153: 3147: 3140: 3133: 3122: 3116: 3110: 3103: 3096: 3084: 3077: 3070: 3036: 3030: 2985: 2979: 2943: 2937: 2891: 2885: 2794: 2771: 2741: 2718: 2688: 2667: 2551: 2544: 2540: 2534: 2519: 2451: 2428: 2380: 2357: 2339: 2318: 2233: 2226: 2222: 2216: 2201: 2176: 2153: 2143: 2122: 2001: 1950: 1943: 1931: 1922: 1916: 1880: 1861: 1826: 1814: 1801: 1669: 1663: 1627: 1615: 1583: 1577: 1564: 1377: 1371: 1335: 1316: 1287: 1268: 1255: 1223: 1149: 1142: 1135: 1119: 1112: 1105: 1096: 1090: 986: 976: 970: 955: 827: 820: 816: 795: 789: 680: 677: 656: 650: 583: 562: 515: 509: 1: 9647:Geographic information system 8863:Simultaneous equations models 7308: 7203:Recursive Bayesian estimation 6800:the posterior is centered at 6004: 5961:{\displaystyle \theta _{n+1}} 4504:{\displaystyle \theta _{n+1}} 4277:{\displaystyle a-x_{1}=a_{0}} 600:, such as squared error. The 432:Suppose an unknown parameter 427: 8830:Coefficient of determination 8441:Uniformly most powerful test 7208:Generalized expected utility 6474:maximum likelihood estimator 4717:{\displaystyle \mu _{m}\,\!} 4695:First, we estimate the mean 4611:is normal with unknown mean 4376: 3424:{\displaystyle p(\theta )=1} 3308:{\displaystyle L(a-\theta )} 2955:{\displaystyle p(\theta )=1} 2839:Generalized Bayes estimators 1686: 548:(based on some measurements 177:Principle of maximum entropy 7: 9399:Proportional hazards models 9343:Spectral density estimation 9325:Vector autoregression (VAR) 8759:Maximum posterior estimator 7991:Randomized controlled trial 7396:Encyclopedia of Mathematics 7272:Berger (1980), section 4.5. 7196: 6304:{\displaystyle \theta _{0}} 6270:{\displaystyle \delta _{n}} 4564:{\displaystyle \theta _{i}} 3266:generalized Bayes estimator 1300:, and the prior is normal, 899: 894:generalized Bayes estimator 147:Bernstein–von Mises theorem 10: 9765: 9159:Multivariate distributions 7579:Average absolute deviation 7349:(2nd ed.). Springer. 7347:Theory of Point Estimation 6874:measurements with average 6484:in a binomial distribution 6013: 4347: 4344:Empirical Bayes estimators 3271: 3042:{\displaystyle p(\theta )} 2842: 2074: 2042:Alternative risk functions 1186: 908: 16:Mathematical decision rule 9673: 9627: 9564: 9517: 9480: 9476: 9463: 9435: 9417: 9384: 9375: 9333: 9280: 9241: 9190: 9181: 9147:Structural equation model 9102: 9059: 9055: 9030: 8989: 8955: 8909: 8876: 8838: 8805: 8801: 8777: 8717: 8626: 8545: 8509: 8500: 8483:Score/Lagrange multiplier 8468: 8421: 8366: 8292: 8283: 8093: 8089: 8076: 8035: 8009: 7961: 7916: 7898:Sample size determination 7863: 7859: 7846: 7750: 7705: 7679: 7661: 7617: 7569: 7489: 7480: 7476: 7463: 7445: 6325:converges in distribution 4360:empirical Bayes estimator 1233:{\displaystyle x|\theta } 1177:minimum mean square error 911:Minimum mean square error 172:Principle of indifference 9642:Environmental statistics 9164:Elliptical distributions 8957:Generalized linear model 8886:Simple linear regression 8656:Hodges–Lehmann estimator 8113:Probability distribution 8022:Stochastic approximation 7584:Coefficient of variation 7213: 7160:weighted arithmetic mean 6753:On the other hand, when 6467:asymptotically efficient 6016:Admissible decision rule 5008:{\displaystyle \mu _{m}} 4986:law of total expectation 2293:{\displaystyle a,b>0} 923:. The MSE is defined by 224:Markov chain Monte Carlo 9302:Cross-correlation (XCF) 8910:Non-standard predictors 8344:Lehmann–ScheffĂŠ theorem 8017:Adaptive clinical trial 6954:Internet Movie Database 6321:asymptotically unbiased 5994:{\displaystyle x_{n+1}} 4571:'s have a common prior 4537:{\displaystyle x_{n+1}} 4231:{\displaystyle a-x_{1}} 3919:{\displaystyle x+a_{0}} 3328:{\displaystyle \theta } 2849:The prior distribution 1029:{\displaystyle \theta } 710:{\displaystyle \theta } 541:{\displaystyle \theta } 445:{\displaystyle \theta } 410:posterior expected loss 229:Laplace's approximation 216:Posterior approximation 53:more precise citations. 9698:Mathematics portal 9519:Engineering statistics 9427:Nelson–Aalen estimator 9004:Analysis of covariance 8891:Ordinary least squares 8815:Pearson product-moment 8219:Statistical functional 8130:Empirical distribution 7963:Controlled experiments 7692:Frequency distribution 7470:Descriptive statistics 7144: 7119: 7094: 7069: 7044: 7015: 6934: 6856: 6737: 6602: 6434: 6305: 6271: 6244: 6169: 6121: 6063: 6062:{\displaystyle p>2} 5995: 5962: 5929: 5838: 5765: 5687: 5620: 5524: 5476: 5429: 5387: 5336: 5300: 5261: 5118: 5045: 5009: 4975: 4867: 4793: 4747: 4718: 4692:in the following way. 4686: 4666: 4634: 4605: 4585: 4565: 4538: 4505: 4472: 4421: 4356:empirical Bayes method 4350:Empirical Bayes method 4334: 4278: 4232: 4199: 4175: 4027: 4000: 3974: 3947: 3920: 3883: 3860: 3795: 3775: 3743: 3561: 3425: 3387: 3329: 3309: 3254: 3178: 3043: 3008: 2956: 2910: 2863: 2818: 2647: 2646:{\displaystyle L>0} 2621: 2620:{\displaystyle K>0} 2582: 2502: 2294: 2258: 2184: 2102: 2101:{\displaystyle a>0} 2061: 2032: 1887: 1839:, and if the prior is 1833: 1774: 1718: 1634: 1596:, and if the prior is 1590: 1533: 1477: 1342: 1294: 1234: 1166: 1066:posterior distribution 1050: 1030: 1007: 885: 855: 834: 769: 740: 711: 687: 627: 590: 542: 522: 469: 446: 335:Mathematics portal 278:Evidence approximation 9614:Population statistics 9556:System identification 9290:Autocorrelation (ACF) 9218:Exponential smoothing 9132:Discriminant analysis 9127:Canonical correlation 8991:Partition of variance 8853:Regression validation 8697:(Jonckheere–Terpstra) 8596:Likelihood-ratio test 8285:Frequentist inference 8197:Location–scale family 8118:Sampling distribution 8083:Statistical inference 8050:Cross-sectional study 8037:Observational studies 7996:Randomized experiment 7825:Stem-and-leaf display 7627:Central limit theorem 7248:Jaynes, E.T. (2007). 7145: 7120: 7095: 7070: 7045: 7016: 6935: 6857: 6738: 6603: 6435: 6306: 6272: 6245: 6170: 6131:samples with density 6122: 6077:Asymptotic efficiency 6064: 5996: 5963: 5930: 5839: 5766: 5688: 5621: 5525: 5477: 5430: 5388: 5337: 5301: 5262: 5119: 5046: 5017:law of total variance 5010: 4976: 4868: 4794: 4748: 4719: 4687: 4667: 4635: 4606: 4586: 4566: 4539: 4506: 4473: 4422: 4335: 4279: 4233: 4205:has been replaced by 4200: 4176: 4028: 4026:{\displaystyle x_{1}} 4001: 3975: 3973:{\displaystyle a_{0}} 3948: 3946:{\displaystyle a_{0}} 3921: 3884: 3861: 3796: 3776: 3744: 3562: 3426: 3388: 3330: 3310: 3255: 3179: 3044: 3009: 2957: 2925:non-informative prior 2911: 2864: 2819: 2648: 2622: 2583: 2503: 2295: 2259: 2185: 2103: 2062: 2033: 1888: 1834: 1782:uniformly distributed 1775: 1719: 1635: 1591: 1534: 1478: 1343: 1295: 1235: 1175:This is known as the 1167: 1051: 1031: 1008: 886: 856: 835: 770: 741: 712: 688: 628: 591: 543: 523: 470: 447: 239:Variational inference 9537:Probabilistic design 9122:Principal components 8965:Exponential families 8917:Nonlinear regression 8896:General linear model 8858:Mixed effects models 8848:Errors and residuals 8825:Confounding variable 8727:Bayesian probability 8705:Van der Waerden test 8695:Ordered alternative 8460:Multiple comparisons 8339:Rao–Blackwellization 8302:Estimating equations 8258:Statistical distance 7976:Factorial experiment 7509:Arithmetic-Geometric 7391:"Bayesian estimator" 7131: 7106: 7081: 7056: 7031: 6967: 6958:Top Rated 250 Titles 6882: 6804: 6618: 6515: 6480:Example: estimating 6338: 6288: 6254: 6179: 6135: 6085: 6047: 5972: 5939: 5848: 5778: 5698: 5636: 5535: 5489: 5439: 5397: 5346: 5310: 5274: 5129: 5058: 5023: 4992: 4878: 4810: 4757: 4728: 4699: 4685:{\displaystyle \pi } 4676: 4644: 4615: 4604:{\displaystyle \pi } 4595: 4584:{\displaystyle \pi } 4575: 4548: 4515: 4482: 4431: 4385: 4291: 4242: 4209: 4189: 4040: 4010: 3984: 3957: 3930: 3926:, for some constant 3897: 3870: 3808: 3785: 3774:{\displaystyle a(x)} 3756: 3577: 3438: 3400: 3339: 3319: 3284: 3198: 3064: 3024: 2969: 2931: 2876: 2853: 2661: 2631: 2605: 2513: 2312: 2272: 2195: 2116: 2086: 2051: 1901: 1846: 1787: 1732: 1648: 1603: 1550: 1491: 1356: 1304: 1248: 1216: 1075: 1040: 1020: 930: 875: 845: 783: 750: 721: 701: 637: 608: 556: 532: 479: 468:{\displaystyle \pi } 459: 436: 317:Posterior predictive 286:Evidence lower bound 167:Likelihood principle 137:Bayesian probability 9749:Bayesian estimation 9609:Official statistics 9532:Methods engineering 9213:Seasonal adjustment 8981:Poisson regressions 8901:Bayesian regression 8840:Regression analysis 8820:Partial correlation 8792:Regression analysis 8391:Prediction interval 8386:Likelihood interval 8376:Confidence interval 8368:Interval estimation 8329:Unbiased estimators 8147:Model specification 8027:Up-and-down designs 7715:Partial correlation 7671:Index of dispersion 7589:Interquartile range 7170:with weight vector 7143:{\displaystyle C\ } 7118:{\displaystyle m\ } 7093:{\displaystyle v\ } 7068:{\displaystyle R\ } 7043:{\displaystyle W\ } 6329:normal distribution 6069:; this is known as 6001:can be calculated. 5921: 5751: 5724: 5606: 5588: 5570: 5552: 5456: 5177: 5146: 5040: 4904: 4033:, we must minimize 3999:{\displaystyle x=0} 3953:. To see this, let 919:(MSE), also called 528:be an estimator of 452:is known to have a 418:Bayesian statistics 397:that minimizes the 90:Bayesian statistics 84:Part of a series on 9629:Spatial statistics 9509:Medical statistics 9409:First hitting time 9363:Whittle likelihood 9014:Degrees of freedom 9009:Multivariate ANOVA 8942:Heteroscedasticity 8754:Bayesian estimator 8719:Bayesian inference 8568:Kolmogorov–Smirnov 8453:Randomization test 8423:Testing hypotheses 8396:Tolerance interval 8307:Maximum likelihood 8202:Exponential family 8135:Density estimation 8095:Statistical theory 8055:Natural experiment 8001:Scientific control 7918:Survey methodology 7604:Standard deviation 7140: 7115: 7090: 7065: 7040: 7011: 6930: 6852: 6796:with deviation σ, 6733: 6598: 6453:Fisher information 6430: 6301: 6267: 6240: 6165: 6117: 6071:Stein's phenomenon 6059: 6031:If θ belongs to a 5991: 5958: 5925: 5898: 5834: 5761: 5728: 5701: 5683: 5616: 5592: 5574: 5556: 5538: 5520: 5472: 5442: 5425: 5383: 5332: 5296: 5257: 5163: 5132: 5114: 5041: 5026: 5005: 4971: 4881: 4863: 4801:maximum likelihood 4789: 4743: 4714: 4682: 4662: 4630: 4601: 4581: 4561: 4544:. Assume that the 4534: 4501: 4468: 4417: 4330: 4274: 4228: 4195: 4171: 4023: 3996: 3970: 3943: 3916: 3882:{\displaystyle x.} 3879: 3856: 3791: 3771: 3739: 3557: 3421: 3383: 3325: 3305: 3278:location parameter 3250: 3174: 3039: 3004: 2952: 2906: 2859: 2829:mean squared error 2814: 2809: 2768: 2715: 2643: 2617: 2578: 2498: 2493: 2465: 2394: 2290: 2254: 2249: 2180: 2098: 2057: 2028: 1883: 1841:Pareto distributed 1829: 1770: 1714: 1630: 1586: 1529: 1473: 1338: 1290: 1230: 1179:(MMSE) estimator. 1162: 1046: 1026: 1003: 921:squared error risk 881: 851: 830: 765: 736: 707: 683: 623: 586: 538: 518: 465: 454:prior distribution 442: 260:Bayesian estimator 208:Hierarchical model 132:Bayesian inference 9731: 9730: 9669: 9668: 9665: 9664: 9604:National accounts 9574:Actuarial science 9566:Social statistics 9459: 9458: 9455: 9454: 9451: 9450: 9386:Survival function 9371: 9370: 9233:Granger causality 9074:Contingency table 9049:Survival analysis 9026: 9025: 9022: 9021: 8878:Linear regression 8773: 8772: 8769: 8768: 8744:Credible interval 8713: 8712: 8496: 8495: 8312:Method of moments 8181:Parametric family 8142:Statistical model 8072: 8071: 8068: 8067: 7986:Random assignment 7908:Statistical power 7842: 7841: 7838: 7837: 7687:Contingency table 7657: 7656: 7524:Generalized/power 7259:978-0-521-59271-0 7139: 7114: 7089: 7064: 7050:= weighted rating 7039: 7010: 7006: 6925: 6901: 6847: 6823: 6712: 6673: 6593: 6498:Beta distribution 6420: 6346: 5908: 5886: 5738: 5711: 5671: 5649: 4984:Next, we use the 4948: 4916: 4891: 4843: 4823: 4198:{\displaystyle a} 3794:{\displaystyle x} 3689: 3555: 3514: 3169: 2862:{\displaystyle p} 2833:robust statistics 2790: 2767: 2737: 2714: 2685: 2573: 2531: 2482: 2464: 2447: 2411: 2393: 2376: 2336: 2248: 2213: 2172: 2140: 2060:{\displaystyle F} 2023: 1913: 1709: 1689: 1660: 1598:Gamma distributed 1546:random variables 1465: 1420: 1368: 1199:parametric family 1087: 1049:{\displaystyle x} 967: 917:mean square error 884:{\displaystyle x} 854:{\displaystyle x} 813: 762: 733: 674: 620: 580: 506: 491: 375:estimation theory 371: 370: 265:Credible interval 198:Linear regression 79: 78: 71: 9756: 9719: 9718: 9707: 9706: 9696: 9695: 9681: 9680: 9584:Crime statistics 9478: 9477: 9465: 9464: 9382: 9381: 9348:Fourier analysis 9335:Frequency domain 9315: 9262: 9228:Structural break 9188: 9187: 9137:Cluster analysis 9084:Log-linear model 9057: 9056: 9032: 9031: 8973: 8947:Homoscedasticity 8803: 8802: 8779: 8778: 8698: 8690: 8682: 8681:(Kruskal–Wallis) 8666: 8651: 8606:Cross validation 8591: 8573:Anderson–Darling 8520: 8507: 8506: 8478:Likelihood-ratio 8470:Parametric tests 8448:Permutation test 8431:1- & 2-tails 8322:Minimum distance 8294:Point estimation 8290: 8289: 8241:Optimal decision 8192: 8091: 8090: 8078: 8077: 8060:Quasi-experiment 8010:Adaptive designs 7861: 7860: 7848: 7847: 7725:Rank correlation 7487: 7486: 7478: 7477: 7465: 7464: 7432: 7425: 7418: 7409: 7408: 7404: 7379: 7360: 7341: 7316:Berger, James O. 7302: 7297: 7291: 7288: 7282: 7279: 7273: 7270: 7264: 7263: 7245: 7239: 7236: 7227: 7224: 7149: 7147: 7146: 7141: 7137: 7124: 7122: 7121: 7116: 7112: 7099: 7097: 7096: 7091: 7087: 7074: 7072: 7071: 7066: 7062: 7049: 7047: 7046: 7041: 7037: 7020: 7018: 7017: 7012: 7008: 7007: 7005: 6994: 6977: 6939: 6937: 6936: 6931: 6926: 6924: 6910: 6902: 6900: 6886: 6870:this prior with 6861: 6859: 6858: 6853: 6848: 6846: 6832: 6824: 6822: 6808: 6742: 6740: 6739: 6734: 6729: 6728: 6713: 6711: 6691: 6674: 6672: 6655: 6644: 6630: 6629: 6607: 6605: 6604: 6599: 6594: 6592: 6575: 6564: 6553: 6527: 6526: 6439: 6437: 6436: 6431: 6426: 6422: 6421: 6419: 6415: 6414: 6395: 6373: 6372: 6360: 6359: 6347: 6342: 6310: 6308: 6307: 6302: 6300: 6299: 6276: 6274: 6273: 6268: 6266: 6265: 6249: 6247: 6246: 6241: 6236: 6235: 6217: 6216: 6204: 6203: 6191: 6190: 6174: 6172: 6171: 6166: 6158: 6153: 6152: 6126: 6124: 6123: 6118: 6110: 6109: 6097: 6096: 6068: 6066: 6065: 6060: 6000: 5998: 5997: 5992: 5990: 5989: 5967: 5965: 5964: 5959: 5957: 5956: 5934: 5932: 5931: 5926: 5920: 5915: 5910: 5909: 5901: 5894: 5893: 5888: 5887: 5879: 5866: 5865: 5843: 5841: 5840: 5835: 5824: 5823: 5805: 5804: 5795: 5790: 5789: 5774:For example, if 5770: 5768: 5767: 5762: 5750: 5745: 5740: 5739: 5731: 5723: 5718: 5713: 5712: 5704: 5692: 5690: 5689: 5684: 5679: 5678: 5673: 5672: 5664: 5657: 5656: 5651: 5650: 5642: 5625: 5623: 5622: 5617: 5605: 5600: 5587: 5582: 5569: 5564: 5551: 5546: 5529: 5527: 5526: 5521: 5514: 5513: 5501: 5500: 5481: 5479: 5478: 5473: 5455: 5450: 5434: 5432: 5431: 5426: 5409: 5408: 5392: 5390: 5389: 5384: 5379: 5378: 5369: 5364: 5363: 5341: 5339: 5338: 5333: 5322: 5321: 5305: 5303: 5302: 5297: 5286: 5285: 5266: 5264: 5263: 5258: 5250: 5249: 5240: 5239: 5218: 5217: 5202: 5201: 5176: 5171: 5159: 5158: 5145: 5140: 5123: 5121: 5120: 5115: 5096: 5095: 5083: 5082: 5070: 5069: 5050: 5048: 5047: 5042: 5039: 5034: 5014: 5012: 5011: 5006: 5004: 5003: 4980: 4978: 4977: 4972: 4967: 4966: 4965: 4956: 4955: 4950: 4949: 4941: 4934: 4933: 4917: 4909: 4903: 4898: 4893: 4892: 4884: 4872: 4870: 4869: 4864: 4859: 4858: 4857: 4844: 4836: 4831: 4830: 4825: 4824: 4816: 4798: 4796: 4795: 4790: 4788: 4787: 4769: 4768: 4752: 4750: 4749: 4744: 4740: 4739: 4723: 4721: 4720: 4715: 4711: 4710: 4691: 4689: 4688: 4683: 4671: 4669: 4668: 4663: 4656: 4655: 4639: 4637: 4636: 4631: 4627: 4626: 4610: 4608: 4607: 4602: 4590: 4588: 4587: 4582: 4570: 4568: 4567: 4562: 4560: 4559: 4543: 4541: 4540: 4535: 4533: 4532: 4510: 4508: 4507: 4502: 4500: 4499: 4477: 4475: 4474: 4469: 4464: 4463: 4454: 4449: 4448: 4426: 4424: 4423: 4418: 4416: 4415: 4397: 4396: 4339: 4337: 4336: 4331: 4318: 4317: 4283: 4281: 4280: 4275: 4273: 4272: 4260: 4259: 4237: 4235: 4234: 4229: 4227: 4226: 4204: 4202: 4201: 4196: 4180: 4178: 4177: 4172: 4167: 4153: 4133: 4122: 4121: 4079: 4078: 4032: 4030: 4029: 4024: 4022: 4021: 4005: 4003: 4002: 3997: 3979: 3977: 3976: 3971: 3969: 3968: 3952: 3950: 3949: 3944: 3942: 3941: 3925: 3923: 3922: 3917: 3915: 3914: 3888: 3886: 3885: 3880: 3865: 3863: 3862: 3857: 3800: 3798: 3797: 3792: 3780: 3778: 3777: 3772: 3748: 3746: 3745: 3740: 3690: 3688: 3671: 3666: 3653: 3608: 3566: 3564: 3563: 3558: 3556: 3554: 3540: 3520: 3515: 3513: 3499: 3480: 3465: 3454: 3430: 3428: 3427: 3422: 3392: 3390: 3389: 3384: 3355: 3334: 3332: 3331: 3326: 3314: 3312: 3311: 3306: 3259: 3257: 3256: 3251: 3249: 3236: 3183: 3181: 3180: 3175: 3170: 3168: 3143: 3125: 3106: 3091: 3080: 3048: 3046: 3045: 3040: 3013: 3011: 3010: 3005: 2994: 2961: 2959: 2958: 2953: 2915: 2913: 2912: 2907: 2868: 2866: 2865: 2860: 2823: 2821: 2820: 2815: 2813: 2812: 2797: 2792: 2791: 2783: 2774: 2769: 2765: 2744: 2739: 2738: 2730: 2721: 2716: 2712: 2687: 2686: 2678: 2652: 2650: 2649: 2644: 2626: 2624: 2623: 2618: 2587: 2585: 2584: 2579: 2574: 2572: 2558: 2547: 2533: 2532: 2524: 2507: 2505: 2504: 2499: 2497: 2496: 2484: 2483: 2475: 2466: 2462: 2454: 2449: 2448: 2440: 2431: 2413: 2412: 2404: 2395: 2391: 2383: 2378: 2377: 2369: 2360: 2338: 2337: 2329: 2299: 2297: 2296: 2291: 2263: 2261: 2260: 2255: 2250: 2241: 2229: 2215: 2214: 2206: 2189: 2187: 2186: 2181: 2179: 2174: 2173: 2165: 2156: 2142: 2141: 2133: 2107: 2105: 2104: 2099: 2066: 2064: 2063: 2058: 2037: 2035: 2034: 2029: 2024: 2022: 2005: 2004: 2000: 1999: 1975: 1974: 1962: 1961: 1929: 1915: 1914: 1906: 1892: 1890: 1889: 1884: 1873: 1872: 1838: 1836: 1835: 1830: 1804: 1799: 1798: 1779: 1777: 1776: 1771: 1769: 1768: 1744: 1743: 1723: 1721: 1720: 1715: 1710: 1708: 1697: 1690: 1682: 1676: 1662: 1661: 1653: 1639: 1637: 1636: 1631: 1595: 1593: 1592: 1587: 1567: 1562: 1561: 1538: 1536: 1535: 1530: 1528: 1527: 1503: 1502: 1482: 1480: 1479: 1474: 1466: 1464: 1463: 1462: 1450: 1449: 1439: 1438: 1429: 1421: 1419: 1418: 1417: 1405: 1404: 1394: 1393: 1384: 1370: 1369: 1361: 1347: 1345: 1344: 1339: 1334: 1333: 1299: 1297: 1296: 1291: 1286: 1285: 1258: 1239: 1237: 1236: 1231: 1226: 1171: 1169: 1168: 1163: 1145: 1115: 1089: 1088: 1080: 1055: 1053: 1052: 1047: 1035: 1033: 1032: 1027: 1012: 1010: 1009: 1004: 999: 995: 994: 993: 969: 968: 960: 943: 890: 888: 887: 882: 865:If the prior is 860: 858: 857: 852: 839: 837: 836: 831: 823: 815: 814: 806: 775:is said to be a 774: 772: 771: 766: 764: 763: 755: 745: 743: 742: 737: 735: 734: 726: 716: 714: 713: 708: 692: 690: 689: 684: 676: 675: 667: 649: 648: 632: 630: 629: 624: 622: 621: 613: 595: 593: 592: 587: 582: 581: 573: 547: 545: 544: 539: 527: 525: 524: 519: 508: 507: 499: 493: 492: 484: 474: 472: 471: 466: 451: 449: 448: 443: 363: 356: 349: 333: 332: 299:Model evaluation 100: 81: 80: 74: 67: 63: 60: 54: 49:this article by 40:inline citations 27: 26: 19: 9764: 9763: 9759: 9758: 9757: 9755: 9754: 9753: 9734: 9733: 9732: 9727: 9690: 9661: 9623: 9560: 9546:quality control 9513: 9495:Clinical trials 9472: 9447: 9431: 9419:Hazard function 9413: 9367: 9329: 9313: 9276: 9272:Breusch–Godfrey 9260: 9237: 9177: 9152:Factor analysis 9098: 9079:Graphical model 9051: 9018: 8985: 8971: 8951: 8905: 8872: 8834: 8797: 8796: 8765: 8709: 8696: 8688: 8680: 8664: 8649: 8628:Rank statistics 8622: 8601:Model selection 8589: 8547:Goodness of fit 8541: 8518: 8492: 8464: 8417: 8362: 8351:Median unbiased 8279: 8190: 8123:Order statistic 8085: 8064: 8031: 8005: 7957: 7912: 7855: 7853:Data collection 7834: 7746: 7701: 7675: 7653: 7613: 7565: 7482:Continuous data 7472: 7459: 7441: 7436: 7389: 7386: 7376: 7357: 7330: 7311: 7306: 7305: 7298: 7294: 7289: 7285: 7280: 7276: 7271: 7267: 7260: 7246: 7242: 7237: 7230: 7225: 7221: 7216: 7199: 7132: 7129: 7128: 7107: 7104: 7103: 7082: 7079: 7078: 7057: 7054: 7053: 7032: 7029: 7028: 6995: 6978: 6976: 6968: 6965: 6964: 6950: 6914: 6909: 6890: 6885: 6883: 6880: 6879: 6836: 6831: 6812: 6807: 6805: 6802: 6801: 6718: 6714: 6695: 6690: 6656: 6645: 6643: 6625: 6621: 6619: 6616: 6615: 6576: 6565: 6563: 6549: 6522: 6518: 6516: 6513: 6512: 6486: 6464: 6458: 6450: 6410: 6406: 6399: 6394: 6387: 6383: 6368: 6364: 6355: 6351: 6341: 6339: 6336: 6335: 6295: 6291: 6289: 6286: 6285: 6261: 6257: 6255: 6252: 6251: 6231: 6227: 6212: 6208: 6199: 6195: 6186: 6182: 6180: 6177: 6176: 6154: 6148: 6144: 6136: 6133: 6132: 6105: 6101: 6092: 6088: 6086: 6083: 6082: 6079: 6048: 6045: 6044: 6018: 6012: 6007: 5979: 5975: 5973: 5970: 5969: 5946: 5942: 5940: 5937: 5936: 5916: 5911: 5900: 5899: 5889: 5878: 5877: 5876: 5855: 5851: 5849: 5846: 5845: 5819: 5815: 5800: 5796: 5791: 5785: 5781: 5779: 5776: 5775: 5746: 5741: 5730: 5729: 5719: 5714: 5703: 5702: 5699: 5696: 5695: 5674: 5663: 5662: 5661: 5652: 5641: 5640: 5639: 5637: 5634: 5633: 5601: 5596: 5583: 5578: 5565: 5560: 5547: 5542: 5536: 5533: 5532: 5509: 5505: 5496: 5492: 5490: 5487: 5486: 5482:; we then have 5451: 5446: 5440: 5437: 5436: 5404: 5400: 5398: 5395: 5394: 5374: 5370: 5365: 5359: 5355: 5347: 5344: 5343: 5317: 5313: 5311: 5308: 5307: 5281: 5277: 5275: 5272: 5271: 5245: 5241: 5235: 5231: 5213: 5209: 5197: 5193: 5172: 5167: 5154: 5150: 5141: 5136: 5130: 5127: 5126: 5091: 5087: 5078: 5074: 5065: 5061: 5059: 5056: 5055: 5035: 5030: 5024: 5021: 5020: 4999: 4995: 4993: 4990: 4989: 4961: 4957: 4951: 4940: 4939: 4938: 4929: 4925: 4921: 4908: 4899: 4894: 4883: 4882: 4879: 4876: 4875: 4853: 4849: 4848: 4835: 4826: 4815: 4814: 4813: 4811: 4808: 4807: 4783: 4779: 4764: 4760: 4758: 4755: 4754: 4735: 4731: 4729: 4726: 4725: 4706: 4702: 4700: 4697: 4696: 4677: 4674: 4673: 4651: 4647: 4645: 4642: 4641: 4622: 4618: 4616: 4613: 4612: 4596: 4593: 4592: 4576: 4573: 4572: 4555: 4551: 4549: 4546: 4545: 4522: 4518: 4516: 4513: 4512: 4489: 4485: 4483: 4480: 4479: 4459: 4455: 4450: 4444: 4440: 4432: 4429: 4428: 4411: 4407: 4392: 4388: 4386: 4383: 4382: 4379: 4365:There are both 4352: 4346: 4313: 4309: 4292: 4289: 4288: 4268: 4264: 4255: 4251: 4243: 4240: 4239: 4222: 4218: 4210: 4207: 4206: 4190: 4187: 4186: 4160: 4146: 4126: 4117: 4113: 4074: 4070: 4041: 4038: 4037: 4017: 4013: 4011: 4008: 4007: 3985: 3982: 3981: 3964: 3960: 3958: 3955: 3954: 3937: 3933: 3931: 3928: 3927: 3910: 3906: 3898: 3895: 3894: 3871: 3868: 3867: 3809: 3806: 3805: 3786: 3783: 3782: 3757: 3754: 3753: 3675: 3670: 3649: 3621: 3604: 3578: 3575: 3574: 3541: 3521: 3519: 3500: 3476: 3466: 3464: 3450: 3439: 3436: 3435: 3401: 3398: 3397: 3351: 3340: 3337: 3336: 3320: 3317: 3316: 3285: 3282: 3281: 3274: 3232: 3204: 3199: 3196: 3195: 3139: 3126: 3102: 3092: 3090: 3076: 3065: 3062: 3061: 3051:improper priors 3025: 3022: 3021: 2975: 2970: 2967: 2966: 2932: 2929: 2928: 2877: 2874: 2873: 2854: 2851: 2850: 2847: 2841: 2808: 2807: 2793: 2782: 2781: 2770: 2763: 2761: 2752: 2751: 2740: 2729: 2728: 2717: 2710: 2708: 2695: 2694: 2677: 2676: 2662: 2659: 2658: 2632: 2629: 2628: 2606: 2603: 2602: 2594: 2562: 2557: 2543: 2523: 2522: 2514: 2511: 2510: 2492: 2491: 2474: 2473: 2460: 2458: 2450: 2439: 2438: 2427: 2421: 2420: 2403: 2402: 2389: 2387: 2379: 2368: 2367: 2356: 2346: 2345: 2328: 2327: 2313: 2310: 2309: 2273: 2270: 2269: 2239: 2225: 2205: 2204: 2196: 2193: 2192: 2175: 2164: 2163: 2152: 2132: 2131: 2117: 2114: 2113: 2087: 2084: 2083: 2079: 2073: 2052: 2049: 2048: 2044: 2006: 1995: 1991: 1970: 1966: 1957: 1953: 1949: 1930: 1928: 1905: 1904: 1902: 1899: 1898: 1868: 1864: 1847: 1844: 1843: 1800: 1794: 1790: 1788: 1785: 1784: 1764: 1760: 1739: 1735: 1733: 1730: 1729: 1698: 1681: 1677: 1675: 1652: 1651: 1649: 1646: 1645: 1604: 1601: 1600: 1563: 1557: 1553: 1551: 1548: 1547: 1523: 1519: 1498: 1494: 1492: 1489: 1488: 1458: 1454: 1445: 1441: 1440: 1434: 1430: 1428: 1413: 1409: 1400: 1396: 1395: 1389: 1385: 1383: 1360: 1359: 1357: 1354: 1353: 1329: 1325: 1305: 1302: 1301: 1281: 1277: 1254: 1249: 1246: 1245: 1222: 1217: 1214: 1213: 1195:conjugate prior 1191: 1189:Conjugate prior 1185: 1141: 1111: 1079: 1078: 1076: 1073: 1072: 1062: 1041: 1038: 1037: 1021: 1018: 1017: 989: 985: 959: 958: 954: 950: 933: 931: 928: 927: 913: 907: 902: 876: 873: 872: 846: 843: 842: 819: 805: 804: 784: 781: 780: 777:Bayes estimator 754: 753: 751: 748: 747: 746:. An estimator 725: 724: 722: 719: 718: 702: 699: 698: 666: 665: 644: 640: 638: 635: 634: 612: 611: 609: 606: 605: 572: 571: 557: 554: 553: 533: 530: 529: 498: 497: 483: 482: 480: 477: 476: 460: 457: 456: 437: 434: 433: 430: 383:Bayes estimator 379:decision theory 367: 327: 312:Model averaging 291:Nested sampling 203:Empirical Bayes 193:Conjugate prior 162:Cromwell's rule 75: 64: 58: 55: 45:Please help to 44: 28: 24: 17: 12: 11: 5: 9762: 9752: 9751: 9746: 9729: 9728: 9726: 9725: 9713: 9701: 9687: 9674: 9671: 9670: 9667: 9666: 9663: 9662: 9660: 9659: 9654: 9649: 9644: 9639: 9633: 9631: 9625: 9624: 9622: 9621: 9616: 9611: 9606: 9601: 9596: 9591: 9586: 9581: 9576: 9570: 9568: 9562: 9561: 9559: 9558: 9553: 9548: 9539: 9534: 9529: 9523: 9521: 9515: 9514: 9512: 9511: 9506: 9501: 9492: 9490:Bioinformatics 9486: 9484: 9474: 9473: 9461: 9460: 9457: 9456: 9453: 9452: 9449: 9448: 9446: 9445: 9439: 9437: 9433: 9432: 9430: 9429: 9423: 9421: 9415: 9414: 9412: 9411: 9406: 9401: 9396: 9390: 9388: 9379: 9373: 9372: 9369: 9368: 9366: 9365: 9360: 9355: 9350: 9345: 9339: 9337: 9331: 9330: 9328: 9327: 9322: 9317: 9309: 9304: 9299: 9298: 9297: 9295:partial (PACF) 9286: 9284: 9278: 9277: 9275: 9274: 9269: 9264: 9256: 9251: 9245: 9243: 9242:Specific tests 9239: 9238: 9236: 9235: 9230: 9225: 9220: 9215: 9210: 9205: 9200: 9194: 9192: 9185: 9179: 9178: 9176: 9175: 9174: 9173: 9172: 9171: 9156: 9155: 9154: 9144: 9142:Classification 9139: 9134: 9129: 9124: 9119: 9114: 9108: 9106: 9100: 9099: 9097: 9096: 9091: 9089:McNemar's test 9086: 9081: 9076: 9071: 9065: 9063: 9053: 9052: 9028: 9027: 9024: 9023: 9020: 9019: 9017: 9016: 9011: 9006: 9001: 8995: 8993: 8987: 8986: 8984: 8983: 8967: 8961: 8959: 8953: 8952: 8950: 8949: 8944: 8939: 8934: 8929: 8927:Semiparametric 8924: 8919: 8913: 8911: 8907: 8906: 8904: 8903: 8898: 8893: 8888: 8882: 8880: 8874: 8873: 8871: 8870: 8865: 8860: 8855: 8850: 8844: 8842: 8836: 8835: 8833: 8832: 8827: 8822: 8817: 8811: 8809: 8799: 8798: 8795: 8794: 8789: 8783: 8775: 8774: 8771: 8770: 8767: 8766: 8764: 8763: 8762: 8761: 8751: 8746: 8741: 8740: 8739: 8734: 8723: 8721: 8715: 8714: 8711: 8710: 8708: 8707: 8702: 8701: 8700: 8692: 8684: 8668: 8665:(Mann–Whitney) 8660: 8659: 8658: 8645: 8644: 8643: 8632: 8630: 8624: 8623: 8621: 8620: 8619: 8618: 8613: 8608: 8598: 8593: 8590:(Shapiro–Wilk) 8585: 8580: 8575: 8570: 8565: 8557: 8551: 8549: 8543: 8542: 8540: 8539: 8531: 8522: 8510: 8504: 8502:Specific tests 8498: 8497: 8494: 8493: 8491: 8490: 8485: 8480: 8474: 8472: 8466: 8465: 8463: 8462: 8457: 8456: 8455: 8445: 8444: 8443: 8433: 8427: 8425: 8419: 8418: 8416: 8415: 8414: 8413: 8408: 8398: 8393: 8388: 8383: 8378: 8372: 8370: 8364: 8363: 8361: 8360: 8355: 8354: 8353: 8348: 8347: 8346: 8341: 8326: 8325: 8324: 8319: 8314: 8309: 8298: 8296: 8287: 8281: 8280: 8278: 8277: 8272: 8267: 8266: 8265: 8255: 8250: 8249: 8248: 8238: 8237: 8236: 8231: 8226: 8216: 8211: 8206: 8205: 8204: 8199: 8194: 8178: 8177: 8176: 8171: 8166: 8156: 8155: 8154: 8149: 8139: 8138: 8137: 8127: 8126: 8125: 8115: 8110: 8105: 8099: 8097: 8087: 8086: 8074: 8073: 8070: 8069: 8066: 8065: 8063: 8062: 8057: 8052: 8047: 8041: 8039: 8033: 8032: 8030: 8029: 8024: 8019: 8013: 8011: 8007: 8006: 8004: 8003: 7998: 7993: 7988: 7983: 7978: 7973: 7967: 7965: 7959: 7958: 7956: 7955: 7953:Standard error 7950: 7945: 7940: 7939: 7938: 7933: 7922: 7920: 7914: 7913: 7911: 7910: 7905: 7900: 7895: 7890: 7885: 7883:Optimal design 7880: 7875: 7869: 7867: 7857: 7856: 7844: 7843: 7840: 7839: 7836: 7835: 7833: 7832: 7827: 7822: 7817: 7812: 7807: 7802: 7797: 7792: 7787: 7782: 7777: 7772: 7767: 7762: 7756: 7754: 7748: 7747: 7745: 7744: 7739: 7738: 7737: 7732: 7722: 7717: 7711: 7709: 7703: 7702: 7700: 7699: 7694: 7689: 7683: 7681: 7680:Summary tables 7677: 7676: 7674: 7673: 7667: 7665: 7659: 7658: 7655: 7654: 7652: 7651: 7650: 7649: 7644: 7639: 7629: 7623: 7621: 7615: 7614: 7612: 7611: 7606: 7601: 7596: 7591: 7586: 7581: 7575: 7573: 7567: 7566: 7564: 7563: 7558: 7553: 7552: 7551: 7546: 7541: 7536: 7531: 7526: 7521: 7516: 7514:Contraharmonic 7511: 7506: 7495: 7493: 7484: 7474: 7473: 7461: 7460: 7458: 7457: 7452: 7446: 7443: 7442: 7435: 7434: 7427: 7420: 7412: 7406: 7405: 7385: 7384:External links 7382: 7381: 7380: 7374: 7361: 7355: 7342: 7328: 7310: 7307: 7304: 7303: 7292: 7283: 7274: 7265: 7258: 7240: 7228: 7218: 7217: 7215: 7212: 7211: 7210: 7205: 7198: 7195: 7152: 7151: 7136: 7126: 7111: 7101: 7086: 7076: 7061: 7051: 7036: 7022: 7021: 7004: 7001: 6998: 6993: 6990: 6987: 6984: 6981: 6975: 6972: 6949: 6946: 6929: 6923: 6920: 6917: 6913: 6908: 6905: 6899: 6896: 6893: 6889: 6851: 6845: 6842: 6839: 6835: 6830: 6827: 6821: 6818: 6815: 6811: 6744: 6743: 6732: 6727: 6724: 6721: 6717: 6710: 6707: 6704: 6701: 6698: 6694: 6689: 6686: 6683: 6680: 6677: 6671: 6668: 6665: 6662: 6659: 6654: 6651: 6648: 6642: 6639: 6636: 6633: 6628: 6624: 6609: 6608: 6597: 6591: 6588: 6585: 6582: 6579: 6574: 6571: 6568: 6562: 6559: 6556: 6552: 6548: 6545: 6542: 6539: 6536: 6533: 6530: 6525: 6521: 6485: 6478: 6460: 6456: 6448: 6441: 6440: 6429: 6425: 6418: 6413: 6409: 6405: 6402: 6398: 6393: 6390: 6386: 6382: 6379: 6376: 6371: 6367: 6363: 6358: 6354: 6350: 6345: 6298: 6294: 6264: 6260: 6239: 6234: 6230: 6226: 6223: 6220: 6215: 6211: 6207: 6202: 6198: 6194: 6189: 6185: 6164: 6161: 6157: 6151: 6147: 6143: 6140: 6116: 6113: 6108: 6104: 6100: 6095: 6091: 6078: 6075: 6058: 6055: 6052: 6040: 6039: 6036: 6029: 6011: 6008: 6006: 6003: 5988: 5985: 5982: 5978: 5955: 5952: 5949: 5945: 5924: 5919: 5914: 5907: 5904: 5897: 5892: 5885: 5882: 5875: 5872: 5869: 5864: 5861: 5858: 5854: 5833: 5830: 5827: 5822: 5818: 5814: 5811: 5808: 5803: 5799: 5794: 5788: 5784: 5772: 5771: 5760: 5757: 5754: 5749: 5744: 5737: 5734: 5727: 5722: 5717: 5710: 5707: 5693: 5682: 5677: 5670: 5667: 5660: 5655: 5648: 5645: 5627: 5626: 5615: 5612: 5609: 5604: 5599: 5595: 5591: 5586: 5581: 5577: 5573: 5568: 5563: 5559: 5555: 5550: 5545: 5541: 5530: 5519: 5512: 5508: 5504: 5499: 5495: 5471: 5468: 5465: 5462: 5459: 5454: 5449: 5445: 5424: 5421: 5418: 5415: 5412: 5407: 5403: 5382: 5377: 5373: 5368: 5362: 5358: 5354: 5351: 5331: 5328: 5325: 5320: 5316: 5295: 5292: 5289: 5284: 5280: 5268: 5267: 5256: 5253: 5248: 5244: 5238: 5234: 5230: 5227: 5224: 5221: 5216: 5212: 5208: 5205: 5200: 5196: 5192: 5189: 5186: 5183: 5180: 5175: 5170: 5166: 5162: 5157: 5153: 5149: 5144: 5139: 5135: 5124: 5113: 5108: 5105: 5102: 5099: 5094: 5090: 5086: 5081: 5077: 5073: 5068: 5064: 5038: 5033: 5029: 5002: 4998: 4982: 4981: 4970: 4964: 4960: 4954: 4947: 4944: 4937: 4932: 4928: 4924: 4920: 4915: 4912: 4907: 4902: 4897: 4890: 4887: 4873: 4862: 4856: 4852: 4847: 4842: 4839: 4834: 4829: 4822: 4819: 4786: 4782: 4778: 4775: 4772: 4767: 4763: 4738: 4734: 4709: 4705: 4681: 4661: 4654: 4650: 4625: 4621: 4600: 4580: 4558: 4554: 4531: 4528: 4525: 4521: 4498: 4495: 4492: 4488: 4467: 4462: 4458: 4453: 4447: 4443: 4439: 4436: 4414: 4410: 4406: 4403: 4400: 4395: 4391: 4378: 4375: 4371:non-parametric 4348:Main article: 4345: 4342: 4341: 4340: 4327: 4324: 4321: 4316: 4312: 4308: 4305: 4302: 4299: 4296: 4271: 4267: 4263: 4258: 4254: 4250: 4247: 4225: 4221: 4217: 4214: 4194: 4183: 4182: 4170: 4166: 4163: 4159: 4156: 4152: 4149: 4145: 4142: 4139: 4136: 4132: 4129: 4125: 4120: 4116: 4112: 4109: 4106: 4103: 4100: 4097: 4094: 4091: 4088: 4085: 4082: 4077: 4073: 4069: 4066: 4063: 4060: 4057: 4054: 4051: 4048: 4045: 4020: 4016: 3995: 3992: 3989: 3967: 3963: 3940: 3936: 3913: 3909: 3905: 3902: 3891: 3890: 3878: 3875: 3855: 3852: 3849: 3846: 3843: 3840: 3837: 3834: 3831: 3828: 3825: 3822: 3819: 3816: 3813: 3790: 3770: 3767: 3764: 3761: 3750: 3749: 3738: 3735: 3732: 3729: 3726: 3723: 3720: 3717: 3714: 3711: 3708: 3705: 3702: 3699: 3696: 3693: 3687: 3684: 3681: 3678: 3674: 3669: 3665: 3662: 3659: 3656: 3652: 3648: 3645: 3642: 3639: 3636: 3633: 3630: 3627: 3624: 3620: 3617: 3614: 3611: 3607: 3603: 3600: 3597: 3594: 3591: 3588: 3585: 3582: 3568: 3567: 3553: 3550: 3547: 3544: 3539: 3536: 3533: 3530: 3527: 3524: 3518: 3512: 3509: 3506: 3503: 3498: 3495: 3492: 3489: 3486: 3483: 3479: 3475: 3472: 3469: 3463: 3460: 3457: 3453: 3449: 3446: 3443: 3420: 3417: 3414: 3411: 3408: 3405: 3382: 3379: 3376: 3373: 3370: 3367: 3364: 3361: 3358: 3354: 3350: 3347: 3344: 3324: 3304: 3301: 3298: 3295: 3292: 3289: 3273: 3270: 3261: 3260: 3248: 3245: 3242: 3239: 3235: 3231: 3228: 3225: 3222: 3219: 3216: 3213: 3210: 3207: 3203: 3189:Bayes' theorem 3185: 3184: 3173: 3167: 3164: 3161: 3158: 3155: 3152: 3149: 3146: 3142: 3138: 3135: 3132: 3129: 3124: 3121: 3118: 3115: 3112: 3109: 3105: 3101: 3098: 3095: 3089: 3086: 3083: 3079: 3075: 3072: 3069: 3038: 3035: 3032: 3029: 3015: 3014: 3003: 3000: 2997: 2993: 2990: 2987: 2984: 2981: 2978: 2974: 2951: 2948: 2945: 2942: 2939: 2936: 2917: 2916: 2905: 2902: 2899: 2896: 2893: 2890: 2887: 2884: 2881: 2858: 2840: 2837: 2825: 2824: 2811: 2806: 2803: 2800: 2796: 2789: 2786: 2780: 2777: 2773: 2762: 2760: 2757: 2754: 2753: 2750: 2747: 2743: 2736: 2733: 2727: 2724: 2720: 2709: 2707: 2704: 2701: 2700: 2698: 2693: 2690: 2684: 2681: 2675: 2672: 2669: 2666: 2655: 2654: 2642: 2639: 2636: 2616: 2613: 2610: 2599:posterior mode 2593: 2592:Posterior mode 2590: 2589: 2588: 2577: 2571: 2568: 2565: 2561: 2556: 2553: 2550: 2546: 2542: 2539: 2536: 2530: 2527: 2521: 2518: 2508: 2495: 2490: 2487: 2481: 2478: 2472: 2469: 2459: 2457: 2453: 2446: 2443: 2437: 2434: 2430: 2426: 2423: 2422: 2419: 2416: 2410: 2407: 2401: 2398: 2388: 2386: 2382: 2375: 2372: 2366: 2363: 2359: 2355: 2352: 2351: 2349: 2344: 2341: 2335: 2332: 2326: 2323: 2320: 2317: 2306: 2305: 2289: 2286: 2283: 2280: 2277: 2265: 2264: 2253: 2247: 2244: 2238: 2235: 2232: 2228: 2224: 2221: 2218: 2212: 2209: 2203: 2200: 2190: 2178: 2171: 2168: 2162: 2159: 2155: 2151: 2148: 2145: 2139: 2136: 2130: 2127: 2124: 2121: 2110: 2109: 2097: 2094: 2091: 2075:Main article: 2072: 2069: 2056: 2043: 2040: 2039: 2038: 2027: 2021: 2018: 2015: 2012: 2009: 2003: 1998: 1994: 1990: 1987: 1984: 1981: 1978: 1973: 1969: 1965: 1960: 1956: 1952: 1948: 1945: 1942: 1939: 1936: 1933: 1927: 1924: 1921: 1918: 1912: 1909: 1895: 1894: 1882: 1879: 1876: 1871: 1867: 1863: 1860: 1857: 1854: 1851: 1828: 1825: 1822: 1819: 1816: 1813: 1810: 1807: 1803: 1797: 1793: 1767: 1763: 1759: 1756: 1753: 1750: 1747: 1742: 1738: 1725: 1724: 1713: 1707: 1704: 1701: 1696: 1693: 1688: 1685: 1680: 1674: 1671: 1668: 1665: 1659: 1656: 1642: 1641: 1629: 1626: 1623: 1620: 1617: 1614: 1611: 1608: 1585: 1582: 1579: 1576: 1573: 1570: 1566: 1560: 1556: 1526: 1522: 1518: 1515: 1512: 1509: 1506: 1501: 1497: 1484: 1483: 1472: 1469: 1461: 1457: 1453: 1448: 1444: 1437: 1433: 1427: 1424: 1416: 1412: 1408: 1403: 1399: 1392: 1388: 1382: 1379: 1376: 1373: 1367: 1364: 1350: 1349: 1337: 1332: 1328: 1324: 1321: 1318: 1315: 1312: 1309: 1289: 1284: 1280: 1276: 1273: 1270: 1267: 1264: 1261: 1257: 1253: 1229: 1225: 1221: 1187:Main article: 1184: 1181: 1173: 1172: 1161: 1158: 1155: 1151: 1148: 1144: 1140: 1137: 1134: 1130: 1127: 1124: 1121: 1118: 1114: 1110: 1107: 1104: 1101: 1098: 1095: 1092: 1086: 1083: 1061: 1060:Posterior mean 1058: 1045: 1025: 1014: 1013: 1002: 998: 992: 988: 984: 981: 978: 975: 972: 966: 963: 957: 953: 949: 946: 942: 939: 936: 909:Main article: 906: 903: 901: 898: 880: 850: 829: 826: 822: 818: 812: 809: 803: 800: 797: 794: 791: 788: 761: 758: 732: 729: 706: 682: 679: 673: 670: 664: 661: 658: 655: 652: 647: 643: 633:is defined as 619: 616: 585: 579: 576: 570: 567: 564: 561: 537: 517: 514: 511: 505: 502: 496: 490: 487: 464: 441: 429: 426: 402:expected value 369: 368: 366: 365: 358: 351: 343: 340: 339: 338: 337: 322: 321: 320: 319: 314: 309: 301: 300: 296: 295: 294: 293: 288: 280: 279: 275: 274: 273: 272: 267: 262: 254: 253: 249: 248: 247: 246: 241: 236: 231: 226: 218: 217: 213: 212: 211: 210: 205: 200: 195: 187: 186: 185:Model building 182: 181: 180: 179: 174: 169: 164: 159: 154: 149: 144: 142:Bayes' theorem 139: 134: 126: 125: 121: 120: 102: 101: 93: 92: 86: 85: 77: 76: 31: 29: 22: 15: 9: 6: 4: 3: 2: 9761: 9750: 9747: 9745: 9742: 9741: 9739: 9724: 9723: 9714: 9712: 9711: 9702: 9700: 9699: 9694: 9688: 9686: 9685: 9676: 9675: 9672: 9658: 9655: 9653: 9652:Geostatistics 9650: 9648: 9645: 9643: 9640: 9638: 9635: 9634: 9632: 9630: 9626: 9620: 9619:Psychometrics 9617: 9615: 9612: 9610: 9607: 9605: 9602: 9600: 9597: 9595: 9592: 9590: 9587: 9585: 9582: 9580: 9577: 9575: 9572: 9571: 9569: 9567: 9563: 9557: 9554: 9552: 9549: 9547: 9543: 9540: 9538: 9535: 9533: 9530: 9528: 9525: 9524: 9522: 9520: 9516: 9510: 9507: 9505: 9502: 9500: 9496: 9493: 9491: 9488: 9487: 9485: 9483: 9482:Biostatistics 9479: 9475: 9471: 9466: 9462: 9444: 9443:Log-rank test 9441: 9440: 9438: 9434: 9428: 9425: 9424: 9422: 9420: 9416: 9410: 9407: 9405: 9402: 9400: 9397: 9395: 9392: 9391: 9389: 9387: 9383: 9380: 9378: 9374: 9364: 9361: 9359: 9356: 9354: 9351: 9349: 9346: 9344: 9341: 9340: 9338: 9336: 9332: 9326: 9323: 9321: 9318: 9316: 9314:(Box–Jenkins) 9310: 9308: 9305: 9303: 9300: 9296: 9293: 9292: 9291: 9288: 9287: 9285: 9283: 9279: 9273: 9270: 9268: 9267:Durbin–Watson 9265: 9263: 9257: 9255: 9252: 9250: 9249:Dickey–Fuller 9247: 9246: 9244: 9240: 9234: 9231: 9229: 9226: 9224: 9223:Cointegration 9221: 9219: 9216: 9214: 9211: 9209: 9206: 9204: 9201: 9199: 9198:Decomposition 9196: 9195: 9193: 9189: 9186: 9184: 9180: 9170: 9167: 9166: 9165: 9162: 9161: 9160: 9157: 9153: 9150: 9149: 9148: 9145: 9143: 9140: 9138: 9135: 9133: 9130: 9128: 9125: 9123: 9120: 9118: 9115: 9113: 9110: 9109: 9107: 9105: 9101: 9095: 9092: 9090: 9087: 9085: 9082: 9080: 9077: 9075: 9072: 9070: 9069:Cohen's kappa 9067: 9066: 9064: 9062: 9058: 9054: 9050: 9046: 9042: 9038: 9033: 9029: 9015: 9012: 9010: 9007: 9005: 9002: 9000: 8997: 8996: 8994: 8992: 8988: 8982: 8978: 8974: 8968: 8966: 8963: 8962: 8960: 8958: 8954: 8948: 8945: 8943: 8940: 8938: 8935: 8933: 8930: 8928: 8925: 8923: 8922:Nonparametric 8920: 8918: 8915: 8914: 8912: 8908: 8902: 8899: 8897: 8894: 8892: 8889: 8887: 8884: 8883: 8881: 8879: 8875: 8869: 8866: 8864: 8861: 8859: 8856: 8854: 8851: 8849: 8846: 8845: 8843: 8841: 8837: 8831: 8828: 8826: 8823: 8821: 8818: 8816: 8813: 8812: 8810: 8808: 8804: 8800: 8793: 8790: 8788: 8785: 8784: 8780: 8776: 8760: 8757: 8756: 8755: 8752: 8750: 8747: 8745: 8742: 8738: 8735: 8733: 8730: 8729: 8728: 8725: 8724: 8722: 8720: 8716: 8706: 8703: 8699: 8693: 8691: 8685: 8683: 8677: 8676: 8675: 8672: 8671:Nonparametric 8669: 8667: 8661: 8657: 8654: 8653: 8652: 8646: 8642: 8641:Sample median 8639: 8638: 8637: 8634: 8633: 8631: 8629: 8625: 8617: 8614: 8612: 8609: 8607: 8604: 8603: 8602: 8599: 8597: 8594: 8592: 8586: 8584: 8581: 8579: 8576: 8574: 8571: 8569: 8566: 8564: 8562: 8558: 8556: 8553: 8552: 8550: 8548: 8544: 8538: 8536: 8532: 8530: 8528: 8523: 8521: 8516: 8512: 8511: 8508: 8505: 8503: 8499: 8489: 8486: 8484: 8481: 8479: 8476: 8475: 8473: 8471: 8467: 8461: 8458: 8454: 8451: 8450: 8449: 8446: 8442: 8439: 8438: 8437: 8434: 8432: 8429: 8428: 8426: 8424: 8420: 8412: 8409: 8407: 8404: 8403: 8402: 8399: 8397: 8394: 8392: 8389: 8387: 8384: 8382: 8379: 8377: 8374: 8373: 8371: 8369: 8365: 8359: 8356: 8352: 8349: 8345: 8342: 8340: 8337: 8336: 8335: 8332: 8331: 8330: 8327: 8323: 8320: 8318: 8315: 8313: 8310: 8308: 8305: 8304: 8303: 8300: 8299: 8297: 8295: 8291: 8288: 8286: 8282: 8276: 8273: 8271: 8268: 8264: 8261: 8260: 8259: 8256: 8254: 8251: 8247: 8246:loss function 8244: 8243: 8242: 8239: 8235: 8232: 8230: 8227: 8225: 8222: 8221: 8220: 8217: 8215: 8212: 8210: 8207: 8203: 8200: 8198: 8195: 8193: 8187: 8184: 8183: 8182: 8179: 8175: 8172: 8170: 8167: 8165: 8162: 8161: 8160: 8157: 8153: 8150: 8148: 8145: 8144: 8143: 8140: 8136: 8133: 8132: 8131: 8128: 8124: 8121: 8120: 8119: 8116: 8114: 8111: 8109: 8106: 8104: 8101: 8100: 8098: 8096: 8092: 8088: 8084: 8079: 8075: 8061: 8058: 8056: 8053: 8051: 8048: 8046: 8043: 8042: 8040: 8038: 8034: 8028: 8025: 8023: 8020: 8018: 8015: 8014: 8012: 8008: 8002: 7999: 7997: 7994: 7992: 7989: 7987: 7984: 7982: 7979: 7977: 7974: 7972: 7969: 7968: 7966: 7964: 7960: 7954: 7951: 7949: 7948:Questionnaire 7946: 7944: 7941: 7937: 7934: 7932: 7929: 7928: 7927: 7924: 7923: 7921: 7919: 7915: 7909: 7906: 7904: 7901: 7899: 7896: 7894: 7891: 7889: 7886: 7884: 7881: 7879: 7876: 7874: 7871: 7870: 7868: 7866: 7862: 7858: 7854: 7849: 7845: 7831: 7828: 7826: 7823: 7821: 7818: 7816: 7813: 7811: 7808: 7806: 7803: 7801: 7798: 7796: 7793: 7791: 7788: 7786: 7783: 7781: 7778: 7776: 7775:Control chart 7773: 7771: 7768: 7766: 7763: 7761: 7758: 7757: 7755: 7753: 7749: 7743: 7740: 7736: 7733: 7731: 7728: 7727: 7726: 7723: 7721: 7718: 7716: 7713: 7712: 7710: 7708: 7704: 7698: 7695: 7693: 7690: 7688: 7685: 7684: 7682: 7678: 7672: 7669: 7668: 7666: 7664: 7660: 7648: 7645: 7643: 7640: 7638: 7635: 7634: 7633: 7630: 7628: 7625: 7624: 7622: 7620: 7616: 7610: 7607: 7605: 7602: 7600: 7597: 7595: 7592: 7590: 7587: 7585: 7582: 7580: 7577: 7576: 7574: 7572: 7568: 7562: 7559: 7557: 7554: 7550: 7547: 7545: 7542: 7540: 7537: 7535: 7532: 7530: 7527: 7525: 7522: 7520: 7517: 7515: 7512: 7510: 7507: 7505: 7502: 7501: 7500: 7497: 7496: 7494: 7492: 7488: 7485: 7483: 7479: 7475: 7471: 7466: 7462: 7456: 7453: 7451: 7448: 7447: 7444: 7440: 7433: 7428: 7426: 7421: 7419: 7414: 7413: 7410: 7402: 7398: 7397: 7392: 7388: 7387: 7377: 7375:0-471-91732-X 7371: 7367: 7362: 7358: 7356:0-387-98502-6 7352: 7348: 7343: 7339: 7335: 7331: 7329:0-387-96098-8 7325: 7321: 7317: 7313: 7312: 7301: 7296: 7287: 7278: 7269: 7261: 7255: 7251: 7244: 7235: 7233: 7223: 7219: 7209: 7206: 7204: 7201: 7200: 7194: 7191: 7189: 7185: 7181: 7177: 7173: 7169: 7165: 7161: 7157: 7134: 7127: 7109: 7102: 7084: 7077: 7059: 7052: 7034: 7027: 7026: 7025: 7002: 6999: 6996: 6991: 6988: 6985: 6982: 6979: 6973: 6970: 6963: 6962: 6961: 6959: 6955: 6945: 6941: 6927: 6921: 6918: 6915: 6911: 6906: 6903: 6897: 6894: 6891: 6887: 6877: 6873: 6867: 6865: 6849: 6843: 6840: 6837: 6833: 6828: 6825: 6819: 6816: 6813: 6809: 6799: 6795: 6791: 6786: 6784: 6780: 6776: 6772: 6768: 6764: 6760: 6756: 6751: 6749: 6730: 6725: 6722: 6719: 6715: 6708: 6705: 6702: 6699: 6696: 6692: 6687: 6681: 6675: 6669: 6666: 6663: 6660: 6657: 6652: 6649: 6646: 6640: 6634: 6626: 6622: 6614: 6613: 6612: 6595: 6589: 6586: 6583: 6580: 6577: 6572: 6569: 6566: 6560: 6554: 6546: 6540: 6537: 6531: 6523: 6519: 6511: 6510: 6509: 6507: 6503: 6499: 6495: 6491: 6483: 6477: 6475: 6470: 6468: 6465:under MSE is 6463: 6454: 6446: 6427: 6423: 6411: 6407: 6400: 6396: 6391: 6388: 6384: 6380: 6369: 6365: 6361: 6356: 6352: 6343: 6334: 6333: 6332: 6330: 6326: 6322: 6318: 6314: 6296: 6292: 6282: 6280: 6262: 6258: 6232: 6228: 6224: 6221: 6218: 6213: 6209: 6200: 6196: 6192: 6187: 6183: 6159: 6149: 6145: 6138: 6130: 6114: 6111: 6106: 6102: 6098: 6093: 6089: 6074: 6072: 6056: 6053: 6050: 6037: 6034: 6030: 6027: 6026: 6025: 6023: 6017: 6010:Admissibility 6002: 5986: 5983: 5980: 5976: 5953: 5950: 5947: 5943: 5917: 5912: 5905: 5902: 5895: 5890: 5883: 5880: 5870: 5867: 5862: 5859: 5856: 5852: 5828: 5825: 5820: 5816: 5809: 5806: 5801: 5797: 5786: 5782: 5758: 5755: 5752: 5747: 5742: 5735: 5732: 5725: 5720: 5715: 5708: 5705: 5694: 5680: 5675: 5668: 5665: 5658: 5653: 5646: 5643: 5632: 5631: 5630: 5613: 5610: 5607: 5602: 5597: 5593: 5589: 5584: 5579: 5575: 5571: 5566: 5561: 5557: 5553: 5548: 5543: 5539: 5531: 5517: 5510: 5506: 5502: 5497: 5493: 5485: 5484: 5483: 5469: 5466: 5460: 5452: 5447: 5443: 5422: 5419: 5413: 5405: 5401: 5375: 5371: 5360: 5356: 5349: 5326: 5318: 5314: 5290: 5282: 5278: 5254: 5246: 5236: 5232: 5228: 5222: 5214: 5210: 5198: 5194: 5190: 5181: 5173: 5168: 5164: 5155: 5151: 5147: 5142: 5137: 5133: 5125: 5111: 5100: 5092: 5088: 5079: 5075: 5071: 5066: 5062: 5054: 5053: 5052: 5036: 5031: 5027: 5018: 5000: 4996: 4987: 4968: 4962: 4952: 4945: 4942: 4935: 4930: 4926: 4918: 4913: 4910: 4905: 4900: 4895: 4888: 4885: 4874: 4860: 4854: 4850: 4845: 4840: 4837: 4832: 4827: 4820: 4817: 4806: 4805: 4804: 4802: 4784: 4780: 4776: 4773: 4770: 4765: 4761: 4736: 4732: 4724:and variance 4707: 4703: 4693: 4679: 4659: 4652: 4648: 4640:and variance 4623: 4619: 4598: 4578: 4556: 4552: 4529: 4526: 4523: 4519: 4496: 4493: 4490: 4486: 4460: 4456: 4445: 4441: 4434: 4412: 4408: 4404: 4401: 4398: 4393: 4389: 4374: 4372: 4368: 4363: 4361: 4358:is called an 4357: 4351: 4325: 4322: 4319: 4314: 4310: 4306: 4300: 4294: 4287: 4286: 4285: 4269: 4265: 4261: 4256: 4252: 4248: 4245: 4223: 4219: 4215: 4212: 4192: 4168: 4164: 4161: 4157: 4150: 4147: 4143: 4137: 4130: 4127: 4123: 4118: 4114: 4110: 4107: 4101: 4098: 4095: 4092: 4089: 4083: 4080: 4075: 4071: 4064: 4058: 4055: 4052: 4046: 4043: 4036: 4035: 4034: 4018: 4014: 3993: 3990: 3987: 3965: 3961: 3938: 3934: 3911: 3907: 3903: 3900: 3876: 3873: 3853: 3850: 3844: 3841: 3838: 3832: 3826: 3823: 3820: 3814: 3811: 3804: 3803: 3802: 3788: 3765: 3759: 3736: 3733: 3730: 3724: 3721: 3718: 3712: 3706: 3703: 3700: 3694: 3691: 3682: 3676: 3672: 3667: 3663: 3660: 3654: 3646: 3640: 3634: 3631: 3628: 3622: 3618: 3615: 3609: 3598: 3595: 3592: 3586: 3580: 3573: 3572: 3571: 3548: 3542: 3534: 3531: 3528: 3522: 3516: 3507: 3501: 3493: 3487: 3481: 3473: 3467: 3461: 3455: 3447: 3441: 3434: 3433: 3432: 3418: 3415: 3409: 3403: 3394: 3377: 3374: 3371: 3365: 3362: 3356: 3348: 3342: 3322: 3299: 3296: 3293: 3287: 3279: 3269: 3267: 3246: 3243: 3237: 3229: 3223: 3217: 3214: 3211: 3205: 3201: 3194: 3193: 3192: 3190: 3171: 3165: 3162: 3156: 3150: 3144: 3136: 3130: 3127: 3119: 3113: 3107: 3099: 3093: 3087: 3081: 3073: 3067: 3060: 3059: 3058: 3054: 3052: 3033: 3027: 3020: 3001: 2995: 2991: 2988: 2982: 2976: 2972: 2965: 2964: 2963: 2949: 2946: 2940: 2934: 2926: 2922: 2903: 2900: 2897: 2894: 2888: 2882: 2879: 2872: 2871: 2870: 2856: 2846: 2836: 2834: 2830: 2804: 2801: 2798: 2787: 2784: 2778: 2775: 2758: 2755: 2748: 2745: 2734: 2731: 2725: 2722: 2705: 2702: 2696: 2691: 2682: 2679: 2673: 2670: 2664: 2657: 2656: 2640: 2637: 2634: 2614: 2611: 2608: 2600: 2596: 2595: 2575: 2569: 2566: 2563: 2559: 2554: 2548: 2537: 2528: 2525: 2516: 2509: 2488: 2485: 2479: 2476: 2470: 2467: 2455: 2444: 2441: 2435: 2432: 2424: 2417: 2414: 2408: 2405: 2399: 2396: 2384: 2373: 2370: 2364: 2361: 2353: 2347: 2342: 2333: 2330: 2324: 2321: 2315: 2308: 2307: 2303: 2287: 2284: 2281: 2278: 2275: 2267: 2266: 2251: 2245: 2242: 2236: 2230: 2219: 2210: 2207: 2198: 2191: 2169: 2166: 2160: 2157: 2149: 2146: 2137: 2134: 2128: 2125: 2119: 2112: 2111: 2095: 2092: 2089: 2081: 2080: 2078: 2068: 2054: 2025: 2019: 2016: 2013: 2010: 2007: 1996: 1992: 1988: 1985: 1982: 1979: 1976: 1971: 1967: 1963: 1958: 1954: 1940: 1937: 1934: 1925: 1919: 1910: 1907: 1897: 1896: 1877: 1874: 1869: 1865: 1858: 1855: 1852: 1849: 1842: 1823: 1820: 1817: 1811: 1808: 1805: 1795: 1791: 1783: 1765: 1761: 1757: 1754: 1751: 1748: 1745: 1740: 1736: 1727: 1726: 1711: 1705: 1702: 1699: 1694: 1691: 1683: 1678: 1672: 1666: 1657: 1654: 1644: 1643: 1624: 1621: 1618: 1612: 1609: 1606: 1599: 1580: 1574: 1571: 1568: 1558: 1554: 1545: 1542: 1524: 1520: 1516: 1513: 1510: 1507: 1504: 1499: 1495: 1486: 1485: 1470: 1467: 1459: 1455: 1451: 1446: 1442: 1435: 1431: 1425: 1422: 1414: 1410: 1406: 1401: 1397: 1390: 1386: 1380: 1374: 1365: 1362: 1352: 1351: 1330: 1326: 1322: 1319: 1313: 1310: 1307: 1282: 1278: 1274: 1271: 1265: 1262: 1259: 1251: 1243: 1227: 1219: 1211: 1210: 1209: 1206: 1202: 1200: 1196: 1190: 1180: 1178: 1159: 1156: 1153: 1146: 1138: 1132: 1128: 1125: 1122: 1116: 1108: 1102: 1099: 1093: 1084: 1081: 1071: 1070: 1069: 1067: 1057: 1043: 1023: 1000: 996: 990: 982: 979: 973: 964: 961: 951: 947: 944: 926: 925: 924: 922: 918: 912: 897: 895: 891: 878: 868: 863: 861: 848: 824: 810: 807: 801: 798: 792: 786: 778: 759: 756: 730: 727: 704: 696: 671: 668: 662: 659: 653: 645: 641: 617: 614: 603: 599: 598:loss function 577: 574: 568: 565: 559: 551: 535: 512: 503: 500: 494: 488: 485: 462: 455: 439: 425: 423: 419: 415: 411: 407: 406:loss function 403: 400: 396: 395:decision rule 392: 388: 384: 380: 376: 364: 359: 357: 352: 350: 345: 344: 342: 341: 336: 331: 326: 325: 324: 323: 318: 315: 313: 310: 308: 305: 304: 303: 302: 298: 297: 292: 289: 287: 284: 283: 282: 281: 277: 276: 271: 268: 266: 263: 261: 258: 257: 256: 255: 251: 250: 245: 242: 240: 237: 235: 232: 230: 227: 225: 222: 221: 220: 219: 215: 214: 209: 206: 204: 201: 199: 196: 194: 191: 190: 189: 188: 184: 183: 178: 175: 173: 170: 168: 165: 163: 160: 158: 157:Cox's theorem 155: 153: 150: 148: 145: 143: 140: 138: 135: 133: 130: 129: 128: 127: 123: 122: 119: 115: 111: 107: 104: 103: 99: 95: 94: 91: 88: 87: 83: 82: 73: 70: 62: 59:November 2009 52: 48: 42: 41: 35: 30: 21: 20: 9720: 9708: 9689: 9682: 9594:Econometrics 9544: / 9527:Chemometrics 9504:Epidemiology 9497: / 9470:Applications 9312:ARIMA model 9259:Q-statistic 9208:Stationarity 9104:Multivariate 9047: / 9043: / 9041:Multivariate 9039: / 8979: / 8975: / 8753: 8749:Bayes factor 8648:Signed rank 8560: 8534: 8526: 8514: 8209:Completeness 8045:Cohort study 7943:Opinion poll 7878:Missing data 7865:Study design 7820:Scatter plot 7742:Scatter plot 7735:Spearman's ρ 7697:Grouped data 7394: 7365: 7346: 7319: 7300:IMDb Top 250 7295: 7286: 7277: 7268: 7249: 7243: 7222: 7192: 7187: 7183: 7179: 7175: 7171: 7167: 7163: 7158:is just the 7155: 7153: 7023: 6951: 6942: 6875: 6871: 6868: 6863: 6793: 6789: 6787: 6782: 6778: 6774: 6770: 6766: 6762: 6758: 6754: 6752: 6747: 6745: 6610: 6505: 6501: 6493: 6489: 6487: 6481: 6471: 6461: 6444: 6442: 6316: 6312: 6283: 6278: 6080: 6041: 6033:discrete set 6019: 5773: 5628: 5269: 4983: 4694: 4380: 4364: 4359: 4353: 4184: 3892: 3866:for a given 3751: 3569: 3395: 3275: 3265: 3262: 3186: 3055: 3016: 2920: 2918: 2848: 2826: 2045: 1207: 1203: 1192: 1176: 1174: 1063: 1015: 920: 914: 893: 892:is called a 870: 864: 840: 776: 693:, where the 601: 549: 431: 409: 387:Bayes action 386: 382: 372: 307:Bayes factor 65: 56: 37: 9722:WikiProject 9637:Cartography 9599:Jurimetrics 9551:Reliability 9282:Time domain 9261:(Ljung–Box) 9183:Time-series 9061:Categorical 9045:Time-series 9037:Categorical 8972:(Bernoulli) 8807:Correlation 8787:Correlation 8583:Jarque–Bera 8555:Chi-squared 8317:M-estimator 8270:Asymptotics 8214:Sufficiency 7981:Interaction 7893:Replication 7873:Effect size 7830:Violin plot 7810:Radar chart 7790:Forest plot 7780:Correlogram 7730:Kendall's τ 5019:to compute 4988:to compute 695:expectation 552:), and let 408:(i.e., the 51:introducing 9738:Categories 9589:Demography 9307:ARMA model 9112:Regression 8689:(Friedman) 8650:(Wilcoxon) 8588:Normality 8578:Lilliefors 8525:Student's 8401:Resampling 8275:Robustness 8263:divergence 8253:Efficiency 8191:(monotone) 8186:Likelihood 8103:Population 7936:Stratified 7888:Population 7707:Dependence 7663:Count data 7594:Percentile 7571:Dispersion 7504:Arithmetic 7439:Statistics 7309:References 7154:Note that 6277:for large 6022:admissible 6014:See also: 6005:Properties 5051:such that 4803:approach: 4799:using the 4367:parametric 2843:See also: 602:Bayes risk 428:Definition 252:Estimators 124:Background 110:Likelihood 34:references 9744:Estimator 8970:Logistic 8737:posterior 8663:Rank sum 8411:Jackknife 8406:Bootstrap 8224:Bootstrap 8159:Parameter 8108:Statistic 7903:Statistic 7815:Run chart 7800:Pie chart 7795:Histogram 7785:Fan chart 7760:Bar chart 7642:L-moments 7529:Geometric 7401:EMS Press 6844:β 6838:α 6834:β 6820:β 6814:α 6810:α 6716:δ 6682:θ 6623:δ 6547:θ 6520:δ 6451:) is the 6408:θ 6378:→ 6366:θ 6362:− 6353:δ 6293:θ 6259:δ 6222:… 6197:δ 6184:δ 6160:θ 6115:… 5968:based on 5944:θ 5913:π 5906:^ 5903:σ 5891:π 5884:^ 5881:μ 5868:∼ 5853:θ 5817:θ 5807:∼ 5798:θ 5753:− 5736:^ 5733:σ 5716:π 5709:^ 5706:σ 5669:^ 5666:μ 5654:π 5647:^ 5644:μ 5608:− 5594:σ 5576:σ 5572:− 5558:σ 5544:π 5540:σ 5507:μ 5498:π 5494:μ 5461:θ 5444:σ 5435:and that 5423:θ 5414:θ 5402:μ 5372:θ 5327:θ 5315:σ 5291:θ 5279:μ 5233:μ 5229:− 5223:θ 5211:μ 5199:π 5182:θ 5165:σ 5156:π 5134:σ 5101:θ 5089:μ 5080:π 5063:μ 5028:σ 4997:μ 4946:^ 4943:μ 4936:− 4919:∑ 4889:^ 4886:σ 4846:∑ 4821:^ 4818:μ 4774:… 4733:σ 4704:μ 4680:π 4653:π 4649:σ 4624:π 4620:μ 4599:π 4579:π 4553:θ 4511:based on 4487:θ 4457:θ 4402:… 4249:− 4216:− 4162:θ 4148:θ 4144:− 4128:θ 4124:− 4111:− 4099:∫ 4093:θ 4084:θ 4081:− 4059:θ 4056:− 4044:∫ 3854:θ 3845:θ 3842:− 3827:θ 3824:− 3812:∫ 3734:θ 3725:θ 3722:− 3707:θ 3704:− 3692:∫ 3664:θ 3647:θ 3635:θ 3632:− 3619:∫ 3599:θ 3596:− 3535:θ 3532:− 3494:θ 3482:θ 3448:θ 3410:θ 3378:θ 3375:− 3357:θ 3323:θ 3300:θ 3297:− 3247:θ 3230:θ 3212:θ 3202:∫ 3166:θ 3157:θ 3145:θ 3128:∫ 3120:θ 3108:θ 3074:θ 3034:θ 2999:∞ 2992:θ 2983:θ 2973:∫ 2941:θ 2898:θ 2889:θ 2880:∫ 2799:≥ 2788:^ 2785:θ 2779:− 2776:θ 2766:for  2735:^ 2732:θ 2726:− 2723:θ 2713:for  2683:^ 2680:θ 2671:θ 2529:^ 2526:θ 2480:^ 2477:θ 2471:− 2468:θ 2463:for  2445:^ 2442:θ 2436:− 2433:θ 2415:≥ 2409:^ 2406:θ 2400:− 2397:θ 2392:for  2374:^ 2371:θ 2365:− 2362:θ 2334:^ 2331:θ 2322:θ 2211:^ 2208:θ 2170:^ 2167:θ 2161:− 2158:θ 2138:^ 2135:θ 2126:θ 2017:− 1955:θ 1911:^ 1908:θ 1866:θ 1853:∼ 1850:θ 1824:θ 1809:∼ 1806:θ 1687:¯ 1658:^ 1655:θ 1610:∼ 1607:θ 1581:θ 1572:∼ 1569:θ 1456:τ 1443:σ 1432:τ 1423:μ 1411:τ 1398:σ 1387:σ 1366:^ 1363:θ 1327:τ 1320:μ 1311:∼ 1308:θ 1279:σ 1272:θ 1263:∼ 1260:θ 1228:θ 1157:θ 1139:θ 1129:θ 1126:∫ 1109:θ 1085:^ 1082:θ 1024:θ 983:θ 980:− 965:^ 962:θ 871:for each 841:for each 811:^ 808:θ 799:θ 760:^ 757:θ 731:^ 728:θ 705:θ 672:^ 669:θ 660:θ 646:π 618:^ 615:θ 578:^ 575:θ 566:θ 536:θ 504:^ 501:θ 489:^ 486:θ 463:π 440:θ 399:posterior 391:estimator 152:Coherence 106:Posterior 9684:Category 9377:Survival 9254:Johansen 8977:Binomial 8932:Isotonic 8519:(normal) 8164:location 7971:Blocking 7926:Sampling 7805:Q–Q plot 7770:Box plot 7752:Graphics 7647:Skewness 7637:Kurtosis 7609:Variance 7539:Heronian 7534:Harmonic 7318:(1985). 7197:See also 5015:and the 4165:′ 4151:′ 4131:′ 3019:measures 2302:quantile 1780:are iid 900:Examples 867:improper 118:Evidence 9710:Commons 9657:Kriging 9542:Process 9499:studies 9358:Wavelet 9191:General 8358:Plug-in 8152:L space 7931:Cluster 7632:Moments 7450:Outline 7403:, 2001 7338:0804611 7024:where: 6864:exactly 6327:to the 6323:and it 4377:Example 3315:. Here 3272:Example 1544:Poisson 414:utility 47:improve 9579:Census 9169:Normal 9117:Manova 8937:Robust 8687:2-way 8679:1-way 8517:-test 8188:  7765:Biplot 7556:Median 7549:Lehmer 7491:Center 7372:  7353:  7336:  7326:  7256:  7186:is to 7172:(v, m) 7138:  7113:  7088:  7063:  7038:  7009:  6443:where 6175:. Let 5270:where 1242:Normal 475:. Let 389:is an 36:, but 9203:Trend 8732:prior 8674:anova 8563:-test 8537:-test 8529:-test 8436:Power 8381:Pivot 8174:shape 8169:scale 7619:Shape 7599:Range 7544:Heinz 7519:Cubic 7455:Index 7214:Notes 6492:~b(θ, 3017:Such 596:be a 404:of a 385:or a 114:Prior 9436:Test 8636:Sign 8488:Wald 7561:Mode 7499:Mean 7370:ISBN 7351:ISBN 7324:ISBN 7254:ISBN 7166:and 6952:The 6798:then 6455:of θ 6127:are 6054:> 5306:and 4369:and 2746:< 2638:> 2612:> 2486:< 2285:> 2093:> 1539:are 1036:and 381:, a 377:and 8616:BIC 8611:AIC 7162:of 6767:a+b 6129:iid 1947:max 1728:If 1541:iid 1487:If 1240:is 1212:If 604:of 420:is 393:or 373:In 9740:: 7399:, 7393:, 7334:MR 7332:. 7231:^ 6500:B( 6469:. 6447:(θ 6331:: 6281:. 6073:. 3393:. 3268:. 3053:. 2904:1. 2835:. 2653:): 2067:. 1244:, 1068:, 1056:. 896:. 424:. 116:á 112:× 108:= 8561:G 8535:F 8527:t 8515:Z 8234:V 8229:U 7431:e 7424:t 7417:v 7378:. 7359:. 7340:. 7262:. 7188:C 7184:W 7180:v 7176:m 7168:C 7164:R 7156:W 7135:C 7110:m 7085:v 7060:R 7035:W 7003:m 7000:+ 6997:v 6992:m 6989:C 6986:+ 6983:v 6980:R 6974:= 6971:W 6928:v 6922:n 6919:+ 6916:4 6912:n 6907:+ 6904:V 6898:n 6895:+ 6892:4 6888:4 6876:v 6872:n 6850:b 6841:+ 6829:+ 6826:B 6817:+ 6794:b 6790:B 6783:d 6779:d 6775:b 6773:, 6771:a 6763:b 6761:= 6759:a 6755:n 6748:n 6731:. 6726:E 6723:L 6720:M 6709:n 6706:+ 6703:b 6700:+ 6697:a 6693:n 6688:+ 6685:] 6679:[ 6676:E 6670:n 6667:+ 6664:b 6661:+ 6658:a 6653:b 6650:+ 6647:a 6641:= 6638:) 6635:x 6632:( 6627:n 6596:. 6590:n 6587:+ 6584:b 6581:+ 6578:a 6573:x 6570:+ 6567:a 6561:= 6558:] 6555:x 6551:| 6544:[ 6541:E 6538:= 6535:) 6532:x 6529:( 6524:n 6506:b 6504:, 6502:a 6494:n 6490:x 6482:p 6462:n 6457:0 6449:0 6445:I 6428:, 6424:) 6417:) 6412:0 6404:( 6401:I 6397:1 6392:, 6389:0 6385:( 6381:N 6375:) 6370:0 6357:n 6349:( 6344:n 6317:n 6313:n 6297:0 6279:n 6263:n 6238:) 6233:n 6229:x 6225:, 6219:, 6214:1 6210:x 6206:( 6201:n 6193:= 6188:n 6163:) 6156:| 6150:i 6146:x 6142:( 6139:f 6112:, 6107:2 6103:x 6099:, 6094:1 6090:x 6057:2 6051:p 5987:1 5984:+ 5981:n 5977:x 5954:1 5951:+ 5948:n 5923:) 5918:2 5896:, 5874:( 5871:N 5863:1 5860:+ 5857:n 5832:) 5829:1 5826:, 5821:i 5813:( 5810:N 5802:i 5793:| 5787:i 5783:x 5759:. 5756:K 5748:2 5743:m 5726:= 5721:2 5681:, 5676:m 5659:= 5614:. 5611:K 5603:2 5598:m 5590:= 5585:2 5580:f 5567:2 5562:m 5554:= 5549:2 5518:, 5511:m 5503:= 5470:K 5467:= 5464:) 5458:( 5453:2 5448:f 5420:= 5417:) 5411:( 5406:f 5381:) 5376:i 5367:| 5361:i 5357:x 5353:( 5350:f 5330:) 5324:( 5319:f 5294:) 5288:( 5283:f 5255:, 5252:] 5247:2 5243:) 5237:m 5226:) 5220:( 5215:f 5207:( 5204:[ 5195:E 5191:+ 5188:] 5185:) 5179:( 5174:2 5169:f 5161:[ 5152:E 5148:= 5143:2 5138:m 5112:, 5107:] 5104:) 5098:( 5093:f 5085:[ 5076:E 5072:= 5067:m 5037:2 5032:m 5001:m 4969:. 4963:2 4959:) 4953:m 4931:i 4927:x 4923:( 4914:n 4911:1 4906:= 4901:2 4896:m 4861:, 4855:i 4851:x 4841:n 4838:1 4833:= 4828:m 4785:n 4781:x 4777:, 4771:, 4766:1 4762:x 4737:m 4708:m 4660:. 4557:i 4530:1 4527:+ 4524:n 4520:x 4497:1 4494:+ 4491:n 4466:) 4461:i 4452:| 4446:i 4442:x 4438:( 4435:f 4413:n 4409:x 4405:, 4399:, 4394:1 4390:x 4326:. 4323:x 4320:+ 4315:0 4311:a 4307:= 4304:) 4301:x 4298:( 4295:a 4270:0 4266:a 4262:= 4257:1 4253:x 4246:a 4224:1 4220:x 4213:a 4193:a 4169:. 4158:d 4155:) 4141:( 4138:f 4135:) 4119:1 4115:x 4108:a 4105:( 4102:L 4096:= 4090:d 4087:) 4076:1 4072:x 4068:( 4065:f 4062:) 4053:a 4050:( 4047:L 4019:1 4015:x 3994:0 3991:= 3988:x 3966:0 3962:a 3939:0 3935:a 3912:0 3908:a 3904:+ 3901:x 3877:. 3874:x 3851:d 3848:) 3839:x 3836:( 3833:f 3830:) 3821:a 3818:( 3815:L 3789:x 3769:) 3766:x 3763:( 3760:a 3737:. 3731:d 3728:) 3719:x 3716:( 3713:f 3710:) 3701:a 3698:( 3695:L 3686:) 3683:x 3680:( 3677:p 3673:1 3668:= 3661:d 3658:) 3655:x 3651:| 3644:( 3641:p 3638:) 3629:a 3626:( 3623:L 3616:= 3613:] 3610:x 3606:| 3602:) 3593:a 3590:( 3587:L 3584:[ 3581:E 3552:) 3549:x 3546:( 3543:p 3538:) 3529:x 3526:( 3523:f 3517:= 3511:) 3508:x 3505:( 3502:p 3497:) 3491:( 3488:p 3485:) 3478:| 3474:x 3471:( 3468:p 3462:= 3459:) 3456:x 3452:| 3445:( 3442:p 3419:1 3416:= 3413:) 3407:( 3404:p 3381:) 3372:x 3369:( 3366:f 3363:= 3360:) 3353:| 3349:x 3346:( 3343:p 3303:) 3294:a 3291:( 3288:L 3244:d 3241:) 3238:x 3234:| 3227:( 3224:p 3221:) 3218:a 3215:, 3209:( 3206:L 3172:. 3163:d 3160:) 3154:( 3151:p 3148:) 3141:| 3137:x 3134:( 3131:p 3123:) 3117:( 3114:p 3111:) 3104:| 3100:x 3097:( 3094:p 3088:= 3085:) 3082:x 3078:| 3071:( 3068:p 3037:) 3031:( 3028:p 3002:. 2996:= 2989:d 2986:) 2980:( 2977:p 2950:1 2947:= 2944:) 2938:( 2935:p 2921:R 2901:= 2895:d 2892:) 2886:( 2883:p 2857:p 2805:. 2802:K 2795:| 2772:| 2759:, 2756:L 2749:K 2742:| 2719:| 2706:, 2703:0 2697:{ 2692:= 2689:) 2674:, 2668:( 2665:L 2641:0 2635:L 2615:0 2609:K 2576:. 2570:b 2567:+ 2564:a 2560:a 2555:= 2552:) 2549:X 2545:| 2541:) 2538:x 2535:( 2520:( 2517:F 2489:0 2456:, 2452:| 2429:| 2425:b 2418:0 2385:, 2381:| 2358:| 2354:a 2348:{ 2343:= 2340:) 2325:, 2319:( 2316:L 2288:0 2282:b 2279:, 2276:a 2252:. 2246:2 2243:1 2237:= 2234:) 2231:X 2227:| 2223:) 2220:x 2217:( 2202:( 2199:F 2177:| 2154:| 2150:a 2147:= 2144:) 2129:, 2123:( 2120:L 2096:0 2090:a 2055:F 2026:. 2020:1 2014:n 2011:+ 2008:a 2002:) 1997:n 1993:x 1989:, 1986:. 1983:. 1980:. 1977:, 1972:1 1968:x 1964:, 1959:0 1951:( 1944:) 1941:n 1938:+ 1935:a 1932:( 1926:= 1923:) 1920:X 1917:( 1881:) 1878:a 1875:, 1870:0 1862:( 1859:a 1856:P 1827:) 1821:, 1818:0 1815:( 1812:U 1802:| 1796:i 1792:x 1766:n 1762:x 1758:, 1755:. 1752:. 1749:. 1746:, 1741:1 1737:x 1712:. 1706:b 1703:+ 1700:n 1695:a 1692:+ 1684:X 1679:n 1673:= 1670:) 1667:X 1664:( 1628:) 1625:b 1622:, 1619:a 1616:( 1613:G 1584:) 1578:( 1575:P 1565:| 1559:i 1555:x 1525:n 1521:x 1517:, 1514:. 1511:. 1508:. 1505:, 1500:1 1496:x 1471:. 1468:x 1460:2 1452:+ 1447:2 1436:2 1426:+ 1415:2 1407:+ 1402:2 1391:2 1381:= 1378:) 1375:x 1372:( 1336:) 1331:2 1323:, 1317:( 1314:N 1288:) 1283:2 1275:, 1269:( 1266:N 1256:| 1252:x 1224:| 1220:x 1160:. 1154:d 1150:) 1147:x 1143:| 1136:( 1133:p 1123:= 1120:] 1117:x 1113:| 1106:[ 1103:E 1100:= 1097:) 1094:x 1091:( 1044:x 1001:, 997:] 991:2 987:) 977:) 974:x 971:( 956:( 952:[ 948:E 945:= 941:E 938:S 935:M 879:x 849:x 828:) 825:x 821:| 817:) 802:, 796:( 793:L 790:( 787:E 681:) 678:) 663:, 657:( 654:L 651:( 642:E 584:) 569:, 563:( 560:L 550:x 516:) 513:x 510:( 495:= 362:e 355:t 348:v 72:) 66:( 61:) 57:( 43:.

Index

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Bayesian statistics

Posterior
Likelihood
Prior
Evidence
Bayesian inference
Bayesian probability
Bayes' theorem
Bernstein–von Mises theorem
Coherence
Cox's theorem
Cromwell's rule
Likelihood principle
Principle of indifference
Principle of maximum entropy
Conjugate prior
Linear regression
Empirical Bayes
Hierarchical model
Markov chain Monte Carlo
Laplace's approximation
Integrated nested Laplace approximations
Variational inference
Approximate Bayesian computation

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