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Bayes estimator

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36: 9704: 341: 9690: 4373:. 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. 9728: 9716: 109: 2517: 2833: 7201:, 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. 2322: 2057:
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
1492: 1212:, 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. 4190: 2671: 3758: 6449: 4990: 2512:{\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}}} 3193: 2047: 3576: 5944: 3274:
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(
1848: 2828:{\displaystyle L(\theta ,{\widehat {\theta }})={\begin{cases}0,&{\mbox{for }}|\theta -{\widehat {\theta }}|<K\\L,&{\mbox{for }}|\theta -{\widehat {\theta }}|\geq K.\end{cases}}} 1902: 1357: 1605: 5491: 2925: 5539: 5444: 3402: 7189:, 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 3587: 5133: 1022: 7030: 5402: 5351: 4487: 784: 755: 642: 6788:) 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 6136: 4808: 4681: 4436: 1649: 5315: 4349: 6184: 5060: 4762: 4649: 4050: 1789: 1548: 6873:, 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 5977: 4520: 4293: 4733: 3440: 3324: 2971: 6348: 6320: 6286: 4888: 4580: 7204:
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
7136:= weight given to the prior estimate (in this case, the number of votes IMDB deemed necessary for average rating to approach statistical validity) 2938:, 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 2934:, 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 6951:; 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. 1658: 8825: 6776:; 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 9330: 6335: 371: 2855: 9480: 162: 9104: 7745: 6330:, the effect of the prior probability on the posterior is negligible. Moreover, if δ is the Bayes estimator under MSE risk, then it is 4820: 6507:) where θ denotes the probability for success. Assuming θ is distributed according to the conjugate prior, which in this case is the 5646: 1487:{\displaystyle {\widehat {\theta }}(x)={\frac {\sigma ^{2}}{\sigma ^{2}+\tau ^{2}}}\mu +{\frac {\tau ^{2}}{\sigma ^{2}+\tau ^{2}}}x.} 2523: 8878: 2205: 244: 6189: 489: 9317: 2612:, or a point close to it depending on the curvature and properties of the posterior distribution. Small values of the parameter 647: 6968: 7268: 3208: 790:
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.
760: 731: 618: 9720: 9552: 9353: 9277: 8578: 8332: 8001: 7465: 7406: 7326: 6095: 4767: 4654: 4395: 7401: 4185:{\displaystyle \int L(a-\theta )f(x_{1}-\theta )d\theta =\int L(a-x_{1}-\theta ')f(-\theta ')d\theta '.} 1613: 9437: 9409: 9404: 9152: 8911: 8817: 8797: 8705: 8416: 8234: 7717: 7589: 5284: 4301: 239: 208: 6145: 9169: 8937: 8658: 8583: 8512: 8441: 8361: 8349: 8219: 8207: 8200: 7908: 7629: 5033: 4738: 4625: 4381: 1742: 1501: 921: 301: 182: 6444:{\displaystyle {\sqrt {n}}(\delta _{n}-\theta _{0})\to N\left(0,{\frac {1}{I(\theta _{0})}}\right),} 4985:{\displaystyle {\widehat {\sigma }}_{m}^{2}={\frac {1}{n}}\sum {(x_{i}-{\widehat {\mu }}_{m})^{2}}.} 4392:
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
3571:{\displaystyle p(\theta |x)={\frac {p(x|\theta )p(\theta )}{p(x)}}={\frac {f(x-\theta )}{p(x)}}} 3034: 9599: 9529: 9322: 9259: 9014: 8901: 7898: 7795: 7702: 7581: 7480: 4366: 4360: 1226: 1076: 213: 61: 5855:, and if we assume a normal prior (which is a conjugate prior in this case), we conclude that 5002: 2282: 1904:, then the posterior is also Pareto distributed, and the Bayes estimator under MSE is given by 9624: 9566: 9509: 9335: 9228: 9137: 8863: 8747: 8606: 8598: 8488: 8480: 8295: 8191: 8169: 8128: 8093: 8060: 8006: 7981: 7936: 7875: 7835: 7637: 7460: 6081: 5982: 5939:{\displaystyle \theta _{n+1}\sim N({\widehat {\mu }}_{\pi },{\widehat {\sigma }}_{\pi }^{2})} 5027: 4525: 4377: 4219: 3907: 3442:
in this case, especially when no other more subjective information is available. This yields
3329: 3029: 2935: 1651:, then the posterior is also Gamma distributed, and the Bayes estimator under MSE is given by 1252: 1075:
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:
2061: 1608: 1050: 885: 855: 464: 345: 270: 172: 142: 2973:, but this would not be a proper probability distribution since it has infinite mass, 9703: 9614: 9584: 9576: 9396: 9387: 9312: 9243: 9099: 9084: 9059: 8947: 8888: 8754: 8742: 8368: 8285: 8229: 8152: 7996: 7918: 7697: 7571: 7380: 7361: 7334: 7264: 6747:{\displaystyle \delta _{n}(x)={\frac {a+b}{a+b+n}}E+{\frac {n}{a+b+n}}\delta _{MLE}.} 6508: 5630:{\displaystyle \sigma _{\pi }^{2}=\sigma _{m}^{2}-\sigma _{f}^{2}=\sigma _{m}^{2}-K.} 3199: 2843: 1209: 927: 385: 340: 275: 152: 124: 6866:{\displaystyle {\frac {\alpha }{\alpha +\beta }}B+{\frac {\beta }{\alpha +\beta }}b} 9639: 9594: 9358: 9345: 9238: 9213: 9147: 9079: 8957: 8565: 8458: 8391: 8304: 8251: 8070: 7941: 7735: 7619: 7534: 7501: 6054:(described in the "Generalized Bayes estimator" section above) is inadmissible for 167: 9556: 9300: 9162: 9089: 8638: 8611: 8588: 8557: 8184: 8179: 8133: 7863: 7514: 7344: 6326:), the posterior density of θ is approximately normal. In other words, for large 1359:, then the posterior is also Normal and the Bayes estimator under MSE is given by 1205: 1199: 389: 203: 9046: 2058:
such alternatives. We denote the posterior generalized distribution function by
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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
9604: 9537: 9514: 9429: 8759: 8055: 7953: 7888: 7830: 7815: 7752: 7707: 6043: 317: 1728:{\displaystyle {\widehat {\theta }}(X)={\frac {n{\overline {X}}+a}{n+b}}.} 9647: 9609: 9292: 9193: 9055: 8868: 8835: 8327: 8244: 8239: 7883: 7840: 7820: 7800: 7790: 7559: 7086:= average rating for the movie as a number from 1 to 10 (mean) = (Rating) 6761:→ ∞, the Bayes estimator (in the described problem) is close to the MLE. 2880:
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
7263:(5. print. ed.). Cambridge : Cambridge Univ. Press. p. 172. 6877:
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
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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.
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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
7418: 5404:, which are assumed to be known. In particular, suppose that 2268:{\displaystyle F({\widehat {\theta }}(x)|X)={\tfrac {1}{2}}.} 423:). Equivalently, it maximizes the posterior expectation of a 108: 7193:(the number of ratings for the film) is to zero, the closer 6254:{\displaystyle \delta _{n}=\delta _{n}(x_{1},\ldots ,x_{n})} 532:{\displaystyle {\widehat {\theta }}={\widehat {\theta }}(x)} 7509: 2821: 2505: 2119:, which yields the posterior median as the Bayes' estimate: 6808: 6792:
which gives the weight of prior information equal to 1/(4
6139: 1551: 697:{\displaystyle E_{\pi }(L(\theta ,{\widehat {\theta }}))} 6958: 1193: 5640:
Finally, we obtain the estimated moments of the prior,
3264:{\displaystyle \int {L(\theta ,a)p(\theta |x)d\theta }} 2081: 915: 7379:. Chichester: John Wiley & Sons. pp. 38–117. 6612:{\displaystyle \delta _{n}(x)=E={\frac {a+x}{a+b+n}}.} 6092:
Let θ be an unknown random variable, and suppose that
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Bias of an estimator § Median-unbiased estimators
7161:= the mean vote across the whole pool (currently 7.0) 7144: 7119: 7094: 7069: 7044: 6980: 6895: 6817: 6803:
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
1304:{\displaystyle x|\theta \sim N(\theta ,\sigma ^{2})} 844:{\displaystyle E(L(\theta ,{\widehat {\theta }})|x)} 6944:{\displaystyle {\frac {4}{4+n}}V+{\frac {n}{4+n}}v} 6031:Bayes rules having finite Bayes risk are typically 8793: 7153: 7128: 7103: 7078: 7053: 7024: 6943: 6865: 6746: 6611: 6443: 6314: 6280: 6253: 6178: 6130: 6072: 6004: 5971: 5938: 5847: 5774: 5696: 5629: 5533: 5485: 5438: 5396: 5345: 5309: 5271:{\displaystyle \sigma _{m}^{2}=E_{\pi }+E_{\pi },} 5270: 5127: 5054: 5018: 4984: 4876: 4802: 4756: 4727: 4695: 4675: 4643: 4614: 4594: 4574: 4547: 4514: 4481: 4430: 4343: 4287: 4241: 4208: 4184: 4036: 4009: 3983: 3956: 3929: 3892: 3869: 3804: 3784: 3752: 3570: 3434: 3396: 3338: 3318: 3263: 3187: 3052: 3018:{\displaystyle \int {p(\theta )d\theta }=\infty .} 3017: 2965: 2919: 2872: 2827: 2656: 2630: 2591: 2511: 2303: 2267: 2193: 2111: 2070: 2041: 1896: 1842: 1783: 1727: 1643: 1599: 1542: 1486: 1351: 1303: 1243: 1175: 1059: 1039: 1016: 894: 864: 843: 778: 749: 728:: this defines the risk function as a function of 720: 696: 636: 599: 551: 531: 478: 455: 7331:Statistical decision theory and Bayesian Analysis 7111:= number of votes/ratings for the movie = (votes) 5527: 5121: 4753: 4724: 4669: 4640: 4340: 1219:Following are some examples of conjugate priors. 9746: 5353:are the moments of the conditional distribution 3198:This is a definition, and not an application of 1957: 8879:Multivariate adaptive regression splines (MARS) 2849: 600:{\displaystyle L(\theta ,{\widehat {\theta }})} 7355: 4249:. Thus, the expression minimizing is given by 1843:{\displaystyle x_{i}|\theta \sim U(0,\theta )} 708:is taken over the probability distribution of 7434: 4354: 4295:, so that the optimal estimator has the form 3763:The generalized Bayes estimator is the value 2052: 1897:{\displaystyle \theta \sim Pa(\theta _{0},a)} 1352:{\displaystyle \theta \sim N(\mu ,\tau ^{2})} 365: 7375:Pilz, JĂźrgen (1991). "Bayesian estimation". 1600:{\displaystyle x_{i}|\theta \sim P(\theta )} 7333:(2nd ed.). New York: Springer-Verlag. 6622:The MLE in this case is x/n and so we get, 3792:that minimizes this expression for a given 7479: 7441: 7427: 7292:Lehmann and Casella (1998), Theorem 5.2.4. 5486:{\displaystyle \sigma _{f}^{2}(\theta )=K} 4384:approaches to empirical Bayes estimation. 3068:one can define the posterior distribution 2920:{\displaystyle \int p(\theta )d\theta =1.} 372: 358: 8092: 7245: 7243: 5534:{\displaystyle \mu _{\pi }=\mu _{m}\,\!,} 5526: 5439:{\displaystyle \mu _{f}(\theta )=\theta } 5120: 4752: 4723: 4668: 4639: 4339: 3397:{\displaystyle p(x|\theta )=f(x-\theta )} 1163: 1142: 80:Learn how and when to remove this message 7261:Probability Theory: The Logic of Science 6087: 245:Integrated nested Laplace approximations 43:This article includes a list of general 7301:Lehmann and Casella (1998), section 6.8 6470:. It follows that the Bayes estimator δ 3407:It is common to use the improper prior 2311:to over or sub estimation. It yields a 14: 9747: 9405:Kaplan–Meier estimator (product limit) 7325: 7258: 7240: 7185:. As the number of ratings surpasses 6046:, then all Bayes rules are admissible. 5128:{\displaystyle \mu _{m}=E_{\pi }\,\!,} 4365:A Bayes estimator derived through the 4196:This is identical to (1), except that 1017:{\displaystyle \mathrm {MSE} =E\left,} 9478: 9045: 8792: 8091: 7861: 7478: 7422: 7249:Lehmann and Casella, Definition 4.2.9 7025:{\displaystyle W={Rv+Cm \over v+m}\ } 6959:Practical example of Bayes estimators 6889:results in the posterior centered at 3287:A typical example is estimation of a 1194:Bayes estimators for conjugate priors 9715: 9415:Accelerated failure time (AFT) model 7374: 7356:Lehmann, E. L.; Casella, G. (1998). 6757:The last equation implies that, for 5946:, from which the Bayes estimator of 5397:{\displaystyle f(x_{i}|\theta _{i})} 5346:{\displaystyle \sigma _{f}(\theta )} 4482:{\displaystyle f(x_{i}|\theta _{i})} 2082:Posterior median and other quantiles 916:Minimum mean square error estimation 779:{\displaystyle {\widehat {\theta }}} 750:{\displaystyle {\widehat {\theta }}} 637:{\displaystyle {\widehat {\theta }}} 29: 9727: 9010:Analysis of variance (ANOVA, anova) 7862: 6131:{\displaystyle x_{1},x_{2},\ldots } 4803:{\displaystyle x_{1},\ldots ,x_{n}} 4676:{\displaystyle \sigma _{\pi }\,\!.} 4431:{\displaystyle x_{1},\ldots ,x_{n}} 3812:. This is equivalent to minimizing 24: 9105:Cochran–Mantel–Haenszel statistics 7731:Pearson product-moment correlation 7237:Lehmann and Casella, Theorem 4.1.1 4489:, one is interested in estimating 3009: 1644:{\displaystyle \theta \sim G(a,b)} 951: 948: 945: 49:it lacks sufficient corresponding 25: 9771: 7394: 5310:{\displaystyle \mu _{f}(\theta )} 4344:{\displaystyle a(x)=a_{0}+x.\,\!} 3991:be the value minimizing (1) when 3291:with a loss function of the type 2602: 1070: 9726: 9714: 9702: 9689: 9688: 9479: 6179:{\displaystyle f(x_{i}|\theta )} 6020: 4764:of the marginal distribution of 4438:having conditional distribution 4017:. Then, given a different value 3581:so the posterior expected loss 339: 255:Approximate Bayesian computation 107: 34: 9364:Least-squares spectral analysis 5055:{\displaystyle \sigma _{m}^{2}} 4757:{\displaystyle \sigma _{m}\,\!} 4644:{\displaystyle \mu _{\pi }\,\!} 4192:        (2) 3900:        (1) 3346:is a location parameter, i.e., 2093:A "linear" loss function, with 1784:{\displaystyle x_{1},...,x_{n}} 1543:{\displaystyle x_{1},...,x_{n}} 433:maximum a posteriori estimation 281:Maximum a posteriori estimation 8345:Mean-unbiased minimum-variance 7448: 7304: 7295: 7286: 7277: 7252: 7231: 6796:)-1 bits of new information." 6695: 6689: 6648: 6642: 6568: 6561: 6554: 6545: 6539: 6427: 6414: 6388: 6385: 6359: 6248: 6216: 6173: 6166: 6152: 5933: 5884: 5842: 5823: 5803: 5474: 5468: 5427: 5421: 5391: 5377: 5363: 5340: 5334: 5304: 5298: 5262: 5253: 5236: 5230: 5217: 5214: 5198: 5195: 5189: 5171: 5117: 5114: 5108: 5095: 4969: 4933: 4476: 4462: 4448: 4314: 4308: 4165: 4151: 4145: 4115: 4097: 4078: 4072: 4060: 3858: 3846: 3840: 3828: 3779: 3773: 3738: 3726: 3720: 3708: 3696: 3690: 3668: 3661: 3654: 3648: 3636: 3623: 3616: 3612: 3600: 3594: 3562: 3556: 3548: 3536: 3521: 3515: 3507: 3501: 3495: 3488: 3481: 3469: 3462: 3455: 3423: 3417: 3391: 3379: 3370: 3363: 3356: 3313: 3301: 3251: 3244: 3237: 3231: 3219: 3170: 3164: 3158: 3151: 3144: 3133: 3127: 3121: 3114: 3107: 3095: 3088: 3081: 3047: 3041: 2996: 2990: 2954: 2948: 2902: 2896: 2805: 2782: 2752: 2729: 2699: 2678: 2562: 2555: 2551: 2545: 2530: 2462: 2439: 2391: 2368: 2350: 2329: 2244: 2237: 2233: 2227: 2212: 2187: 2164: 2154: 2133: 2012: 1961: 1954: 1942: 1933: 1927: 1891: 1872: 1837: 1825: 1812: 1680: 1674: 1638: 1626: 1594: 1588: 1575: 1388: 1382: 1346: 1327: 1298: 1279: 1266: 1234: 1160: 1153: 1146: 1130: 1123: 1116: 1107: 1101: 997: 987: 981: 966: 838: 831: 827: 806: 800: 691: 688: 667: 661: 594: 573: 526: 520: 13: 1: 9658:Geographic information system 8874:Simultaneous equations models 7319: 7214:Recursive Bayesian estimation 6811:the posterior is centered at 6015: 5972:{\displaystyle \theta _{n+1}} 4515:{\displaystyle \theta _{n+1}} 4288:{\displaystyle a-x_{1}=a_{0}} 611:, such as squared error. The 443:Suppose an unknown parameter 438: 8841:Coefficient of determination 8452:Uniformly most powerful test 7219:Generalized expected utility 6485:maximum likelihood estimator 4728:{\displaystyle \mu _{m}\,\!} 4706:First, we estimate the mean 4622:is normal with unknown mean 4387: 3435:{\displaystyle p(\theta )=1} 3319:{\displaystyle L(a-\theta )} 2966:{\displaystyle p(\theta )=1} 2850:Generalized Bayes estimators 1697: 559:(based on some measurements 188:Principle of maximum entropy 7: 9410:Proportional hazards models 9354:Spectral density estimation 9336:Vector autoregression (VAR) 8770:Maximum posterior estimator 8002:Randomized controlled trial 7407:Encyclopedia of Mathematics 7283:Berger (1980), section 4.5. 7207: 6315:{\displaystyle \theta _{0}} 6281:{\displaystyle \delta _{n}} 4575:{\displaystyle \theta _{i}} 3277:generalized Bayes estimator 1311:, and the prior is normal, 910: 905:generalized Bayes estimator 158:Bernstein–von Mises theorem 10: 9776: 9170:Multivariate distributions 7590:Average absolute deviation 7360:(2nd ed.). Springer. 7358:Theory of Point Estimation 6885:measurements with average 6495:in a binomial distribution 6024: 4358: 4355:Empirical Bayes estimators 3282: 3053:{\displaystyle p(\theta )} 2853: 2085: 2053:Alternative risk functions 1197: 919: 27:Mathematical decision rule 9684: 9638: 9575: 9528: 9491: 9487: 9474: 9446: 9428: 9395: 9386: 9344: 9291: 9252: 9201: 9192: 9158:Structural equation model 9113: 9070: 9066: 9041: 9000: 8966: 8920: 8887: 8849: 8816: 8812: 8788: 8728: 8637: 8556: 8520: 8511: 8494:Score/Lagrange multiplier 8479: 8432: 8377: 8303: 8294: 8104: 8100: 8087: 8046: 8020: 7972: 7927: 7909:Sample size determination 7874: 7870: 7857: 7761: 7716: 7690: 7672: 7628: 7580: 7500: 7491: 7487: 7474: 7456: 6336:converges in distribution 4371:empirical Bayes estimator 1244:{\displaystyle x|\theta } 1188:minimum mean square error 922:Minimum mean square error 183:Principle of indifference 9653:Environmental statistics 9175:Elliptical distributions 8968:Generalized linear model 8897:Simple linear regression 8667:Hodges–Lehmann estimator 8124:Probability distribution 8033:Stochastic approximation 7595:Coefficient of variation 7224: 7171:weighted arithmetic mean 6764:On the other hand, when 6478:asymptotically efficient 6027:Admissible decision rule 5019:{\displaystyle \mu _{m}} 4997:law of total expectation 2304:{\displaystyle a,b>0} 934:. The MSE is defined by 235:Markov chain Monte Carlo 9313:Cross-correlation (XCF) 8921:Non-standard predictors 8355:Lehmann–ScheffĂŠ theorem 8028:Adaptive clinical trial 6965:Internet Movie Database 6332:asymptotically unbiased 6005:{\displaystyle x_{n+1}} 4582:'s have a common prior 4548:{\displaystyle x_{n+1}} 4242:{\displaystyle a-x_{1}} 3930:{\displaystyle x+a_{0}} 3339:{\displaystyle \theta } 2860:The prior distribution 1040:{\displaystyle \theta } 721:{\displaystyle \theta } 552:{\displaystyle \theta } 456:{\displaystyle \theta } 421:posterior expected loss 240:Laplace's approximation 227:Posterior approximation 64:more precise citations. 9709:Mathematics portal 9530:Engineering statistics 9438:Nelson–Aalen estimator 9015:Analysis of covariance 8902:Ordinary least squares 8826:Pearson product-moment 8230:Statistical functional 8141:Empirical distribution 7974:Controlled experiments 7703:Frequency distribution 7481:Descriptive statistics 7155: 7130: 7105: 7080: 7055: 7026: 6945: 6867: 6748: 6613: 6445: 6316: 6282: 6255: 6180: 6132: 6074: 6073:{\displaystyle p>2} 6006: 5973: 5940: 5849: 5776: 5698: 5631: 5535: 5487: 5440: 5398: 5347: 5311: 5272: 5129: 5056: 5020: 4986: 4878: 4804: 4758: 4729: 4703:in the following way. 4697: 4677: 4645: 4616: 4596: 4576: 4549: 4516: 4483: 4432: 4367:empirical Bayes method 4361:Empirical Bayes method 4345: 4289: 4243: 4210: 4186: 4038: 4011: 3985: 3958: 3931: 3894: 3871: 3806: 3786: 3754: 3572: 3436: 3398: 3340: 3320: 3265: 3189: 3054: 3019: 2967: 2921: 2874: 2829: 2658: 2657:{\displaystyle L>0} 2632: 2631:{\displaystyle K>0} 2593: 2513: 2305: 2269: 2195: 2113: 2112:{\displaystyle a>0} 2072: 2043: 1898: 1850:, and if the prior is 1844: 1785: 1729: 1645: 1607:, and if the prior is 1601: 1544: 1488: 1353: 1305: 1245: 1177: 1077:posterior distribution 1061: 1041: 1018: 896: 866: 845: 780: 751: 722: 698: 638: 601: 553: 533: 480: 457: 346:Mathematics portal 289:Evidence approximation 9625:Population statistics 9567:System identification 9301:Autocorrelation (ACF) 9229:Exponential smoothing 9143:Discriminant analysis 9138:Canonical correlation 9002:Partition of variance 8864:Regression validation 8708:(Jonckheere–Terpstra) 8607:Likelihood-ratio test 8296:Frequentist inference 8208:Location–scale family 8129:Sampling distribution 8094:Statistical inference 8061:Cross-sectional study 8048:Observational studies 8007:Randomized experiment 7836:Stem-and-leaf display 7638:Central limit theorem 7259:Jaynes, E.T. (2007). 7156: 7131: 7106: 7081: 7056: 7027: 6946: 6868: 6749: 6614: 6446: 6317: 6283: 6256: 6181: 6142:samples with density 6133: 6088:Asymptotic efficiency 6075: 6007: 5974: 5941: 5850: 5777: 5699: 5632: 5536: 5488: 5441: 5399: 5348: 5312: 5273: 5130: 5057: 5028:law of total variance 5021: 4987: 4879: 4805: 4759: 4730: 4698: 4678: 4646: 4617: 4597: 4577: 4550: 4517: 4484: 4433: 4346: 4290: 4244: 4216:has been replaced by 4211: 4187: 4039: 4037:{\displaystyle x_{1}} 4012: 3986: 3984:{\displaystyle a_{0}} 3959: 3957:{\displaystyle a_{0}} 3932: 3895: 3872: 3807: 3787: 3755: 3573: 3437: 3399: 3341: 3321: 3266: 3190: 3055: 3020: 2968: 2936:non-informative prior 2922: 2875: 2830: 2659: 2633: 2594: 2514: 2306: 2270: 2196: 2114: 2073: 2044: 1899: 1845: 1793:uniformly distributed 1786: 1730: 1646: 1602: 1545: 1489: 1354: 1306: 1246: 1186:This is known as the 1178: 1062: 1042: 1019: 897: 867: 846: 781: 752: 723: 699: 639: 602: 554: 534: 481: 458: 250:Variational inference 9548:Probabilistic design 9133:Principal components 8976:Exponential families 8928:Nonlinear regression 8907:General linear model 8869:Mixed effects models 8859:Errors and residuals 8836:Confounding variable 8738:Bayesian probability 8716:Van der Waerden test 8706:Ordered alternative 8471:Multiple comparisons 8350:Rao–Blackwellization 8313:Estimating equations 8269:Statistical distance 7987:Factorial experiment 7520:Arithmetic-Geometric 7402:"Bayesian estimator" 7142: 7117: 7092: 7067: 7042: 6978: 6969:Top Rated 250 Titles 6893: 6815: 6629: 6526: 6491:Example: estimating 6349: 6299: 6265: 6190: 6146: 6096: 6058: 5983: 5950: 5859: 5789: 5709: 5647: 5546: 5500: 5450: 5408: 5357: 5321: 5285: 5140: 5069: 5034: 5003: 4889: 4821: 4768: 4739: 4710: 4696:{\displaystyle \pi } 4687: 4655: 4626: 4615:{\displaystyle \pi } 4606: 4595:{\displaystyle \pi } 4586: 4559: 4526: 4493: 4442: 4396: 4302: 4253: 4220: 4200: 4051: 4021: 3995: 3968: 3941: 3937:, for some constant 3908: 3881: 3819: 3796: 3785:{\displaystyle a(x)} 3767: 3588: 3449: 3411: 3350: 3330: 3295: 3209: 3075: 3035: 2980: 2942: 2887: 2864: 2672: 2642: 2616: 2524: 2323: 2283: 2206: 2127: 2097: 2062: 1912: 1857: 1798: 1743: 1659: 1614: 1561: 1502: 1367: 1315: 1259: 1227: 1086: 1051: 1031: 941: 886: 856: 794: 761: 732: 712: 648: 619: 567: 543: 490: 479:{\displaystyle \pi } 470: 447: 328:Posterior predictive 297:Evidence lower bound 178:Likelihood principle 148:Bayesian probability 9760:Bayesian estimation 9620:Official statistics 9543:Methods engineering 9224:Seasonal adjustment 8992:Poisson regressions 8912:Bayesian regression 8851:Regression analysis 8831:Partial correlation 8803:Regression analysis 8402:Prediction interval 8397:Likelihood interval 8387:Confidence interval 8379:Interval estimation 8340:Unbiased estimators 8158:Model specification 8038:Up-and-down designs 7726:Partial correlation 7682:Index of dispersion 7600:Interquartile range 7181:with weight vector 7154:{\displaystyle C\ } 7129:{\displaystyle m\ } 7104:{\displaystyle v\ } 7079:{\displaystyle R\ } 7054:{\displaystyle W\ } 6340:normal distribution 6080:; this is known as 6012:can be calculated. 5932: 5762: 5735: 5617: 5599: 5581: 5563: 5467: 5188: 5157: 5051: 4915: 4044:, we must minimize 4010:{\displaystyle x=0} 3964:. To see this, let 930:(MSE), also called 539:be an estimator of 463:is known to have a 429:Bayesian statistics 408:that minimizes the 101:Bayesian statistics 95:Part of a series on 9640:Spatial statistics 9520:Medical statistics 9420:First hitting time 9374:Whittle likelihood 9025:Degrees of freedom 9020:Multivariate ANOVA 8953:Heteroscedasticity 8765:Bayesian estimator 8730:Bayesian inference 8579:Kolmogorov–Smirnov 8464:Randomization test 8434:Testing hypotheses 8407:Tolerance interval 8318:Maximum likelihood 8213:Exponential family 8146:Density estimation 8106:Statistical theory 8066:Natural experiment 8012:Scientific control 7929:Survey methodology 7615:Standard deviation 7151: 7126: 7101: 7076: 7051: 7022: 6941: 6863: 6807:with deviation σ, 6744: 6609: 6464:Fisher information 6441: 6312: 6278: 6251: 6176: 6128: 6082:Stein's phenomenon 6070: 6042:If θ belongs to a 6002: 5969: 5936: 5909: 5845: 5772: 5739: 5712: 5694: 5627: 5603: 5585: 5567: 5549: 5531: 5483: 5453: 5436: 5394: 5343: 5307: 5268: 5174: 5143: 5125: 5052: 5037: 5016: 4982: 4892: 4874: 4812:maximum likelihood 4800: 4754: 4725: 4693: 4673: 4641: 4612: 4592: 4572: 4555:. Assume that the 4545: 4512: 4479: 4428: 4341: 4285: 4239: 4206: 4182: 4034: 4007: 3981: 3954: 3927: 3893:{\displaystyle x.} 3890: 3867: 3802: 3782: 3750: 3568: 3432: 3394: 3336: 3316: 3289:location parameter 3261: 3185: 3050: 3015: 2963: 2917: 2870: 2840:mean squared error 2825: 2820: 2779: 2726: 2654: 2628: 2589: 2509: 2504: 2476: 2405: 2301: 2265: 2260: 2191: 2109: 2068: 2039: 1894: 1852:Pareto distributed 1840: 1781: 1725: 1641: 1597: 1540: 1484: 1349: 1301: 1241: 1190:(MMSE) estimator. 1173: 1057: 1037: 1014: 932:squared error risk 892: 862: 841: 776: 747: 718: 694: 634: 597: 549: 529: 476: 465:prior distribution 453: 271:Bayesian estimator 219:Hierarchical model 143:Bayesian inference 9742: 9741: 9680: 9679: 9676: 9675: 9615:National accounts 9585:Actuarial science 9577:Social statistics 9470: 9469: 9466: 9465: 9462: 9461: 9397:Survival function 9382: 9381: 9244:Granger causality 9085:Contingency table 9060:Survival analysis 9037: 9036: 9033: 9032: 8889:Linear regression 8784: 8783: 8780: 8779: 8755:Credible interval 8724: 8723: 8507: 8506: 8323:Method of moments 8192:Parametric family 8153:Statistical model 8083: 8082: 8079: 8078: 7997:Random assignment 7919:Statistical power 7853: 7852: 7849: 7848: 7698:Contingency table 7668: 7667: 7535:Generalized/power 7270:978-0-521-59271-0 7150: 7125: 7100: 7075: 7061:= weighted rating 7050: 7021: 7017: 6936: 6912: 6858: 6834: 6723: 6684: 6604: 6509:Beta distribution 6431: 6357: 5919: 5897: 5749: 5722: 5682: 5660: 4995:Next, we use the 4959: 4927: 4902: 4854: 4834: 4209:{\displaystyle a} 3805:{\displaystyle x} 3700: 3566: 3525: 3180: 2873:{\displaystyle p} 2844:robust statistics 2801: 2778: 2748: 2725: 2696: 2584: 2542: 2493: 2475: 2458: 2422: 2404: 2387: 2347: 2259: 2224: 2183: 2151: 2071:{\displaystyle F} 2034: 1924: 1720: 1700: 1671: 1609:Gamma distributed 1557:random variables 1476: 1431: 1379: 1210:parametric family 1098: 1060:{\displaystyle x} 978: 928:mean square error 895:{\displaystyle x} 865:{\displaystyle x} 824: 773: 744: 685: 631: 591: 517: 502: 386:estimation theory 382: 381: 276:Credible interval 209:Linear regression 90: 89: 82: 18:Bayesian estimate 16:(Redirected from 9767: 9730: 9729: 9718: 9717: 9707: 9706: 9692: 9691: 9595:Crime statistics 9489: 9488: 9476: 9475: 9393: 9392: 9359:Fourier analysis 9346:Frequency domain 9326: 9273: 9239:Structural break 9199: 9198: 9148:Cluster analysis 9095:Log-linear model 9068: 9067: 9043: 9042: 8984: 8958:Homoscedasticity 8814: 8813: 8790: 8789: 8709: 8701: 8693: 8692:(Kruskal–Wallis) 8677: 8662: 8617:Cross validation 8602: 8584:Anderson–Darling 8531: 8518: 8517: 8489:Likelihood-ratio 8481:Parametric tests 8459:Permutation test 8442:1- & 2-tails 8333:Minimum distance 8305:Point estimation 8301: 8300: 8252:Optimal decision 8203: 8102: 8101: 8089: 8088: 8071:Quasi-experiment 8021:Adaptive designs 7872: 7871: 7859: 7858: 7736:Rank correlation 7498: 7497: 7489: 7488: 7476: 7475: 7443: 7436: 7429: 7420: 7419: 7415: 7390: 7371: 7352: 7327:Berger, James O. 7313: 7308: 7302: 7299: 7293: 7290: 7284: 7281: 7275: 7274: 7256: 7250: 7247: 7238: 7235: 7160: 7158: 7157: 7152: 7148: 7135: 7133: 7132: 7127: 7123: 7110: 7108: 7107: 7102: 7098: 7085: 7083: 7082: 7077: 7073: 7060: 7058: 7057: 7052: 7048: 7031: 7029: 7028: 7023: 7019: 7018: 7016: 7005: 6988: 6950: 6948: 6947: 6942: 6937: 6935: 6921: 6913: 6911: 6897: 6881:this prior with 6872: 6870: 6869: 6864: 6859: 6857: 6843: 6835: 6833: 6819: 6753: 6751: 6750: 6745: 6740: 6739: 6724: 6722: 6702: 6685: 6683: 6666: 6655: 6641: 6640: 6618: 6616: 6615: 6610: 6605: 6603: 6586: 6575: 6564: 6538: 6537: 6450: 6448: 6447: 6442: 6437: 6433: 6432: 6430: 6426: 6425: 6406: 6384: 6383: 6371: 6370: 6358: 6353: 6321: 6319: 6318: 6313: 6311: 6310: 6287: 6285: 6284: 6279: 6277: 6276: 6260: 6258: 6257: 6252: 6247: 6246: 6228: 6227: 6215: 6214: 6202: 6201: 6185: 6183: 6182: 6177: 6169: 6164: 6163: 6137: 6135: 6134: 6129: 6121: 6120: 6108: 6107: 6079: 6077: 6076: 6071: 6011: 6009: 6008: 6003: 6001: 6000: 5978: 5976: 5975: 5970: 5968: 5967: 5945: 5943: 5942: 5937: 5931: 5926: 5921: 5920: 5912: 5905: 5904: 5899: 5898: 5890: 5877: 5876: 5854: 5852: 5851: 5846: 5835: 5834: 5816: 5815: 5806: 5801: 5800: 5785:For example, if 5781: 5779: 5778: 5773: 5761: 5756: 5751: 5750: 5742: 5734: 5729: 5724: 5723: 5715: 5703: 5701: 5700: 5695: 5690: 5689: 5684: 5683: 5675: 5668: 5667: 5662: 5661: 5653: 5636: 5634: 5633: 5628: 5616: 5611: 5598: 5593: 5580: 5575: 5562: 5557: 5540: 5538: 5537: 5532: 5525: 5524: 5512: 5511: 5492: 5490: 5489: 5484: 5466: 5461: 5445: 5443: 5442: 5437: 5420: 5419: 5403: 5401: 5400: 5395: 5390: 5389: 5380: 5375: 5374: 5352: 5350: 5349: 5344: 5333: 5332: 5316: 5314: 5313: 5308: 5297: 5296: 5277: 5275: 5274: 5269: 5261: 5260: 5251: 5250: 5229: 5228: 5213: 5212: 5187: 5182: 5170: 5169: 5156: 5151: 5134: 5132: 5131: 5126: 5107: 5106: 5094: 5093: 5081: 5080: 5061: 5059: 5058: 5053: 5050: 5045: 5025: 5023: 5022: 5017: 5015: 5014: 4991: 4989: 4988: 4983: 4978: 4977: 4976: 4967: 4966: 4961: 4960: 4952: 4945: 4944: 4928: 4920: 4914: 4909: 4904: 4903: 4895: 4883: 4881: 4880: 4875: 4870: 4869: 4868: 4855: 4847: 4842: 4841: 4836: 4835: 4827: 4809: 4807: 4806: 4801: 4799: 4798: 4780: 4779: 4763: 4761: 4760: 4755: 4751: 4750: 4734: 4732: 4731: 4726: 4722: 4721: 4702: 4700: 4699: 4694: 4682: 4680: 4679: 4674: 4667: 4666: 4650: 4648: 4647: 4642: 4638: 4637: 4621: 4619: 4618: 4613: 4601: 4599: 4598: 4593: 4581: 4579: 4578: 4573: 4571: 4570: 4554: 4552: 4551: 4546: 4544: 4543: 4521: 4519: 4518: 4513: 4511: 4510: 4488: 4486: 4485: 4480: 4475: 4474: 4465: 4460: 4459: 4437: 4435: 4434: 4429: 4427: 4426: 4408: 4407: 4350: 4348: 4347: 4342: 4329: 4328: 4294: 4292: 4291: 4286: 4284: 4283: 4271: 4270: 4248: 4246: 4245: 4240: 4238: 4237: 4215: 4213: 4212: 4207: 4191: 4189: 4188: 4183: 4178: 4164: 4144: 4133: 4132: 4090: 4089: 4043: 4041: 4040: 4035: 4033: 4032: 4016: 4014: 4013: 4008: 3990: 3988: 3987: 3982: 3980: 3979: 3963: 3961: 3960: 3955: 3953: 3952: 3936: 3934: 3933: 3928: 3926: 3925: 3899: 3897: 3896: 3891: 3876: 3874: 3873: 3868: 3811: 3809: 3808: 3803: 3791: 3789: 3788: 3783: 3759: 3757: 3756: 3751: 3701: 3699: 3682: 3677: 3664: 3619: 3577: 3575: 3574: 3569: 3567: 3565: 3551: 3531: 3526: 3524: 3510: 3491: 3476: 3465: 3441: 3439: 3438: 3433: 3403: 3401: 3400: 3395: 3366: 3345: 3343: 3342: 3337: 3325: 3323: 3322: 3317: 3270: 3268: 3267: 3262: 3260: 3247: 3194: 3192: 3191: 3186: 3181: 3179: 3154: 3136: 3117: 3102: 3091: 3059: 3057: 3056: 3051: 3024: 3022: 3021: 3016: 3005: 2972: 2970: 2969: 2964: 2926: 2924: 2923: 2918: 2879: 2877: 2876: 2871: 2834: 2832: 2831: 2826: 2824: 2823: 2808: 2803: 2802: 2794: 2785: 2780: 2776: 2755: 2750: 2749: 2741: 2732: 2727: 2723: 2698: 2697: 2689: 2663: 2661: 2660: 2655: 2637: 2635: 2634: 2629: 2598: 2596: 2595: 2590: 2585: 2583: 2569: 2558: 2544: 2543: 2535: 2518: 2516: 2515: 2510: 2508: 2507: 2495: 2494: 2486: 2477: 2473: 2465: 2460: 2459: 2451: 2442: 2424: 2423: 2415: 2406: 2402: 2394: 2389: 2388: 2380: 2371: 2349: 2348: 2340: 2310: 2308: 2307: 2302: 2274: 2272: 2271: 2266: 2261: 2252: 2240: 2226: 2225: 2217: 2200: 2198: 2197: 2192: 2190: 2185: 2184: 2176: 2167: 2153: 2152: 2144: 2118: 2116: 2115: 2110: 2077: 2075: 2074: 2069: 2048: 2046: 2045: 2040: 2035: 2033: 2016: 2015: 2011: 2010: 1986: 1985: 1973: 1972: 1940: 1926: 1925: 1917: 1903: 1901: 1900: 1895: 1884: 1883: 1849: 1847: 1846: 1841: 1815: 1810: 1809: 1790: 1788: 1787: 1782: 1780: 1779: 1755: 1754: 1734: 1732: 1731: 1726: 1721: 1719: 1708: 1701: 1693: 1687: 1673: 1672: 1664: 1650: 1648: 1647: 1642: 1606: 1604: 1603: 1598: 1578: 1573: 1572: 1549: 1547: 1546: 1541: 1539: 1538: 1514: 1513: 1493: 1491: 1490: 1485: 1477: 1475: 1474: 1473: 1461: 1460: 1450: 1449: 1440: 1432: 1430: 1429: 1428: 1416: 1415: 1405: 1404: 1395: 1381: 1380: 1372: 1358: 1356: 1355: 1350: 1345: 1344: 1310: 1308: 1307: 1302: 1297: 1296: 1269: 1250: 1248: 1247: 1242: 1237: 1182: 1180: 1179: 1174: 1156: 1126: 1100: 1099: 1091: 1066: 1064: 1063: 1058: 1046: 1044: 1043: 1038: 1023: 1021: 1020: 1015: 1010: 1006: 1005: 1004: 980: 979: 971: 954: 901: 899: 898: 893: 876:If the prior is 871: 869: 868: 863: 850: 848: 847: 842: 834: 826: 825: 817: 786:is said to be a 785: 783: 782: 777: 775: 774: 766: 756: 754: 753: 748: 746: 745: 737: 727: 725: 724: 719: 703: 701: 700: 695: 687: 686: 678: 660: 659: 643: 641: 640: 635: 633: 632: 624: 606: 604: 603: 598: 593: 592: 584: 558: 556: 555: 550: 538: 536: 535: 530: 519: 518: 510: 504: 503: 495: 485: 483: 482: 477: 462: 460: 459: 454: 374: 367: 360: 344: 343: 310:Model evaluation 111: 92: 91: 85: 78: 74: 71: 65: 60:this article by 51:inline citations 38: 37: 30: 21: 9775: 9774: 9770: 9769: 9768: 9766: 9765: 9764: 9745: 9744: 9743: 9738: 9701: 9672: 9634: 9571: 9557:quality control 9524: 9506:Clinical trials 9483: 9458: 9442: 9430:Hazard function 9424: 9378: 9340: 9324: 9287: 9283:Breusch–Godfrey 9271: 9248: 9188: 9163:Factor analysis 9109: 9090:Graphical model 9062: 9029: 8996: 8982: 8962: 8916: 8883: 8845: 8808: 8807: 8776: 8720: 8707: 8699: 8691: 8675: 8660: 8639:Rank statistics 8633: 8612:Model selection 8600: 8558:Goodness of fit 8552: 8529: 8503: 8475: 8428: 8373: 8362:Median unbiased 8290: 8201: 8134:Order statistic 8096: 8075: 8042: 8016: 7968: 7923: 7866: 7864:Data collection 7845: 7757: 7712: 7686: 7664: 7624: 7576: 7493:Continuous data 7483: 7470: 7452: 7447: 7400: 7397: 7387: 7368: 7341: 7322: 7317: 7316: 7309: 7305: 7300: 7296: 7291: 7287: 7282: 7278: 7271: 7257: 7253: 7248: 7241: 7236: 7232: 7227: 7210: 7143: 7140: 7139: 7118: 7115: 7114: 7093: 7090: 7089: 7068: 7065: 7064: 7043: 7040: 7039: 7006: 6989: 6987: 6979: 6976: 6975: 6961: 6925: 6920: 6901: 6896: 6894: 6891: 6890: 6847: 6842: 6823: 6818: 6816: 6813: 6812: 6729: 6725: 6706: 6701: 6667: 6656: 6654: 6636: 6632: 6630: 6627: 6626: 6587: 6576: 6574: 6560: 6533: 6529: 6527: 6524: 6523: 6497: 6475: 6469: 6461: 6421: 6417: 6410: 6405: 6398: 6394: 6379: 6375: 6366: 6362: 6352: 6350: 6347: 6346: 6306: 6302: 6300: 6297: 6296: 6272: 6268: 6266: 6263: 6262: 6242: 6238: 6223: 6219: 6210: 6206: 6197: 6193: 6191: 6188: 6187: 6165: 6159: 6155: 6147: 6144: 6143: 6116: 6112: 6103: 6099: 6097: 6094: 6093: 6090: 6059: 6056: 6055: 6029: 6023: 6018: 5990: 5986: 5984: 5981: 5980: 5957: 5953: 5951: 5948: 5947: 5927: 5922: 5911: 5910: 5900: 5889: 5888: 5887: 5866: 5862: 5860: 5857: 5856: 5830: 5826: 5811: 5807: 5802: 5796: 5792: 5790: 5787: 5786: 5757: 5752: 5741: 5740: 5730: 5725: 5714: 5713: 5710: 5707: 5706: 5685: 5674: 5673: 5672: 5663: 5652: 5651: 5650: 5648: 5645: 5644: 5612: 5607: 5594: 5589: 5576: 5571: 5558: 5553: 5547: 5544: 5543: 5520: 5516: 5507: 5503: 5501: 5498: 5497: 5493:; we then have 5462: 5457: 5451: 5448: 5447: 5415: 5411: 5409: 5406: 5405: 5385: 5381: 5376: 5370: 5366: 5358: 5355: 5354: 5328: 5324: 5322: 5319: 5318: 5292: 5288: 5286: 5283: 5282: 5256: 5252: 5246: 5242: 5224: 5220: 5208: 5204: 5183: 5178: 5165: 5161: 5152: 5147: 5141: 5138: 5137: 5102: 5098: 5089: 5085: 5076: 5072: 5070: 5067: 5066: 5046: 5041: 5035: 5032: 5031: 5010: 5006: 5004: 5001: 5000: 4972: 4968: 4962: 4951: 4950: 4949: 4940: 4936: 4932: 4919: 4910: 4905: 4894: 4893: 4890: 4887: 4886: 4864: 4860: 4859: 4846: 4837: 4826: 4825: 4824: 4822: 4819: 4818: 4794: 4790: 4775: 4771: 4769: 4766: 4765: 4746: 4742: 4740: 4737: 4736: 4717: 4713: 4711: 4708: 4707: 4688: 4685: 4684: 4662: 4658: 4656: 4653: 4652: 4633: 4629: 4627: 4624: 4623: 4607: 4604: 4603: 4587: 4584: 4583: 4566: 4562: 4560: 4557: 4556: 4533: 4529: 4527: 4524: 4523: 4500: 4496: 4494: 4491: 4490: 4470: 4466: 4461: 4455: 4451: 4443: 4440: 4439: 4422: 4418: 4403: 4399: 4397: 4394: 4393: 4390: 4376:There are both 4363: 4357: 4324: 4320: 4303: 4300: 4299: 4279: 4275: 4266: 4262: 4254: 4251: 4250: 4233: 4229: 4221: 4218: 4217: 4201: 4198: 4197: 4171: 4157: 4137: 4128: 4124: 4085: 4081: 4052: 4049: 4048: 4028: 4024: 4022: 4019: 4018: 3996: 3993: 3992: 3975: 3971: 3969: 3966: 3965: 3948: 3944: 3942: 3939: 3938: 3921: 3917: 3909: 3906: 3905: 3882: 3879: 3878: 3820: 3817: 3816: 3797: 3794: 3793: 3768: 3765: 3764: 3686: 3681: 3660: 3632: 3615: 3589: 3586: 3585: 3552: 3532: 3530: 3511: 3487: 3477: 3475: 3461: 3450: 3447: 3446: 3412: 3409: 3408: 3362: 3351: 3348: 3347: 3331: 3328: 3327: 3296: 3293: 3292: 3285: 3243: 3215: 3210: 3207: 3206: 3150: 3137: 3113: 3103: 3101: 3087: 3076: 3073: 3072: 3062:improper priors 3036: 3033: 3032: 2986: 2981: 2978: 2977: 2943: 2940: 2939: 2888: 2885: 2884: 2865: 2862: 2861: 2858: 2852: 2819: 2818: 2804: 2793: 2792: 2781: 2774: 2772: 2763: 2762: 2751: 2740: 2739: 2728: 2721: 2719: 2706: 2705: 2688: 2687: 2673: 2670: 2669: 2643: 2640: 2639: 2617: 2614: 2613: 2605: 2573: 2568: 2554: 2534: 2533: 2525: 2522: 2521: 2503: 2502: 2485: 2484: 2471: 2469: 2461: 2450: 2449: 2438: 2432: 2431: 2414: 2413: 2400: 2398: 2390: 2379: 2378: 2367: 2357: 2356: 2339: 2338: 2324: 2321: 2320: 2284: 2281: 2280: 2250: 2236: 2216: 2215: 2207: 2204: 2203: 2186: 2175: 2174: 2163: 2143: 2142: 2128: 2125: 2124: 2098: 2095: 2094: 2090: 2084: 2063: 2060: 2059: 2055: 2017: 2006: 2002: 1981: 1977: 1968: 1964: 1960: 1941: 1939: 1916: 1915: 1913: 1910: 1909: 1879: 1875: 1858: 1855: 1854: 1811: 1805: 1801: 1799: 1796: 1795: 1775: 1771: 1750: 1746: 1744: 1741: 1740: 1709: 1692: 1688: 1686: 1663: 1662: 1660: 1657: 1656: 1615: 1612: 1611: 1574: 1568: 1564: 1562: 1559: 1558: 1534: 1530: 1509: 1505: 1503: 1500: 1499: 1469: 1465: 1456: 1452: 1451: 1445: 1441: 1439: 1424: 1420: 1411: 1407: 1406: 1400: 1396: 1394: 1371: 1370: 1368: 1365: 1364: 1340: 1336: 1316: 1313: 1312: 1292: 1288: 1265: 1260: 1257: 1256: 1233: 1228: 1225: 1224: 1206:conjugate prior 1202: 1200:Conjugate prior 1196: 1152: 1122: 1090: 1089: 1087: 1084: 1083: 1073: 1052: 1049: 1048: 1032: 1029: 1028: 1000: 996: 970: 969: 965: 961: 944: 942: 939: 938: 924: 918: 913: 887: 884: 883: 857: 854: 853: 830: 816: 815: 795: 792: 791: 788:Bayes estimator 765: 764: 762: 759: 758: 757:. An estimator 736: 735: 733: 730: 729: 713: 710: 709: 677: 676: 655: 651: 649: 646: 645: 623: 622: 620: 617: 616: 583: 582: 568: 565: 564: 544: 541: 540: 509: 508: 494: 493: 491: 488: 487: 471: 468: 467: 448: 445: 444: 441: 394:Bayes estimator 390:decision theory 378: 338: 323:Model averaging 302:Nested sampling 214:Empirical Bayes 204:Conjugate prior 173:Cromwell's rule 86: 75: 69: 66: 56:Please help to 55: 39: 35: 28: 23: 22: 15: 12: 11: 5: 9773: 9763: 9762: 9757: 9740: 9739: 9737: 9736: 9724: 9712: 9698: 9685: 9682: 9681: 9678: 9677: 9674: 9673: 9671: 9670: 9665: 9660: 9655: 9650: 9644: 9642: 9636: 9635: 9633: 9632: 9627: 9622: 9617: 9612: 9607: 9602: 9597: 9592: 9587: 9581: 9579: 9573: 9572: 9570: 9569: 9564: 9559: 9550: 9545: 9540: 9534: 9532: 9526: 9525: 9523: 9522: 9517: 9512: 9503: 9501:Bioinformatics 9497: 9495: 9485: 9484: 9472: 9471: 9468: 9467: 9464: 9463: 9460: 9459: 9457: 9456: 9450: 9448: 9444: 9443: 9441: 9440: 9434: 9432: 9426: 9425: 9423: 9422: 9417: 9412: 9407: 9401: 9399: 9390: 9384: 9383: 9380: 9379: 9377: 9376: 9371: 9366: 9361: 9356: 9350: 9348: 9342: 9341: 9339: 9338: 9333: 9328: 9320: 9315: 9310: 9309: 9308: 9306:partial (PACF) 9297: 9295: 9289: 9288: 9286: 9285: 9280: 9275: 9267: 9262: 9256: 9254: 9253:Specific tests 9250: 9249: 9247: 9246: 9241: 9236: 9231: 9226: 9221: 9216: 9211: 9205: 9203: 9196: 9190: 9189: 9187: 9186: 9185: 9184: 9183: 9182: 9167: 9166: 9165: 9155: 9153:Classification 9150: 9145: 9140: 9135: 9130: 9125: 9119: 9117: 9111: 9110: 9108: 9107: 9102: 9100:McNemar's test 9097: 9092: 9087: 9082: 9076: 9074: 9064: 9063: 9039: 9038: 9035: 9034: 9031: 9030: 9028: 9027: 9022: 9017: 9012: 9006: 9004: 8998: 8997: 8995: 8994: 8978: 8972: 8970: 8964: 8963: 8961: 8960: 8955: 8950: 8945: 8940: 8938:Semiparametric 8935: 8930: 8924: 8922: 8918: 8917: 8915: 8914: 8909: 8904: 8899: 8893: 8891: 8885: 8884: 8882: 8881: 8876: 8871: 8866: 8861: 8855: 8853: 8847: 8846: 8844: 8843: 8838: 8833: 8828: 8822: 8820: 8810: 8809: 8806: 8805: 8800: 8794: 8786: 8785: 8782: 8781: 8778: 8777: 8775: 8774: 8773: 8772: 8762: 8757: 8752: 8751: 8750: 8745: 8734: 8732: 8726: 8725: 8722: 8721: 8719: 8718: 8713: 8712: 8711: 8703: 8695: 8679: 8676:(Mann–Whitney) 8671: 8670: 8669: 8656: 8655: 8654: 8643: 8641: 8635: 8634: 8632: 8631: 8630: 8629: 8624: 8619: 8609: 8604: 8601:(Shapiro–Wilk) 8596: 8591: 8586: 8581: 8576: 8568: 8562: 8560: 8554: 8553: 8551: 8550: 8542: 8533: 8521: 8515: 8513:Specific tests 8509: 8508: 8505: 8504: 8502: 8501: 8496: 8491: 8485: 8483: 8477: 8476: 8474: 8473: 8468: 8467: 8466: 8456: 8455: 8454: 8444: 8438: 8436: 8430: 8429: 8427: 8426: 8425: 8424: 8419: 8409: 8404: 8399: 8394: 8389: 8383: 8381: 8375: 8374: 8372: 8371: 8366: 8365: 8364: 8359: 8358: 8357: 8352: 8337: 8336: 8335: 8330: 8325: 8320: 8309: 8307: 8298: 8292: 8291: 8289: 8288: 8283: 8278: 8277: 8276: 8266: 8261: 8260: 8259: 8249: 8248: 8247: 8242: 8237: 8227: 8222: 8217: 8216: 8215: 8210: 8205: 8189: 8188: 8187: 8182: 8177: 8167: 8166: 8165: 8160: 8150: 8149: 8148: 8138: 8137: 8136: 8126: 8121: 8116: 8110: 8108: 8098: 8097: 8085: 8084: 8081: 8080: 8077: 8076: 8074: 8073: 8068: 8063: 8058: 8052: 8050: 8044: 8043: 8041: 8040: 8035: 8030: 8024: 8022: 8018: 8017: 8015: 8014: 8009: 8004: 7999: 7994: 7989: 7984: 7978: 7976: 7970: 7969: 7967: 7966: 7964:Standard error 7961: 7956: 7951: 7950: 7949: 7944: 7933: 7931: 7925: 7924: 7922: 7921: 7916: 7911: 7906: 7901: 7896: 7894:Optimal design 7891: 7886: 7880: 7878: 7868: 7867: 7855: 7854: 7851: 7850: 7847: 7846: 7844: 7843: 7838: 7833: 7828: 7823: 7818: 7813: 7808: 7803: 7798: 7793: 7788: 7783: 7778: 7773: 7767: 7765: 7759: 7758: 7756: 7755: 7750: 7749: 7748: 7743: 7733: 7728: 7722: 7720: 7714: 7713: 7711: 7710: 7705: 7700: 7694: 7692: 7691:Summary tables 7688: 7687: 7685: 7684: 7678: 7676: 7670: 7669: 7666: 7665: 7663: 7662: 7661: 7660: 7655: 7650: 7640: 7634: 7632: 7626: 7625: 7623: 7622: 7617: 7612: 7607: 7602: 7597: 7592: 7586: 7584: 7578: 7577: 7575: 7574: 7569: 7564: 7563: 7562: 7557: 7552: 7547: 7542: 7537: 7532: 7527: 7525:Contraharmonic 7522: 7517: 7506: 7504: 7495: 7485: 7484: 7472: 7471: 7469: 7468: 7463: 7457: 7454: 7453: 7446: 7445: 7438: 7431: 7423: 7417: 7416: 7396: 7395:External links 7393: 7392: 7391: 7385: 7372: 7366: 7353: 7339: 7321: 7318: 7315: 7314: 7303: 7294: 7285: 7276: 7269: 7251: 7239: 7229: 7228: 7226: 7223: 7222: 7221: 7216: 7209: 7206: 7163: 7162: 7147: 7137: 7122: 7112: 7097: 7087: 7072: 7062: 7047: 7033: 7032: 7015: 7012: 7009: 7004: 7001: 6998: 6995: 6992: 6986: 6983: 6960: 6957: 6940: 6934: 6931: 6928: 6924: 6919: 6916: 6910: 6907: 6904: 6900: 6862: 6856: 6853: 6850: 6846: 6841: 6838: 6832: 6829: 6826: 6822: 6755: 6754: 6743: 6738: 6735: 6732: 6728: 6721: 6718: 6715: 6712: 6709: 6705: 6700: 6697: 6694: 6691: 6688: 6682: 6679: 6676: 6673: 6670: 6665: 6662: 6659: 6653: 6650: 6647: 6644: 6639: 6635: 6620: 6619: 6608: 6602: 6599: 6596: 6593: 6590: 6585: 6582: 6579: 6573: 6570: 6567: 6563: 6559: 6556: 6553: 6550: 6547: 6544: 6541: 6536: 6532: 6496: 6489: 6471: 6467: 6459: 6452: 6451: 6440: 6436: 6429: 6424: 6420: 6416: 6413: 6409: 6404: 6401: 6397: 6393: 6390: 6387: 6382: 6378: 6374: 6369: 6365: 6361: 6356: 6309: 6305: 6275: 6271: 6250: 6245: 6241: 6237: 6234: 6231: 6226: 6222: 6218: 6213: 6209: 6205: 6200: 6196: 6175: 6172: 6168: 6162: 6158: 6154: 6151: 6127: 6124: 6119: 6115: 6111: 6106: 6102: 6089: 6086: 6069: 6066: 6063: 6051: 6050: 6047: 6040: 6022: 6019: 6017: 6014: 5999: 5996: 5993: 5989: 5966: 5963: 5960: 5956: 5935: 5930: 5925: 5918: 5915: 5908: 5903: 5896: 5893: 5886: 5883: 5880: 5875: 5872: 5869: 5865: 5844: 5841: 5838: 5833: 5829: 5825: 5822: 5819: 5814: 5810: 5805: 5799: 5795: 5783: 5782: 5771: 5768: 5765: 5760: 5755: 5748: 5745: 5738: 5733: 5728: 5721: 5718: 5704: 5693: 5688: 5681: 5678: 5671: 5666: 5659: 5656: 5638: 5637: 5626: 5623: 5620: 5615: 5610: 5606: 5602: 5597: 5592: 5588: 5584: 5579: 5574: 5570: 5566: 5561: 5556: 5552: 5541: 5530: 5523: 5519: 5515: 5510: 5506: 5482: 5479: 5476: 5473: 5470: 5465: 5460: 5456: 5435: 5432: 5429: 5426: 5423: 5418: 5414: 5393: 5388: 5384: 5379: 5373: 5369: 5365: 5362: 5342: 5339: 5336: 5331: 5327: 5306: 5303: 5300: 5295: 5291: 5279: 5278: 5267: 5264: 5259: 5255: 5249: 5245: 5241: 5238: 5235: 5232: 5227: 5223: 5219: 5216: 5211: 5207: 5203: 5200: 5197: 5194: 5191: 5186: 5181: 5177: 5173: 5168: 5164: 5160: 5155: 5150: 5146: 5135: 5124: 5119: 5116: 5113: 5110: 5105: 5101: 5097: 5092: 5088: 5084: 5079: 5075: 5049: 5044: 5040: 5013: 5009: 4993: 4992: 4981: 4975: 4971: 4965: 4958: 4955: 4948: 4943: 4939: 4935: 4931: 4926: 4923: 4918: 4913: 4908: 4901: 4898: 4884: 4873: 4867: 4863: 4858: 4853: 4850: 4845: 4840: 4833: 4830: 4797: 4793: 4789: 4786: 4783: 4778: 4774: 4749: 4745: 4720: 4716: 4692: 4672: 4665: 4661: 4636: 4632: 4611: 4591: 4569: 4565: 4542: 4539: 4536: 4532: 4509: 4506: 4503: 4499: 4478: 4473: 4469: 4464: 4458: 4454: 4450: 4447: 4425: 4421: 4417: 4414: 4411: 4406: 4402: 4389: 4386: 4382:non-parametric 4359:Main article: 4356: 4353: 4352: 4351: 4338: 4335: 4332: 4327: 4323: 4319: 4316: 4313: 4310: 4307: 4282: 4278: 4274: 4269: 4265: 4261: 4258: 4236: 4232: 4228: 4225: 4205: 4194: 4193: 4181: 4177: 4174: 4170: 4167: 4163: 4160: 4156: 4153: 4150: 4147: 4143: 4140: 4136: 4131: 4127: 4123: 4120: 4117: 4114: 4111: 4108: 4105: 4102: 4099: 4096: 4093: 4088: 4084: 4080: 4077: 4074: 4071: 4068: 4065: 4062: 4059: 4056: 4031: 4027: 4006: 4003: 4000: 3978: 3974: 3951: 3947: 3924: 3920: 3916: 3913: 3902: 3901: 3889: 3886: 3866: 3863: 3860: 3857: 3854: 3851: 3848: 3845: 3842: 3839: 3836: 3833: 3830: 3827: 3824: 3801: 3781: 3778: 3775: 3772: 3761: 3760: 3749: 3746: 3743: 3740: 3737: 3734: 3731: 3728: 3725: 3722: 3719: 3716: 3713: 3710: 3707: 3704: 3698: 3695: 3692: 3689: 3685: 3680: 3676: 3673: 3670: 3667: 3663: 3659: 3656: 3653: 3650: 3647: 3644: 3641: 3638: 3635: 3631: 3628: 3625: 3622: 3618: 3614: 3611: 3608: 3605: 3602: 3599: 3596: 3593: 3579: 3578: 3564: 3561: 3558: 3555: 3550: 3547: 3544: 3541: 3538: 3535: 3529: 3523: 3520: 3517: 3514: 3509: 3506: 3503: 3500: 3497: 3494: 3490: 3486: 3483: 3480: 3474: 3471: 3468: 3464: 3460: 3457: 3454: 3431: 3428: 3425: 3422: 3419: 3416: 3393: 3390: 3387: 3384: 3381: 3378: 3375: 3372: 3369: 3365: 3361: 3358: 3355: 3335: 3315: 3312: 3309: 3306: 3303: 3300: 3284: 3281: 3272: 3271: 3259: 3256: 3253: 3250: 3246: 3242: 3239: 3236: 3233: 3230: 3227: 3224: 3221: 3218: 3214: 3200:Bayes' theorem 3196: 3195: 3184: 3178: 3175: 3172: 3169: 3166: 3163: 3160: 3157: 3153: 3149: 3146: 3143: 3140: 3135: 3132: 3129: 3126: 3123: 3120: 3116: 3112: 3109: 3106: 3100: 3097: 3094: 3090: 3086: 3083: 3080: 3049: 3046: 3043: 3040: 3026: 3025: 3014: 3011: 3008: 3004: 3001: 2998: 2995: 2992: 2989: 2985: 2962: 2959: 2956: 2953: 2950: 2947: 2928: 2927: 2916: 2913: 2910: 2907: 2904: 2901: 2898: 2895: 2892: 2869: 2851: 2848: 2836: 2835: 2822: 2817: 2814: 2811: 2807: 2800: 2797: 2791: 2788: 2784: 2773: 2771: 2768: 2765: 2764: 2761: 2758: 2754: 2747: 2744: 2738: 2735: 2731: 2720: 2718: 2715: 2712: 2711: 2709: 2704: 2701: 2695: 2692: 2686: 2683: 2680: 2677: 2666: 2665: 2653: 2650: 2647: 2627: 2624: 2621: 2610:posterior mode 2604: 2603:Posterior mode 2601: 2600: 2599: 2588: 2582: 2579: 2576: 2572: 2567: 2564: 2561: 2557: 2553: 2550: 2547: 2541: 2538: 2532: 2529: 2519: 2506: 2501: 2498: 2492: 2489: 2483: 2480: 2470: 2468: 2464: 2457: 2454: 2448: 2445: 2441: 2437: 2434: 2433: 2430: 2427: 2421: 2418: 2412: 2409: 2399: 2397: 2393: 2386: 2383: 2377: 2374: 2370: 2366: 2363: 2362: 2360: 2355: 2352: 2346: 2343: 2337: 2334: 2331: 2328: 2317: 2316: 2300: 2297: 2294: 2291: 2288: 2276: 2275: 2264: 2258: 2255: 2249: 2246: 2243: 2239: 2235: 2232: 2229: 2223: 2220: 2214: 2211: 2201: 2189: 2182: 2179: 2173: 2170: 2166: 2162: 2159: 2156: 2150: 2147: 2141: 2138: 2135: 2132: 2121: 2120: 2108: 2105: 2102: 2086:Main article: 2083: 2080: 2067: 2054: 2051: 2050: 2049: 2038: 2032: 2029: 2026: 2023: 2020: 2014: 2009: 2005: 2001: 1998: 1995: 1992: 1989: 1984: 1980: 1976: 1971: 1967: 1963: 1959: 1956: 1953: 1950: 1947: 1944: 1938: 1935: 1932: 1929: 1923: 1920: 1906: 1905: 1893: 1890: 1887: 1882: 1878: 1874: 1871: 1868: 1865: 1862: 1839: 1836: 1833: 1830: 1827: 1824: 1821: 1818: 1814: 1808: 1804: 1778: 1774: 1770: 1767: 1764: 1761: 1758: 1753: 1749: 1736: 1735: 1724: 1718: 1715: 1712: 1707: 1704: 1699: 1696: 1691: 1685: 1682: 1679: 1676: 1670: 1667: 1653: 1652: 1640: 1637: 1634: 1631: 1628: 1625: 1622: 1619: 1596: 1593: 1590: 1587: 1584: 1581: 1577: 1571: 1567: 1537: 1533: 1529: 1526: 1523: 1520: 1517: 1512: 1508: 1495: 1494: 1483: 1480: 1472: 1468: 1464: 1459: 1455: 1448: 1444: 1438: 1435: 1427: 1423: 1419: 1414: 1410: 1403: 1399: 1393: 1390: 1387: 1384: 1378: 1375: 1361: 1360: 1348: 1343: 1339: 1335: 1332: 1329: 1326: 1323: 1320: 1300: 1295: 1291: 1287: 1284: 1281: 1278: 1275: 1272: 1268: 1264: 1240: 1236: 1232: 1198:Main article: 1195: 1192: 1184: 1183: 1172: 1169: 1166: 1162: 1159: 1155: 1151: 1148: 1145: 1141: 1138: 1135: 1132: 1129: 1125: 1121: 1118: 1115: 1112: 1109: 1106: 1103: 1097: 1094: 1072: 1071:Posterior mean 1069: 1056: 1036: 1025: 1024: 1013: 1009: 1003: 999: 995: 992: 989: 986: 983: 977: 974: 968: 964: 960: 957: 953: 950: 947: 920:Main article: 917: 914: 912: 909: 891: 861: 840: 837: 833: 829: 823: 820: 814: 811: 808: 805: 802: 799: 772: 769: 743: 740: 717: 693: 690: 684: 681: 675: 672: 669: 666: 663: 658: 654: 644:is defined as 630: 627: 596: 590: 587: 581: 578: 575: 572: 548: 528: 525: 522: 516: 513: 507: 501: 498: 475: 452: 440: 437: 413:expected value 380: 379: 377: 376: 369: 362: 354: 351: 350: 349: 348: 333: 332: 331: 330: 325: 320: 312: 311: 307: 306: 305: 304: 299: 291: 290: 286: 285: 284: 283: 278: 273: 265: 264: 260: 259: 258: 257: 252: 247: 242: 237: 229: 228: 224: 223: 222: 221: 216: 211: 206: 198: 197: 196:Model building 193: 192: 191: 190: 185: 180: 175: 170: 165: 160: 155: 153:Bayes' theorem 150: 145: 137: 136: 132: 131: 113: 112: 104: 103: 97: 96: 88: 87: 42: 40: 33: 26: 9: 6: 4: 3: 2: 9772: 9761: 9758: 9756: 9753: 9752: 9750: 9735: 9734: 9725: 9723: 9722: 9713: 9711: 9710: 9705: 9699: 9697: 9696: 9687: 9686: 9683: 9669: 9666: 9664: 9663:Geostatistics 9661: 9659: 9656: 9654: 9651: 9649: 9646: 9645: 9643: 9641: 9637: 9631: 9630:Psychometrics 9628: 9626: 9623: 9621: 9618: 9616: 9613: 9611: 9608: 9606: 9603: 9601: 9598: 9596: 9593: 9591: 9588: 9586: 9583: 9582: 9580: 9578: 9574: 9568: 9565: 9563: 9560: 9558: 9554: 9551: 9549: 9546: 9544: 9541: 9539: 9536: 9535: 9533: 9531: 9527: 9521: 9518: 9516: 9513: 9511: 9507: 9504: 9502: 9499: 9498: 9496: 9494: 9493:Biostatistics 9490: 9486: 9482: 9477: 9473: 9455: 9454:Log-rank test 9452: 9451: 9449: 9445: 9439: 9436: 9435: 9433: 9431: 9427: 9421: 9418: 9416: 9413: 9411: 9408: 9406: 9403: 9402: 9400: 9398: 9394: 9391: 9389: 9385: 9375: 9372: 9370: 9367: 9365: 9362: 9360: 9357: 9355: 9352: 9351: 9349: 9347: 9343: 9337: 9334: 9332: 9329: 9327: 9325:(Box–Jenkins) 9321: 9319: 9316: 9314: 9311: 9307: 9304: 9303: 9302: 9299: 9298: 9296: 9294: 9290: 9284: 9281: 9279: 9278:Durbin–Watson 9276: 9274: 9268: 9266: 9263: 9261: 9260:Dickey–Fuller 9258: 9257: 9255: 9251: 9245: 9242: 9240: 9237: 9235: 9234:Cointegration 9232: 9230: 9227: 9225: 9222: 9220: 9217: 9215: 9212: 9210: 9209:Decomposition 9207: 9206: 9204: 9200: 9197: 9195: 9191: 9181: 9178: 9177: 9176: 9173: 9172: 9171: 9168: 9164: 9161: 9160: 9159: 9156: 9154: 9151: 9149: 9146: 9144: 9141: 9139: 9136: 9134: 9131: 9129: 9126: 9124: 9121: 9120: 9118: 9116: 9112: 9106: 9103: 9101: 9098: 9096: 9093: 9091: 9088: 9086: 9083: 9081: 9080:Cohen's kappa 9078: 9077: 9075: 9073: 9069: 9065: 9061: 9057: 9053: 9049: 9044: 9040: 9026: 9023: 9021: 9018: 9016: 9013: 9011: 9008: 9007: 9005: 9003: 8999: 8993: 8989: 8985: 8979: 8977: 8974: 8973: 8971: 8969: 8965: 8959: 8956: 8954: 8951: 8949: 8946: 8944: 8941: 8939: 8936: 8934: 8933:Nonparametric 8931: 8929: 8926: 8925: 8923: 8919: 8913: 8910: 8908: 8905: 8903: 8900: 8898: 8895: 8894: 8892: 8890: 8886: 8880: 8877: 8875: 8872: 8870: 8867: 8865: 8862: 8860: 8857: 8856: 8854: 8852: 8848: 8842: 8839: 8837: 8834: 8832: 8829: 8827: 8824: 8823: 8821: 8819: 8815: 8811: 8804: 8801: 8799: 8796: 8795: 8791: 8787: 8771: 8768: 8767: 8766: 8763: 8761: 8758: 8756: 8753: 8749: 8746: 8744: 8741: 8740: 8739: 8736: 8735: 8733: 8731: 8727: 8717: 8714: 8710: 8704: 8702: 8696: 8694: 8688: 8687: 8686: 8683: 8682:Nonparametric 8680: 8678: 8672: 8668: 8665: 8664: 8663: 8657: 8653: 8652:Sample median 8650: 8649: 8648: 8645: 8644: 8642: 8640: 8636: 8628: 8625: 8623: 8620: 8618: 8615: 8614: 8613: 8610: 8608: 8605: 8603: 8597: 8595: 8592: 8590: 8587: 8585: 8582: 8580: 8577: 8575: 8573: 8569: 8567: 8564: 8563: 8561: 8559: 8555: 8549: 8547: 8543: 8541: 8539: 8534: 8532: 8527: 8523: 8522: 8519: 8516: 8514: 8510: 8500: 8497: 8495: 8492: 8490: 8487: 8486: 8484: 8482: 8478: 8472: 8469: 8465: 8462: 8461: 8460: 8457: 8453: 8450: 8449: 8448: 8445: 8443: 8440: 8439: 8437: 8435: 8431: 8423: 8420: 8418: 8415: 8414: 8413: 8410: 8408: 8405: 8403: 8400: 8398: 8395: 8393: 8390: 8388: 8385: 8384: 8382: 8380: 8376: 8370: 8367: 8363: 8360: 8356: 8353: 8351: 8348: 8347: 8346: 8343: 8342: 8341: 8338: 8334: 8331: 8329: 8326: 8324: 8321: 8319: 8316: 8315: 8314: 8311: 8310: 8308: 8306: 8302: 8299: 8297: 8293: 8287: 8284: 8282: 8279: 8275: 8272: 8271: 8270: 8267: 8265: 8262: 8258: 8257:loss function 8255: 8254: 8253: 8250: 8246: 8243: 8241: 8238: 8236: 8233: 8232: 8231: 8228: 8226: 8223: 8221: 8218: 8214: 8211: 8209: 8206: 8204: 8198: 8195: 8194: 8193: 8190: 8186: 8183: 8181: 8178: 8176: 8173: 8172: 8171: 8168: 8164: 8161: 8159: 8156: 8155: 8154: 8151: 8147: 8144: 8143: 8142: 8139: 8135: 8132: 8131: 8130: 8127: 8125: 8122: 8120: 8117: 8115: 8112: 8111: 8109: 8107: 8103: 8099: 8095: 8090: 8086: 8072: 8069: 8067: 8064: 8062: 8059: 8057: 8054: 8053: 8051: 8049: 8045: 8039: 8036: 8034: 8031: 8029: 8026: 8025: 8023: 8019: 8013: 8010: 8008: 8005: 8003: 8000: 7998: 7995: 7993: 7990: 7988: 7985: 7983: 7980: 7979: 7977: 7975: 7971: 7965: 7962: 7960: 7959:Questionnaire 7957: 7955: 7952: 7948: 7945: 7943: 7940: 7939: 7938: 7935: 7934: 7932: 7930: 7926: 7920: 7917: 7915: 7912: 7910: 7907: 7905: 7902: 7900: 7897: 7895: 7892: 7890: 7887: 7885: 7882: 7881: 7879: 7877: 7873: 7869: 7865: 7860: 7856: 7842: 7839: 7837: 7834: 7832: 7829: 7827: 7824: 7822: 7819: 7817: 7814: 7812: 7809: 7807: 7804: 7802: 7799: 7797: 7794: 7792: 7789: 7787: 7786:Control chart 7784: 7782: 7779: 7777: 7774: 7772: 7769: 7768: 7766: 7764: 7760: 7754: 7751: 7747: 7744: 7742: 7739: 7738: 7737: 7734: 7732: 7729: 7727: 7724: 7723: 7721: 7719: 7715: 7709: 7706: 7704: 7701: 7699: 7696: 7695: 7693: 7689: 7683: 7680: 7679: 7677: 7675: 7671: 7659: 7656: 7654: 7651: 7649: 7646: 7645: 7644: 7641: 7639: 7636: 7635: 7633: 7631: 7627: 7621: 7618: 7616: 7613: 7611: 7608: 7606: 7603: 7601: 7598: 7596: 7593: 7591: 7588: 7587: 7585: 7583: 7579: 7573: 7570: 7568: 7565: 7561: 7558: 7556: 7553: 7551: 7548: 7546: 7543: 7541: 7538: 7536: 7533: 7531: 7528: 7526: 7523: 7521: 7518: 7516: 7513: 7512: 7511: 7508: 7507: 7505: 7503: 7499: 7496: 7494: 7490: 7486: 7482: 7477: 7473: 7467: 7464: 7462: 7459: 7458: 7455: 7451: 7444: 7439: 7437: 7432: 7430: 7425: 7424: 7421: 7413: 7409: 7408: 7403: 7399: 7398: 7388: 7386:0-471-91732-X 7382: 7378: 7373: 7369: 7367:0-387-98502-6 7363: 7359: 7354: 7350: 7346: 7342: 7340:0-387-96098-8 7336: 7332: 7328: 7324: 7323: 7312: 7307: 7298: 7289: 7280: 7272: 7266: 7262: 7255: 7246: 7244: 7234: 7230: 7220: 7217: 7215: 7212: 7211: 7205: 7202: 7200: 7196: 7192: 7188: 7184: 7180: 7176: 7172: 7168: 7145: 7138: 7120: 7113: 7095: 7088: 7070: 7063: 7045: 7038: 7037: 7036: 7013: 7010: 7007: 7002: 6999: 6996: 6993: 6990: 6984: 6981: 6974: 6973: 6972: 6970: 6966: 6956: 6952: 6938: 6932: 6929: 6926: 6922: 6917: 6914: 6908: 6905: 6902: 6898: 6888: 6884: 6878: 6876: 6860: 6854: 6851: 6848: 6844: 6839: 6836: 6830: 6827: 6824: 6820: 6810: 6806: 6802: 6797: 6795: 6791: 6787: 6783: 6779: 6775: 6771: 6767: 6762: 6760: 6741: 6736: 6733: 6730: 6726: 6719: 6716: 6713: 6710: 6707: 6703: 6698: 6692: 6686: 6680: 6677: 6674: 6671: 6668: 6663: 6660: 6657: 6651: 6645: 6637: 6633: 6625: 6624: 6623: 6606: 6600: 6597: 6594: 6591: 6588: 6583: 6580: 6577: 6571: 6565: 6557: 6551: 6548: 6542: 6534: 6530: 6522: 6521: 6520: 6518: 6514: 6510: 6506: 6502: 6494: 6488: 6486: 6481: 6479: 6476:under MSE is 6474: 6465: 6457: 6438: 6434: 6422: 6418: 6411: 6407: 6402: 6399: 6395: 6391: 6380: 6376: 6372: 6367: 6363: 6354: 6345: 6344: 6343: 6341: 6337: 6333: 6329: 6325: 6307: 6303: 6293: 6291: 6273: 6269: 6243: 6239: 6235: 6232: 6229: 6224: 6220: 6211: 6207: 6203: 6198: 6194: 6170: 6160: 6156: 6149: 6141: 6125: 6122: 6117: 6113: 6109: 6104: 6100: 6085: 6083: 6067: 6064: 6061: 6048: 6045: 6041: 6038: 6037: 6036: 6034: 6028: 6021:Admissibility 6013: 5997: 5994: 5991: 5987: 5964: 5961: 5958: 5954: 5928: 5923: 5916: 5913: 5906: 5901: 5894: 5891: 5881: 5878: 5873: 5870: 5867: 5863: 5839: 5836: 5831: 5827: 5820: 5817: 5812: 5808: 5797: 5793: 5769: 5766: 5763: 5758: 5753: 5746: 5743: 5736: 5731: 5726: 5719: 5716: 5705: 5691: 5686: 5679: 5676: 5669: 5664: 5657: 5654: 5643: 5642: 5641: 5624: 5621: 5618: 5613: 5608: 5604: 5600: 5595: 5590: 5586: 5582: 5577: 5572: 5568: 5564: 5559: 5554: 5550: 5542: 5528: 5521: 5517: 5513: 5508: 5504: 5496: 5495: 5494: 5480: 5477: 5471: 5463: 5458: 5454: 5433: 5430: 5424: 5416: 5412: 5386: 5382: 5371: 5367: 5360: 5337: 5329: 5325: 5301: 5293: 5289: 5265: 5257: 5247: 5243: 5239: 5233: 5225: 5221: 5209: 5205: 5201: 5192: 5184: 5179: 5175: 5166: 5162: 5158: 5153: 5148: 5144: 5136: 5122: 5111: 5103: 5099: 5090: 5086: 5082: 5077: 5073: 5065: 5064: 5063: 5047: 5042: 5038: 5029: 5011: 5007: 4998: 4979: 4973: 4963: 4956: 4953: 4946: 4941: 4937: 4929: 4924: 4921: 4916: 4911: 4906: 4899: 4896: 4885: 4871: 4865: 4861: 4856: 4851: 4848: 4843: 4838: 4831: 4828: 4817: 4816: 4815: 4813: 4795: 4791: 4787: 4784: 4781: 4776: 4772: 4747: 4743: 4735:and variance 4718: 4714: 4704: 4690: 4670: 4663: 4659: 4651:and variance 4634: 4630: 4609: 4589: 4567: 4563: 4540: 4537: 4534: 4530: 4507: 4504: 4501: 4497: 4471: 4467: 4456: 4452: 4445: 4423: 4419: 4415: 4412: 4409: 4404: 4400: 4385: 4383: 4379: 4374: 4372: 4369:is called an 4368: 4362: 4336: 4333: 4330: 4325: 4321: 4317: 4311: 4305: 4298: 4297: 4296: 4280: 4276: 4272: 4267: 4263: 4259: 4256: 4234: 4230: 4226: 4223: 4203: 4179: 4175: 4172: 4168: 4161: 4158: 4154: 4148: 4141: 4138: 4134: 4129: 4125: 4121: 4118: 4112: 4109: 4106: 4103: 4100: 4094: 4091: 4086: 4082: 4075: 4069: 4066: 4063: 4057: 4054: 4047: 4046: 4045: 4029: 4025: 4004: 4001: 3998: 3976: 3972: 3949: 3945: 3922: 3918: 3914: 3911: 3887: 3884: 3864: 3861: 3855: 3852: 3849: 3843: 3837: 3834: 3831: 3825: 3822: 3815: 3814: 3813: 3799: 3776: 3770: 3747: 3744: 3741: 3735: 3732: 3729: 3723: 3717: 3714: 3711: 3705: 3702: 3693: 3687: 3683: 3678: 3674: 3671: 3665: 3657: 3651: 3645: 3642: 3639: 3633: 3629: 3626: 3620: 3609: 3606: 3603: 3597: 3591: 3584: 3583: 3582: 3559: 3553: 3545: 3542: 3539: 3533: 3527: 3518: 3512: 3504: 3498: 3492: 3484: 3478: 3472: 3466: 3458: 3452: 3445: 3444: 3443: 3429: 3426: 3420: 3414: 3405: 3388: 3385: 3382: 3376: 3373: 3367: 3359: 3353: 3333: 3310: 3307: 3304: 3298: 3290: 3280: 3278: 3257: 3254: 3248: 3240: 3234: 3228: 3225: 3222: 3216: 3212: 3205: 3204: 3203: 3201: 3182: 3176: 3173: 3167: 3161: 3155: 3147: 3141: 3138: 3130: 3124: 3118: 3110: 3104: 3098: 3092: 3084: 3078: 3071: 3070: 3069: 3065: 3063: 3044: 3038: 3031: 3012: 3006: 3002: 2999: 2993: 2987: 2983: 2976: 2975: 2974: 2960: 2957: 2951: 2945: 2937: 2933: 2914: 2911: 2908: 2905: 2899: 2893: 2890: 2883: 2882: 2881: 2867: 2857: 2847: 2845: 2841: 2815: 2812: 2809: 2798: 2795: 2789: 2786: 2769: 2766: 2759: 2756: 2745: 2742: 2736: 2733: 2716: 2713: 2707: 2702: 2693: 2690: 2684: 2681: 2675: 2668: 2667: 2651: 2648: 2645: 2625: 2622: 2619: 2611: 2607: 2606: 2586: 2580: 2577: 2574: 2570: 2565: 2559: 2548: 2539: 2536: 2527: 2520: 2499: 2496: 2490: 2487: 2481: 2478: 2466: 2455: 2452: 2446: 2443: 2435: 2428: 2425: 2419: 2416: 2410: 2407: 2395: 2384: 2381: 2375: 2372: 2364: 2358: 2353: 2344: 2341: 2335: 2332: 2326: 2319: 2318: 2314: 2298: 2295: 2292: 2289: 2286: 2278: 2277: 2262: 2256: 2253: 2247: 2241: 2230: 2221: 2218: 2209: 2202: 2180: 2177: 2171: 2168: 2160: 2157: 2148: 2145: 2139: 2136: 2130: 2123: 2122: 2106: 2103: 2100: 2092: 2091: 2089: 2079: 2065: 2036: 2030: 2027: 2024: 2021: 2018: 2007: 2003: 1999: 1996: 1993: 1990: 1987: 1982: 1978: 1974: 1969: 1965: 1951: 1948: 1945: 1936: 1930: 1921: 1918: 1908: 1907: 1888: 1885: 1880: 1876: 1869: 1866: 1863: 1860: 1853: 1834: 1831: 1828: 1822: 1819: 1816: 1806: 1802: 1794: 1776: 1772: 1768: 1765: 1762: 1759: 1756: 1751: 1747: 1738: 1737: 1722: 1716: 1713: 1710: 1705: 1702: 1694: 1689: 1683: 1677: 1668: 1665: 1655: 1654: 1635: 1632: 1629: 1623: 1620: 1617: 1610: 1591: 1585: 1582: 1579: 1569: 1565: 1556: 1553: 1535: 1531: 1527: 1524: 1521: 1518: 1515: 1510: 1506: 1497: 1496: 1481: 1478: 1470: 1466: 1462: 1457: 1453: 1446: 1442: 1436: 1433: 1425: 1421: 1417: 1412: 1408: 1401: 1397: 1391: 1385: 1376: 1373: 1363: 1362: 1341: 1337: 1333: 1330: 1324: 1321: 1318: 1293: 1289: 1285: 1282: 1276: 1273: 1270: 1262: 1254: 1238: 1230: 1222: 1221: 1220: 1217: 1213: 1211: 1207: 1201: 1191: 1189: 1170: 1167: 1164: 1157: 1149: 1143: 1139: 1136: 1133: 1127: 1119: 1113: 1110: 1104: 1095: 1092: 1082: 1081: 1080: 1078: 1068: 1054: 1034: 1011: 1007: 1001: 993: 990: 984: 975: 972: 962: 958: 955: 937: 936: 935: 933: 929: 923: 908: 906: 902: 889: 879: 874: 872: 859: 835: 821: 818: 812: 809: 803: 797: 789: 770: 767: 741: 738: 715: 707: 682: 679: 673: 670: 664: 656: 652: 628: 625: 614: 610: 609:loss function 588: 585: 579: 576: 570: 562: 546: 523: 514: 511: 505: 499: 496: 473: 466: 450: 436: 434: 430: 426: 422: 418: 417:loss function 414: 411: 407: 406:decision rule 403: 399: 395: 391: 387: 375: 370: 368: 363: 361: 356: 355: 353: 352: 347: 342: 337: 336: 335: 334: 329: 326: 324: 321: 319: 316: 315: 314: 313: 309: 308: 303: 300: 298: 295: 294: 293: 292: 288: 287: 282: 279: 277: 274: 272: 269: 268: 267: 266: 262: 261: 256: 253: 251: 248: 246: 243: 241: 238: 236: 233: 232: 231: 230: 226: 225: 220: 217: 215: 212: 210: 207: 205: 202: 201: 200: 199: 195: 194: 189: 186: 184: 181: 179: 176: 174: 171: 169: 168:Cox's theorem 166: 164: 161: 159: 156: 154: 151: 149: 146: 144: 141: 140: 139: 138: 134: 133: 130: 126: 122: 118: 115: 114: 110: 106: 105: 102: 99: 98: 94: 93: 84: 81: 73: 70:November 2009 63: 59: 53: 52: 46: 41: 32: 31: 19: 9731: 9719: 9700: 9693: 9605:Econometrics 9555: / 9538:Chemometrics 9515:Epidemiology 9508: / 9481:Applications 9323:ARIMA model 9270:Q-statistic 9219:Stationarity 9115:Multivariate 9058: / 9054: / 9052:Multivariate 9050: / 8990: / 8986: / 8764: 8760:Bayes factor 8659:Signed rank 8571: 8545: 8537: 8525: 8220:Completeness 8056:Cohort study 7954:Opinion poll 7889:Missing data 7876:Study design 7831:Scatter plot 7753:Scatter plot 7746:Spearman's ρ 7708:Grouped data 7405: 7376: 7357: 7330: 7311:IMDb Top 250 7306: 7297: 7288: 7279: 7260: 7254: 7233: 7203: 7198: 7194: 7190: 7186: 7182: 7178: 7174: 7169:is just the 7166: 7164: 7034: 6962: 6953: 6886: 6882: 6879: 6874: 6804: 6800: 6798: 6793: 6789: 6785: 6781: 6777: 6773: 6769: 6765: 6763: 6758: 6756: 6621: 6516: 6512: 6504: 6500: 6498: 6492: 6482: 6472: 6455: 6453: 6327: 6323: 6294: 6289: 6091: 6052: 6044:discrete set 6030: 5784: 5639: 5280: 4994: 4705: 4391: 4375: 4370: 4364: 4195: 3903: 3877:for a given 3762: 3580: 3406: 3286: 3276: 3273: 3197: 3066: 3027: 2931: 2929: 2859: 2837: 2056: 1218: 1214: 1203: 1187: 1185: 1074: 1026: 931: 925: 904: 903:is called a 881: 875: 851: 787: 704:, where the 612: 560: 442: 420: 398:Bayes action 397: 393: 383: 318:Bayes factor 76: 67: 48: 9733:WikiProject 9648:Cartography 9610:Jurimetrics 9562:Reliability 9293:Time domain 9272:(Ljung–Box) 9194:Time-series 9072:Categorical 9056:Time-series 9048:Categorical 8983:(Bernoulli) 8818:Correlation 8798:Correlation 8594:Jarque–Bera 8566:Chi-squared 8328:M-estimator 8281:Asymptotics 8225:Sufficiency 7992:Interaction 7904:Replication 7884:Effect size 7841:Violin plot 7821:Radar chart 7801:Forest plot 7791:Correlogram 7741:Kendall's τ 5030:to compute 4999:to compute 706:expectation 563:), and let 419:(i.e., the 62:introducing 9749:Categories 9600:Demography 9318:ARMA model 9123:Regression 8700:(Friedman) 8661:(Wilcoxon) 8599:Normality 8589:Lilliefors 8536:Student's 8412:Resampling 8286:Robustness 8274:divergence 8264:Efficiency 8202:(monotone) 8197:Likelihood 8114:Population 7947:Stratified 7899:Population 7718:Dependence 7674:Count data 7605:Percentile 7582:Dispersion 7515:Arithmetic 7450:Statistics 7320:References 7165:Note that 6288:for large 6033:admissible 6025:See also: 6016:Properties 5062:such that 4814:approach: 4810:using the 4378:parametric 2854:See also: 613:Bayes risk 439:Definition 263:Estimators 135:Background 121:Likelihood 45:references 9755:Estimator 8981:Logistic 8748:posterior 8674:Rank sum 8422:Jackknife 8417:Bootstrap 8235:Bootstrap 8170:Parameter 8119:Statistic 7914:Statistic 7826:Run chart 7811:Pie chart 7806:Histogram 7796:Fan chart 7771:Bar chart 7653:L-moments 7540:Geometric 7412:EMS Press 6855:β 6849:α 6845:β 6831:β 6825:α 6821:α 6727:δ 6693:θ 6634:δ 6558:θ 6531:δ 6462:) is the 6419:θ 6389:→ 6377:θ 6373:− 6364:δ 6304:θ 6270:δ 6233:… 6208:δ 6195:δ 6171:θ 6126:… 5979:based on 5955:θ 5924:π 5917:^ 5914:σ 5902:π 5895:^ 5892:μ 5879:∼ 5864:θ 5828:θ 5818:∼ 5809:θ 5764:− 5747:^ 5744:σ 5727:π 5720:^ 5717:σ 5680:^ 5677:μ 5665:π 5658:^ 5655:μ 5619:− 5605:σ 5587:σ 5583:− 5569:σ 5555:π 5551:σ 5518:μ 5509:π 5505:μ 5472:θ 5455:σ 5446:and that 5434:θ 5425:θ 5413:μ 5383:θ 5338:θ 5326:σ 5302:θ 5290:μ 5244:μ 5240:− 5234:θ 5222:μ 5210:π 5193:θ 5176:σ 5167:π 5145:σ 5112:θ 5100:μ 5091:π 5074:μ 5039:σ 5008:μ 4957:^ 4954:μ 4947:− 4930:∑ 4900:^ 4897:σ 4857:∑ 4832:^ 4829:μ 4785:… 4744:σ 4715:μ 4691:π 4664:π 4660:σ 4635:π 4631:μ 4610:π 4590:π 4564:θ 4522:based on 4498:θ 4468:θ 4413:… 4260:− 4227:− 4173:θ 4159:θ 4155:− 4139:θ 4135:− 4122:− 4110:∫ 4104:θ 4095:θ 4092:− 4070:θ 4067:− 4055:∫ 3865:θ 3856:θ 3853:− 3838:θ 3835:− 3823:∫ 3745:θ 3736:θ 3733:− 3718:θ 3715:− 3703:∫ 3675:θ 3658:θ 3646:θ 3643:− 3630:∫ 3610:θ 3607:− 3546:θ 3543:− 3505:θ 3493:θ 3459:θ 3421:θ 3389:θ 3386:− 3368:θ 3334:θ 3311:θ 3308:− 3258:θ 3241:θ 3223:θ 3213:∫ 3177:θ 3168:θ 3156:θ 3139:∫ 3131:θ 3119:θ 3085:θ 3045:θ 3010:∞ 3003:θ 2994:θ 2984:∫ 2952:θ 2909:θ 2900:θ 2891:∫ 2810:≥ 2799:^ 2796:θ 2790:− 2787:θ 2777:for  2746:^ 2743:θ 2737:− 2734:θ 2724:for  2694:^ 2691:θ 2682:θ 2540:^ 2537:θ 2491:^ 2488:θ 2482:− 2479:θ 2474:for  2456:^ 2453:θ 2447:− 2444:θ 2426:≥ 2420:^ 2417:θ 2411:− 2408:θ 2403:for  2385:^ 2382:θ 2376:− 2373:θ 2345:^ 2342:θ 2333:θ 2222:^ 2219:θ 2181:^ 2178:θ 2172:− 2169:θ 2149:^ 2146:θ 2137:θ 2028:− 1966:θ 1922:^ 1919:θ 1877:θ 1864:∼ 1861:θ 1835:θ 1820:∼ 1817:θ 1698:¯ 1669:^ 1666:θ 1621:∼ 1618:θ 1592:θ 1583:∼ 1580:θ 1467:τ 1454:σ 1443:τ 1434:μ 1422:τ 1409:σ 1398:σ 1377:^ 1374:θ 1338:τ 1331:μ 1322:∼ 1319:θ 1290:σ 1283:θ 1274:∼ 1271:θ 1239:θ 1168:θ 1150:θ 1140:θ 1137:∫ 1120:θ 1096:^ 1093:θ 1035:θ 994:θ 991:− 976:^ 973:θ 882:for each 852:for each 822:^ 819:θ 810:θ 771:^ 768:θ 742:^ 739:θ 716:θ 683:^ 680:θ 671:θ 657:π 629:^ 626:θ 589:^ 586:θ 577:θ 547:θ 515:^ 512:θ 500:^ 497:θ 474:π 451:θ 410:posterior 402:estimator 163:Coherence 117:Posterior 9695:Category 9388:Survival 9265:Johansen 8988:Binomial 8943:Isotonic 8530:(normal) 8175:location 7982:Blocking 7937:Sampling 7816:Q–Q plot 7781:Box plot 7763:Graphics 7658:Skewness 7648:Kurtosis 7620:Variance 7550:Heronian 7545:Harmonic 7329:(1985). 7208:See also 5026:and the 4176:′ 4162:′ 4142:′ 3030:measures 2313:quantile 1791:are iid 911:Examples 878:improper 129:Evidence 9721:Commons 9668:Kriging 9553:Process 9510:studies 9369:Wavelet 9202:General 8369:Plug-in 8163:L space 7942:Cluster 7643:Moments 7461:Outline 7414:, 2001 7349:0804611 7035:where: 6875:exactly 6338:to the 6334:and it 4388:Example 3326:. Here 3283:Example 1555:Poisson 425:utility 58:improve 9590:Census 9180:Normal 9128:Manova 8948:Robust 8698:2-way 8690:1-way 8528:-test 8199:  7776:Biplot 7567:Median 7560:Lehmer 7502:Center 7383:  7364:  7347:  7337:  7267:  7197:is to 7183:(v, m) 7149:  7124:  7099:  7074:  7049:  7020:  6454:where 6186:. Let 5281:where 1253:Normal 486:. Let 400:is an 47:, but 9214:Trend 8743:prior 8685:anova 8574:-test 8548:-test 8540:-test 8447:Power 8392:Pivot 8185:shape 8180:scale 7630:Shape 7610:Range 7555:Heinz 7530:Cubic 7466:Index 7225:Notes 6503:~b(θ, 3028:Such 607:be a 415:of a 396:or a 125:Prior 9447:Test 8647:Sign 8499:Wald 7572:Mode 7510:Mean 7381:ISBN 7362:ISBN 7335:ISBN 7265:ISBN 7177:and 6963:The 6809:then 6466:of θ 6138:are 6065:> 5317:and 4380:and 2757:< 2649:> 2623:> 2497:< 2296:> 2104:> 1550:are 1047:and 392:, a 388:and 8627:BIC 8622:AIC 7173:of 6778:a+b 6140:iid 1958:max 1739:If 1552:iid 1498:If 1251:is 1223:If 615:of 431:is 404:or 384:In 9751:: 7410:, 7404:, 7345:MR 7343:. 7242:^ 6511:B( 6480:. 6458:(θ 6342:: 6292:. 6084:. 3404:. 3279:. 3064:. 2915:1. 2846:. 2664:): 2078:. 1255:, 1079:, 1067:. 907:. 435:. 127:á 123:× 119:= 8572:G 8546:F 8538:t 8526:Z 8245:V 8240:U 7442:e 7435:t 7428:v 7389:. 7370:. 7351:. 7273:. 7199:C 7195:W 7191:v 7187:m 7179:C 7175:R 7167:W 7146:C 7121:m 7096:v 7071:R 7046:W 7014:m 7011:+ 7008:v 7003:m 7000:C 6997:+ 6994:v 6991:R 6985:= 6982:W 6939:v 6933:n 6930:+ 6927:4 6923:n 6918:+ 6915:V 6909:n 6906:+ 6903:4 6899:4 6887:v 6883:n 6861:b 6852:+ 6840:+ 6837:B 6828:+ 6805:b 6801:B 6794:d 6790:d 6786:b 6784:, 6782:a 6774:b 6772:= 6770:a 6766:n 6759:n 6742:. 6737:E 6734:L 6731:M 6720:n 6717:+ 6714:b 6711:+ 6708:a 6704:n 6699:+ 6696:] 6690:[ 6687:E 6681:n 6678:+ 6675:b 6672:+ 6669:a 6664:b 6661:+ 6658:a 6652:= 6649:) 6646:x 6643:( 6638:n 6607:. 6601:n 6598:+ 6595:b 6592:+ 6589:a 6584:x 6581:+ 6578:a 6572:= 6569:] 6566:x 6562:| 6555:[ 6552:E 6549:= 6546:) 6543:x 6540:( 6535:n 6517:b 6515:, 6513:a 6505:n 6501:x 6493:p 6473:n 6468:0 6460:0 6456:I 6439:, 6435:) 6428:) 6423:0 6415:( 6412:I 6408:1 6403:, 6400:0 6396:( 6392:N 6386:) 6381:0 6368:n 6360:( 6355:n 6328:n 6324:n 6308:0 6290:n 6274:n 6249:) 6244:n 6240:x 6236:, 6230:, 6225:1 6221:x 6217:( 6212:n 6204:= 6199:n 6174:) 6167:| 6161:i 6157:x 6153:( 6150:f 6123:, 6118:2 6114:x 6110:, 6105:1 6101:x 6068:2 6062:p 5998:1 5995:+ 5992:n 5988:x 5965:1 5962:+ 5959:n 5934:) 5929:2 5907:, 5885:( 5882:N 5874:1 5871:+ 5868:n 5843:) 5840:1 5837:, 5832:i 5824:( 5821:N 5813:i 5804:| 5798:i 5794:x 5770:. 5767:K 5759:2 5754:m 5737:= 5732:2 5692:, 5687:m 5670:= 5625:. 5622:K 5614:2 5609:m 5601:= 5596:2 5591:f 5578:2 5573:m 5565:= 5560:2 5529:, 5522:m 5514:= 5481:K 5478:= 5475:) 5469:( 5464:2 5459:f 5431:= 5428:) 5422:( 5417:f 5392:) 5387:i 5378:| 5372:i 5368:x 5364:( 5361:f 5341:) 5335:( 5330:f 5305:) 5299:( 5294:f 5266:, 5263:] 5258:2 5254:) 5248:m 5237:) 5231:( 5226:f 5218:( 5215:[ 5206:E 5202:+ 5199:] 5196:) 5190:( 5185:2 5180:f 5172:[ 5163:E 5159:= 5154:2 5149:m 5123:, 5118:] 5115:) 5109:( 5104:f 5096:[ 5087:E 5083:= 5078:m 5048:2 5043:m 5012:m 4980:. 4974:2 4970:) 4964:m 4942:i 4938:x 4934:( 4925:n 4922:1 4917:= 4912:2 4907:m 4872:, 4866:i 4862:x 4852:n 4849:1 4844:= 4839:m 4796:n 4792:x 4788:, 4782:, 4777:1 4773:x 4748:m 4719:m 4671:. 4568:i 4541:1 4538:+ 4535:n 4531:x 4508:1 4505:+ 4502:n 4477:) 4472:i 4463:| 4457:i 4453:x 4449:( 4446:f 4424:n 4420:x 4416:, 4410:, 4405:1 4401:x 4337:. 4334:x 4331:+ 4326:0 4322:a 4318:= 4315:) 4312:x 4309:( 4306:a 4281:0 4277:a 4273:= 4268:1 4264:x 4257:a 4235:1 4231:x 4224:a 4204:a 4180:. 4169:d 4166:) 4152:( 4149:f 4146:) 4130:1 4126:x 4119:a 4116:( 4113:L 4107:= 4101:d 4098:) 4087:1 4083:x 4079:( 4076:f 4073:) 4064:a 4061:( 4058:L 4030:1 4026:x 4005:0 4002:= 3999:x 3977:0 3973:a 3950:0 3946:a 3923:0 3919:a 3915:+ 3912:x 3888:. 3885:x 3862:d 3859:) 3850:x 3847:( 3844:f 3841:) 3832:a 3829:( 3826:L 3800:x 3780:) 3777:x 3774:( 3771:a 3748:. 3742:d 3739:) 3730:x 3727:( 3724:f 3721:) 3712:a 3709:( 3706:L 3697:) 3694:x 3691:( 3688:p 3684:1 3679:= 3672:d 3669:) 3666:x 3662:| 3655:( 3652:p 3649:) 3640:a 3637:( 3634:L 3627:= 3624:] 3621:x 3617:| 3613:) 3604:a 3601:( 3598:L 3595:[ 3592:E 3563:) 3560:x 3557:( 3554:p 3549:) 3540:x 3537:( 3534:f 3528:= 3522:) 3519:x 3516:( 3513:p 3508:) 3502:( 3499:p 3496:) 3489:| 3485:x 3482:( 3479:p 3473:= 3470:) 3467:x 3463:| 3456:( 3453:p 3430:1 3427:= 3424:) 3418:( 3415:p 3392:) 3383:x 3380:( 3377:f 3374:= 3371:) 3364:| 3360:x 3357:( 3354:p 3314:) 3305:a 3302:( 3299:L 3255:d 3252:) 3249:x 3245:| 3238:( 3235:p 3232:) 3229:a 3226:, 3220:( 3217:L 3183:. 3174:d 3171:) 3165:( 3162:p 3159:) 3152:| 3148:x 3145:( 3142:p 3134:) 3128:( 3125:p 3122:) 3115:| 3111:x 3108:( 3105:p 3099:= 3096:) 3093:x 3089:| 3082:( 3079:p 3048:) 3042:( 3039:p 3013:. 3007:= 3000:d 2997:) 2991:( 2988:p 2961:1 2958:= 2955:) 2949:( 2946:p 2932:R 2912:= 2906:d 2903:) 2897:( 2894:p 2868:p 2816:. 2813:K 2806:| 2783:| 2770:, 2767:L 2760:K 2753:| 2730:| 2717:, 2714:0 2708:{ 2703:= 2700:) 2685:, 2679:( 2676:L 2652:0 2646:L 2626:0 2620:K 2587:. 2581:b 2578:+ 2575:a 2571:a 2566:= 2563:) 2560:X 2556:| 2552:) 2549:x 2546:( 2531:( 2528:F 2500:0 2467:, 2463:| 2440:| 2436:b 2429:0 2396:, 2392:| 2369:| 2365:a 2359:{ 2354:= 2351:) 2336:, 2330:( 2327:L 2299:0 2293:b 2290:, 2287:a 2263:. 2257:2 2254:1 2248:= 2245:) 2242:X 2238:| 2234:) 2231:x 2228:( 2213:( 2210:F 2188:| 2165:| 2161:a 2158:= 2155:) 2140:, 2134:( 2131:L 2107:0 2101:a 2066:F 2037:. 2031:1 2025:n 2022:+ 2019:a 2013:) 2008:n 2004:x 2000:, 1997:. 1994:. 1991:. 1988:, 1983:1 1979:x 1975:, 1970:0 1962:( 1955:) 1952:n 1949:+ 1946:a 1943:( 1937:= 1934:) 1931:X 1928:( 1892:) 1889:a 1886:, 1881:0 1873:( 1870:a 1867:P 1838:) 1832:, 1829:0 1826:( 1823:U 1813:| 1807:i 1803:x 1777:n 1773:x 1769:, 1766:. 1763:. 1760:. 1757:, 1752:1 1748:x 1723:. 1717:b 1714:+ 1711:n 1706:a 1703:+ 1695:X 1690:n 1684:= 1681:) 1678:X 1675:( 1639:) 1636:b 1633:, 1630:a 1627:( 1624:G 1595:) 1589:( 1586:P 1576:| 1570:i 1566:x 1536:n 1532:x 1528:, 1525:. 1522:. 1519:. 1516:, 1511:1 1507:x 1482:. 1479:x 1471:2 1463:+ 1458:2 1447:2 1437:+ 1426:2 1418:+ 1413:2 1402:2 1392:= 1389:) 1386:x 1383:( 1347:) 1342:2 1334:, 1328:( 1325:N 1299:) 1294:2 1286:, 1280:( 1277:N 1267:| 1263:x 1235:| 1231:x 1171:. 1165:d 1161:) 1158:x 1154:| 1147:( 1144:p 1134:= 1131:] 1128:x 1124:| 1117:[ 1114:E 1111:= 1108:) 1105:x 1102:( 1055:x 1012:, 1008:] 1002:2 998:) 988:) 985:x 982:( 967:( 963:[ 959:E 956:= 952:E 949:S 946:M 890:x 860:x 839:) 836:x 832:| 828:) 813:, 807:( 804:L 801:( 798:E 692:) 689:) 674:, 668:( 665:L 662:( 653:E 595:) 580:, 574:( 571:L 561:x 527:) 524:x 521:( 506:= 373:e 366:t 359:v 83:) 77:( 72:) 68:( 54:. 20:)

Index

Bayesian estimate
references
inline citations
improve
introducing
Learn how and when to remove this message
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

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