Probability Theory and Statistical Inference: Empirical Modeling with Observational Data
暫譯: 機率論與統計推論:基於觀察數據的實證建模
Spanos, Aris
- 出版商: Cambridge
- 出版日期: 2019-11-14
- 售價: $2,760
- 貴賓價: 9.5 折 $2,622
- 語言: 英文
- 頁數: 846
- 裝訂: Quality Paper - also called trade paper
- ISBN: 1316636372
- ISBN-13: 9781316636374
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其他版本:
Probability Theory and Statistical Inference: Empirical Modeling with Observational Data
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相關主題
商品描述
Doubt over the trustworthiness of published empirical results is not unwarranted and is often a result of statistical mis-specification: invalid probabilistic assumptions imposed on data. Now in its second edition, this bestselling textbook offers a comprehensive course in empirical research methods, teaching the probabilistic and statistical foundations that enable the specification and validation of statistical models, providing the basis for an informed implementation of statistical procedure to secure the trustworthiness of evidence. Each chapter has been thoroughly updated, accounting for developments in the field and the author's own research. The comprehensive scope of the textbook has been expanded by the addition of a new chapter on the Linear Regression and related statistical models. This new edition is now more accessible to students of disciplines beyond economics and includes more pedagogical features, with an increased number of examples as well as review questions and exercises at the end of each chapter.
- Addresses the current concerns surrounding the untrustworthiness of evidence stemming from an uninformed recipe-like implementation of statistical procedures
- Offers a seamless integration of probability theory and statistical inference with a view to elucidate the interplay between deduction and induction when learning from data using statistical procedures
- Proposes a coherent account of frequentist testing that refines and extends the original Fisher and Neyman–Pearson framing by articulating an evidential interpretation of the p-values and accept/reject results that addresses several fallacies, abuses and misinterpretations bedevilling statistical testing since the 1940s
商品描述(中文翻譯)
對於已發表的實證結果的可信度的懷疑並非無的放矢,這通常是由於統計模型的錯誤規範所造成的:對數據施加了無效的概率假設。這本暢銷教科書現在已經進入第二版,提供了一個全面的實證研究方法課程,教授使統計模型的規範和驗證成為可能的概率和統計基礎,為明智地實施統計程序以確保證據的可信度提供了基礎。每一章都經過徹底更新,考慮到該領域的發展以及作者自己的研究。這本教科書的全面範圍通過新增一章有關線性回歸及相關統計模型的內容得到了擴展。這一新版現在對於經濟學以外的學科學生來說更加易於理解,並且包含了更多的教學特徵,增加了示例數量以及每章結尾的回顧問題和練習。
- 解決了由於不知情的食譜式實施統計程序而引發的證據不可信的當前問題
- 提供了概率論和統計推斷的無縫整合,旨在闡明在使用統計程序從數據中學習時,演繹與歸納之間的相互作用
- 提出了一個連貫的頻率主義檢驗解釋,通過闡明p值和接受/拒絕結果的證據解釋,精煉並擴展了原始的Fisher和Neyman–Pearson框架,解決了自1940年代以來困擾統計檢驗的幾個謬誤、濫用和誤解
目錄大綱
1. An introduction to empirical modeling
2. Probability theory as a modeling framework
3. The concept of a probability model
4. A simple statistical model
5. Chance regularities and probabilistic concepts
6. Statistical models and dependence
7. Regression models
8. Introduction to stochastic processes
9. Limit theorems in probability
10. From probability theory to statistical inference
11. Estimation I: properties of estimators
12. Estimation II: methods of estimation
13. Hypothesis testing
14. Linear regression and related models
15. Mis-specification (M-S) testing.
目錄大綱(中文翻譯)
1. An introduction to empirical modeling
2. Probability theory as a modeling framework
3. The concept of a probability model
4. A simple statistical model
5. Chance regularities and probabilistic concepts
6. Statistical models and dependence
7. Regression models
8. Introduction to stochastic processes
9. Limit theorems in probability
10. From probability theory to statistical inference
11. Estimation I: properties of estimators
12. Estimation II: methods of estimation
13. Hypothesis testing
14. Linear regression and related models
15. Mis-specification (M-S) testing.