Stochastic complexity in statistical inquiry /
This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity. This generalization of the algorithmic complexity not only offers an objective view of statistics, where no prejudiced assumptions of...
| Основен автор: | Rissanen, Jorma. |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Singapore ; River Edge, NJ :
World Scientific,
℗♭1989.
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| Серия: |
Series in computer science ;
v. 15. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=91504 |
| Подобни документи: |
Print version::
Stochastic complexity in statistical inquiry. |
| Резюме: |
This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity. This generalization of the algorithmic complexity not only offers an objective view of statistics, where no prejudiced assumptions of "true" data generating distributions are needed, but it also in one stroke leads to calculable expressions in a range of situations of practical interest and links very closely with mainstream statistical theory. The search for the smallest stochastic complexity extends the classical maximum likelih. |
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| Физически характеристики: |
1 online resource (x, 177 pages) : illustrations. |
| Библиография: |
Includes bibliographical references (pages 168-175) and index. |
| ISBN: |
9812385495 9789812385499 |