Buy Probability and Statistics on ✓ FREE SHIPPING on Probability and Statistics International Edition, by Morris H. DeGroot, Mark J. Schervish. : Probability and Statistics (4th Edition) (): Morris H. DeGroot, Mark J. Schervish: Books. Probability And Statistics [DeGroot Schervish] on *FREE* Probability and Statistics (Third Edition, ) ISBN: out of 5.
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The revision of this scherviish text schegvish a balanced approach of the classical and Bayesian methods and now includes a chapter on simulation including Markov chain Monte Carlo and the Bootstrapcoverage of residual analysis in linear models, and statitics examples using real data. Calculus is assumed as a prerequisite, and a familiarity with the concepts and elementary properties of vectors and matrices is a plus.
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Introduction to Probability, 2nd Edition. Pearson; 4 edition January 6, Language: Try the Kindle edition and experience these great reading features: Share your thoughts with other customers. Write a customer review. Read reviews that mention degroot and schervish probability and statistics probability theory linear algebra back and forth statistics course examples and exercises used this book make this book book is well focused text bayesian math chapters example pages textbook learn students sections.
Echervish of 43 reviews. Top Reviews Most recent Top Reviews. There was a problem filtering reviews right now. Please try again later. It has andd some time since I read this in its entirety; however, I find myself referring to statisticd so often I felt it was appropriate to write a review. My perspective is that of an investment professional who uses large sets of data to make investment decisions for my investment firm.
I have a bachelors degree in Economics and no graduate degrees. Despite my frequent use of statistics and probability, I felt that I was missing a lot of the underlying theory necessary to implement more sophisticated techniques–especially Bayesian ones. So I decided to start back at the basics and refresh my knowledge from my college math classes. They then proceeded with the theory and more detailed examples.
DeGroot & Schervish, Probability and Statistics | Pearson
DeGroot especially–Google him and Schervish are both heavyweights in Bayesian statistical theory and they don’t pull any punches in outlining the deficiencies and inconsistencies of many frequentist approaches. They often do this through end of section vignettes that illustrate these issues with real examples. You will still definitely learn frequentist theory in fact it always precedes the Bayesian discussions ; however, if you to build a solid base in Bayesian theory, this is a good start.
I have found no deficiencies in my foundation as I have progressed to actually implementing Bayesian techniques. In fairness, HMC do incorporate Bayesian theory as well, but I felt that based on my limited skimming of their book it was more like separate sections added it probabikity be comprehensive and not something that was truly integrated throughout the book.
I do have one critique of the book and that is the lack of computer code for examples. It’s already a mammoth book, so that might be asking too much, but the last several sections dealing with simulation techniques Markov chain Monte Carlo, Gibbs sampling, etc. I’d go for the third edition as it has STAN code for actually understanding how to implement the simulation techniques required of modern day Bayesian techniques.
The book by DeGroot and Schervish is schedvish. The differences that I have found so far are the following.
The important Chapter 12 Simulation pp. The Table of contest is an abridged?! The Index is different not just an abridgement from the hardback edition with many important terms simply absent from it like: The material is accessible to students with calculus and linear algebra training as well as some mathematical maturity. Examples and exercises really help improve learning.
There are some minor ways the book can be improved. Maybe there is a way to reduce this on a case by case basis. Great textbook for the intro to statistics with mathematical background. Covers a lot of material with reasonable depth. But after finishing the section the idea becomes clear. Book also has sections on Bayesian methods, which were very interesting.
Problems to the chapters vary from very easy to rather complex. Every chapter has a section with “additional questions”, and at the end of the book there are answers to odd numbered questions. One person found this helpful. I think that the book is well focused on its main topics, and very detailed in the theorems and demonstrations.
I would say that such book is for students with background in Statistics, it might be a bit difficult dense in some theorical topics but I think that it is usual for the most part of Statistics book with depth and rigourousness in theory. All in all, I think the book is very complete and I endorse it. Statistics is a difficult subject for any learning Statistics is a difficult subject for any learning level, I think, but atleast DeGroot and Schervish make it accessible while not dumbing it down.
When I was working from it, there was also a pdf solution manual available with a quick google search. Consistently refers to equations in other sections for its derivations. This makes it difficult to read because you have to keep flipping back and forth to find the other pages while youre in the middle of reading a sentence.
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Probability and Statistics
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