Statistical Modelling by Exponential Families (Paperback) (ISBN-13: 9781108701112)

This book is a readable, digestible introduction to exponential families, encompassing statistical models based on the most useful distributions in statistical theory, including the normal, gamma, binomial, Poisson, and negative binomial. Strongly motivated by applications, it presents the essential theory and then demonstrates the theory's practical potential by connecting it with developments in areas like item response analysis, social network models, conditional independence and latent variable structures, and point process models. Extensions to incomplete data models and generalized linear models are also included. In addition, the author gives a concise account of the philosophy of Per Martin-Löf in order to connect statistical modelling with ideas in statistical physics, including Boltzmann's law. Written for graduate students and researchers with a background in basic statistical inference, the book includes a vast set of examples demonstrating models for applications and exercises embedded within the text as well as at the ends of chapters.

Author: Rolf Sundberg
ISBN-10: 1108701116
ISBN-13: 9781108701112
Publisher: Cambridge University Press
Language: English
Published: 08/29/2019
Pages: 296
Format: Paperback
Weight: 0.96lbs
Size: 6.00h x 0.50w x 9.00d