smith, bayesian decision analysis principles and practice, cup, 2010

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1、ThispageintentionallyleftblankBAYESIANDECISIONANALYSISBayesiandecisionanalysissupportsprincipleddecisionmakingincomplexbutstructureddomains.Thefocusofthistextbookisonthefaithfulrepresentationandconjugateanalysesofdiscretedecisionproblems.Ittakesthereaderfromaformalanalysisofsimple

2、decisionproblemstoacarefulanalysisofthesometimesverycomplexanddatarichstructuresconfrontedbypractitioners.Thebookcontainsbasicmaterialonsubjectiveprobabilitytheoryandmultiattributeutilitytheory,eventanddecisiontrees,Bayesiannetworks,influencediagramsandcausalBayesiannetworks.Theaut

3、hordemonstrateswhenandhowthetheorycanbesuccessfullyappliedtoagivendecisionproblem,howdatacanbesampledandexpertjudgementselicitedtosupportthisanalysis,andwhenandhowaneffectiveBayesiandecisionanalysiscanbeimplemented.Evolvingfromathird-yearundergraduatecoursetaughtbytheauthoroverman

4、yyears,allofthematerialinthisbookwillbeaccessibletoastudentwhohascompletedintroductorycoursesinprobabilityandmathematicalstatistics.jimq.smithisaProfessorofStatisticsattheUniversityofWarwick.BAYESIANDECISIONANALYSISPrinciplesandPracticeJIMQ.SMITHUniversityofWarwickCAMBRIDGEUNIVERS

5、ITYPRESSCambridge,NewYork,Melbourne,Madrid,CapeTown,Singapore,SãoPaulo,Delhi,Dubai,Tokyo,MexicoCityCambridgeUniversityPressTheEdinburghBuilding,CambridgeCB28RU,UKPublishedintheUnitedStatesofAmericabyCambridgeUniversityPress,NewYorkwww.cambridge.orgInformationonthistitle:www.cambri

6、dge.org/9780521764544©J.Q.Smith2010Thispublicationisincopyright.Subjecttostatutoryexceptionandtotheprovisionsofrelevantcollectivelicensingagreements,noreproductionofanypartmaytakeplacewithoutthewrittenpermissionofCambridgeUniversityPress.Firstpublished2010PrintedintheUnitedKingdom

7、attheUniversityPress,CambridgeAcataloguerecordforthispublicationisavailablefromtheBritishLibraryLibraryofCongressCataloguinginpublicationDataSmith,J.Q.,1953–Bayesiandecisionanalysis:principlesandpractice/JimQ.Smith.p.cm.Includesbibliographicalreferencesandindex.ISBN978-0-521-76454

8、-41.Bayesianstatisticaldecisionth