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Operational subjective statistical methods. A mathematical, philosophical, and historical introduction. (English) Zbl 0862.62005

Wiley Series in Probability and Mathematical Statistics. New York, NY: Wiley. xix, 484 p. (1996).
In contrast with the objective theories of scientific statistics, the operational subjective theory of probability and statistics has developed slowly during the past two centuries. This book provides material for teaching mathematical statistics at the graduate level in the subjectivist perspective. The material is contained in nine chapters with a list of references.
The introductory chapter provides philosophical distinctions between several formulations of probability theory and historical development of operational subjective statistical methods. The topics covered in the remaining chapters include coherent statistical inference, related forms for ascerting uncertain knowledge, distribution functions, proper scoring rules, multivariate normal distributions and their mixtures, and sequential forecasting based on linear conditional prevision structures (theory and practice of linear regression). In the last chapter, the author presents an overview of the direction of statistical research and makes an inquiry of “The Problems of Statistics”.
Reviewer: K.Alam (Clemson)

MSC:

62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62-02 Research exposition (monographs, survey articles) pertaining to statistics
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