Stochastic Complexity In Statistical Inquiry is popular PDF and ePub book, written by Jorma Rissanen in 1998-10-07, it is a fantastic choice for those who relish reading online the Technology & Engineering genre. Let's immerse ourselves in this engaging Technology & Engineering book by exploring the summary and details provided below. Remember, Stochastic Complexity In Statistical Inquiry can be Read Online from any device for your convenience.
Stochastic Complexity In Statistical Inquiry Book PDF Summary
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 likelihood technique to a new global one, in which models can be compared regardless of their numbers of parameters. The result is a natural and far reaching extension of the traditional theory of estimation, where the Fisher information is replaced by the stochastic complexity and the Cramer-Rao inequality by an extension of the Shannon-Kullback inequality. Ideas are illustrated with applications from parametric and non-parametric regression, density and spectrum estimation, time series, hypothesis testing, contingency tables, and data compression.
Detail Book of Stochastic Complexity In Statistical Inquiry PDF
- Author : Jorma Rissanen
- Release : 07 October 1998
- Publisher : World Scientific
- ISBN : 9789814507400
- Genre : Technology & Engineering
- Total Page : 191 pages
- Language : English
- PDF File Size : 8,5 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Stochastic Complexity In Statistical Inquiry by Jorma Rissanen, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.