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Continuous univariate distributions. Vol.1 by Norman L. Johnson, Samuel Kotz, N. Balakrishnan

24 February 2017 adminProbability Statistics

By Norman L. Johnson, Samuel Kotz, N. Balakrishnan

This monograph offers an in depth description of significant statistical distributions which are regularly occurring in a variety of utilized parts corresponding to engineering, enterprise, economics and behavioural, organic and environmental sciences. It offers a close description of common and particular non-stop distributions. those distributions are utilized in reliability and communique engineering, enterprise and economics

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Additional resources for Continuous univariate distributions. Vol.1

Example text

Consider a diffuse prior for one dimensional parameter π(θ), θ ∈ A . If the parameter of interest θ ranges over A ∈ (−∞, a), A ∈ (b, ∞) or A ∈ (−∞, ∞) with constant values a and b, then the integral of the diffuse prior does not exist. 3. 2 The Jeffreys’ prior Jeffreys (1961) proposed a general rule for the choice of a noninformative prior. It is proportional to the square root of the determinant of the Fisher information matrix: π(θ) ∝ |J(θ)| 1/2 . The Fisher information is given as J(θ) = − ∂ 2 log f (x|θ) f (x|θ)dx, ∂θ∂θT where the expactation is taken with respect to the sampling distribution of x.

2 The Jeffreys’ prior Jeffreys (1961) proposed a general rule for the choice of a noninformative prior. It is proportional to the square root of the determinant of the Fisher information matrix: π(θ) ∝ |J(θ)| 1/2 . The Fisher information is given as J(θ) = − ∂ 2 log f (x|θ) f (x|θ)dx, ∂θ∂θT where the expactation is taken with respect to the sampling distribution of x. The Jeffreys’ prior gives an automated method for finding a noninformative prior for any parametric model. Also, it is known that the Jeffreys’ prior is invariant to transformation.

See also Pastor (2000) and Pastor and Stambaugh (2000). 4 Bioinformatics: Tumor classification with gene expression data With the recently developed microarray technology, we can measure thousands of genes’ expression profiles simultaneously. In the bioinformatics field, a prediction of the tumor type of a new individual based on the gene expression profile is one of the most important research topics. Through the instrumentality of useful information included in gene expression profiles, a number of systematic methods to identify tumor types using gene expression data have been applied to tumor classification (see for example, Alon et al.

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