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1 Do We Understand Classic Statistics? |
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1 | (32) |
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1.1 Historical Introduction |
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1 | (3) |
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4 | (9) |
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4 | (3) |
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1.2.2 Common Misinterpretations |
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7 | (6) |
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1.3 Standard Errors and Confidence Intervals |
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13 | (3) |
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1.3.1 Definition of Standard Error and Confidence Interval... |
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13 | (1) |
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1.3.2 Common Misinterpretations |
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14 | (2) |
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1.4 Bias and Risk of an Estimator |
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16 | (2) |
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1.4.1 Unbiased Estimators |
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16 | (1) |
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1.4.2 Common Misinterpretations |
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16 | (2) |
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1.5 Fixed and Random Effects |
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18 | (4) |
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1.5.1 Definition of `Fixed' and `Random' Effects |
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18 | (1) |
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1.5.2 Shrinkage of Random Effects Estimates |
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19 | (1) |
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1.5.3 Bias, Variance and Risk of an Estimator when the Effect is Fixed or Random |
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20 | (1) |
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1.5.4 Common Misinterpretations |
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21 | (1) |
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22 | (11) |
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22 | (2) |
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1.6.2 The Method of Maximum Likelihood |
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24 | (1) |
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1.6.3 Common Misinterpretations |
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25 | (1) |
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26 | (1) |
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27 | (1) |
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28 | (1) |
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29 | (1) |
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30 | (3) |
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33 | (34) |
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33 | (9) |
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2.1.1 The Foundations of Bayesian Inference |
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33 | (1) |
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34 | (2) |
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36 | (4) |
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2.1.4 Probability Density |
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40 | (2) |
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2.2 Features of Bayesian Inference |
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42 | (9) |
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2.2.1 Point Estimates: Mean, Median and Mode |
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42 | (2) |
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2.2.2 Credibility Intervals |
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44 | (5) |
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49 | (2) |
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51 | (3) |
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51 | (1) |
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52 | (1) |
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53 | (1) |
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2.4 Common Misinterpretations |
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54 | (3) |
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2.5 Bayesian Inference in Practice |
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57 | (4) |
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2.6 Advantages of Bayesian Inference |
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61 | (6) |
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62 | (1) |
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63 | (1) |
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63 | (1) |
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64 | (3) |
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3 Posterior Distributions |
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67 | (18) |
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67 | (1) |
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3.2 Probability Density Function |
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68 | (3) |
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68 | (1) |
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3.2.2 Transformation of Random Variables |
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69 | (2) |
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3.3 Features of a Distribution |
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71 | (1) |
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71 | (1) |
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71 | (1) |
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72 | (1) |
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3.3.4 Credibility Intervals |
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72 | (1) |
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3.4 Conditional Distributions |
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72 | (4) |
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72 | (1) |
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3.4.2 Conditional Distribution of the Sample of a Normal Distribution |
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73 | (1) |
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3.4.3 Conditional Posterior Distribution of the Variance of a Normal Distribution |
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73 | (2) |
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3.4.4 Conditional Posterior Distribution of the Mean of a Normal Distribution |
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75 | (1) |
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3.5 Marginal Distributions |
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76 | (9) |
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76 | (1) |
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3.5.2 Marginal Posterior Distribution of the Variance of a Normal Distribution |
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77 | (1) |
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3.5.3 Marginal Posterior Distribution of the Mean of a Normal Distribution |
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78 | (2) |
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80 | (1) |
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81 | (1) |
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82 | (1) |
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83 | (1) |
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84 | (1) |
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85 | (18) |
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4.1 Samples of Marginal Posterior Distributions |
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86 | (5) |
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4.1.1 Taking Samples of Marginal Posterior Distributions |
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86 | (1) |
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4.1.2 Making Inferences from Samples of Marginal Posterior Distributions |
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87 | (4) |
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91 | (7) |
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91 | (1) |
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92 | (2) |
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94 | (1) |
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4.2.4 Gibbs Sampling Features |
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95 | (3) |
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98 | (5) |
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4.3.1 Acceptance-Rejection |
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98 | (2) |
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4.3.2 Metropolis-Hastings |
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100 | (1) |
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Appendix: Software for MCMC |
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101 | (1) |
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102 | (1) |
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103 | (16) |
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103 | (1) |
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104 | (5) |
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5.2.1 Marginal Posterior Density Function of the Mean and Variance |
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104 | (1) |
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5.2.2 Joint Posterior Density Function of the Mean and Variance |
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105 | (1) |
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105 | (4) |
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109 | (10) |
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109 | (1) |
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109 | (3) |
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5.3.3 Using Vague Informative Priors |
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112 | (2) |
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5.3.4 Common Misinterpretations |
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114 | (1) |
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115 | (1) |
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116 | (1) |
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117 | (1) |
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118 | (1) |
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6 The Linear Model: I. The `Fixed Effects' Model |
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119 | (18) |
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6.1 The `Fixed Effects' Model |
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119 | (8) |
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119 | (5) |
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124 | (1) |
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6.1.3 Common Misinterpretations |
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125 | (2) |
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6.2 Marginal Posterior Distributions via MCMC Using Flat Priors |
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127 | (3) |
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6.2.1 Joint Posterior Distribution |
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127 | (1) |
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6.2.2 Conditional Distributions |
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128 | (1) |
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129 | (1) |
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6.3 Marginal Posterior Distributions via MCMC Using Vague Informative Priors |
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130 | (2) |
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6.3.1 Vague Informative Priors |
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130 | (1) |
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6.3.2 Conditional Distributions |
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131 | (1) |
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6.4 Least Squares as a Bayesian Estimator |
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132 | (5) |
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133 | (1) |
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134 | (1) |
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135 | (2) |
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7 The Linear Model: II. The `Mixed' Model |
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137 | (30) |
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7.1 The Mixed Model with Repeated Records |
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137 | (8) |
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137 | (4) |
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7.1.2 Common Misinterpretations |
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141 | (1) |
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7.1.3 Marginal Posterior Distributions via MCMC |
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142 | (2) |
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144 | (1) |
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7.2 The Genetic Animal Model |
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145 | (9) |
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145 | (5) |
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7.2.2 Marginal Posterior Distributions via MCMC |
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150 | (4) |
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7.3 Bayesian Interpretation of BLUP and REML |
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154 | (4) |
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7.3.1 BLUP in a Frequentist Context |
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154 | (2) |
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7.3.2 BLUP in a Bayesian Context |
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156 | (2) |
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7.3.3 REML as a Bayesian Estimator |
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158 | (1) |
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158 | (9) |
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158 | (2) |
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160 | (3) |
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7.4.3 More Complex Models |
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163 | (1) |
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164 | (1) |
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165 | (2) |
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8 A Scope of the Possibilities of Bayesian Inference + MCMC |
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167 | (26) |
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8.1 Nested Models: Examples in Growth Curves |
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168 | (6) |
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168 | (3) |
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8.1.2 Marginal Posterior Distributions |
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171 | (2) |
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8.1.3 More Complex Models |
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173 | (1) |
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8.2 Modelling Residuals: Examples in Canalising Selection |
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174 | (4) |
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175 | (1) |
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8.2.2 Marginal Posterior Distributions |
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176 | (1) |
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8.2.3 More Complex Models |
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177 | (1) |
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8.3 Modelling Priors: Examples in Genomic Selection |
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178 | (15) |
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179 | (4) |
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183 | (2) |
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185 | (2) |
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187 | (1) |
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8.3.5 Bayes C and Bayes Cπ |
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188 | (1) |
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8.3.6 Bayes L (Bayesian Lasso) |
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188 | (1) |
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8.3.7 Bayesian Alphabet in Practice |
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189 | (1) |
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190 | (1) |
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191 | (2) |
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193 | (20) |
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9.1 Exact Prior Information |
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193 | (5) |
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193 | (2) |
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9.1.2 Posterior Probabilities with Exact Prior Information... |
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195 | (2) |
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9.1.3 Influence of Prior Information in Posterior Probabilities |
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197 | (1) |
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9.2 Vague Prior Information |
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198 | (5) |
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9.2.1 A Vague Definition of Vague Prior Information |
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198 | (2) |
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9.2.2 Examples of the Use of Vague Prior Information |
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200 | (3) |
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203 | (4) |
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204 | (1) |
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205 | (1) |
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9.3.3 Bernardo's `Reference' Priors |
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206 | (1) |
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207 | (1) |
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9.5 The Achilles Heel of Bayesian Inference |
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208 | (5) |
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209 | (1) |
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210 | (1) |
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210 | (3) |
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213 | (58) |
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213 | (8) |
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10.1.1 The Purpose of Model Selection |
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213 | (4) |
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10.1.2 Fitting Data vs Predicting New Records |
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217 | (1) |
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10.1.3 Common Misinterpretations |
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218 | (3) |
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221 | (5) |
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10.2.1 Likelihood Ratio Test and Other Frequentist Tests |
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221 | (2) |
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10.2.2 Bayesian Model Choice |
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223 | (3) |
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10.3 The Concept of Information |
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226 | (7) |
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10.3.1 Fisher's Information |
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227 | (4) |
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10.3.2 Shannon Information and Entropy |
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231 | (1) |
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10.3.3 Kullback-Leibler Information |
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232 | (1) |
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10.4 Model Selection Criteria |
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233 | (38) |
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10.4.1 Akaike Information Criterion (AIC) |
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233 | (4) |
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10.4.2 Deviance Information Criterion (DIC) |
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237 | (2) |
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10.4.3 Bayesian Information Criterion (BIC) |
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239 | (2) |
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10.4.4 Model Choice in Practice |
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241 | (1) |
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242 | (1) |
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243 | (1) |
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244 | (1) |
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245 | (1) |
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246 | (1) |
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Appendix: The Bayesian Perspective---Three New Dialogues Between Hylas and Philonous |
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247 | (18) |
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265 | (6) |
Index |
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271 | |