Probability and Bayesian Statistics

1. Front Matter

   Pages i-xii

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2. Stochastic Linear Programming with Recourse under Partial Information

   • Peter Abel

   Pages 1-6

3. Applied GEWR(n,p,q) Normal Discount Bayesian Model: An Austrian Economic Case Study

   • M. Akram

   Pages 7-16

4. Using Influence Diagrams to Solve a Calibration Problem

   • R. E. Barlow, R. W. Mensing, N. G. Smiriga

   Pages 17-30

5. Reliability of a Complex System from Bayesian Viewpoint

   • Asit Basu, Ghasem Tarmast

   Pages 31-38

6. Information in Selection Models

   • M. J. Bayarri, M. H. DeGroot

   Pages 39-51

7. Approximations in Statistics from a Decision-Theoretical Viewpoint

   • José M. Bernardo

   Pages 53-60

8. Restricted Bayes Estimates for Binomial Parameters

   • James D. Broffitt

   Pages 61-72

9. Bayesian Prevision of Time Series by Transfer Function Models

   • Francesco Carlucci, Gino Zornitta

   Pages 73-82

10. Priors for Exponential Families Which Maximize the Association between Past and Future Observations

    • Donato M. Cifarelli, Eugenio Regazzini

    Pages 83-95

11. Calibrating and Combining Precipitation Probability Forecasts

    • Robert T. Clemen, Robert L. Winkler

    Pages 97-110

12. Coherent Distributions and Lindley’s Paradox

    • Guido Consonni, Piero Veronese

    Pages 111-120

13. Mean Variance, Expected Utility and Ruin Probability in Reinsurance Decisions: Suggestions and Comments on the Line of De Finetti’s Seminal Work

    • Luciano Daboni, Flavio Pressacco

    Pages 121-128

14. A Product of Multivariate T Densities as Upper Bound for the Posterior Kernel of Simultaneous Equation Model Parameters

    • Herman K. van Dijk

    Pages 129-138

15. A Common Model Selection Criterion

    • N. R. Draper, I. Guttman

    Pages 139-150

16. Predictive Screening Methods in Binary Response Models

    • Ian R. Dunsmore, Richard J. Boys

    Pages 151-158

17. De Finetti’s Probabilistic Approach and the Theory of Expectations in Economics

    • Massimo de Felice, Gianluigi Pelloni

    Pages 159-168

18. Some Characteristics of Bayesian Designs

    • Klaus Felsenstein

    Pages 169-174

19. The Analysis of Multiple Choice Tests in Educational Assessment

    • Simon French

    Pages 175-182

20. Dynamic Inference on Survival Functions

    • Dani Gamerman

    Pages 183-192

This book contains selected and refereed contributions to the "Inter­ national Symposium on Probability and Bayesian Statistics" which was orga­ nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa­ pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub­ jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics and stochastic processes, to real applications in economics, reliability and hydrology. Also the question is raised if it is necessary to develop new techniques to model and analyze fuzzy observations in samples. The articles are arranged in alphabetical order according to the family name of the first author of each paper to avoid a hierarchical ordering of importance of the different topics. Readers interested in special topics can use the index at the end of the book as guide.

• Maxima
• Time series
• Variance
• bayesian statistics
• linear regression
• probability
• programming
• time

• Technical University of Vienna, Vienna, Austria

  R. Viertl

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