Statistical Modelling

The standard approach to statistical modelling is to postulate a family probability measures $\{P_{\theta} \mid \theta\in\Theta\}$. Many standard statistical models can be derived from repetitive structures, as in Chapter 4 of Bernardo and Smith (2000).

Bibliography

  • Jose M. Bernardo and Adrian F. M. Smith (2000). Bayesian Theory, Wiley, Chichester.