Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
Author
Printable PDF file
I.
Basic math.
II.
Pricing and Hedging.
III.
Explicit techniques.
IV.
Data Analysis.
1.
Time Series.
2.
Classical statistics.
3.
Bayesian statistics.
A.
Basic idea of Bayesian analysis.
B.
Estimating the mean of normal distribution with known variance.
C.
Estimating unknown parameters of normal distribution.
D.
Hierarchical analysis of normal model with known variance.
V.
Implementation tools.
VI.
Basic Math II.
VII.
Implementation tools II.
VIII.
Bibliography
Notation.
Index.
Contents.
Bayesian statistics.
e consider an approach of statistical analysis that enables construction of hierarchical models and inference from small samples of data. The consideration is based on
[Gelman]
.
A.
Basic idea of Bayesian analysis.
B.
Estimating the mean of normal distribution with known variance.
C.
Estimating unknown parameters of normal distribution.
D.
Hierarchical analysis of normal model with known variance.
Notation.
Index.
Contents.
Copyright 2007
