Optimal Statistical Decisions

by William DeGroot

Introduction
This is an excelent introduction to decision theory and is a classic in that field. I would recommend it to anyone who uses decision theory in their work. Below are a few problems I had time to write up.

Download Book Solutions.

Matlab Code

Chapter 4 (Some special univariate distributions):

chap_4_prob_22.m (aid in the proof that the minimum of two exponential R.V. is another one)

chap_4_prob_39.nb (the expectation and variance of the F distribution)

Chapter 5 (Some special multivariate distributions):

bilateral_Pareto_Derivations.nb (some algbra for the bilateral bivariate Pareto distribution)

Chapter 8 (decision problems):

chap_8_prob_7.m (plots the Bayes' risk for this problem)

chap_8_prob_8.m (plots the Bayes' risk for this problem)

As always, I am interested in hearing back if any errors are found to exist.

John Weatherwax
Last modified: Thu Feb 1 09:17:36 EST 2007