Optimal Statistical Decisions

by William DeGroot

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):
    Chapter 5 (Some special multivariate distributions):
    Chapter 8 (decision problems):
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