Read more
During the past half-century, exponential families have attained a position at the center of parametric statistical inference. Theoretical advances have been matched, and more than matched, in the world of applications, where logistic regression by itself has become the go-to methodology in medical statistics, computer-based prediction algorithms, and the social sciences. This book is based on a one-semester graduate course for first year Ph.D. and advanced master's students. After presenting the basic structure of univariate and multivariate exponential families, their application to generalized linear models including logistic and Poisson regression is described in detail, emphasizing geometrical ideas, computational practice, and the analogy with ordinary linear regression. Connections are made with a variety of current statistical methodologies: missing data, survival analysis and proportional hazards, false discovery rates, bootstrapping, and empirical Bayes analysis. The book connects exponential family theory with its applications in a way that doesn't require advanced mathematical preparation.
List of contents
1. One-parameter exponential families; 2. Multiparameter exponential families; 3. Generalized linear models; 4. Curved exponential families, eb, missing data, and the em algorithm; 5. Bootstrap confidence intervals; Bibliography; Index.
About the author
Bradley Efron is Professor Emeritus of Statistics and Biomedical Data Science at Stanford University. He is the inventor of the bootstrap method for assessing statistical accuracy. He has published extensively on statistical theory and its applications, with particular attention to exponential families. A MacArthur fellow, he is a member of the National Academy of Sciences. He received the National Medal of Science in 2007.
Summary
This book is aimed at Ph.D. and advanced M.S. students of statistics who need to understand modern statistical theory both in its exponential family structure and its applications, without requiring advanced mathematical preparation. Connections with logistic regression, survival analysis, Bayesian methods, and false discovery rates are emphasized.
