Book Description
Appropriate for a one-term introductory statistics course, this text introduces statistical concepts and methods from a predominantly Bayesian perspective. It covers standard topics taking the Bayesian view that subjectivity is inevitable in science and that different conclusions from the same study are normal and stresses the advantages of this approach in scientific inference. It presents statistics as a means of integrating data into the scientific process and stresses data analysis and experimental design ideas early.
Customer Reviews:
Excellent introduction........2001-05-03
This is a truly clear and thoughtful introduction to Bayesian statistics.Nothing is taken for granted as the author leads you through examples and concepts. This was my first introduction to Bayesian statistics, and Berry makes it seem so much more reasonable and closer to real research/real life than the artifice involved in other approaches.
elementary statistics presented with the Bayesian approach.......2001-03-02
This is an excellent introductory text designed for a first course in statistics. It covers all the topics that are typically in a first course. However, all other texts at this level take the frequentist approach to inference. A few may have sections that introduce Bayesian ideas but the Bayesian approach is a paradigm for statistical inference and as such the approach should be incorporated in all statistical topics. Berry shows that this can be done without the student having to know calculus. To understand Bayesian methods the student mainly has to know that posterior probability = likelihood x prior probability. Berry provides a good list of references for those who want to pursue more advanced topics.
This book is unique. It demonstrate that statistics can be taught from the Bayesian approach in the very beginnning. This is much like what Noether did when he wrote an introductory text in statistics taking a strict nonparametric approach.
The text is loaded with exercises and the exposition is very clear. There are many useful and entertaining diagrams. Many examples are taken from real medical problems. Medicine is an area in which Berry has done a great deal of consulting and his experience shows in his examples. This should be the text to turn to if you want an introduction to the subject. If you know the basics and want more advanced treatment go to the references mentioned in Berry's preface.
An excellent introduction.......2000-02-25
This book completely fulfills its goals, one of which is not to be a definitive reference book. It provides a friendly, entertaining introduction into statistics from a Bayesian perspective.
Introduction book.......2000-02-04
It is not too useful for people beyond college level. Not as a reference book.
Book Description
This book brings together a collection of articles on statistical methods relating to missing data analysis, including multiple imputation, propensity scores, instrumental variables, and Bayesian inference. Covering new research topics and real-world examples which do not feature in many standard texts. The book is dedicated to Professor Don Rubin (Harvard). Don Rubin has made fundamental contributions to the study of missing data.
Key features of the book include:
- Comprehensive coverage of an imporant area for both research and applications.
- Adopts a pragmatic approach to describing a wide range of intermediate and advanced statistical techniques.
- Covers key topics such as multiple imputation, propensity scores, instrumental variables and Bayesian inference.
- Includes a number of applications from the social and health sciences.
- Edited and authored by highly respected researchers in the area.
Customer Reviews:
Infer causality!.......2005-04-14
I would recommend this book to any social scientist who is interested in learning statistical methods that can allow them to say that one thing causes another --- and who doesn't? The classical methods taught to social scientists do not allow you to infer causality, and these methods are actually conceptually a lot easier than the classical methods --- at least, I have a much easier time explaining them to non-statisticians than most regression methods. And now they are not even so hard to implement, especially with new software like Jas Sekhon's match library for R.
I also recommend this book to anyone who is working with these methods already. It is helpful to see others' completed projects on similar topics, and it is impressive to see the breadth of topics that the Rubin Causal Model has been applied to. As statistics books go, it is surprisingly human since they emphasize how many of the authors all belong to this one big Statistical Family, as they call it, and they even have a family tree; also, the introduction including the other titles that they considered for the book made me laugh out loud.
If you do decide to buy the book, I recommend that you froogle it first, since its price distribution is left-skewed with some surprisingly low outliers.
Book Description
We all like to know how reliable and how risky certain situations are, and our increasing reliance on technology has led to the need for more precise assessments than ever before. Such precision has resulted in efforts both to sharpen the notions of risk and reliability, and to quantify them. Quantification is required for normative decision-making, especially decisions pertaining to our safety and wellbeing. Increasingly in recent years Bayesian methods have become key to such quantifications.
Reliability and Risk provides a comprehensive overview of the mathematical and statistical aspects of risk and reliability analysis, from a Bayesian perspective. This book sets out to change the way in which we think about reliability and survival analysis by casting them in the broader context of decision-making. This is achieved by:
- Providing a broad coverage of the diverse aspects of reliability, including: multivariate failure models, dynamic reliability, event history analysis, non-parametric Bayes, competing risks, co-operative and competing systems, and signature analysis.
- Covering the essentials of Bayesian statistics and exchangeability, enabling readers who are unfamiliar with Bayesian inference to benefit from the book.
- Introducing the notion of “composite reliability”, or the collective reliability of a population of items.
- Discussing the relationship between notions of reliability and survival analysis and econometrics and financial risk.
Reliability and Risk can most profitably be used by practitioners and research workers in reliability and survivability as a source of information, reference, and open problems. It can also form the basis of a graduate level course in reliability and risk analysis for students in statistics, biostatistics, engineering (industrial, nuclear, systems), operations research, and other mathematically oriented scientists, wherein the instructor could supplement the material with examples and problems.
Customer Reviews:
The product of clear thinking and experience.......2007-01-12
You know that this is a book with a difference from the start, when the second and third chapters devote themselves entirely to justifying why probability, utility, exchangeability and indifference are the fundamental ideas behind risk and reliability.
Never heard of utility or exchangeability? If you do any Bayesian statistics at all, then shame on you and read Chapters 2 and 3 immediately! If you do not, then do not let this put you off reading further. This is a book on reliability with impressive intellectual weight. It not only tells you the what and how of reliability and risk analysis using Bayesian methods, but also the why. The why is a philosophical and a mathematical argument. For example, you think you know what the failure rate is? Prof. Singpurwalla begs to differ and spends 10 pages to convince you that there is a lot more to the failure rate once you start to think about it. You think you know why the exponential or the Weibull should be used? Well, the simplest assumption that you can make about any set of objects is that you are indifferent between them and such indifference can lead you to use the exponential or Weibull as models for reliability. This is the idea behind exchangeability and Prof. Singpurwalla argues why it is the simplest way to think about modelling and why it then justifies using Bayesian statistical methods.
The rest of the book is a plethora of probability models and inference methods for different problems in risk and reliability. Those models and problems are a summary of the author's work in reliability over 4 decades. There are chapters on stochastic models of failure (including the discussion on failure rates), on how to do Bayesian statistical inference for the common lifetime models such as exponential and Weibull, as well as common topics like accelerated tests and dose-response experiments and a chapter on signature analysis that describes the analysis of the power spectum for reliability. Then there are chapters look at survival in dynamic environments, point processes for events and non-parametric Bayes methods; technically more advanced topics that require a good knowledge of probability theory but, as always, clearly developed and explained. The last two chapters look at relatively new and 'hot' topics, those of the reliability of co-operative, competing and vague systems, and the use of reliability in econometrics and finance.
If you're looking for a book of reliability analysis recipes that you can follow without thinking, then this is not the book for you. If you want a book that carefully lays out a logical approach to risk and reliability modelling, inference and prediction, at a good yet clearly explained technical level and that illustrates the approach with applications to many different reliability problems, then this is the book that you've been waiting for.
Excellent Textbook from a student's point of view.......2006-10-18
This is the prescribed textbook for my Reliability & Risk Analysis class. I found this book to be very student-friendly and each topic is well motivated.
For beginners (like me), this book is a Gold Mine !!!
A great book by Nozer Singpurwalla.......2006-10-15
The book by Nozer Singpurwalla provides a clear introduction to the definition of "Probability", and the foundations on which the Probabilistic Framework is built. In almost every facet of today's life, Probability is dominant as a used concept. Although seemingly trivial to define in some simple cases such as cards or flipping a coin, much controversy prevailed over centuries on the topic of what is exactly meant by "Probability". The author Singpurwalla provides an extremely clear and abundant discussion of the subject, that is relevant at the introductory level as well as at the top level of the scientific community. This introduction is done in the context of Reliability and Risk Analysis, which makes it even easier to comprehend than in a more abstract setup. The book is worth buying on the basis of the second chapter alone "The Quantification of Uncertainty".
For the reader that is more versed into the subject, the author takes it to the highest level by introducing "Exchangeability and Indifference", a much specialized topic.
The author Nozer D. Singpurwalla being an expert authority in the subject of "Reliability", the crux of the book comes in chapters four (4) to ten (10) that offer a comprehensive review of the material in the field. The value of these chapters is in the author's expert selection of all the areas of value in Reliability and Risk Analysis. While many standard books present a linear listing of most techniques, Singpurwalla presents a collection of approaches that are classified through ther conceptual content and are meant to take a novice student to the expert level. While some of these concepts are explained in details, others are too complex to be detailed and are properly referenced. Of particular interest to an expert would be the part on the use of stochastic processes for modelling reliability. Not that many have attempted such a road.
Finally the last chapter introduces some of the Risk notions to the finance world. Although such a world is terribly complex and not so easily prone to successful modelling, this chapter nevertheless will open the avenue to fresh minds on how the Probabilistic Framework can be applied in diverse areas.
Throughout the whole book, a decision theoretic approach is outlined either explicitly or implicitly, as prescribed by the Bayesian paradigm.
Definitely an excellent contribution by a top expert. I was not surprised at all that three top scientist, Lindley, AFM Smith and Kadane offered their view on the book cover. A top book.
Book Description
A wide variety of processes occur on multiple scales, either naturally or as a consequence of measurement. This book contains methodology for the analysis of data that arise from such multiscale processes. The book brings together a number of recent developments and makes them accessible to a wider audience. Taking a Bayesian approach allows for full accounting of uncertainty, and also addresses the delicate issue of uncertainty at multiple scales. The Bayesian approach also facilitates the use of knowledge from prior experience or data, and these methods can handle different amounts of prior knowledge at different scales, as often occurs in practice.
The book is aimed at statisticians, applied mathematicians, and engineers working on problems dealing with multiscale processes in time and/or space, such as in engineering, finance, and environmetrics. The book will also be of interest to those working on multiscale computation research. The main prerequisites are knowledge of Bayesian statistics and basic Markov chain Monte Carlo methods. A number of real-world examples are thoroughly analyzed in order to demonstrate the methods and to assist the readers in applying these methods to their own work. To further assist readers, the authors are making source code (for R) available for many of the basic methods discussed herein.
Book Description
This volume describes how to conceptualize, perform, and critique traditional generalized linear models (GLMs) from a Bayesian perspective and how to use modern computational methods to summarize inferences using simulation. Introducing dynamic modeling for GLMs and containing over 1000 references and equations, Generalized Linear Models considers parametric and semiparametric approaches to overdispersed GLMs, presents methods of analyzing correlated binary data using latent variables. It also proposes a semiparametric method to model link functions for binary response data, and identifies areas of important future research and new applications of GLMs.
Book Description
Electricity markets are structurally different to other commodities, and the real-time dynamic balancing of the electricity network involves many external factors. Because of this, it is not a simple matter to transfer conventional models of financial time series analysis to wholesale electricity prices.
The rationale for this compilation of chapters from international authors is, therefore, to provide econometric analysis of wholesale power markets around the world, to give greater understanding of their particular characteristics, and to assess the applicability of various methods of price modelling.
Researchers and professionals in this sector will find the book an invaluable guide to the most important state-of-the-art modelling techniques which are converging to define the special approaches necessary for unravelling and forecasting the behaviour of electricity prices. It is a high-quality synthesis of the work of financial engineering, industrial economics and power systems analysis, as they relate to the behaviour of competitive electricity markets.
Average customer rating:
- A 20 page paper blown up to 200 pages
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Valuation, Hedging and Speculation in Competitive Electricity Markets (Power Electronics and Power Systems)
petter L. Skantze
Manufacturer: Kluwer Academic Publishers
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ASIN: 0792375289 |
Book Description
The challenges facing participants in competitive electricity markets are staggering: high price volatility introduces significant financial risk into an industry accustomed to guaranteed rates of return, while illiquid forward markets prevent effective hedging strategies from being implemented. Valuation, Hedging and Speculation in Competitive Electricity Markets: A Fundamental Approach, examines the unique properties which separate electricity from other traded commodities, including the lack of economical storage, and the impact of a scarce transmission network. The authors trace the sources of uncertainties in the price of electricity to underlying physical and economic processes, and incorporate these into a bid-based model for electricity spot and forward prices. They also illustrate how insufficient market data can be circumvented by using a combination of price and load data in the marking- to-market process. The model is applied to three classes of problems central to the operation of any electric utility or power marketer; valuing generation assets, formulating dynamic hedging strategies for load serving obligations, and pricing transmission contracts and locational spread options. Emphasis is placed on the difference between trades which can be 'booked out' in the forward markets, and those which must be carried through to delivery. Lately, significant attention has been given to the role of regulators in mitigating excessive price levels in electricity markets. The authors conduct a quantitative analysis of the long-term effects of regulatory intervention through the use of price caps. By modeling the dynamic interplay between the observed price levels and the decision to invest in new generation assets, it is shown how such short term fixes can lead to long term deficits in the available generation capacity, and ultimately to market failures and blackouts.
Customer Reviews:
A 20 page paper blown up to 200 pages.......2003-01-13
The main point of this book is a relatively simple model for the spot price of power based on stochastic supply and demand. The rationale for the model is presented along with description of an estimation procedure. Due to the lack of data the model is not fully estimated, which makes the whole exercise rather academic. that's the valuable 20 pages. the rest, imho, is filler
Average customer rating:
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Competitive Electricity Markets And Sustainability
Manufacturer: Edward Elgar Publishing
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ASIN: 1845429214 |
Book Description
'Pre-reform electricity markets had monopoly generation and transmission companies that were well placed to coordinate investment in generation and transmission, financed by captive customers. Reforms to create competitive electricity markets and regulated transmission grids have transformed the investment problem, raising concerns that the new actors will be unable to deliver timely, coordinated least-cost investments while retaining the virtues of workably competitive markets. This book brings together a distinguished set of experts who set out how a liberalized electricity industry could function, and confront the theory with evidence. The three parts cover investment in generation, in transmission, and how they may be coordinated. Its clarity and coverage make it an essential primer for policymakers, industry investors, and students of this fascinating reform experiment.'
- David Newbery, University of Cambridge, UK
This book responds to the opening up of electricity markets to competition, which has completely changed the nature of power generation. The building of new generation and transmission capacity and the setting of the energy mix between nuclear, gas and renewable resources are mainly left to private initiative and investors.
The authors and the editor of this book explore whether or not market forces offer a sustainable future for electricity generation. They employ economic theory and method to answer questions such as: Will the market be able to ensure adequacy of generation capacity and security of supply? Can price signals from future electricity markets lead to an acceptable level of investment for society? How can market and public intervention combine to deliver the right signal to invest in expanding and reinforcing the grid? How can two complementary investments such as the building of power plants and the expansion of the network be coordinated successfully?
With a focus on the EU and US liberalized electricity markets, these questions, and others, are answered by leading thinkers in the field, and offer a much-needed assessment of the long-term consequences of liberalization.
Average customer rating:
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Competitive Electricity Markets
Manufacturer: Nova Science Publishers
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Binding: Hardcover
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ASIN: 1560726032 |
Book Description
Open electricity, competitive electricity markets are characterized by two main features. First, everyone who is able to satisfy technical and financial obligations has access to generation and retail of electrical energy. Second, electrical energy as a product is separated commercially from transmission and distribution as a service. Reforms to the electricity supply industry have been introduced in several countries. This has resulted in the competitive wholesale market. This book is a comprehensive presentation of the competitive electricity markets.
Book Description
After two decades, policy makers and regulators agree that electricity market reform, liberalization and privatization remains partly art. Moreover, the international experience suggests that in nearly all cases, initial market reform leads to unintended consequences or introduces new risks, which must be addressed in subsequent reform of the reforms. This volume describes the evolution of the market reform process including a number of challenging issues such as infrastructure investment, resource adequacy, capacity and demand participation, market power, distributed generation, renewable energy and global climate change.
« Sequel to Electricity Market Reform: An International Perspective in the same series published in 2006
« Contributions from renowned scholars and practitioners on significant electricity market design and implementation issues
« Covers timely topics on the evolution of electricity market liberalization world-wide
Average customer rating:
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Designing Competitive Electricity Markets (International Series in Operations Research & Management Science)
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover
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ASIN: 079238282X |
Book Description
As electric restructuring spreads rapidly across countries and states, leading industry experts are increasingly concerned that in many instances policy makers are pushing their proposals into practice more quickly than policy analysts can provide answers to difficult questions of market design. In this process, different structures for organizing this industry are evolving without a firm basic understanding of their implications for long-term market performance. There is a risk that, in the process, we may be inadvertently locked into an inferior market design that will be costly to change. Designing Competitive Electricity Markets develops some guiding principles to be used when evaluating alternative proposals for reorganizing the US electric power industry. Preliminary versions of the papers in this book were presented at a Workshop convened by the Electric Power Research Institute and held at Stanford University in March 1997. The authors are prominent economists, operation researchers, and engineers who have been instrumental in the development of the conceptual framework for electric power restructuring both in the United States and in other countries. The intended audience for this volume includes policy-makers, policy-oriented academics, and corporate leaders with an interest in designing workable and more efficient electricity markets. The arguments in each chapter are based upon sound economic principles but do not require expertise in mathematical modeling or technical economic analysis.
Customer Reviews:
This is a comment........1999-04-01
This book consists of a set of distinct papers. It would be very useful to potential buyers to know what papers were contained in the book. Can this information be made available?
Book Description
Electricity market reform has fundamentally changed the environment for maintaining reliable and secure power supplies, creating a more integrated and dynamic network environment with new real-time challenges for reliable and secure transmission system op
Average customer rating:
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Pricing in Competitive Electricity Markets (Topics in Regulatory Economics and Policy)
Ahmad, Ed. Faruqui
Manufacturer: Kluwer Academic Publishers
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Binding: Hardcover
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ASIN: 0792378393 |
Book Description
Electricity markets are being deregulated or face new regulatory frameworks. In such changing markets, new pricing strategies will need to consider such factors as cost, value of service and pricing by objective. Pricing in Competitive Electricity Markets introduces a new family of pricing concepts, methodologies, models, tools and databases focused on market-based pricing. This book reviews important theoretical pricing issues as well as practical pricing applications for changing electricity markets.
Book Description
This digital document is a journal article from Energy Policy, published by Elsevier in . The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
This article quantifies the potential market for grid-connected, residential photovoltaic (PV) electricity integrated into new homes built in the US. It complements an earlier supply-side analysis by the authors that demonstrates the potential to reduce PV module prices below $1.5/W"p by scaling up existing thin-film technology in 100MW"p/yr manufacturing facilities. The present article demonstrates that, at that price, PV modules may be cost effective in 125,000 new home installations per year (0.5GW"p/yr). While this market is large enough to support multiple scaled up thin-film PV factories, inefficient energy pricing and demand-side market failures will inhibit prospective PV consumers without strong public policy support. Net metering rules, already implemented in many states to encourage PV market launch, represent a crude but reasonable surrogate for efficient electricity pricing mechanisms that may ultimately emerge to internalize the externality benefits of PV. These public benefits include reduced air pollution damages (estimated costs of damage to human health from fossil fuel power plants are presented in Appendix A), deferral of transmission and distribution capital expenditures, reduced exposure to fossil fuel price risks, and increased electricity system reliability for end users. Thus, net metering for PV ought to be implemented as broadly as possible and sustained until efficient pricing is in place. Complementary PV ''buydowns'' (e.g., a renewable portfolio standard with a specific PV requirement) are needed to jumpstart regional PV markets.
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- The Best American Science and Nature Writing 2004 (The Best American Series)
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- The Case of Mumia Abu-Jamal: A Life in the Balance (Open Media Pamphlet Series)
- The Challenge of Democracy: Government in America
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