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Bayesian statistical analysis. (L’analyse statistique Bayésienne.) (French) Zbl 0827.62006
Paris: Éd. Économica. 393 p. (1992).
The book is divided into 10 chapters besides two appendices, bibliography, list of notations, author index and subject index. Contents:
Ch. 1: Introduction. Ch. 2: Statistical inference: Decision theory approach. Ch. 3: Prior information and prior distributions. Ch. 4: Bayesian estimation. Ch. 5. Tests and confidence regions. Ch. 6: Complete and admissible classes. Ch. 7: Invariance, Haar measures and equivariant estimators. Ch. 8: Hierarchical and empirical extensions. Ch. 9: Bayesian calculations. Ch. 10: Conclusions.
The material in Chapters 6, 7 and 8 is quite advanced. Each chapter contains a number of unsolved exercises. The book can be used in parts for an elementary or advanced course on decision theory.
Reviewer: V.P.Gupta (Jaipur)

62C10 Bayesian problems; characterization of Bayes procedures
62F15 Bayesian inference
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62C07 Complete class results in statistical decision theory
62C15 Admissibility in statistical decision theory
62A01 Foundations and philosophical topics in statistics