Bayesian Decision Theory: Course Outline
Bayesian decision theory is a fundamental statistical approach to the problem of pattern classification.
EBooks

by West, Mike. Harrison, Jeff
Publisher: Springer
ISBN: 9780387227771 
by Jeliazkov, Ivan. Yang, XinShe
Publisher: Wiley
ISBN: 9781118771181 
by Candy, James V.
Publisher: WileyInterscience
ISBN: 9780470430576
Course Outline
 Utility theory.
 The utility of money.
 Rewards, Consequences.
 The loss functions.
 Development of the loss function from the utility theory.
 Certain standard loss functions for inference and predictive problems.
 Bayes estimators.
 Bayes predictors.
 Bayesian hypothesis testing under the different loss functions.
 Decision function.
 Multivariate loss function with Bayesian estimation.
 Risk.
 Types of risk.
 Choice of a sample size under posterior Bayes risk.
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EBooks

by Binmore, Ken
Publisher: Princeton University Press
ISBN: 9781400833092 
by Teng, Jimmy
Publisher: Biohealthcare Publishing
ISBN: 9781909287778 
by Lee, Peter M.
Publisher: John Wiley & Sons
ISBN: 9781118359754