supermartingale

supermartingale's Comments

Which textbook would you recommend to learn decision theory?

I noticed that textbooks on mathematical statistics sometimes contain chapters about decision theory, e.g. Theory of Statistics by Schervisch contains about 60 pages on Bayesian and classical decision theory.

Which textbook would you recommend to learn decision theory?

There's actually only one comment on decision theory textbooks, which recommends the Martin Peterson's one. I skimmed through it at our library and it seems to be more directed at philosophy students and those with poor mathematical background. There's also Resnik or Luce & Raiffa mentioned but they are claimed to be out of date.

While it's always important to grasp the intuition, reading books for the "common people" will give you much slower progress than if you read a book meant for someone who already has solid mathematical foundations.