| Project/Area Number |
02630013
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| Research Category |
Grant-in-Aid for General Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Research Field |
Economic statistics
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| Research Institution | Hitotsubashi University |
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Principal Investigator |
TAYAKAWA T. Hitotsubashi University Dept. of Economics, Professor., 経済学部, 教授 (00000183)
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| Project Period (FY) |
1990 – 1991
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| Project Status |
Completed (Fiscal Year 1991)
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| Budget Amount *help |
¥1,700,000 (Direct Cost: ¥1,700,000)
Fiscal Year 1991: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 1990: ¥1,000,000 (Direct Cost: ¥1,000,000)
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| Keywords | Langevin population / concentration parameter / Robustness / Likelihood ratio criterion / Homogeneity / Asymptotic form / Discriminant analysis / Principal component / Langeuin分布 / 尤度比判別関数 / 固有値,vectr / 回帰分析 / 双曲型分布 |
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| Research Abstract |
In this research we have considered the distribution problems of some tests statistics for testing parameters of Langevin population on the sphere.
Homogeneity of parameters of k Langevin populations are fundamental for handling the discriminant analysis and principal component analysis. We have given the asymptotic expansion of the distribution of the likelihood ration criterion for testing the momogeneity of concentration parameters and mean directions of k Langevin populations.
We also studied the homogeneity of parameters of k populations for which the probability (density) functions satisfy some regularity condition. We gave the asymptotic expansion of the distribution of the likelihood ratio criterion of this test up to the order 1/n, where n is the sample size.
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