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Prediction and estimation problems in extrem value theory.

Research Project

Project/Area Number 09680310
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionKobe University of Mercantile Marine

Principal Investigator

TAKAHASHI Rinya  Kobe University of Mercantile Marine, Fuculty of Mercantile Marine, Professor, 商船学部, 教授 (80030047)

Co-Investigator(Kenkyū-buntansha) SIBUYA Masaaki  Takachiho University, Professor, 教授 (20146723)
Project Period (FY) 1997 – 1998
Project Status Completed (Fiscal Year 1998)
Budget Amount *help
¥1,800,000 (Direct Cost: ¥1,800,000)
Fiscal Year 1998: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 1997: ¥900,000 (Direct Cost: ¥900,000)
Keywordsextreme value theory / generalized gamma distribution / prediction / return level / stereology / Wicksell's corpuscle problem
Research Abstract

In the Wicksell corpuscle problem, the maximum size of random spheres in a volume part is to be predicted from the sectional circular distribution of spheres cut by a plane.
1. The size of the spheres is assumed to follow the genelalized gamma distribution with known shape parameters. Some prediction methods according to measurement methods on the sectional plane are proposed, and their performances are evaluated by simulation. The prediction method based on the gamma largest sizes and the total number of the sectional circlesis recommended, because of its satisfactory performance.
2. The size of the spheres is assumed to follow the three-parameter generalized gamma distribution. Prediction methods based on the moment estmation are proposed and there performances are evaluated by simulation. For a practically probable case, one of the these prediction methods is as good as a method previously proposed by us where the two shape parameters are assumed to be known.
3. The size of the spheres which exceed a threshold is assumed to follow the exponential distribution. The return level of random spheres in a volume part is to be predicted from the sectional circular data which exceed the threshold. Prediction method is proposed and its performance is evaluated by simulation.

Report

(3 results)
  • 1998 Annual Research Report   Final Research Report Summary
  • 1997 Annual Research Report
  • Research Products

    (9 results)

All Other

All Publications (9 results)

  • [Publications] Sibuya, Masaaki: "Prediction of record-breakings." Statistica Sinica. 7. 893-906 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Takahashi, Rinya: "Prediction of the maximum size in Wicksell's corpuscle problem." Annals of Institute of Statistical Mathematics. 50. 361-377 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Sibuya, Masaaki: "Wicksell´s corpuscle problem." Encyclopedia of Statistical Science, Update Volume, Wiley. (印刷中). (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Takahashi, R.and Sibuya, M.: "Prediction of the maximum size in Wicksell's cor-puscle problem." Annals of Institute of Statistical Mathematics. 50. 361-377 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Sibuya, M.: "Wicksell's corpuscle problem.To appear in Johnson, N.L.et al. (Eds.)" Encyclopedia of Statistical Sciences.Update Volume, Wiley.(1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Sibuya, M.and Nishimura, K.: "Prediction of record-breakings" Statistica Sinica. 7. 893-906 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Takahashi,Rinya: "Prediction of the maximum size in Wicksell's corpuscle problem." Annals of Institute of Statistical Mathematies. 50. 361-377 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Sibuya,Masaaki: "Wicksell's corpuscle problem." Encyclopedia of Statistical Sciences,Update Volume,Wiley.(印刷中). (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] Rinya Takahashi: "Prediction of the maximum size in Wicksell's corpuscle problem." Annals of the Institute of Statistical Mathematics. 50・2(掲載予定). (1998)

    • Related Report
      1997 Annual Research Report

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Published: 1997-04-01   Modified: 2016-04-21  

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