| Project/Area Number |
15K11992
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| Research Category |
Grant-in-Aid for Challenging Exploratory Research
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| Allocation Type | Multi-year Fund |
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| Research Field |
Statistical science
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| Research Institution | University of Tsukuba |
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Principal Investigator |
AKAHIRA Masafumi 筑波大学, 数理物質系(名誉教授), 名誉教授 (70017424)
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| Co-Investigator(Kenkyū-buntansha) |
大谷内 奈穂 筑波大学, 数理物質系, 助教 (40375374)
青嶋 誠 筑波大学, 数理物質系, 教授 (90246679)
小池 健一 筑波大学, 数理物質系, 准教授 (90260471)
矢田 和善 筑波大学, 数理物質系, 准教授 (90585803)
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| Project Period (FY) |
2015-04-01 – 2018-03-31
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| Project Status |
Completed (Fiscal Year 2017)
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| Budget Amount *help |
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2017: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2015: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Keywords | 漸近損失 / 最尤推定量 / Bayes推定量 / 切断指数型分布族 / Bayes 推定量 / 欠損性 / 漸近平均 / 漸近分散 / 漸近損失量 / 推定 / 検定 |
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| Outline of Final Research Achievements |
In statistical inference, there are many problems that inferential procedures are compared under various assumptions, and in such cases the quantitative evaluation is important. In the research, for specific inferential procedures A and B based on a sample of size n, if A is asymptotically better than B as n tends to infinity, we obtained the asymptotic loss of B relative to A, and clarify its structure. Indeed, there is such a hierarchical structure depending on n that A and B are a certain order asymptotically equivalent, but the difference between A and B in the next order exists. The asymptotic loss is also understood as asymptotic deficiency.
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