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Solving non-regularity problem and establishing method of parameter estimation for distributions with threshold parameter

Research Project

Project/Area Number 21710155
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field Social systems engineering/Safety system
Research InstitutionTokyo Metropolitan University

Principal Investigator

NAGATSUKA Hideki  首都大学東京, システムデザイン研究科, 助教 (30384738)

Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2011: ¥390,000 (Direct Cost: ¥300,000、Indirect Cost: ¥90,000)
Fiscal Year 2010: ¥520,000 (Direct Cost: ¥400,000、Indirect Cost: ¥120,000)
Fiscal Year 2009: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Keywords最尤法 / 非正則問題 / 閾値 / 点推定 / 一致性 / 統計数学 / 品質管理 / 信頼性工学 / 確率論 / 数理工学 / 一致推定量 / ワイブル分布 / ガンマ分布
Research Abstract

For the sake of establishing method of parameter estimation for distributions with threshold parameter, lifetime distributions including Weibull, gamma, lognormal and inverse Gaussian distributions, which are very important stochastic models especially in reliability and quality control, estimation methods avoiding the non-regularity problem have been proposed and then evaluated.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (46 results)

All 2012 2011 2010 2009 Other

All Journal Article (8 results) (of which Peer Reviewed: 7 results) Presentation (32 results) Book (4 results) Remarks (2 results)

  • [Journal Article] A consistent parameter estimation in the three-parameter lognormal distribution2012

    • Author(s)
      Hideki Nagatsuka and N. Balakrishnan
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: Vol.142, No.7 Issue: 7 Pages: 2071-2086

    • DOI

      10.1016/j.jspi.2012.01.019

    • Related Report
      2011 Annual Research Report 2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Parameter and quantile estimation for the three-parameter gamma distribution based on statistics invariant to unknown location2012

    • Author(s)
      Hideki Nagatsuka and N. Balakrishnan
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: Vol.142, No.7 Issue: 7 Pages: 2087-2102

    • DOI

      10.1016/j.jspi.2012.01.018

    • Related Report
      2011 Annual Research Report 2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] An Evaluating Algorithm for System State Distributions of Generalized Multi-State k-out-of-N : F Systems2011

    • Author(s)
      H.Yamamoto, T.Akiba, T.Yamaguchi, H.Nagatsuka
    • Journal Title

      Journal of Japan Industrial Management Association

      Volume: 61 Pages: 347-354

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] On estimation for the three-parameter Weibull distribution using statistics invariant to unknown location2010

    • Author(s)
      H.Nagatsuka, N.Balakrishnan
    • Journal Title

      Proceedings of 4th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling

      Pages: 516-523

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A study of parameter estimation of distributions based on multivariate data under order restrictions of the parameters2010

    • Author(s)
      M.Uchino, H.Nagatsuka, H.Yamamoto
    • Journal Title

      Proceedings of 4th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling

      Pages: 708-715

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] An Efficient Bayesian Estimation of Ordered Parameters of Two Exponential Distributions2009

    • Author(s)
      Hideki Nagatsuka, Toshinari Kamakura, Tsunenori Ishioka
    • Journal Title

      IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

      Volume: E92-A Issue: 7 Pages: 1608-1614

    • DOI

      10.1587/transfun.E92.A.1608

    • NAID

      10026858237

    • ISSN
      0916-8508, 1745-1337
    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] L^p正則化推定法-Lassoを中心に-2009

    • Author(s)
      長塚豪己
    • Journal Title

      日本信頼性学会誌

      Volume: Vol.31, No.8 Pages: 580-587

    • URL

      http://ci.nii.ac.jp/naid/110007468558.

    • Related Report
      2011 Final Research Report
  • [Journal Article] An efficient Bayesian estimation of ordered parameters of two exponential distributions2009

    • Author(s)
      Hideki Nagatsuka, Toshinari Kamakura, Tsunenori Ishioka
    • Journal Title

      The IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences E92-A

      Pages: 1608-1614

    • NAID

      10026858237

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Presentation] Parameter and Quantile Estimation for Lifetime Distributions with Unknown Location Parameter2011

    • Author(s)
      Hideki Nagatsuka
    • Organizer
      Proceedings of International Conference on Advances in Probability and Statistics-Theory and Applications
    • Place of Presentation
      The Chinese University of Hong Kong, Hong Kong SAR, China
    • Year and Date
      2011-12-28
    • Related Report
      2011 Final Research Report
  • [Presentation] Parameter and Quantile Estimation for Lifetime Distributions with Unknown Location Parameter2011

    • Author(s)
      Hideki Nagatsuka
    • Organizer
      International Conference on Advances in Probability and Statistics-Theory and Applications : A Celebration of N.Balakrishnan's 30 years of Contributions to Statistics
    • Place of Presentation
      The Chinese University of Hong Kong (Hong Kong SAR, China)(invited talk)
    • Year and Date
      2011-12-28
    • Related Report
      2011 Annual Research Report
  • [Presentation] Exact distributions of the median absolute deviation and it's application to test of the equality of two variances2011

    • Author(s)
      Hiroshi Kawakami, Hideki Nagatsuka, Toshinari Kamakura and Hisashi Yamamoto
    • Organizer
      信学技報(電子情報通信学会信頼性研究会)
    • Place of Presentation
      機械振興会館,東京
    • Year and Date
      2011-06-17
    • Related Report
      2011 Final Research Report
  • [Presentation] パラメーターの順序関係を考慮した検定及び多変量管理図手法における一考察2011

    • Author(s)
      藤間大典,長塚豪己,山本久志
    • Organizer
      信学技報(電子情報通信学会信頼性研究会)
    • Place of Presentation
      機械振興会館,東京
    • Year and Date
      2011-06-17
    • Related Report
      2011 Final Research Report
  • [Presentation] Exact distributions of the median absolute deviation and it's application to test of the equality of two variances2011

    • Author(s)
      Hiroshi Kawakami, Hideki Nagatsuka, Toshinari Kamakura, Hisashi Yamamoto
    • Organizer
      電子情報通信学会信頼性研究会
    • Place of Presentation
      機械振興会館(東京都)
    • Year and Date
      2011-06-17
    • Related Report
      2011 Annual Research Report
  • [Presentation] パラメーターの順序関係を考慮した検定及び多変量管理図手法における一考察2011

    • Author(s)
      藤間大典, 長塚豪己, 山本久志
    • Organizer
      電子情報通信学会信頼性研究会
    • Place of Presentation
      機械振興会館(東京都)
    • Year and Date
      2011-06-17
    • Related Report
      2011 Annual Research Report
  • [Presentation] Exact distributions of the median absolute deviation and its related test statistics for detecting outlier2011

    • Author(s)
      Hiroshi Kawakami, Hideki Nagatsuka, Toshinari Kamakura and Hisashi Yamamoto
    • Organizer
      日本品質管理学会第95回研究発表会研究発表要旨集
    • Place of Presentation
      電気通信大学,東京
    • Year and Date
      2011-05-28
    • Related Report
      2011 Final Research Report
  • [Presentation] 攪乱母数の順序関係を考慮した検定及び多変量管理図手法に関する一考察2011

    • Author(s)
      藤間大典,長塚豪己,山本久志
    • Organizer
      日本品質管理学会第95回研究発表会研究発表要旨集
    • Place of Presentation
      電気通信大学,東京
    • Year and Date
      2011-05-28
    • Related Report
      2011 Final Research Report
  • [Presentation] Exact distributions of the median absolute deviation and its related test statistics for detecting outlier2011

    • Author(s)
      Hiroshi Kawakami, Hideki Nagatsuka, Toshinari Kamakura, Hisashi Yamamoto
    • Organizer
      日本品質管理学会第95回研究発表会
    • Place of Presentation
      電気通信大学(東京都)
    • Year and Date
      2011-05-28
    • Related Report
      2011 Annual Research Report
  • [Presentation] 攪乱母数の順序関係を考慮した検定及び多変量管理図手法に関する一考察2011

    • Author(s)
      藤間大典, 長塚豪己, 山本久志
    • Organizer
      日本品質管理学会第95回研究発表会
    • Place of Presentation
      電気通信大学(東京都)
    • Year and Date
      2011-05-28
    • Related Report
      2011 Annual Research Report
  • [Presentation] Exact distributions of some robust statistics and these applications to tests for detecting outlier2011

    • Author(s)
      川上博史,長塚豪己,山本久志
    • Organizer
      日本経営工学会西関東支部第11回学生論文発表会
    • Place of Presentation
      十文字学園女子大学新座キャンパス,埼玉
    • Year and Date
      2011-02-27
    • Related Report
      2011 Final Research Report
  • [Presentation] Exact distributions of some robust statistics and these applications to tests for detecting outlier2011

    • Author(s)
      川上博史, 長塚豪己, 山本久志
    • Organizer
      日本経営工学会西関東支部第11回学生論文発表会
    • Place of Presentation
      十文字学園女子大学新座キャンパス
    • Year and Date
      2011-02-27
    • Related Report
      2010 Annual Research Report
  • [Presentation] On estimation for the three-parameter Weibull distribution using statistics invariant to unknown location2010

    • Author(s)
      Hideki Nagatsuka and N. Balakrishnan
    • Organizer
      Proceedings of 4th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling
    • Place of Presentation
      Victoria university of Wellington, Wellington, New Zealand
    • Year and Date
      2010-12-03
    • Related Report
      2011 Final Research Report
  • [Presentation] A study ofparameter estimation of distributions based on multivariate data under order restrictions of the parameters2010

    • Author(s)
      Megumi Uchino, Hideki Nagatsuka and Hisashi Yamamoto
    • Organizer
      Proceedings of 4th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling
    • Place of Presentation
      Victoria university of Wellington, Wellington, New Zealand
    • Year and Date
      2010-12-03
    • Related Report
      2011 Final Research Report
  • [Presentation] 多変量解析におけるパラメータ間の順序関係を考慮した推定問題に関する一考察2010

    • Author(s)
      内野慈,長塚豪己,山本久志
    • Organizer
      日本信頼性学会第23回秋季信頼性シンポジウム発表報文集
    • Place of Presentation
      日本科学技術連盟千駄ヶ谷本部ビル,東京
    • Year and Date
      2010-11-05
    • Related Report
      2011 Final Research Report
  • [Presentation] 多変量解析におけるパラメータ間の順序関係を考慮した推定問題に関する一考察2010

    • Author(s)
      内野慈, 長塚豪己, 山本久志
    • Organizer
      日本信頼性学会第23回秋季信頼性シンポジウム発表報文集
    • Place of Presentation
      日本科学技術連盟千駄ヶ谷本部ビル
    • Year and Date
      2010-11-05
    • Related Report
      2010 Annual Research Report
  • [Presentation] A study of parameter estimation for distributions with unknown origin based on transformed data free from location parameter2010

    • Author(s)
      Hideki Nagatsuka, N. Balakrishnan and Toshinari Kamakura
    • Organizer
      2010年度統計関連学会連合大会
    • Place of Presentation
      早稲田大学早稲田キャンパス,東京
    • Year and Date
      2010-09-08
    • Related Report
      2011 Final Research Report
  • [Presentation] A study of parameter estimation for distributions with unknown origin based on transformed data free from location parameter2010

    • Author(s)
      H.Nagatsuka, N.Balakrishnan, T.Kamakura
    • Organizer
      2010年度統計関連学会連合大会
    • Place of Presentation
      早稲田大学早稲田キャンパス
    • Year and Date
      2010-09-08
    • Related Report
      2010 Annual Research Report
  • [Presentation] Consistent method of estimation for distributions with shifted origin2010

    • Author(s)
      Hideki Nagatsuka and N. Balakrishnan
    • Organizer
      Proceedings of International Conference on Statistical Methodologies and Related Topics in conjunction with NZSA Annual Conference
    • Place of Presentation
      Massey University, Palmerston North, New Zealand
    • Year and Date
      2010-06-30
    • Related Report
      2011 Final Research Report
  • [Presentation] Consistent method of estimation for distributions with shifted origin2010

    • Author(s)
      H.Nagatsuka, N.Balakrishnan
    • Organizer
      International Conference on Statistical Methodologies and Related Topics in conjunction with NZSA Annual Conference
    • Place of Presentation
      Massey University (Palmerston North, New Zealand)
    • Year and Date
      2010-06-30
    • Related Report
      2010 Annual Research Report
  • [Presentation] 多変量データにおけるパラメータ間の順序制約を考慮した場合のパラメータ推定方法に関する一考察2010

    • Author(s)
      内野慈,長塚豪己,山本久志
    • Organizer
      日本品質管理学会第92回研究発表会研究発表要旨集
    • Place of Presentation
      日本科学技術連盟東高円寺ビル,東京
    • Year and Date
      2010-05-30
    • Related Report
      2011 Final Research Report
  • [Presentation] 多変量データにおけるパラメータ間の順序制約を考慮した場合のパラメータ推定方法に関する一考察2010

    • Author(s)
      内野慈, 長塚豪己, 山本久志
    • Organizer
      日本品質管理学会第92回研究発表会
    • Place of Presentation
      日本科学技術連盟東高円寺ビル
    • Year and Date
      2010-05-30
    • Related Report
      2010 Annual Research Report
  • [Presentation] 定数打切りデータにおけるワイブル分布の推定法に関する研究2009

    • Author(s)
      長塚豪己,鎌倉稔成
    • Organizer
      日本信頼性学会第22回秋季信頼性シンポジウム発表報文集
    • Place of Presentation
      日本科学技術連盟千駄ヶ谷本部ビル,東京
    • Year and Date
      2009-11-20
    • Related Report
      2011 Final Research Report
  • [Presentation] 定数打切りデータにおけるワイブル分布の推定法に関する研究2009

    • Author(s)
      長塚豪己, 鎌倉稔成
    • Organizer
      日本信頼性学会第22回秋季信頼性シンポジウム
    • Place of Presentation
      日本科学技術連盟千駄ケ谷ビル
    • Year and Date
      2009-11-20
    • Related Report
      2009 Annual Research Report
  • [Presentation] Type 2 censored dataにおける閾値を持つ分布の推定法に関する一考察2009

    • Author(s)
      長塚豪己,鎌倉稔成
    • Organizer
      2009年度統計関連学会連合大会講演報告集
    • Place of Presentation
      同志社大学京田辺キャンパス,京都
    • Year and Date
      2009-09-09
    • Related Report
      2011 Final Research Report
  • [Presentation] 単一打ち切りがある場合の3パラメータワイブル分布の推定に関する一考察2009

    • Author(s)
      長塚豪己,鎌倉稔成,山本久志,石岡恒憲
    • Organizer
      信学技報
    • Place of Presentation
      藤田観光旭川ワシントンホテル,北海道
    • Year and Date
      2009-07-31
    • Related Report
      2011 Final Research Report
  • [Presentation] 単一打ら切りがある場合の3パラメータワイブル分布の推定に関する-考察2009

    • Author(s)
      長塚豪己, 鎌倉稔成, 山本久志, 石岡恒憲
    • Organizer
      電子情報通信学会信頼性研究会
    • Place of Presentation
      藤田観光旭川ワシントンホテル(北海道)
    • Year and Date
      2009-07-31
    • Related Report
      2009 Annual Research Report
  • [Presentation] 3パラメータワイブル分布のパラメータ推定における非正則性問題の回避に関する一考察2009

    • Author(s)
      長塚豪己,山本久志,鎌倉稔成, N. Balakrishnan
    • Organizer
      第39回信頼性・保全性シンポジウム発表報文集
    • Place of Presentation
      日本教育会館,東京
    • Year and Date
      2009-07-14
    • Related Report
      2011 Final Research Report
  • [Presentation] 3パラメータワイブル分布, 3パラメータガンマ分布における一致推定量の構成2009

    • Author(s)
      長塚豪己
    • Organizer
      IEEE-RS Chapter Annual Meeting & 2008年度Chapter Awards受賞記念講演会
    • Place of Presentation
      日本大学経済学部,東京
    • Year and Date
      2009-06-20
    • Related Report
      2011 Final Research Report
  • [Presentation] 3パラメータワイブル分布,3パラメータガンマ分布における-致推定量の構成2009

    • Author(s)
      長塚豪己
    • Organizer
      IEEE-RS Chapter Annual Meeting & 2008年度Chapter Awards受賞記念講演会
    • Place of Presentation
      日本大学経済学部(東京都)
    • Year and Date
      2009-06-20
    • Related Report
      2009 Annual Research Report
  • [Presentation] Type 2 censored dataにおける閾値を持つ分布の推定法に関する-考察2009

    • Author(s)
      長塚豪己, 鎌倉稔成
    • Organizer
      2009年度統計関連学会連合大会講演報告集
    • Place of Presentation
      同志社大学京田辺キャンパス(京都府)
    • Related Report
      2009 Annual Research Report
  • [Presentation] 3パラメータワイブル分布のパラメータ推定における非正則性問題の回避に関する-考察2009

    • Author(s)
      長塚豪己, 山本久志, 鎌劔稔成, N.Balakrishnan
    • Organizer
      第39回信頼性・保全性シンポジウム
    • Place of Presentation
      日本教育会館(東京都)
    • Related Report
      2009 Annual Research Report
  • [Book] 第8章品質管理,生産マネジメント概論戦略編2010

    • Author(s)
      長塚豪己
    • Publisher
      文眞堂
    • Related Report
      2011 Final Research Report
  • [Book] 1群12編1章確率統計の基礎・信頼性データ解析,電子情報通信学会知識ベース2010

    • Author(s)
      長塚豪己
    • Publisher
      電子情報通信学会
    • Related Report
      2011 Final Research Report
  • [Book] 第8章 品質管理.生産マネジメント概論 技術編(大場允晶, 藤川裕晃編)2010

    • Author(s)
      長塚豪己(分担執筆)
    • Total Pages
      25
    • Publisher
      文眞堂
    • Related Report
      2010 Annual Research Report
  • [Book] 1群12編2章 確率統計の基礎・信頼性データ解析, 電子情報通信学会知識ベース 知識の森2010

    • Author(s)
      長塚豪己(分担執筆)
    • Total Pages
      9
    • Publisher
      電子情報通信学会
    • Related Report
      2010 Annual Research Report
  • [Remarks]

    • URL

      https://sites.google.com/site/hidekinagatsuka7/

    • Related Report
      2011 Final Research Report
  • [Remarks]

    • URL

      https://sites.google.com/site/hidekinagatsuka7/

    • Related Report
      2011 Annual Research Report

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Published: 2009-04-01   Modified: 2016-04-21  

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