Solving non-regularity problem and establishing method of parameter estimation for distributions with threshold parameter
Project/Area Number |
21710155
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Research Category |
Grant-in-Aid for Young Scientists (B)
|
Allocation Type | Single-year Grants |
Research Field |
Social systems engineering/Safety system
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Research Institution | Tokyo 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.
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Report
(4 results)
Research Products
(46 results)