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New development of statistical estimation of parameters with linear inequalities restriction

Research Project

Project/Area Number 22500263
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionMejiro University

Principal Investigator

WATANABE Genso  目白大学, 社会学部, 教授 (40227343)

Co-Investigator(Kenkyū-buntansha) SHINOZAKI Nobuo  慶應義塾大学, 名誉教授 (70051886)
Project Period (FY) 2010 – 2012
Project Status Completed (Fiscal Year 2012)
Budget Amount *help
¥2,340,000 (Direct Cost: ¥1,800,000、Indirect Cost: ¥540,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywords統計的推測 / 線形不等式制約 / Graybill-Deal推定量 / 最尤推定量 / 確率優越性 / common mean / Pitman Closeness / 分布の予測 / 線形不等式 / Graygbill-Deal推定量
Research Abstract

We first consider the problem of estimating the common mean of two normal distributions with unknown ordered variances. We give a broad class of estimators which includes the estimators proposed by Nair (1982) and Elfessi et al. (1992) and show that the estimators stochastically dominate the estimators which do not take into account the order restriction on variances, including the one given by Graybill and Deal (1959).Then we propose a broad class of individual estimators of two ordered means when unknown variances are ordered. We show that in estimating the mean with larger variance, estimators which do not take into account the order restriction on variances are stochastically dominated by the proposed class of estimators which take into account both order restrictions. However, in terms of estimating the mean with smaller variance, similar improvement is not possible even in terms of mean squared error. We also show a domination result in the simultaneous estimation problem of two ordered means. Further, improving upon the unbiased estimators of the two means is also discussed.We also discuss the above problems under Pitman closeness criterion and confirm the validity of Pitman closeness criterion.

Report

(4 results)
  • 2012 Annual Research Report   Final Research Report ( PDF )
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (25 results)

All 2012 2011 2010 Other

All Journal Article (6 results) (of which Peer Reviewed: 6 results) Presentation (19 results)

  • [Journal Article] Estimation of ordered means of two normal distributions with ordered variances2012

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Journal Title

      Journal of Mathematics and System Science

      Volume: V ol. 2. No.1 Pages: 1-7

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Improved estimators for the common mean and ordered means of two normal distributions with ordered variances2012

    • Author(s)
      Chang Yuan-Tsung, Oono Youhei, Shinozaki Nobuo
    • Journal Title

      Journal of statistical planning and inference

      Volume: 142 Issue: 9 Pages: 2619-2628

    • DOI

      10.1016/j.jspi.2012.03.006

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Estimation of Ordered Means of Two Normal Distributions with Ordered Variances2012

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Journal Title

      Journal of Mathematics and System Science

      Volume: Vol.2 No.4 Pages: 1-7

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Pitman Closeness Comparisons of estimation of two ordered normal means with ordered variances2011

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Journal Title

      RecentAdvance in statistics application and related areas

      Pages: 1454-1460

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Pitman Closeness Comparisons of Estimations of Two Ordered Normal Means with Ordered Variances2011

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Journal Title

      Recent Advance in Statistics Application and Related Areas

      Pages: 1453-1460

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Improved Estimators for the Common Mean and Ordered Means of Two Normal Distributions with Ordered Variances

    • Author(s)
      Chang Yuan-Tsung Youhei Oono and Shinozaki Nobuo
    • Journal Title

      Journal of Statistics and Planning Inference

      Volume: Vol. 142 Pages: 2619-2628

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Presentation] A Broad Class of Estimators for Ordered Means of T wo Normal Distributions with Ordered V ariances2012

    • Author(s)
      Chang Yuan-Tsung, Oono Youhei and Shinozaki Nobuo
    • Organizer
      The 2ndInstitute of Mathematical Statistics Asia Pacific Rim Meeting
    • Related Report
      2012 Final Research Report
  • [Presentation] 平均と分散に順序制約がある場合の2つの正規母集団の平均の広いクラスの推定量2012

    • Author(s)
      張 元宗 篠崎信雄
    • Organizer
      2012 年度統計関連学会連合大会
    • Place of Presentation
      北海道
    • Related Report
      2012 Final Research Report
  • [Presentation] Estimators for Two Ordered Normal Means with Ordered Variances under Pitman' s Closeness and Numerical Analysis2012

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      CFE-ERCIM (European Consortium for Informatics and Mathematics)
    • Place of Presentation
      Oviedo, Spain
    • Related Report
      2012 Final Research Report
  • [Presentation] A Broad Class of Estimators for Ordered Means of Two Normal Distributions with Ordered Variances2012

    • Author(s)
      Chang Yuan-Tsung
    • Organizer
      The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      つくば国際会議場
    • Related Report
      2012 Annual Research Report
  • [Presentation] 平均と分散に順序制約がある場合の2つの正規母集団の平均の広いクラスの推定量2012

    • Author(s)
      張元宗
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      北海道大学
    • Related Report
      2012 Annual Research Report
  • [Presentation] Estimation of two ordered normal means with ordered variances-part II (Simulation Study)2012

    • Author(s)
      Chang Yuan-Tsung
    • Organizer
      ANQ(Asia network quality)congress 2012 Hong kong
    • Place of Presentation
      香港
    • Related Report
      2012 Annual Research Report
  • [Presentation] Estimation of two ordered means with two ordered variances under Pitman’s closeness and numerical analysis.2012

    • Author(s)
      Chang Yuan-Tsung
    • Organizer
      5th International Conference of ERCIM ‘2012)Computing & statistical
    • Place of Presentation
      スペイン
    • Related Report
      2012 Annual Research Report
  • [Presentation] A Broad Class Estimators for Two Ordered Normal Means with Ordered Variances under Pitman's Comparison2011

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      Joint Meeting of the 2011 Taipei International Statistical Symposium and 7th Conference of the Asian Regional Section of the IASC
    • Place of Presentation
      台北
    • Year and Date
      2011-12-17
    • Related Report
      2011 Annual Research Report
  • [Presentation] 平均と分散に順序制約がある場合の2つの正規母平均の推定2011

    • Author(s)
      張元宗・篠崎信雄
    • Organizer
      2011年度統計関連学会連合大会
    • Place of Presentation
      九州大学伊都キャンパス
    • Year and Date
      2011-09-06
    • Related Report
      2011 Annual Research Report
  • [Presentation] A broad class estimators for two ordered normal means with ordered variances under Pitman' s comparison2011

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      The Taipei International Statistical Symposium and 7thConference of the Asian Regional Section(2011)
    • Related Report
      2012 Final Research Report
  • [Presentation] Pitman Closeness Comparisons of estimation of two ordered normal means with ordered variances2011

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      The 4thInternational Institute of Statistics & Management Engineering Symposium
    • Place of Presentation
      Dalian,China
    • Related Report
      2012 Final Research Report
  • [Presentation] 平均と分散に順序制約がある場合の2つの正規母集団の平均の推定2011

    • Author(s)
      張 元宗 篠崎 信雄
    • Organizer
      2011 年度統計関連学会連合大会
    • Place of Presentation
      京都
    • Related Report
      2012 Final Research Report
  • [Presentation] Pitman Closeness Comparisons of Estimations of Two Ordered Normal Means with Ordered Variances2011

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      conference proceedings of the 4th International Institute of Statistics & Management Engineering Symposium
    • Place of Presentation
      中国・大連
    • Related Report
      2011 Annual Research Report
  • [Presentation] Estimation of Ordered Means of Two Normal Distributions with Ordered Variances2010

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      8^<th> ANQ(Asian Network for Quality)
    • Place of Presentation
      インド・デリー
    • Year and Date
      2010-10-21
    • Related Report
      2010 Annual Research Report
  • [Presentation] NEW TYPES OF SHRINKAGE ESTIMATORS OF MEANS IN POISSON AND MULTIPLICATIVE POISSON MODELS2010

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      The 10^<th> China-Japan Symposium on Statistics
    • Place of Presentation
      中国・成都
    • Year and Date
      2010-10-16
    • Related Report
      2010 Annual Research Report
  • [Presentation] New Types of Shrinkage Estimators of Means in Poisson and Multiplicative Poisson Models2010

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      The 10thChina-Japan Symposium on Statistics
    • Place of Presentation
      Chengdu, China
    • Related Report
      2012 Final Research Report
  • [Presentation] Estimation of Ordered Means of Two Normal Distributions with Ordered2010

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      Variances ANQ Congress
    • Place of Presentation
      インドニューデリー
    • Related Report
      2012 Final Research Report
  • [Presentation] 平均と分散に順序制約がある場合の2つの正規母集団の平均の推定についての シミュレーションスタディ

    • Author(s)
      張 元宗 篠崎信雄
    • Organizer
      2012年日本計算機統計学会第26回大会
    • Related Report
      2012 Final Research Report
  • [Presentation] Estimation of Ordered Means of Two Normal Distributions with Ordered Variances-part II (Numerical Study)

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      ANQ Congress 2012 Hong Kong
    • Related Report
      2012 Final Research Report

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Published: 2010-08-23   Modified: 2019-07-29  

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