Bayesian Methods for Statistical Analysis on Stochastic Dominance and Its Applications
| Project/Area Number |
22530203
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Hokkaido University |
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Principal Investigator |
HASEGAWA Hikaru 北海道大学, 大学院・経済学研究科, 教授 (30189534)
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| Project Period (FY) |
2010 – 2012
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| Project Status |
Completed (Fiscal Year 2012)
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| Budget Amount *help |
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2012: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2011: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2010: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Keywords | ベイズ統計学 / MCMC / 確率的優位 / 貧困 / 所得分布 / プロスペクト確率的優位 / 不平等 |
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| Research Abstract |
In this research project, using the Bayesian nonparametric method with a Dirichlet process prior, I estimated the density and cumulative distribution functions of the income distribution. I also applied the method to the problems of stochastic dominance in income distributions. In addition, using microlevel data, I analyzed the relationships between self-assessed social position and socioeconomic factors such as income and poverty. Furthermore, I provided the estimation method for multivariate polychoric and polyserial correlation coefficients by using the simulation-based Bayesian method.
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Report
(4 results)
Research Products
(7 results)
