Methodology of sequential procedures and its applications
| Project/Area Number |
23540128
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Multi-year Fund |
|---|
| Section | 一般 |
|---|
| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
|
|---|
| Research Institution | Niigata University |
|---|
Principal Investigator |
ISOGAI Eiichi 新潟大学, 自然科学系, フェロー (40108014)
|
|---|
| Project Period (FY) |
2011 – 2013
|
| Project Status |
Completed (Fiscal Year 2013)
|
| Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2013: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2011: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
|
|---|
| Keywords | 統計数学 / 逐次解析 / 二段階法 / 信頼区間問題 / 最小リスク問題 / 高次漸近展開 / 平均標本数 / リグレット / 被覆確率 / 指数分布，正規分布 / ２段階法 / 純逐次法 / 逐次信頼区間 / 最小リスク / 有界リスク / 高次漸近有効性 / 信頼区間 / 漸近有効性 / 正規分布 / 指数分布 |
|---|
| Research Abstract |
The main results which head investigator obtained are as follows.
(1) We consider the problem of fixed-width confidence interval estimation of a location parameter of a negative exponential distribution under the assumption that a positive lower bound of a scale parameter is known. Using the two-stage procedure proposed by Mukhopadhyay and Duggan (1999) we provided higher order asymptotic expansions of the average sample number and coverage probability. (2011) (2) We considered the minimum risk point estimation problem for the mean and variance of a normal population under the assumption that a positive lower bound of an unknown variance is known. By using two-stage procedure we gave higher than second-order approximations of the average sample number and regret.(2013)
|
Report
(4 results)
Research Products
(17 results)
