1998 Fiscal Year Final Research Report Summary
RESEARCH OF STATISTICAL INFERENCE PLANS ON THE BASIS OF SOME PRIOR
| Project/Area Number |
09640282
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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 |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | KAGOSHIMA UNIVERSITY |
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Principal Investigator |
INADA Koichi KAGOSHIMA UNIVERSITY,FACULTY OF SCIENCE,PROFESSOR, 理学部, 教授 (20018899)
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| Co-Investigator(Kenkyū-buntansha) |
YADOHISA Hiroshi KAGOSHIMA UNIVERSITY,FACULTY OF SCIENCE,RESEARCH ASSOCIATE, 理学部, 助手 (50244223)
AIKOU Tadashi KAGOSHIMA UNIVERSITY,FACULTY OF SCIENCE,ASSOCIATE PROFESSOR, 理学部, 助教授 (00192831)
YAMATO Hajime KAGOSHIMA UNIVERSITY,FACULTY OF SCIENCE,PROFESSOR, 理学部, 教授 (90041227)
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| Project Period (FY) |
1997 – 1998
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| Keywords | PRIOR INTERVAL INFORMATION / SHRINKAGE TYPE ESTIMATOR / DOUBLE SAMPLE SCHEME |
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| Research Abstract |
This research is concerned with estimating a parameter for the case where one has a prior information about the parameter in the form of preliminary conjectured intervals. It is based on the minimum discrimination information(MDI) approach, intended to propose and develop an estimator that has lower risk than the usual estimator (m.l.e.) in or beyond the conjectured intervals. A MDI estimator and its variants were obtained for the estimation of the parameter about the binomial distribution in 1997 and that of the bivariate normal mean vector in 1998. These yield a class of shrinkage type estimator that shrinks towards the preliminary conjectured interval. Their risks were evaluated and compared with the usual estimator under a quadratic loss function. Favorable properties of the proposed estimators were given and recommendations for their use were also made.
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