2011 Fiscal Year Final Research Report
Evaluation of the performance of stopping rules in sequential analysis
| Project/Area Number |
20540102
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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 | Akita University |
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Principal Investigator |
UNO Chikara 秋田大学, 教育文化学部, 教授 (20282155)
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| Co-Investigator(Kenkyū-buntansha) |
HIRATA Kentaro 秋田大学, 教育文化学部, 准教授 (30399795)
SUZUKI Masaaki 秋田大学, 教育文化学部, 准教授 (70431616)
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| Project Period (FY) |
2008 – 2011
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| Keywords | 二段階法 / 逐次推定 / 漸近有効性 / リグレット |
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| Research Abstract |
There are some problems of statistical inference for which no procedures of fixed sample size are available. For example, the problem of constructing fixed-width confidence interval for the mean of a population with confidence level 95% corresponds to it. For this case, we can solve the problem by means of a sequential sampling method where the size of sample is randomly given. In this research, we considered the problem of evaluating the performance of two-stage estimation procedure, provided the unknown variance has the known lower bound, and established a theory which gives more exact evaluation than precedent research.
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