2013 Fiscal Year Final Research Report
Statistical estimation of non-regular case by Bayesian approach
| Project/Area Number |
22740053
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | University of Tsukuba |
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Principal Investigator |
OHYAUCHI Nao 筑波大学, 数理物質系, 助教 (40375374)
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| Project Period (FY) |
2010-04-01 – 2014-03-31
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| Keywords | 切断分布族 / 位置母数推定問題 / 漸近情報量損失 / 極値統計量 / Pitman推定量 |
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| Research Abstract |
In the estimation problem on a location parameter for a family of two-sided truncated distributions, we considered the case when each distribution's support is an interval and its density had positive values on the interval and differential coefficients at its endpoints. Then, it was shown that the second order asymptotic loss of information of the statistic consisting of extreme values and an asymptotically ancillary statistic vanished. On the other hand, from the Bayesian viewpoint, the best location equivariant estimator (Pitman estimator) is regarded as the generalized Bayes estimator which minimized the risk with respect to an improper uniform distribution and the quadratic loss. In the above estimation problem, we obtained the asymptotic concentration probability of the Pitman estimator and compared it with other location equivariant estimators.
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Research Products
(14 results)
