2013 Fiscal Year Final Research Report
Methodology of sequential procedures and its applications
| Project/Area Number |
23540128
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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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 | Niigata University |
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Principal Investigator |
ISOGAI Eiichi 新潟大学, 自然科学系, フェロー (40108014)
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| Project Period (FY) |
2011 – 2013
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| Keywords | 統計数学 / 逐次解析 |
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| 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)
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Research Products
(9 results)
