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Studies on efficiency of sequential procedures and its applications

Research Project

Project/Area Number 26400193
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Foundations of mathematics/Applied mathematics
Research InstitutionNiigata University

Principal Investigator

Isogai Eiichi  新潟大学, 自然科学系, フェロー (40108014)

Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2016: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2015: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2014: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords統計数学 / 逐次解析 / 3段階法 / 信頼区間 / 指数分布 / 位置母数 / 2次の漸近展開
Outline of Final Research Achievements

1. On a two sample problem with two exponential distributions of which location and scale parameters are unknown, we considered the problem of fixed-width confidence interval estimation of a linear combination of two locations. Given a confidence coefficient and a length of interval, the minimum sample sizes include the unknown scale parameters and so we cannot use them in practice. Thus, by using the three-stage procedures, we gave the asymptotic second-order expansions of the average sample numbers and coverage probability.
2. We considered two exponential distributions with unknown location and scale parameters and investigated the bounded risk point estimation problem of a linear combination of two location parameters. With the risk less than or equal to a given upper bound, the unknown location parameters are included in the optimal sample sizes. Therefore, by using three-stage procedures we provided the asymptotic second-order expansions of the average sample sizes and the risk.

Report

(4 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (2 results)

All 2017

All Journal Article (1 results) Presentation (1 results)

  • [Journal Article] 二標本指数分布における三段階信頼区間問題2017

    • Author(s)
      磯貝英一,宇野力
    • Journal Title

      京都大学数理解析研究所 講究録

      Volume: 印刷中

    • Related Report
      2016 Annual Research Report
  • [Presentation] 二標本指数分布における三段階信頼区間問題2017

    • Author(s)
      宇野力,磯貝英一
    • Organizer
      研究会「Bayes Inference and Its Related Topics」
    • Place of Presentation
      京都大学数理解析研究所(京都市)
    • Year and Date
      2017-03-06
    • Related Report
      2016 Annual Research Report

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Published: 2014-04-04   Modified: 2018-03-22  

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