Methodology of sequential procedures and its applications

顺序过程方法及其应用

• 批准号: 23540128
• 负责人: ISOGAI Eiichi
• 金额: $ 2.16万
• 依托单位: Niigata University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2011
• 资助国家: 日本
• 起止时间: 2011 至 2013
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-23540128/
• 关键词: 統計数学; 逐次解析; 二段階法; 信頼区間問題; 最小リスク問題; 高次漸近展開; 平均標本数; リグレット; 被覆確率; 指数分布，正規分布; ２段階法; 純逐次法; 逐次信頼区間; 最小リスク; 有界リスク; 高次漸近有効性; 信頼区間; 漸近有効性; 正規分布; 指数分布

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)

首席研究员获得的主要结果如下：(1)在尺度参数的正下界已知的假设下，考虑负指数分布位置参数的固定宽度置信区间估计问题。使用 Mukhopadhyay 和 Duggan (1999) 提出的两阶段过程，我们提供了平均样本数和覆盖概率的高阶渐近展开。 (2011) (2) 我们在已知未知方差的正下界的假设下考虑了正态总体均值和方差的最小风险点估计问题。通过使用两阶段程序，我们给出了高于平均样本数和遗憾的二阶近似值。（2013）

项目成果

Asymptotic properties of a two-stage procedure and their applications

两阶段过程的渐近性质及其应用

• 发表时间: 2012
• 作者: C. Uno;E. Isogai
• 通讯作者: E. Isogai

Asymptotic properties of a two-stage procedure and their applications

两阶段过程的渐近性质及其应用

• 发表时间: 2012
• 作者: Chikara Uno;Eiichi Isogai
• 通讯作者: Eiichi Isogai

Higher order approximations by a two-stage procedure for a negative exponential distribution

负指数分布的两阶段过程的高阶近似

• DOI: 10.1016/j.jspi.2011.04.012
• 发表时间: 2011
• 影响因子: 0.9
• 作者: E. Isogai; K. Kobayashi;C. Uno
• 通讯作者: C. Uno

A two-stage procedure for minimum risk point estimation of the mean of an exponential distribution and second-order results

指数分布均值和二阶结果的最小风险点估计的两阶段程序

• 作者: Chikara Uno

Two-stage procedure having exact third-order properties for a normal mean

具有正态平均值的精确三阶特性的两阶段过程

• DOI: 10.1080/03610926.2011.573166
• 发表时间: 2012
• 作者: Eiichi Isogai; Chikara Uno;Daisuke Takeuchi
• 通讯作者: Daisuke Takeuchi