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統計数学セミナー
過去の記録 ～10/03｜次回の予定｜今後の予定 10/04～
| 担当者 | 吉田朋広、増田弘毅、荻原哲平、小池祐太 |
|---|---|
| セミナーURL | http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/ |
| 目的 | 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う. |
2007年12月19日(水)
16:20-17:30 数理科学研究科棟(駒場) 122号室
永井 圭二 氏 (横浜国立大学)
Sequential Tests for Criticality of Branching Processes.
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/13.html
永井 圭二 氏 (横浜国立大学)
Sequential Tests for Criticality of Branching Processes.
[ 講演概要 ]
We consider sequential testing procedures for detection of
criticality of Galton-Watson branching process with or without
immigration. We develop a t-test from fixed accuracy estimation
theory and a sequential probability ratio test (SPRT). We provide
local asymptotic normality (LAN) of the t-test and some asymptotic
optimality of the SPRT. We consider a general framework of
diffusion approximations from discrete-time processes and develop
sequential tests for one-dimensional diffusion processes to
investigate the operating characteristics of sequential tests
of the discrete-time processes. Especially the Bessel process with
constant drift plays a important role for the sequential test
of criticality of branching process with immigration.
(Joint work with K. Hitomi (Kyoto Institute of Technology)
and Y. Nishiyama (Kyoto Univ.))
[ 参考URL ]We consider sequential testing procedures for detection of
criticality of Galton-Watson branching process with or without
immigration. We develop a t-test from fixed accuracy estimation
theory and a sequential probability ratio test (SPRT). We provide
local asymptotic normality (LAN) of the t-test and some asymptotic
optimality of the SPRT. We consider a general framework of
diffusion approximations from discrete-time processes and develop
sequential tests for one-dimensional diffusion processes to
investigate the operating characteristics of sequential tests
of the discrete-time processes. Especially the Bessel process with
constant drift plays a important role for the sequential test
of criticality of branching process with immigration.
(Joint work with K. Hitomi (Kyoto Institute of Technology)
and Y. Nishiyama (Kyoto Univ.))
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/13.html
