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Seminar on Probability and Statistics
Seminar information archive ～05/01｜Next seminar｜Future seminars 05/02～
| Organizer(s) | Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike |
|---|
2007/12/19
16:20-17:30 Room #122 (Graduate School of Math. Sci. Bldg.)
永井 圭二 (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 (横浜国立大学)
Sequential Tests for Criticality of Branching Processes.
[ Abstract ]
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.))
[ Reference 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
