著者
Koike Ken-ichi Akahira Masafumi
出版者
Marcel Dekker
雑誌
Sequential analysis (ISSN:07474946)
巻号頁・発行日
vol.12, no.3-4, pp.211-218, 1993
被引用文献数
1

In the sequential multinomial sampling case,a sufficient condition for a non-randomized sequential procedure to be complete is given,and also a necessary and sufficient condition for a randomized sequential procedure to be complete is obtained.
著者
OHYAUCHI Nao AKAHIRA Masafumi
出版者
İzmir University of Economics
雑誌
İSTATİSTİK, Journal of the Turkish Statistical Association (ISSN:13004077)
巻号頁・発行日
vol.5, no.1, pp.1-5, 2002

For a family of uniform distribution on the interval [8 - (1/2), e - (1/2)]' the informationinequality for the bayes risk of any estimator of e is given under the quadratic Joss and the uniform priordistribution on an interval [-c,c]. The lower bound for the Bayes risk is shown to be sharp. And also thelower bound for the limit inferior of Bayes risk as c -jo 00 is seen to be attained by the mid-range estimator.
著者
Akahira Masafumi Hida Eisuke
出版者
İzmir University of Economics
雑誌
İSTATİSTİK, Journal of the Turkish Statistical Association (ISSN:13004077)
巻号頁・発行日
vol.3, no.3, pp.58-82, 2000

Let X be an observable random vector and Y a random variable to be observedin future. Assume that the joint distribution of X and Y depends on an unknownparameter. In this paper we consider a way of the construction of a predictioninterval for Y based on X for a discrete exponential fq.mily of distributions. Inparticular we asymptotically construct the prediction interval in the binomial andPoisson cases, and give practical applications to the prediction of the number ofwins of the Japanese professional baseball teams and that of home runs of the playersin the major league of the United States.
著者
Sato Michikazu Akahira Masafumi
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.25, no.2, pp.151-158, 1995

This paper presents lower bounds for the minimax risk under quadraticloss, derived from information inequalities for the Bayes risk obtained byBorovkov and Sakhanienko, Brown and Gajek. In addition, admissibilityof a minimax estimator is discussed, and we provide examples which illustratethat they are good bounds.
著者
Akahira Masafumi Torigoe Norio
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.28, no.1, pp.45-57, 1998

A new higher order approximation formula for a percentage point of thedistribution of the sample correlation coefficient is given up to the order O( n-1),using the Cornish-Fisher expansion for the statistic based on a linear combinationof a normal random variable and chi-random variables. The numerical comparisonof the formula with others shows that it dominates the others and gives almostprecise values in various cases even for the size n= 10 of sample.
著者
Kawai Shinichi Akahira Masafumi
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.24, no.2, pp.141-150, 1994

In some regression model, the mean square' errors of a ratio estimator, a groupedjackknife estimator, and an estimator based on the least square estimators (LSEs) areobtained and compared up to the order O(n-3), where n is the size of the sample. Thebias-adjusted ratio estimator and the jackknife estimator are also compared up to theorder O(n-3). Then it is concluded that the estimator based on the LSEs is an asymptoticallybetter estimator of ratio up to the order o (n-3).Some examples are given.
著者
Akahira Masafumi Kawai Shinichi
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.20, no.2, pp.149-157, 1990

In some regression model, the minimum (asymptotic) variance estimator of a ratiois discussed for some class of linear combinations of ratio estimators, and the jackknifeprocedure is considered. It is seen that the grouped jackknife estimator is optimal inthe sense that it has asymptotically the minimum variance in the class. Higher orderbias reduction of the estimators is discussed, and some examples are given.
著者
Akahira Masafumi
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.19, no.2, pp.179-196, 1989

The problem on jackknifing estimators is investigated in the presence of nuisanceparameters from the viewpoint of higher order asymptotics. It is shown that theasymptotic deficiency of the jackknife estimator relative to the bias-adjusted maximumlikelihood estimator (MLE) is equal to zero under true and assumed m.odcls. Moreover,the asymptotic deficiency of the MLE or the jackknife estimator under the assumedmodel relative to that under the true model is given.
著者
Akahira Masafumi Sato Michikazu Torigoe Norio
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.25, no.1, pp.1-18, 1995

Recently a new approximation to a percentage point of non-centralt-distributions was proposed by Akahira [1]. In this paper the approximationformula is presented and the existence and uniqueness of a solution of theequation on the formula is proved. Numerical results are also given.
著者
Akahira Masafumi
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.23, no.1, pp.19-31, 1993

In the presence of a nuisance parameter the asymptotic deficiency of the discretizedlikelihood estimator (DLE) relative to the bias-adjusted maximum likelihood estimatoris obtained under the assumed model. It consists of two parts. One is the lossof information associated with the DLE of the parameter to be estimated. Another,is that due to the "incorrectness" of the assumed model. Some examples on the normaland Weibull type distributions are given.
著者
Akahira Masafumi Takahashi Kunihiko
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.31, no.2, pp.257-267, 2001-12

For a sum of independent discrete random variables, its higher order large-deviation approximation is discussed. An approximation to the tail probability of the distribution of the sum is provided, and its numerical comparison with other approximations is done in the binomial case. Consequently, the approximation formula is seen to be more accurate.
著者
Maihara Hirosuke Akahira Masafumi
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.34, no.2, pp.189-206, 2004-12

From the decision-theoretic viewpoint, using a weighted loss we compare the risks of testing procedures in the location and scale parameter cases. We also get numerically the minimax solution of Bayes testing procedures w. r. t. a parameter of the prior distribution, under the weighted loss.