2016年1月
Conformal geometry of sequential test in multidimensional curved exponential family
SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS
- ,
- ,
- 巻
- 35
- 号
- 1
- 開始ページ
- 30
- 終了ページ
- 68
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.1080/07474946.2016.1131570
- 出版者・発行元
- TAYLOR & FRANCIS INC
This article presents a differential geometrical method for analyzing sequential test procedures. It is based on the primal result on the conformal geometry of statistical manifold developed in Kumon et al. (0012"> 2011). By introducing curvature-type random variables, the condition is first clarified for a statistical manifold to be an exponential family under an appropriate sequential test procedure. This result is further elaborated for investigating the efficient sequential test in a multidimensional curved exponential family. The theoretical results are numerically examined by using von Mises-Fisher and hyperboloid models.
- リンク情報
- ID情報
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- DOI : 10.1080/07474946.2016.1131570
- ISSN : 0747-4946
- eISSN : 1532-4176
- Web of Science ID : WOS:000372035100003