論文

査読有り
2016年1月

Conformal geometry of sequential test in multidimensional curved exponential family

SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS
  • Masayuki Kumon
  • ,
  • Akimichi Takemura
  • ,
  • Kei Takeuchi

35
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
DOI
https://doi.org/10.1080/07474946.2016.1131570
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000372035100003&DestApp=WOS_CPL
ID情報
  • DOI : 10.1080/07474946.2016.1131570
  • ISSN : 0747-4946
  • eISSN : 1532-4176
  • Web of Science ID : WOS:000372035100003

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