統計的推測理論Iでは,次のようなかなり高度な数理統計学の教科書の内容を解説する。E.L. Lehmann and G. Casella "Theory of Point Estimation" (Second Edition, 1998, Springer)(I)点推定の理論 (1) 統計的決定論の枠組み(十分統計量,指数型分布族,完備統計量など)(2) 不偏性(一様最小分散不偏推定量の存在,Cramer-Rao 不等式など)(3) 不変性(最良共変推定量,位置・尺度分布族,線形モデルなど)(4) ベイズ推定(経験ベイズ,階層ベイズ,リスクの比較など)
(This lecture is implemented in Japanese. It provides advanced level of mathematical statistics using the following high level of text books: E.L. Lehmann and G. Casella "Theory of Point Estimation" (Second Edition, 1998, Springer)(I)Point estimation (1) statistical decision theory (sufficient statistics, exponential family) (2) unbiasedness (UMVUE, Cramer-Rao inequality) (3) invariance (best equivariant estimator, location-scale family, linear model) (4) Bayes estimation (empirical Bayes, hierarchical Bayes, risk comparison)