統計学輪講（第３1回）

日時	  2003年 10月 28日(火)    15時〜16時40分
場所	  経済学部新棟３階第３教室
講演者    丹後 俊郎(国立保健医療科学院・技術評価部)
演題      Linear Equations with Random Variables

概要
In this talk, I would like to present a novel (seems to me) system of
linear equations where variables are unobserved values of random
variables. To solve the new linear equations or estimate the means of
random variables, two kinds of estimators, maximum likelihood estimator
assuming a common variance and proportional allotment estimator, are
proposed. These two estimators can be computed by simple iterative
procedures and are shown to have very similar performance each other via
Monte Carlo simulation. This work was motivated by my recent involvement
with two quite different studies which, however, calls for the same
statistical estimation problem. The proposed estimators are therefore
illustrated with two kinds of data, one from health insurance claims and
the other from a national nutrition survey.

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Tokyo University