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RMS: Research in Mathematics & Statistics最新文献

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A New Exponentiated Generalized Linear Exponential Distribution: Properties and Application 一种新的指数广义线性指数分布:性质及应用
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.1953233
Neeraj Poonia, Sarita Azad
{"title":"A New Exponentiated Generalized Linear Exponential Distribution: Properties and Application","authors":"Neeraj Poonia, Sarita Azad","doi":"10.1080/27658449.2021.1953233","DOIUrl":"https://doi.org/10.1080/27658449.2021.1953233","url":null,"abstract":"Abstract A new exponentiated generalized linear exponential distribution (NEGLED) is introduced, which poses increasing, decreasing, bathtub-shaped, and constant hazard rate. Its various mathematical properties such as moments, quantiles, order statistics, hazard rate function (HRF), stress–strength parameter, etc. are derived. Five distributions, exponential distribution (ED), generalized linear exponential distribution (GLED), Rayleigh distribution (RD), Weibull distribution (WD), and generalized linear failure rate distribution (GLFRD) were used for comparison with NEGLED model using a dataset of blood cancer patients. Estimation of the parameters using the maximum likelihood estimation (MLE) method was obtained and to evaluate their performance a simulation study has been carried out. Finally, a dataset of 40 Leukemia patients was analysed for illustrative purpose proving that the NEGLED outperforms compared distributions.","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126130242","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
HRLR regression HRLR回归
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.1921904
L. C. P. Pelawa Watagoda, A. Arnholt, Hasthika S. Rupasinghe Arachchige Don
{"title":"HRLR regression","authors":"L. C. P. Pelawa Watagoda, A. Arnholt, Hasthika S. Rupasinghe Arachchige Don","doi":"10.1080/27658449.2021.1921904","DOIUrl":"https://doi.org/10.1080/27658449.2021.1921904","url":null,"abstract":"ABSTRACT Selecting the most important predictor variables and achieving high prediction accuracy are the two main goals in Statistical Learning. In this work, we propose a new regularization method, HRLR (a H ybrid of Relaxed Lasso and Ridge Regression), where we use properties of both relaxed lasso and ridge regression. We also demonstrate the effectiveness of our method and the accuracy of the algorithm on simulated as well as real-world data. Simulation results suggest that the HRLR regression outperforms the existing well-known methods including lasso and Elastic net in many scenarios described, especially when the error distribution is non-normal. The proposed algorithm is implemented in R and links are provided in this paper along with the R functions used for the simulation.","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131056539","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A Novel Minimization Approximation Cost Classification Method to Minimize Misclassification Rate for Dichotomous and Homogeneous Classes 一种新的最小化近似代价分类方法以减少二同质类的误分类率
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.2021627
Mubarak Al-Shukeili, R. Wesonga
{"title":"A Novel Minimization Approximation Cost Classification Method to Minimize Misclassification Rate for Dichotomous and Homogeneous Classes","authors":"Mubarak Al-Shukeili, R. Wesonga","doi":"10.1080/27658449.2021.2021627","DOIUrl":"https://doi.org/10.1080/27658449.2021.2021627","url":null,"abstract":"ABSTRACT Dependence of the linear discriminant analysis on location and scale weakens its performance when predicting class under the presence of homogeneous covariance matrices for the candidate classes. Further, outlying samples render the method to suffer from higher rates of misclassification. In this study, we propose the minimization approximation cost classification (MACC) method that accounts for some specific cost function . The theoretical derivation is made to find an optimal linear hyperplane , which yields maximum separation between the dichotomous groups. Real-life data and simulations were used to validate the method against the standard classifiers. Results show that the proposed method is more efficient and outperforms the standard methods when the data are crowded at the class boundaries.","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130270739","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Wolfram Mathematica application to determination of the number of solutions for certain nonlinear boundary value problems Wolfram Mathematica应用于确定某些非线性边值问题的解的数目
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.1920656
A. Kirichuka
{"title":"Wolfram Mathematica application to determination of the number of solutions for certain nonlinear boundary value problems","authors":"A. Kirichuka","doi":"10.1080/27658449.2021.1920656","DOIUrl":"https://doi.org/10.1080/27658449.2021.1920656","url":null,"abstract":"ABSTRACT The nonlinear boundary value problem (BVP) , where or , with step-wise function , is studied. The number of nontrivial solutions for the problem is estimated. For the case, where , the exact number of solutions for the boundary value problem is given. With the help of Wolfram Mathematica, the examples show several ways to determine the number of solutions for BVP.","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"2006 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125618961","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Correction statement for ‘On characterizations of hypersurfaces in a Sasakian space forms with commuting operators’ 关于具有交换算子的Sasakian空间形式中超曲面的表征的更正声明
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.1922218
{"title":"Correction statement for ‘On characterizations of hypersurfaces in a Sasakian space forms with commuting operators’","authors":"","doi":"10.1080/27658449.2021.1922218","DOIUrl":"https://doi.org/10.1080/27658449.2021.1922218","url":null,"abstract":"","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126865237","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dealing with covariate measurement error in a clustered cross-sectional survey 聚类横断面调查中协变量测量误差的处理
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.1945743
A. Muoka, H. Mwambi, G. Agogo, Oscar Ngesa
{"title":"Dealing with covariate measurement error in a clustered cross-sectional survey","authors":"A. Muoka, H. Mwambi, G. Agogo, Oscar Ngesa","doi":"10.1080/27658449.2021.1945743","DOIUrl":"https://doi.org/10.1080/27658449.2021.1945743","url":null,"abstract":"Abstract Many surveys are often complex cross-sectional studies that involve clustered data. Such surveys can have the additional complexity of the measurement error problem. Ignoring the measurement error problem and the clustering aspect may lead to incorrect inferences and conclusions. The purpose of this study was to demonstrate the application of regression calibration to correct for covariate measurement error in a clustered cross-sectional survey in a generalized estimating equations (GEE) framework. Methods that ignore both covariate measurement error and within-cluster correlation structure are compared to the proposed regression calibration-GEE method. The study found that clustering does not affect the association estimates adjusted for measurement error using regression calibration. However, the standard errors of the coefficient estimates are overestimated or underestimated in methods that ignore the within-cluster dependency despite adjusting for measurement error. Specifically, for clusters of size 10 and under unstructured and exchangeable correlation structure, the standard error was about 10.3% higher and 13.6% lower, respectively, in the method that ignores the within-cluster dependency than in the proposed method. From the findings of this study, we conclude that it is important to adjust for covariate measurement error in clustered data, while accounting for the within-cluster correlation.","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113974697","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
On stock returns volatility and trading volume of the nairobi securities exchange index 关于股票收益波动率和交易量的内罗毕证券交易所指数
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.1889765
Sebastian Kaweto Kalovwe, J. Mwaniki, R. Simwa
{"title":"On stock returns volatility and trading volume of the nairobi securities exchange index","authors":"Sebastian Kaweto Kalovwe, J. Mwaniki, R. Simwa","doi":"10.1080/27658449.2021.1889765","DOIUrl":"https://doi.org/10.1080/27658449.2021.1889765","url":null,"abstract":"ABSTRACT This study attempts to put forward a framework that can be utilized to model the dynamics of the underlying returns on asset. The intention is to probe the dynamic connection between volatility of stock returns and trading volume of the Nairobi Securities Exchange (NSE20) index. The consequence of incorporating trading volume in the equation for conditional variance of the generalized autoregressive conditional heteroscedasticity (GARCH) model on volatility persistence is investigated. Further, this study brings into play GARCH, GARCH-M, and EGARCH models conditioned to normal, student-t and generalized error distributions to model the dynamic structure of the NSE20 index for the period 2 January 2001 to 31 December 2017. The results disclose some well-known stylized facts of returns on stock, for instance, volatility clustering, heavy tails, leverage effects, and leptokurtic distribution. The estimates of parameters of the three models, that is, GARCH (1, 1), GARCH-M (1, 1), and EGARCH models report that the correlation between stock returns volatility and trading volume is positive and statistically significant. Moreover, estimates of the coefficients of EGARCH (1, 1) model report an increased measure of persistence on volatility as well as volatility asymmetry and the absence of leverage effect in the returned volatility. Also, the estimates of GARCH (1, 1) and GARCH-M (1, 1) parameters report that volatility persistence dwindles after trading volume is incorporated in the equation for the conditional variance.","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125713903","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Modelling the impact of detection on COVID-19 transmission dynamics in Ghana
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.1953722
J. Mushanyu, Z. Chazuka, Frenick Mudzingwa, C. Ogbogbo
{"title":"Modelling the impact of detection on COVID-19 transmission dynamics in Ghana","authors":"J. Mushanyu, Z. Chazuka, Frenick Mudzingwa, C. Ogbogbo","doi":"10.1080/27658449.2021.1953722","DOIUrl":"https://doi.org/10.1080/27658449.2021.1953722","url":null,"abstract":"ABSTRACT Recently, due to the global increase in new cases of infections, the World Health Organisation declared COVID-19 disease a pandemic. We present a deterministic model to investigate the impact of detection of infected individuals on the transmission dynamics of COVID-19. The model is extended to capture the role of immigration, governmental interventions and public perception of risk regarding the number of critical cases and deaths. The model is fitted to the currently available data on cumulative COVID-19 cases in Ghana and trends of outcomes quantitatively estimated. Results suggest that intervention in the form of lockdown lengthens the period of reaching the peak of infection, thereby giving time for policymaking and management of pandemic. Simulation results suggest that detection of exposed individuals has great potential to reduce daily detected cases and flatten the cumulative curve during the early stages of the pandemic. Thus, more effort should be targeted towards increasing contact tracing and detection of those suspected to be exposed to COVID-19 in order to curtail the spread of the disease. Results from this study would be useful in informing government policy direction and management regarding the control of COVID-19 in Ghana and other countries. ABSTRACT","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125171810","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
KOSTANT PARTITION FUNCTION FOR sl4(C) AND sp6(C) sl4(C)和sp6(C)的常数配分函数
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.1894687
E. Shahi, H. Refaghat, Yadollah Marefat
{"title":"KOSTANT PARTITION FUNCTION FOR sl4(C) AND sp6(C)","authors":"E. Shahi, H. Refaghat, Yadollah Marefat","doi":"10.1080/27658449.2021.1894687","DOIUrl":"https://doi.org/10.1080/27658449.2021.1894687","url":null,"abstract":"ABSTRACT In this paper, we obtain a closed formula for the Kostant’s partition function for the Lie algebras sl4(C) and sp6(C): Using this function, one can compute the weight multiplicity of irreducible representations of the Lie algebras sl4(C) and sp6(C).","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127989543","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Estimation of variance of the difference-cum-ratio-type exponential estimator in simple random sampling 简单随机抽样中差比型指数估计量的方差估计
RMS: Research in Mathematics & Statistics Pub Date : 2021-01-01 DOI: 10.1080/27658449.2021.1899402
Umer Daraz, Mursala Khan
{"title":"Estimation of variance of the difference-cum-ratio-type exponential estimator in simple random sampling","authors":"Umer Daraz, Mursala Khan","doi":"10.1080/27658449.2021.1899402","DOIUrl":"https://doi.org/10.1080/27658449.2021.1899402","url":null,"abstract":"ABSTRACT In this article, we have suggested a class of estimators for the estimation of the population variance of the variable of interest. The proposed estimators used some certain known information of the auxiliary variable, such as kurtosis, coefficient of variation, and the minimum and maximum values. The properties of the suggested class of estimators such as the bias and mean squared error (MSE) are obtained up to the first order of approximation. In order to check the performances of the estimators and to verify the theoretical results, we conducted a simulation study. The results of the simulation study show that the proposed class of estimators have lower MSE than other existing estimators. This holds for all simulation scenarios. In the application part, we used data from Statistical Bureau of Pakistan, and from the Textbook of Cochran, which also confirms that the suggested class of estimators is more efficient than the usual unbiased variance estimator, ratio estimator, traditional regression estimator, and other existing estimators in survey literature.","PeriodicalId":112598,"journal":{"name":"RMS: Research in Mathematics & Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131654484","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
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