International Journal of Computational & Theoretical Statistics最新文献

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A Periodic Review Deterministic Inventory Model with Exponential Rate of Demand for Deteriorating Items and Partial Backlogging 具有退化物品和部分积压需求指数率的周期回顾确定性库存模型
International Journal of Computational & Theoretical Statistics Pub Date : 2019-11-01 DOI: 10.12785/IJCTS/060206
N. S. Indhumathy, P. Jayashree
{"title":"A Periodic Review Deterministic Inventory Model with Exponential Rate of Demand for Deteriorating Items and Partial Backlogging","authors":"N. S. Indhumathy, P. Jayashree","doi":"10.12785/IJCTS/060206","DOIUrl":"https://doi.org/10.12785/IJCTS/060206","url":null,"abstract":"In this paper, a Periodic review deterministic inventory model for deteriorating items with Exponential rate of demand is considered. The model is developed on the basis of constant rate of deteriorating item with shortages and the demand is partially backlogged. The aim of this paper is to find the optimal time to order by minimizing the total inventory cost. The model is illustrated numerically and the sensitivity analysis is also carried out with percentage changes in the parameters.","PeriodicalId":130559,"journal":{"name":"International Journal of Computational & Theoretical Statistics","volume":"78 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127086704","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 Length of Stay in Hospitals using Multinomial Regression 利用多项回归对住院时间进行建模
International Journal of Computational & Theoretical Statistics Pub Date : 2019-11-01 DOI: 10.12785/IJCTS/060202
S. Harini, M. Subbiah, M. R. Srinivasan
{"title":"Modelling Length of Stay in Hospitals using Multinomial Regression","authors":"S. Harini, M. Subbiah, M. R. Srinivasan","doi":"10.12785/IJCTS/060202","DOIUrl":"https://doi.org/10.12785/IJCTS/060202","url":null,"abstract":"Hospital management is generally focused on studying the length of stay of patients since the measure has an impact on hospital resources. It is a challenging task for the hospital management to model the length of stay as they are asymmetric and heterogeneous in nature. Diabetes is a major health problem prevalent worldwide which leads to hospitalization over a time period. The present study deals with stay of diabetes patients classified as very short, short, medium and long duration of stay based on quantile classification rather than arbitrary approach. In this study, we have attempted to include an important covariate known as medical record since it assist in reducing the stay of a patient and can thereby accommodate more patients deserving treatment as inpatients. Based on the multiple levels of the response variable, we have considered fitting multinomial regression model for length of stay on diabetes. Further, this study has considered the validation of variable selection procedure for model fitting using subsampling approach. In conclusion, it has been identified that medical records is one of the important factor affecting the stay of patients and subsampling approach has been helpful in building the final model.","PeriodicalId":130559,"journal":{"name":"International Journal of Computational & Theoretical Statistics","volume":"230 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130984583","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
Statistical Issues in Small and Large Sample: Need of Optimum Upper Bound for the Sample Size 小样本和大样本的统计问题:需要样本容量的最佳上界
International Journal of Computational & Theoretical Statistics Pub Date : 2019-11-01 DOI: 10.12785/ijcts/060201
Subramanian Chandrasekharan, J. Sreedharan, A. Gopakumar
{"title":"Statistical Issues in Small and Large Sample: Need of Optimum Upper Bound for the Sample Size","authors":"Subramanian Chandrasekharan, J. Sreedharan, A. Gopakumar","doi":"10.12785/ijcts/060201","DOIUrl":"https://doi.org/10.12785/ijcts/060201","url":null,"abstract":"As fewer samples are meaningless and lead to fallacious conclusions, researchers are used to calculate minimum sample size before the conduct of any study. Although the larger samples can yield more accurate results, an extent for maximum sample size is not fixed. Though large samples are able to give précised and accurate estimates, the studies that collect more samples than the minimum required, may lead to fallacious conclusions. Generally, the test statistics are increasing functions of sample size and limit of the p value (as ‘n’ tents to infinity) results the statistical significance. The current paper investigated the pattern of changes in the estimates and testing results for varying sample sizes. The assessment of this type of patterns in the data and an extended study on this topic will help to find an interval for the sample size. Study concluded with a finding that larger sample does not make differences on the values of descriptive statistics, but has significant impact on the values of inferential statistics and therefore an upper bound for the sample size needs to be fixed. Hence this article gives relevant information about the need of finding adequate sample size interval (n1, n2) within which valid statistical conclusions can be derived, that assures significance of real difference.","PeriodicalId":130559,"journal":{"name":"International Journal of Computational & Theoretical Statistics","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122959755","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: 4
A Generalized Class of Varying Kernel Regression Estimators 一类广义变核回归估计量
International Journal of Computational & Theoretical Statistics Pub Date : 2019-11-01 DOI: 10.12785/IJCTS/060205
Sharada V. Bhat, Bhargavi Deshpande
{"title":"A Generalized Class of Varying Kernel Regression Estimators","authors":"Sharada V. Bhat, Bhargavi Deshpande","doi":"10.12785/IJCTS/060205","DOIUrl":"https://doi.org/10.12785/IJCTS/060205","url":null,"abstract":"Nadaraya-Watson (NW) estimator with fixed bandwidth and its adaptive forms with varying bandwidths are widely used kernel regression estimators in nonparametric regression. In this paper, we propose a generalized class of varying kernel regression estimators with its members based on various statistical measures of pilot density estimates. We study the performance of the members of this class in terms of mean integrated squared error (MISE).","PeriodicalId":130559,"journal":{"name":"International Journal of Computational & Theoretical Statistics","volume":"132 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134182041","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
Using Rank of the Auxiliary Variable in Estimating Variance of the Stratified Sample Mean 用辅助变量秩估计分层样本均值方差
International Journal of Computational & Theoretical Statistics Pub Date : 2019-11-01 DOI: 10.12785/IJCTS/060207
J. Shabbir, Sat Gupta
{"title":"Using Rank of the Auxiliary Variable in Estimating Variance of the Stratified Sample Mean","authors":"J. Shabbir, Sat Gupta","doi":"10.12785/IJCTS/060207","DOIUrl":"https://doi.org/10.12785/IJCTS/060207","url":null,"abstract":"We propose a generalized class of estimators for finite population variance using the auxiliary variable as well as rank of the auxiliary variable in stratified sampling. We identify many estimators as special cases of the proposed generalized class of estimators. We discuss the properties of all considered estimators up to first order of approximation. A real data set is used to observe the performances of estimators. It is observed that the proposed generalized class of estimators is more efficient than usual sample variance estimator, traditional ratio estimator, Bahl and Tuteja (1991) exponential ratio type estimator, usual difference estimator and Rao (1991) difference-type estimator.","PeriodicalId":130559,"journal":{"name":"International Journal of Computational & Theoretical Statistics","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129651421","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: 3
Summarizing Test Grades Using Descriptive Statistical Tools 使用描述性统计工具总结考试成绩
International Journal of Computational & Theoretical Statistics Pub Date : 2019-11-01 DOI: 10.12785/IJCTS/060204
M. Al-Saleh
{"title":"Summarizing Test Grades Using Descriptive Statistical Tools","authors":"M. Al-Saleh","doi":"10.12785/IJCTS/060204","DOIUrl":"https://doi.org/10.12785/IJCTS/060204","url":null,"abstract":"In this paper, several Educational Statistical Tools for summarizing a test marks are discussed. The mean, variance, 5number summary, Difficulty index and Discrimination index are discussed in details. The tools are simple, so that they can be understood by almost all instructors regardless of their backgrounds in statistics. The contents of the paper can be very useful for users of statistics at different areas and in particular, teachers.","PeriodicalId":130559,"journal":{"name":"International Journal of Computational & Theoretical Statistics","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127214272","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
GMM Estimation of AR(1) Time Series Model with One Additional Regressor AR(1)附加回归量时间序列模型的GMM估计
International Journal of Computational & Theoretical Statistics Pub Date : 2019-11-01 DOI: 10.12785/IJCTS/060203
B. Chakalabbi, Sanmati Neregal, Sagar Matur
{"title":"GMM Estimation of AR(1) Time Series Model with One Additional Regressor","authors":"B. Chakalabbi, Sanmati Neregal, Sagar Matur","doi":"10.12785/IJCTS/060203","DOIUrl":"https://doi.org/10.12785/IJCTS/060203","url":null,"abstract":"GMM estimators properties for panel data have been very well known in the econometric literature and it has been observed that for small sample cases, they perform well. The OLS (Ordinary Least Squares) is not applicable when lagged endogenous and exogenous variables are correlated with the error term. Hence, here an attempt is made to estimate AR(1) time series model with one additional regressor by considering First-difference GMM and Level GMM estimation methods proposed by Arellano and Bond (1991) and Arellano and Bover (1995) respectively. In order study the performances of the above mentioned estimators in comparison with the OLS estimator Monte Carlo simulation study is carried out. Further, a comparison among these estimators has been done in terms of bias and RMSE. Study disclose that for an autoregressive parameter, Level GMM estimator performs better than First-difference GMM and OLS estimators when T, the sample size is small and ρ, the autoregressive parameter is close to unity. Whereas for the parameter of additional regressor β, Level GMM estimator performs better than the other two mentioned estimators for all the values of ρ and T.","PeriodicalId":130559,"journal":{"name":"International Journal of Computational & Theoretical Statistics","volume":"61 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124925348","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
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