Journal of Probability and Statistics最新文献_第9页

One-Sided and Two-Sided w-of-w Runs-Rules Schemes: An Overall Performance Perspective and the Unified Run-Length Derivations 单侧和双侧w-of-w运行规则方案：总体性能视角和统一的运行长度推导

IF 1.1

Journal of Probability and Statistics Pub Date : 2019-02-19 DOI: 10.1155/2019/6187060

S. Shongwe, J. Malela‐Majika, E. Rapoo

{"title":"One-Sided and Two-Sided w-of-w Runs-Rules Schemes: An Overall Performance Perspective and the Unified Run-Length Derivations","authors":"S. Shongwe, J. Malela‐Majika, E. Rapoo","doi":"10.1155/2019/6187060","DOIUrl":"https://doi.org/10.1155/2019/6187060","url":null,"abstract":"The one-sided and two-sided Shewhart w-of-w standard and improved runs-rules monitoring schemes to monitor the mean of normally distributed observations from independent and identically distributed (iid) samples are investigated from an overall performance perspective, i.e., the expected weighted run-length (EWRL), for every possible positive integer value of w. The main objective of this work is to use the Markov chain methodology to formulate a theoretical unified approach of designing and evaluating Shewhart w-of-w standard and improved runs-rules for one-sided and two-sided X- schemes in both the zero-state and steady-state modes. Consequently, the main findings of this paper are as follows: (i) the zero-state and steady-state ARL and initial probability vectors of some of the one-sided and two-sided Shewhart w-of-w standard and improved runs-rules schemes are theoretically similar in design; however, their empirical performances are different and (ii) unlike previous studies that use ARL only, we base our recommendations using the zero-state and steady-state EWRL metrics and we observe that the steady-state improved runs-rules schemes tend to yield better performance than the other considered competing schemes, separately, for one-sided and two-sided schemes. Finally, the zero-state and steady-state unified approach run-length equations derived here can easily be used to evaluate other monitoring schemes based on a variety of parametric and nonparametric distributions.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2019-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1155/2019/6187060","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48360451","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: 15

A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method 用Stein方法分析高维数据中独立检验的非均匀界

IF 1.1

Journal of Probability and Statistics Pub Date : 2019-02-03 DOI: 10.1155/2019/8641870

N. Rerkruthairat

引用次数: 1

The New Odd Log-Logistic Generalized Inverse Gaussian Regression Model 一种新的奇对数Logistic广义逆高斯回归模型

IF 1.1

Journal of Probability and Statistics Pub Date : 2019-01-10 DOI: 10.1155/2019/8575424

Julio Cezar Souza Vasconcelos, G. Cordeiro, E. Ortega, E. G. Araújo

引用次数: 11

Atrial Fibrillation Detection by the Combination of Recurrence Complex Network and Convolution Neural Network 递归复杂网络与卷积神经网络联合检测心房颤动

IF 1.1

Journal of Probability and Statistics Pub Date : 2019-01-03 DOI: 10.1155/2019/8057820

Xiaoling Wei, Jimin Li, Chenghao Zhang, Ming Liu, Peng Xiong, Xin-Pan Yuan, Yifei Li, Feng Lin, Xiuling Liu

引用次数: 15

On the use of min-max combination of biomarkers to maximize the partial area under the ROC curve. 关于使用最小-最大生物标记物组合来最大化ROC曲线下的部分面积。

IF 1.1

Journal of Probability and Statistics Pub Date : 2019-01-01 Epub Date: 2019-02-03 DOI: 10.1155/2019/8953530

Hua Ma, Susan Halabi, Aiyi Liu

{"title":"On the use of min-max combination of biomarkers to maximize the partial area under the ROC curve.","authors":"Hua Ma, Susan Halabi, Aiyi Liu","doi":"10.1155/2019/8953530","DOIUrl":"https://doi.org/10.1155/2019/8953530","url":null,"abstract":"Background: Evaluation of diagnostic assays and predictive performance of biomarkers based on the receiver operating characteristic (ROC) curve and the area under the ROC curve (AUC) are vital in diagnostic and targeted medicine. The partial area under the curve (pAUC) is an alternative metric focusing on a range of practical and clinical relevance of the diagnostic assay. In this article, we adopt and extend the min-max method to the estimation of the pAUC when multiple continuous scaled biomarkers are available and compare the performances of our proposed approach with existing approaches via simulations.Methods: We conducted extensive simulation studies to investigate the performance of different methods for the combination of biomarkers based on their abilities to produce the largest pAUC estimates. Data were generated from different multivariate distributions with equal and unequal variance-covariance matrices. Different shapes of the ROC curves, false positive fraction ranges, and sample size configurations were considered. We obtained the mean and standard deviation of the pAUC estimates through re-substitution and leave-one-pair-out cross validation.Results: Our results demonstrate that the proposed method provides the largest pAUC estimates under the following three important practical scenarios: (1) multivariate normally distributed data for non-diseased and diseased participants have unequal variance-covariance matrices; or (2) the ROC curves generated from individual biomarker are relative close regardless of the latent normality distributional assumption; or (3) the ROC curves generated from individual biomarker have straight-line shapes.Conclusions: The proposed method is robust and investigators are encouraged to use this approach in the estimation of the pAUC for many practical scenarios.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":"2019 ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2019-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1155/2019/8953530","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"37390203","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4

On the Alpha Power Transformed Power Lindley Distribution 关于Alpha幂变换的幂Lindley分布

IF 1.1

Journal of Probability and Statistics Pub Date : 2019-01-01 DOI: 10.1155/2019/8024769

A. Hassan, M. Elgarhy, Rokaya E. Mohamd, Sharifah Alrajhi

引用次数: 31

Retirement Consumption Puzzle in Malaysia: Evidence from Bayesian Quantile Regression Model 马来西亚的退休消费难题：来自贝叶斯分位数回归模型的证据

IF 1.1

Journal of Probability and Statistics Pub Date : 2019-01-01 DOI: 10.1155/2019/2723069

R. I. Alaudin, N. Ismail, Z. Isa

{"title":"Retirement Consumption Puzzle in Malaysia: Evidence from Bayesian Quantile Regression Model","authors":"R. I. Alaudin, N. Ismail, Z. Isa","doi":"10.1155/2019/2723069","DOIUrl":"https://doi.org/10.1155/2019/2723069","url":null,"abstract":"The objective of this study is to use the Bayesian quantile regression for studying the retirement consumption puzzle, which is defined as the drop in consumption upon retirement, using the cross-sectional data of the Malaysian Household Expenditure Survey (HES) 2009/2010. Three different measures of consumption, namely, total expenditure, work-related expenditure, and nonwork-related expenditure, are suggested for studying the retirement consumption puzzle. The results show that the drop in consumption upon retirement is significant and has a regressive distributional effect as indicated by larger drops at lower percentiles and smaller drops at higher percentiles. The smaller drops among higher consumption retirees (or higher income retirees) may imply that they have more savings and/or retirement benefits than the smaller consumption retirees (or lower income retirees). Comparison between the three types of consumption shows that the work-related expenditure has a uniform drop across the distribution. The drop under the nonwork-related expenditure varies across the distribution, implying that it is the source behind the variation of the consumption drop.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2019-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1155/2019/2723069","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46937192","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

A Note on the Adaptive LASSO for Zero-Inflated Poisson Regression 关于零膨胀Poisson回归的自适应LASSO的一个注记

IF 1.1

Journal of Probability and Statistics Pub Date : 2018-12-30 DOI: 10.1155/2018/2834183

Prithish Banerjee, Broti Garai, Himel Mallick, PhD, FASA, S. Chowdhury, Saptarshi Chatterjee

引用次数: 6

Detecting Spatial Clusters via a Mixture of Dirichlet Processes 利用Dirichlet过程的混合检测空间聚类

IF 1.1

Journal of Probability and Statistics Pub Date : 2018-12-18 DOI: 10.1155/2018/3506794

M. Ray, Jian Kang, Hongmei Zhang

引用次数: 1

IF 1.1

Journal of Probability and Statistics Pub Date : 2018-12-02 DOI: 10.1155/2018/1348147

Yingyu Zhu, Simon Li

{"title":"Similarity Statistics for Clusterability Analysis with the Application of Cell Formation Problem","authors":"Yingyu Zhu, Simon Li","doi":"10.1155/2018/1348147","DOIUrl":"https://doi.org/10.1155/2018/1348147","url":null,"abstract":"This paper proposes the use of the statistics of similarity values to evaluate the clusterability or structuredness associated with a cell formation (CF) problem. Typically, the structuredness of a CF solution cannot be known until the CF problem is solved. In this context, this paper investigates the similarity statistics of machine pairs to estimate the potential structuredness of a given CF problem without solving it. One key observation is that a well-structured CF solution matrix has a relatively high percentage of high-similarity machine pairs. Then, histograms are used as a statistical tool to study the statistical distributions of similarity values. This study leads to the development of the U-shape criteria and the criterion based on the Kolmogorov-Smirnov test. Accordingly, a procedure is developed to classify whether an input CF problem can potentially lead to a well-structured or ill-structured CF matrix. In the numerical study, 20 matrices were initially used to determine the threshold values of the criteria, and 40 additional matrices were used to verify the results. Further, these matrix examples show that genetic algorithm cannot effectively improve the well-structured CF solutions (of high grouping efficacy values) that are obtained by hierarchical clustering (as one type of heuristics). This result supports the relevance of similarity statistics to preexamine an input CF problem instance and suggest a proper solution approach for problem solving.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":" ","pages":""},"PeriodicalIF":1.1,"publicationDate":"2018-12-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1155/2018/1348147","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47655848","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