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EBC-Estimator of Multidimensional Bayesian Threshold in Case of Two Classes 两类情况下多维贝叶斯阈值的ebc估计
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-09-01 DOI: 10.2991/jsta.d.200824.001
O. Kubaychuk
{"title":"EBC-Estimator of Multidimensional Bayesian Threshold in Case of Two Classes","authors":"O. Kubaychuk","doi":"10.2991/jsta.d.200824.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200824.001","url":null,"abstract":"Themodel of amixture of several probability distributions wasmentioned for the first time byNewcomb [1] and Pearson [2]. Suchmixtures naturally arise inmany areas. In particular, in the theory of reliability and time of life,mixtures of gammadistributions [3] are used. Examples of the use of mixtures of normal distributions in the processing of biological and physiological data are given in [4]. In Slud [5], a mixture of two exponential distributions is used to describe the debugging process of the software. Some applications of the model of mixtures in medical diagnostics were given in [6,7].","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89768819","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
Model-Based Filtering via Finite Skew Normal Mixture for Stock Data 基于模型的股票数据有限偏态正态混合滤波
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-09-01 DOI: 10.2991/jsta.d.200827.001
S. Yaghoubi, R. Farnoosh
{"title":"Model-Based Filtering via Finite Skew Normal Mixture for Stock Data","authors":"S. Yaghoubi, R. Farnoosh","doi":"10.2991/jsta.d.200827.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200827.001","url":null,"abstract":"This paper proposes a flexible finite mixture model framework using multivariate skew normal distribution for banking and credit institutions’ stock data in Iran. This method clusters time series stocks data of Iranian banks and credit institutions to filter those data into four groups. The proposed model estimates matrices of time-varying parameter for skew normal distribution mixture using EM algorithm, updating the estimated parameters via generalized autoregressive score (GAS) model. Empirical studies are conducted to examine the effect of the proposed model in clustering, estimating, and updating parameters for real data from 12 sets of stocks. Our stock data were filtered in four trade clusters with best performance.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74491495","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
Inferences for the Type-II Exponentiated Log-Logistic Distribution Based on Order Statistics with Application 基于序统计量的ii型指数对数- logistic分布的推论及应用
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-09-01 DOI: 10.2991/jsta.d.200825.002
D. Kumar, Maneesh Kumar, S. Dey
{"title":"Inferences for the Type-II Exponentiated Log-Logistic Distribution Based on Order Statistics with Application","authors":"D. Kumar, Maneesh Kumar, S. Dey","doi":"10.2991/jsta.d.200825.002","DOIUrl":"https://doi.org/10.2991/jsta.d.200825.002","url":null,"abstract":"In this paper, we first derive the exact explicit expressions for the single and product moments of order statistics from the typeII exponentiated log-logistic distribution, and then use these results to compute the means, variances, skewness and kurtosis of rth order statistics. Besides, best linear unbiased estimators (BLUEs) for the location and scale parameters for the type-II exponentiated log-logistic distribution with known shape parameters are studied. Finally, the results are illustrated with a real data set.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72450604","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
On Examining Complex Systems Using the q-Weibull Distribution in Classical and Bayesian Paradigms 用经典范式和贝叶斯范式中的q-威布尔分布检验复杂系统
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-09-01 DOI: 10.2991/jsta.d.200825.001
N. Abbas
{"title":"On Examining Complex Systems Using the q-Weibull Distribution in Classical and Bayesian Paradigms","authors":"N. Abbas","doi":"10.2991/jsta.d.200825.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200825.001","url":null,"abstract":"The q-Weibull distribution is a generalized form of the Weibull distribution and has potential to model complex systems and life time datasets. Bayesian inference is the modern statistical technique that can accommodate uncertainty associated with the model parameters in the form of prior distributions. This study presents Bayesian analysis of the q-Weibull distribution using uninformative and informative priors and the results are compared with those produced by the classical maximum likelihood (ML) and least-squares (LS) estimation method. A simulation study is also made to compare the two methods. Different model selection criteria and predicted datasets are considered to compare the inferential methods under study. Posterior analyses include evaluating posterior means, medians, credible intervals of highest density regions, and posterior predictive distributions. The entire analysis is carried out using Markov chain Monte Carlo (MCMC) setup using WinBUGS package. The Bayesian method has proved to be superior to its classical counterparts. A real dataset is used to illustrate the entire inferential procedure.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87370267","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
Deriving Mixture Distributions Through Moment-Generating Functions 通过矩生成函数推导混合分布
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-09-01 DOI: 10.2991/jsta.d.200826.001
S. Bagui, Jia Liu, S. Zhang
{"title":"Deriving Mixture Distributions Through Moment-Generating Functions","authors":"S. Bagui, Jia Liu, S. Zhang","doi":"10.2991/jsta.d.200826.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200826.001","url":null,"abstract":"This article aims to make use of moment-generating functions (mgfs) to derive the density of mixture distributions from hierarchical models. When the mgf of a mixture distribution doesn’t exist, one can extend the approach to characteristic functions to derive the mixture density. This article uses a result given by E.R. Villa, L.A. Escobar, Am. Stat. 60 (2006), 75–80. The present work complements E.R. Villa, L.A. Escobar, Am. Stat. 60 (2006), 75–80 article with many new examples.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77677485","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 Topp-Leone Odd Log-Logistic Inverse Exponential Distribution 关于Topp-Leone奇数对数- logistic逆指数分布的一个注记
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-09-01 DOI: 10.2991/jsta.d.200827.002
S. Abbas, Fakhar Mustafa, Syed Ali Taqi, S. Cakmakyapan, G. Ozel
{"title":"A Note on Topp-Leone Odd Log-Logistic Inverse Exponential Distribution","authors":"S. Abbas, Fakhar Mustafa, Syed Ali Taqi, S. Cakmakyapan, G. Ozel","doi":"10.2991/jsta.d.200827.002","DOIUrl":"https://doi.org/10.2991/jsta.d.200827.002","url":null,"abstract":"","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84730500","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
Exponentiated Power Function Distribution: Properties and Applications 幂函数分布:性质与应用
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-07-01 DOI: 10.2991/jsta.d.200514.001
M. Arshad, Muhammad Iqbal, M. Ahmad
{"title":"Exponentiated Power Function Distribution: Properties and Applications","authors":"M. Arshad, Muhammad Iqbal, M. Ahmad","doi":"10.2991/jsta.d.200514.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200514.001","url":null,"abstract":"In this study, we have focused to propose a flexible model that demonstrates increasing, decreasing and upside-down bathtub-shaped density and failure rate functions. The proposed model refers to as the exponentiated power function (EPF) distribution. Some mathematical and reliability measures are developed and derived. We develop explicit expressions for the moments, quan- tile function and order statistics. Some shapes of the density and the reliability functions are sketched out and discussed. We suggest the method to estimate the unknown parameters of EPF by the maximum likelihood estimation. Two suitable lifetime datasets from engineering sector are used to explore the dominance of the EPF distribution.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72917041","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: 8
Construction of Some Circular Regular Graph Designs in Blocks of Size Four Using Cyclic Shifts 用循环移位构造大小为4块的若干圆形规则图形设计
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-07-01 DOI: 10.2991/jsta.d.200423.001
R. Ahmed, Farrukh Shehzad, Muhammad Jamil, H. M. K. Rasheed
{"title":"Construction of Some Circular Regular Graph Designs in Blocks of Size Four Using Cyclic Shifts","authors":"R. Ahmed, Farrukh Shehzad, Muhammad Jamil, H. M. K. Rasheed","doi":"10.2991/jsta.d.200423.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200423.001","url":null,"abstract":"Circular regular graph designs play an important role in the design of experiments where most of the balanced incomplete block designs require a large number of blocks. In this article, circular regular graph designs are constructed in blocks of size four through cyclic shifts. Without studying the complete design, some standard properties of the designs can be observed only through the sets of shifts. Therefore, method of cyclic shifts has an edge over existing methods.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84602029","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
Multivariate Escher Transformed Laplace Distribution and Its Generalization 多元Escher变换拉普拉斯分布及其推广
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-07-01 DOI: 10.2991/jsta.d.200508.001
H. Rimsha, Dais George
{"title":"Multivariate Escher Transformed Laplace Distribution and Its Generalization","authors":"H. Rimsha, Dais George","doi":"10.2991/jsta.d.200508.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200508.001","url":null,"abstract":"This paper we introduced a new distribution namely the multivariate Esscher transformed Laplace distribution. Various properties of the distribution are studied and the applications are discussed. Further we develop an autoregressive process with multi-variateETLmarginalandstudyitsproperties.ALevyprocessbasedonthismultivariateinfinitelydivisibledistributionisknown as Laplace motion, and its marginal distributions are multivariate generalized Esscher transformed Laplace distribution.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74645100","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
Behavior of OC Curve of Generalized Exponentiated Data 广义指数数据OC曲线的性质
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-07-01 DOI: 10.2991/jsta.d.200714.001
Anwar Hassan, Mehraj Ahmad
{"title":"Behavior of OC Curve of Generalized Exponentiated Data","authors":"Anwar Hassan, Mehraj Ahmad","doi":"10.2991/jsta.d.200714.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200714.001","url":null,"abstract":"In this paper a generalized exponential distribution is considered for analyzing left-censored lifetime data as such mecha-nisms are applicable when the observations become available in an ordered manner with some cases where the origin and the event both occur prior to the start of follow-up. In the present study a test procedure is developed which will approxi-mate a prescribed operating characteristics curve. We also done testing of hypothesis and tried to find values of r and C subject to the operating characteristics curve be such that L . α 1 / = Pr ( accept α = α 1 when α 1 isthetruevalue ) = 1 − γ and L . α 2 / = Pr ( accept α = α 1 when α 2 isthetruevalue ) ≤ β . By simulation technique it has been shown that a suitable value of r is to be used for different values of γ and β . The by Atlantis B.V. This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90508778","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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