{"title":"Properties of Shannon Entropy for Double Truncated Random Variables and its Applications","authors":"Rajesh Moharana, S. Kayal","doi":"10.2991/jsta.d.200512.003","DOIUrl":"https://doi.org/10.2991/jsta.d.200512.003","url":null,"abstract":"Doubly truncated data are sometimes encountered in several applications, mainly in survival and astronomical data analysis. This occurs when the data falls between two points. In this study, we focus on the Shannon entropy measure of doubly truncated randomvariables.We propose ordering and various aging properties based on thismeasure. Characterizations of some useful life distributions are obtained. It is showed that under certain condition, the proposedmeasure determines the distribution function uniquely. Some results on discrete distributions are presented. Finally, applications are given.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"18 1","pages":"261-273"},"PeriodicalIF":1.0,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75464061","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}
{"title":"On the Probabilistic Latent Semantic Analysis Generalization as the Singular Value Decomposition Probabilistic Image","authors":"Pau Figuera Vinué, P. G. Bringas","doi":"10.2991/jsta.d.200605.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200605.001","url":null,"abstract":"The Probabilistic Latent Semantic Analysis has been related with the Singular Value Decomposition. Several problems occur when this comparative is done. Data class restrictions and the existence of several local optima mask the relation, being a formal analogy without any real significance. Moreover, the computational difficulty in terms of time and memory limits the technique applicability. In this work, we use the Nonnegative Matrix Factorization with the Kullback–Leibler divergence to prove, when the number of model components is enough and a limit condition is reached, that the Singular Value Decomposition and the Probabilistic Latent Semantic Analysis empirical distributions are arbitrary close. Under such conditions, the Nonnegative Matrix Factorization and the Probabilistic Latent Semantic Analysis equality is obtained. With this result, the Singular Value Decomposition of every nonnegative entries matrix converges to the general case Probabilistic Latent Semantic Analysis results and constitutes the unique probabilistic image. Moreover, a faster algorithm for the Probabilistic Latent Semantic Analysis is provided.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"56 1","pages":"286-296"},"PeriodicalIF":1.0,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74939979","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}
{"title":"Measure of Departure from Marginal Homogeneity for the Analysis of Collapsed Square Contingency Tables with Ordered Categories","authors":"K. Yamamoto, Itsumi Iwama, S. Tomizawa","doi":"10.2991/jsta.d.200507.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200507.001","url":null,"abstract":"2010 Mathematics Subject Classification: 62H17 ABSTRACT For square contingency tables with ordered categories, there would be some situations that one would like to analyze them by using collapsed 3 × 3 tables combining some adjacent categories in the original table. This paper considers the marginal homogeneity for collapsed tables and proposes a measure which represents the degree of departure from the marginal homogeneity. The proposed measure lies between 0 and 1, and it takes zero when the marginal homogeneity holds. Examples are given.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"9 1","pages":"212-222"},"PeriodicalIF":1.0,"publicationDate":"2020-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89111352","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}
{"title":"Generalized Chain Exponential-Type Estimators under Stratified Two-Phase Sampling with Subsampling the Nonrespondents","authors":"A. Sanaullah, M. Hanif","doi":"10.2991/jsta.d.200507.002","DOIUrl":"https://doi.org/10.2991/jsta.d.200507.002","url":null,"abstract":"In this paper some generalized exponential-type chain estimators have been proposed for the finite population mean in the presence of nonresponse under stratified two-phase sampling when mean of another auxiliary variable is readily available. The expressions for the bias and mean square error of proposed estimators have been derived. The comparisons for proposed estimators have been made in theory with Hansen-Hurwitz’s, J. Am. Stat. Assoc. 41 (1946), 517–529, and Tabasum and Khan’s, J. Indian Soc. Agric. Stat. 58 (2004), 300–306, two-phase ratio and product estimators modified to the stratified sampling. An empirical study has also been carried out to demonstrate the performances of the estimators.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"39 1","pages":"185-195"},"PeriodicalIF":1.0,"publicationDate":"2020-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88197354","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}
Muhammad Tahir, M. Aslam, M. Abid, Sajid Ali, M. Ahsanullah
{"title":"A 3-Component Mixture of Exponential Distribution Assuming Doubly Censored Data: Properties and Bayesian Estimation","authors":"Muhammad Tahir, M. Aslam, M. Abid, Sajid Ali, M. Ahsanullah","doi":"10.2991/jsta.d.200508.002","DOIUrl":"https://doi.org/10.2991/jsta.d.200508.002","url":null,"abstract":"The output of an engineering process is the result of several inputs, which may be homogeneous or heterogeneous and to study them, we need a model which should be flexible enough to summarize efficiently the nature of such processes. As compared to simple models, mixture models of underlying lifetime distributions are intuitively more appropriate and appealing to model the heterogeneous nature of a process in survival analysis and reliability studies. Moreover, due to time and cost constraints, in the most lifetime testing experiments, censoring is an unavoidable feature. This article focuses on studying a mixture of exponential distributions, and we considered this particular distribution for three reasons. The first reason is its application in reliability modeling of electronic components and the second important reason is its skewed behavior. Similarly, the third and themost important reason is that exponential distribution has thememory-less property. In particular, we deal with the problem of estimating the parameters of a 3-component mixture of exponential distributions using type-II doubly censoring sampling scheme. The elegant closed-form expressions for the Bayes estimators and their posterior risks are derived under squared error loss function, precautionary loss function and DeGroot loss function assuming the noninformative (uniform and Jeffreys’) and the informative priors. A detailedMonte Carlo simulation and real data studies are carried out to investigate the performance (in terms of posterior risks) of the Bayes estimators. From results, it is observed that the Bayes estimates assuming the informative prior perform better than the noninformative priors.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"32 1","pages":"197-211"},"PeriodicalIF":1.0,"publicationDate":"2020-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87406035","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}
{"title":"Bayesian Analysis of Misclassified Generalized Power Series Distributions Under Different Loss Functions","authors":"P. B. Ahmad","doi":"10.2991/jsta.d.200513.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200513.001","url":null,"abstract":"In certain experimental investigations involving discrete distributions external factors may induce measurement error in the form of misclassification. For instance, a situation may arise where certain values are erroneously reported; such a situation termed as modified or misclassified has been studied by many researchers. Cohen (J. Am. Stat. Assoc. 55 (1960), 139–143; Ann. Inst. Stat. Math. 9 (1960), 189–193; Technometrics. 2 (1960), 109–113) studied misclassification in Poisson and the binomial random variables. In this paper, we discuss misclassification in the most general class of discrete distributions, the generalized power series distributions (GPSDs), where some of the observations corresponding to x = c+1; c ≥ 0 are erroneously observed or at least reported as being x = c with probability α. This class includes among others the binomial, negative binomial, logarithmic series and Poisson distributions. We derive the Bayes estimators of functions of parameters of the misclassified GPSD under different loss functions. The results obtained for misclassified GPSD are then applied to its particular cases like negative binomial, logarithmic series and Poisson distributions. Finally, few numerical examples are provided to illustrate the results.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"24 1","pages":"173-184"},"PeriodicalIF":1.0,"publicationDate":"2020-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81714659","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}
{"title":"Marshall–Olkin Power Generalized Weibull Distribution with Applications in Engineering and Medicine","authors":"A. Afify, D. Kumar, I. Elbatal","doi":"10.2991/jsta.d.200507.004","DOIUrl":"https://doi.org/10.2991/jsta.d.200507.004","url":null,"abstract":"This paper proposes a new flexible four-parameter model called Marshall – Olkin power generalized Weibull (MOPGW) distribution which provides symmetrical, reversed-J shaped, left-skewed and right-skewed densities, and bathtub, unimodal, increas-ing,constant,decreasing,Jshaped,andreversed-Jshapedhazardrates.SomeoftheMOPGWstructuralpropertiesarediscussed.ThemaximumlikelihoodisutilizedtoestimatetheMOPGWunknownparameters.Simulationresultsareprovidedtoassesstheperformanceofthemaximumlikelihoodmethod.Finally,weillustratetheimportanceoftheMOPGWmodel,comparedwithsomerivalmodels,viatworealdataapplicationsfromtheengineeringandmedicinefields.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"33 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2020-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84148492","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}
{"title":"An Asymptotic Two-Sided Test in a Family of Multivariate Distribution","authors":"Abouzar Bazyari, M. Afshari, M. Samuh","doi":"10.2991/jsta.d.200511.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200511.001","url":null,"abstract":"In the present paper, a two-sided test in a family of multivariate distribution according to the Mahalanobis distance with mean vector and positive definite matrix is considered. First, a family of multivariate distribution is introduced, then using the likelihood ratio method a test statistic is computed. The distribution of the test statistic is proposed for different sample sizes and fixed dimension. We study the distribution approximation computed using the likelihood ratio test and an efficient algorithm to compute the density functions can be derived according to Witkovsk ́y, J. Stat. Plan. Inference. 94 (2001), 1–13. Also, a simulation study is presented on the sample sizes and powers to compare the performance of tests and show that the proposed distribution approximation is better than the classical distribution approximation.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"56 1","pages":"162-172"},"PeriodicalIF":1.0,"publicationDate":"2020-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77760212","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}
{"title":"Modeling Vehicle Insurance Loss Data Using a New Member of T-X Family of Distributions","authors":"Zubair Ahmad, E. Mahmoudi, S. Dey, Saima K. Khosa","doi":"10.2991/jsta.d.200421.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200421.001","url":null,"abstract":"In actuarial literature, we come across a diverse range of probability distributions for fitting insurance loss data. Popular distributions are lognormal, log-t, various versions of Pareto, log-logistic, Weibull, gamma and its variants and a generalized beta of the second kind, among others. In this paper, we try to supplement the distribution theory literature by incorporating the heavy tailed model, called weighted T-X Weibull distribution. The proposed distribution exhibits desirable properties relevant to the actuarial science and inference. Shapes of the density function and key distributional properties of the weighted T-X Weibull distribution are presented. Some actuarial measures such as value at risk, tail value at risk, tail variance and tail variance premium are calculated. A simulation study based on the actuarial measures is provided. Finally, the proposed method is illustrated via analyzing vehicle insurance loss data.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"69 1","pages":"133-147"},"PeriodicalIF":1.0,"publicationDate":"2020-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76859668","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}
{"title":"Construction, Characterization, Estimation and Performance Analysis of Selection Generalized Nakagami Distributions with Environmental Applications","authors":"Mervat Mahdy, Dina Samir","doi":"10.2991/jsta.d.200224.003","DOIUrl":"https://doi.org/10.2991/jsta.d.200224.003","url":null,"abstract":"In this article, a selection of Nakagami distribution is investigated. Some properties of the model with some plots of the density function are illustrated. Additionally, weighted of the one-sided Gaussian distribution, Generalized Rayleigh distribution are discussed as a special case of Generalized Nakagami distribution. In addition, maximum likelihood estimators are investigated with numerical methods and are compared by four sub-models with a real wave height data set. Finally, a simulation study is presented for parameters.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":"10 1","pages":"75-90"},"PeriodicalIF":1.0,"publicationDate":"2020-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88615296","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}