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Pranav Quasi Gamma Distribution: Properties and Applications Pranav拟伽玛分布:性质与应用
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-12-01 DOI: 10.2991/jsta.d.201202.001
S. A. Wani, Anwar Hassan, S. Shafi, S. Shafi
{"title":"Pranav Quasi Gamma Distribution: Properties and Applications","authors":"S. A. Wani, Anwar Hassan, S. Shafi, S. Shafi","doi":"10.2991/jsta.d.201202.001","DOIUrl":"https://doi.org/10.2991/jsta.d.201202.001","url":null,"abstract":"","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77985749","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
Modified Maximum Likelihood Estimations of the Epsilon-Skew-Normal Family Epsilon-Skew-Normal族的修正极大似然估计
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-12-01 DOI: 10.2991/jsta.d.201208.001
P. Jamshidi, M. Maleki, Z. Khodadadi
{"title":"Modified Maximum Likelihood Estimations of the Epsilon-Skew-Normal Family","authors":"P. Jamshidi, M. Maleki, Z. Khodadadi","doi":"10.2991/jsta.d.201208.001","DOIUrl":"https://doi.org/10.2991/jsta.d.201208.001","url":null,"abstract":"","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74434899","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 Modification of the Gompertz Distribution Based on the Class of Extended-Weibull Distributions 基于一类扩展威布尔分布的Gompertz分布的修正
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-12-01 DOI: 10.2991/jsta.d.201116.001
Mohammad Kazemi, A. Jafari, S. Tahmasebi
{"title":"A Modification of the Gompertz Distribution Based on the Class of Extended-Weibull Distributions","authors":"Mohammad Kazemi, A. Jafari, S. Tahmasebi","doi":"10.2991/jsta.d.201116.001","DOIUrl":"https://doi.org/10.2991/jsta.d.201116.001","url":null,"abstract":"This paper introduces a new four-parameter extension of the generalized Gompertz distributions. This distribution involves somewell-knowndistributions such as extension of generalized exponential, generalized exponential, and generalizedGompertz distributions. In addition, it can have a decreasing, increasing, upside-down bathtub, and bathtub-shaped hazard rate function depending on its parameters. Some mathematical properties of this new distribution, such as moments, quantiles, hazard rate function, and reversible hazard rate function are obtained. In addition, the density function and the moments of the ordered statistics of this new distribution is provided. The parameters of model are estimated using the maximum likelihood method. Also, a real data set was used to illustrate the validity of the proposed distribution.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81794110","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
Local Linear Regression Estimator on the Boundary Correction in Nonparametric Regression Estimation 非参数回归估计中边界校正的局部线性回归估计量
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-10-01 DOI: 10.2991/jsta.d.201016.001
Langat Reuben Cheruiyot
{"title":"Local Linear Regression Estimator on the Boundary Correction in Nonparametric Regression Estimation","authors":"Langat Reuben Cheruiyot","doi":"10.2991/jsta.d.201016.001","DOIUrl":"https://doi.org/10.2991/jsta.d.201016.001","url":null,"abstract":"","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73948093","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: 6
Modeling Investment Trends: A Logarithmic-Modified Markov Chain Approach 投资趋势建模:对数修正的马尔可夫链方法
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-10-01 DOI: 10.2991/jsta.d.201006.001
I. Moffat, James Augustine Ukpabio, Emmanuel Alphonsus Akpan
{"title":"Modeling Investment Trends: A Logarithmic-Modified Markov Chain Approach","authors":"I. Moffat, James Augustine Ukpabio, Emmanuel Alphonsus Akpan","doi":"10.2991/jsta.d.201006.001","DOIUrl":"https://doi.org/10.2991/jsta.d.201006.001","url":null,"abstract":"The study aimed at stabilizing the changing variance using the logarithmic transformation to achieve a significant proportion of stability and a faster rate of convergence of the steady state transition probability in Markov chains. The traditional Markov chain and logarithmic-modified Markov chain were considered. On exploring the yearly data on the stock prices from 2015 to 2018 as obtained from the Nigerian Stock Exchange, it was found that the steady state of logarithmic-modified Markov chain converged faster than the tradition Markov chain with efficiency in tracking the correct cycles where the stock movements are trending irrespective of which cycle it starts at time zero with differences in probability values by 1.1%, 0.7%, −0.41% and −1.37% for accumulation, markup, distribution and mark-down cycles, respectively. Thus, it could be deduced that the logarithmic modification enhances the ability of the Markov chain to tract the variation of the steady state probabilities faster than the traditional counterpart.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83454440","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
Transmuted Kumaraswamy Weibull Distribution with Covariates Regression Modelling to Analyze Reliability Data 用协变量回归模型变换库马拉斯瓦米威布尔分布分析可靠性数据
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-10-01 DOI: 10.2991/jsta.d.201016.003
Muhammad Shuaib Khan, R. King, I. Hudson
{"title":"Transmuted Kumaraswamy Weibull Distribution with Covariates Regression Modelling to Analyze Reliability Data","authors":"Muhammad Shuaib Khan, R. King, I. Hudson","doi":"10.2991/jsta.d.201016.003","DOIUrl":"https://doi.org/10.2991/jsta.d.201016.003","url":null,"abstract":"This paper investigates the potential usefulness of the transmuted Kumaraswamy Weibull distribution by using quadratic rank transmutationmap technique formodelling reliability data. Some structural properties of the transmutedKumaraswamyWeibull distribution are discussed. We propose a location-scale regression model based on the transmuted log-Kumaraswamy Weibull distribution for modelling survival data. We discuss estimation of the model parameters by the method of maximum likelihood and provide two applications to illustrate the potentiality of the proposed family of lifetime distributions.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74730444","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 New Stochastic Process with Long-Range Dependence 一种新的具有长期相关性的随机过程
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-10-01 DOI: 10.2991/jsta.d.200923.001
Sung Ik Kim, Y. S. Kim
{"title":"A New Stochastic Process with Long-Range Dependence","authors":"Sung Ik Kim, Y. S. Kim","doi":"10.2991/jsta.d.200923.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200923.001","url":null,"abstract":"In this paper, we introduce a fractional Generalized Hyperbolic process, a new stochastic process with long-range dependence obtained by subordinating fractional Brownianmotion to a fractionalGeneralized InverseGaussian process. The basic properties and covariance structure between the elements of the processes are discussed, and we present numerical methods to generate the sample paths for the processes.","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81418892","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
Poly-Weighted Exponentiated Gamma Distribution with Application 多重加权指数分布及其应用
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-10-01 DOI: 10.2991/jsta.d.201016.002
E. Nkemnole, Emmanuel M. Ikegwu
{"title":"Poly-Weighted Exponentiated Gamma Distribution with Application","authors":"E. Nkemnole, Emmanuel M. Ikegwu","doi":"10.2991/jsta.d.201016.002","DOIUrl":"https://doi.org/10.2991/jsta.d.201016.002","url":null,"abstract":"","PeriodicalId":45080,"journal":{"name":"Journal of Statistical Theory and Applications","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77990980","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
Reliability Analysis of Weighted- k-out-of- n: G System Consisting of Two Different Types of Nonidentical Components Each with its Own Positive Integer-Valued Weight 由两种不同类型的各有其正整数权的非相同部件组成的加权- k-out- n: G系统的可靠性分析
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-09-01 DOI: 10.2991/jsta.d.200917.002
E. Mahmoudi, R. Meshkat
{"title":"Reliability Analysis of Weighted- k-out-of- n: G System Consisting of Two Different Types of Nonidentical Components Each with its Own Positive Integer-Valued Weight","authors":"E. Mahmoudi, R. Meshkat","doi":"10.2991/jsta.d.200917.002","DOIUrl":"https://doi.org/10.2991/jsta.d.200917.002","url":null,"abstract":"This paper introduces a special case of weightedk-out-ofn:G system formed from two types of nonidentical components with different weights. This system consists of n nonidentical components each with its own positive integer-valued weight which are categorized into two groups with respect to their duties and services. In fact, we have a system consisting n components such that n1 of them each with its own weight ωi and reliability p1i and n2 of them each with its own weight ω∗ i and reliability p2i. If the total weights of the functioning components exceeds a prespecified threshold k, the system is supposed to work. The reliability of system is obtained based on the total weight of all working components in both group. The survival function and mean time to failure are presented. Also, the component importance of this system are studied.","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":"83023722","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
First-Order Integer-Valued Moving Average Process with Power Series Innovations 幂级数创新的一阶整数值移动平均过程
IF 1
Journal of Statistical Theory and Applications Pub Date : 2020-09-01 DOI: 10.2991/jsta.d.200917.001
E. Mahmoudi, Ameneh Rostami
{"title":"First-Order Integer-Valued Moving Average Process with Power Series Innovations","authors":"E. Mahmoudi, Ameneh Rostami","doi":"10.2991/jsta.d.200917.001","DOIUrl":"https://doi.org/10.2991/jsta.d.200917.001","url":null,"abstract":"In this paper, we introduce a first-order nonnegative integer-valuedmoving average process with power series innovations based on a Poisson thinning operator (PINMAPS(1)) formodeling overdispersed, equidispersed and underdispersed count time series. This process contains the PINMA process with geometric, Bernoulli, Poisson, binomial, negative binomial and logarithmic innovations which some of them are studied in details. Some statistical properties of the process are obtained. The unknown parameters of the model are estimated using the Yule-Walker, conditional least squares and least squares feasible generalized methods. Also, the performance of estimators is evaluated using a simulation study. Finally, we apply the model to three real data set and show the ability of the model for predicting data compared to competing models.","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":"81595113","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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