Austrian Journal of Statistics最新文献

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On the Strong Law of Large Numbers for Nonnegative Random Variables. With an Application in Survey Sampling 关于非负随机变量的强大数定律。在调查抽样中的应用
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-07-05 DOI: 10.17713/AJS.V50I3.631
Tobias Schoch
{"title":"On the Strong Law of Large Numbers for Nonnegative Random Variables. With an Application in Survey Sampling","authors":"Tobias Schoch","doi":"10.17713/AJS.V50I3.631","DOIUrl":"https://doi.org/10.17713/AJS.V50I3.631","url":null,"abstract":"Strong laws of large numbers with arbitrary norming sequences for nonnegative not necessarily independent random variables are obtained. From these results we establish, among other things, stability results for weighted sums of nonnegative random variables. A survey sampling application is provided on strong consistency of the Horvitz--Thompson estimator and the ratio estimator.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"48 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79799342","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
Bias-Corrected Maximum Likelihood Estimators of the Parameters of the Unit-Weibull Distribution 单位威布尔分布参数的偏差校正极大似然估计
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-07-05 DOI: 10.17713/AJS.V50I3.1023
A. Menezes, J. Mazucheli, F. Alqallaf, M. E. Ghitany
{"title":"Bias-Corrected Maximum Likelihood Estimators of the Parameters of the Unit-Weibull Distribution","authors":"A. Menezes, J. Mazucheli, F. Alqallaf, M. E. Ghitany","doi":"10.17713/AJS.V50I3.1023","DOIUrl":"https://doi.org/10.17713/AJS.V50I3.1023","url":null,"abstract":"It is well known that the maximum likelihood estimates (MLEs) have appealing statistical properties. Under fairly mild conditions their asymptotic distribution is normal, and no other estimator has a smaller asymptotic variance.However, in finite samples the maximum likelihood estimates are often biased estimates and the bias disappears as the sample size grows.Mazucheli, Menezes, and Ghitany (2018b) introduced a two-parameter unit-Weibull distribution which is useful for modeling data on the unit interval, however its MLEs are biased in finite samples.In this paper, we adopt three approaches for bias reduction of the MLEs of the parameters of unit-Weibull distribution.The first approach is the analytical methodology suggested by Cox and Snell (1968), the second is based on parametric bootstrap resampling method, and the third is the preventive approach introduced by Firth (1993).The results from Monte Carlo simulations revealed that the biases of the estimates should not be ignored and the bias reduction approaches are equally efficient. However, the first approach is easier to implement.Finally, applications to two real data sets are presented for illustrative purposes.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"194 3 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72648033","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
The Complementary Exponentiated Lomax-Poisson Distribution with Applications to Bladder Cancer and Failure Data 互补指数Lomax-Poisson分布在膀胱癌和衰竭数据中的应用
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-07-05 DOI: 10.17713/AJS.V50I3.1052
D. Kumar, M. Nassar, A. Afify, S. Dey
{"title":"The Complementary Exponentiated Lomax-Poisson Distribution with Applications to Bladder Cancer and Failure Data","authors":"D. Kumar, M. Nassar, A. Afify, S. Dey","doi":"10.17713/AJS.V50I3.1052","DOIUrl":"https://doi.org/10.17713/AJS.V50I3.1052","url":null,"abstract":"A new continuous four-parameter lifetime distribution is introduced by compounding the distribution of the maximum of a sequence of an independently identically exponentiated Lomax distributed random variables and zero truncated Poisson random variable, defined as the complementary exponentiated Lomax Poisson (CELP) distribution. The new distribution which exhibits decreasing and upside down bathtub shaped density while the distribution has the ability to model lifetime data with decreasing, increasing and upside-down bathtub shaped failure rates. The new distribution has a number of well-known lifetime special sub-models, such as Lomax-zero truncated Poisson distribution, exponentiated Pareto-zero truncated Poisson distribution and Pareto- zero truncated Poisson distribution. A comprehensive account of the mathematical and statistical properties of the new distribution is presented. The model parameters are obtained by the methods of maximum likelihood, least squares, weighted least squares, percentiles, maximum product of spacing and Cram'er-von-Mises and compared them using Monte Carlo simulation study. We illustrate the performance of the proposed distribution by means of two real data sets and both the data sets show the new distribution is more appropriate as compared to the transmuted Lomax, beta exponentiated Lomax, McDonald Lomax, Kumaraswamy Lomax, Weibull Lomax, Burr X Lomax and Lomax distributions.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"37 3 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78832335","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
Stochastic Comparisons of the Smallest Claim Amounts from Two Sets of Independent Portfolios 两组独立投资组合中最小索赔金额的随机比较
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-07-05 DOI: 10.17713/AJS.V50I3.1025
H. Nadeb, H. Torabi
{"title":"Stochastic Comparisons of the Smallest Claim Amounts from Two Sets of Independent Portfolios","authors":"H. Nadeb, H. Torabi","doi":"10.17713/AJS.V50I3.1025","DOIUrl":"https://doi.org/10.17713/AJS.V50I3.1025","url":null,"abstract":"The aim of this paper is detecting the ordering properties of the smallest claim amounts arising from two sets of independent heterogeneous portfolios in insurance. First, we prove a general theorem that it presents some sufficient conditions in the sense of the hazard rate ordering to compare the smallest claim amounts from two batches of independent heterogeneous portfolios. Then, we show that the exponentiated scale model as a famous model and the Harris family satisfy the sufficient conditions of the proven general theorem. Also, to illustrate our results, some used models in actuary are numerically applied.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"51 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77579931","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
Integration of Multivariate Loss Function Approach in the Hotelling’s Charts under Banerjee-Rahim (1988) Weibull Shock Models Banerjee-Rahim(1988)威布尔冲击模型下Hotelling图中多元损失函数方法的整合
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-07-05 DOI: 10.17713/AJS.V50I3.857
M. H. Naderi, A. Seif, M. B. Moghadam
{"title":"Integration of Multivariate Loss Function Approach in the Hotelling’s Charts under Banerjee-Rahim (1988) Weibull Shock Models","authors":"M. H. Naderi, A. Seif, M. B. Moghadam","doi":"10.17713/AJS.V50I3.857","DOIUrl":"https://doi.org/10.17713/AJS.V50I3.857","url":null,"abstract":"A proper monitoring of stochastic systems is the control charts of statistical process control and drift in characteristics of output may be due to one or several assignable causes. Although many research works have been done on the economic design of control charts with single assignable cause, the economic statistical design of T^2 control chart under Weibull shock model with multiple assignable causes and considering multivariate Taguchi loss function has not been presented yet. Using Taguchi loss function in the concept of quality control charts with economic and economic statistical design leads to better decisions in the industry. Based on the optimization of the average cost per unit of time and taking into account the different combination values of Weibull distribution parameters, optimal design values ??of sample size, sampling interval and control limit coefficient were derived and calculated. Then the cost models under non-uniform and uniform sampling scheme were compared. The results revealed that the model under multiple assignable causes with Taguchi loss function has a lower cost than single assignable cause model and integrated model with non-uniform sampling has a lower cost than that with uniform sampling.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"15 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84758857","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
On the Bimodal Gumbel Model with Application to Environmental Data 双峰Gumbel模型及其在环境数据中的应用
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-06-19 DOI: 10.17713/ajs.v52i2.1392
C. Otiniano, R. Vila, Pedro Brom, M. Bourguignon
{"title":"On the Bimodal Gumbel Model with Application to Environmental Data","authors":"C. Otiniano, R. Vila, Pedro Brom, M. Bourguignon","doi":"10.17713/ajs.v52i2.1392","DOIUrl":"https://doi.org/10.17713/ajs.v52i2.1392","url":null,"abstract":"The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of the Gumbel distribution thatcan be an alternative to model bimodal data. We derive the analytical shapes of the corresponding probability density function and thehazard rate function and provide graphical illustrations. Furthermore, We have discussed the properties of this density such as mode, bimodality, moment generating function and moments. Our results were verified using the Markov chain Monte Carlo simulation method. The maximum likelihood method is used for parameters estimation. Finally, we also carry out an application to real data that demonstrates the usefulness of the proposed distribution. ","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"2 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74947427","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
Estimation of the Rayleigh Distribution under Unified Hybrid Censoring 统一混合滤波下的瑞利分布估计
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-02-03 DOI: 10.17713/AJS.V50I1.990
Y. Jeon, Suk-Bok Kang
{"title":"Estimation of the Rayleigh Distribution under Unified Hybrid Censoring","authors":"Y. Jeon, Suk-Bok Kang","doi":"10.17713/AJS.V50I1.990","DOIUrl":"https://doi.org/10.17713/AJS.V50I1.990","url":null,"abstract":"We derive some estimators of the scale parameter of the Rayleigh distribution under the unified hybrid censoring scheme. We also derive some estimators of the reliability function and the entropy of the Rayleigh distribution. First, we obtain the maximum likelihood estimator of the scale parameter. Second, we obtain the Bayes estimator using the mean of the posterior distribution. Lastly, we obtain the Bayes estimator using the mode of the posterior distribution. We also derive the interval estimation (confidence interval, credible interval, and HPD credible interval) for the scale parameter under the unified hybrid censoring scheme. We compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. Coverage probability and average lengths of 95% and 90% intervals are obtained.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"66 1","pages":"59-73"},"PeriodicalIF":0.6,"publicationDate":"2021-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89940179","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
A Graphical Tool For Assessing The Suitabilty Of A Count Regression Model 评估计数回归模型适用性的图形工具
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-02-03 DOI: 10.17713/AJS.V50I1.921
Paul Wilson, J. Einbeck
{"title":"A Graphical Tool For Assessing The Suitabilty Of A Count Regression Model","authors":"Paul Wilson, J. Einbeck","doi":"10.17713/AJS.V50I1.921","DOIUrl":"https://doi.org/10.17713/AJS.V50I1.921","url":null,"abstract":"Whilst many numeric methods, such as AIC and deviance, exist for assessing or comparing model fit, diagrammatic methods are few. We present here a diagnostic plot, which we refer to as a `Quantile Band plot', that may be used to visually assess the suitability of a given count data model. In the case of diagnosed model inadequacy, the plot has the unique feature of conveying precise information on the character of the violation, hence pointing the data analyst towards a potentially better model choice.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"51 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2021-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80390912","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
Monitoring Robust Estimates for Compositional Data 监测成分数据的稳健估计
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-02-03 DOI: 10.17713/AJS.V50I2.1067
V. Todorov
{"title":"Monitoring Robust Estimates for Compositional Data","authors":"V. Todorov","doi":"10.17713/AJS.V50I2.1067","DOIUrl":"https://doi.org/10.17713/AJS.V50I2.1067","url":null,"abstract":"In a number of recent articles Riani, Cerioli, Atkinson and others advocate the technique of monitoring robust estimates computed over a range of key parameter values. Through this approach the diagnostic tools of choice can be tuned in such a way that highly robust estimators which are as efficient as possible are obtained. This approach is applicable to various robust multivariate estimates like Sand MM-estimates, MVE and MCD as well as to the Forward Search in which monitoring is part of the robust method. Key tool for detection of multivariate outliers and for monitoring of robust estimates is the Mahalanobis distances and statistics related to these distances. However, the results obtained with this tool in case of compositional data might be unrealistic since compositional data contain relative rather than absolute information and need to be transformed to the usual Euclidean geometry before the standard statistical tools can be applied. Various data transformations of compositional data have been introduced in the literature and theoretical results on the equivalence of the additive, the centered, and the isometric logratio transformation in the context of outlier identification exist. To illustrate the problem of monitoring compositional data and to demonstrate the usefulness of monitoring in this case we start with a simple example and then analyze a real life data set presenting the technological structure of manufactured exports. The analysis is conducted with the R package fsdaR, which makes the analytical and graphical tools provided in the MATLAB FSDA library available for R users.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"472 1","pages":"16-37"},"PeriodicalIF":0.6,"publicationDate":"2021-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90947644","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 Analysis for Generalized Progressive Hybrid Censored Data from Lindley Distribution under Step-Stress Partially Accelerated Life Test Model 步进应力部分加速寿命试验模型下林德利分布广义渐进混合截尾数据的统计分析
IF 0.6
Austrian Journal of Statistics Pub Date : 2021-02-03 DOI: 10.17713/AJS.V50I1.1004
Aakriti Pandey, A. Kaushik, S. Singh, U. Singh
{"title":"Statistical Analysis for Generalized Progressive Hybrid Censored Data from Lindley Distribution under Step-Stress Partially Accelerated Life Test Model","authors":"Aakriti Pandey, A. Kaushik, S. Singh, U. Singh","doi":"10.17713/AJS.V50I1.1004","DOIUrl":"https://doi.org/10.17713/AJS.V50I1.1004","url":null,"abstract":"The aim of this paper is to present the estimation procedure for the step-stress partially accelerated life test model under the generalized progressive hybrid censoring scheme. The uncertainties are assumed to be governed by Lindley distribution. The problem with point and interval estimation of the parameters as well as the acceleration factor using maximum likelihood approach for the step-stress partially accelerated life test model has been considered. A simulation study is conducted to monitor the performance of the estimators on the basis of the mean squared error under the considered censoring scheme. The expected total time of the test under an accelerated condition is computed to examine the effects of the parameters on the duration of the test. In addition, a graph of the expected total time of the test under accelerated and un-accelerated conditions is provided to highlight the effect due to acceleration. One real data set has been analyzed for illustrative purposes.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"1 1","pages":"105-120"},"PeriodicalIF":0.6,"publicationDate":"2021-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88715784","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
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