Jong‐Min Kim, Gi-Sung Lee, Ki-Hak Hong, Chang-Kyoon Son
{"title":"Estimation of Sensitive Attributes Using a Stratified Kuk Randomization Device","authors":"Jong‐Min Kim, Gi-Sung Lee, Ki-Hak Hong, Chang-Kyoon Son","doi":"10.15446/RCE.V40N1.53459","DOIUrl":"https://doi.org/10.15446/RCE.V40N1.53459","url":null,"abstract":"This paper suggests a stratified Kuk model to estimate the proportion of sensitive attributes of a population composed by a number of strata; this is undertaken by applying stratified sampling to the adjusted Kuk model. The paper estimates sensitive parameters when the size of the stratum is known by taking proportional and optimal allocation methods into account and then extends to the case of an unknown stratum size, estimating sensitive parameters by applying stratified double sampling and checking the two allocation methods. Finally, the paper compares the efficiency of the proposed model to that of the Su, Sedory and Singh model and the adjusted Kuk model in terms of the estimator variance.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"38 1","pages":"29-44"},"PeriodicalIF":0.0,"publicationDate":"2017-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86107761","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}
Edilberto Cepeda-Cuervo, Mar'ia Victoria Cifuentes-Amado
{"title":"Double Generalized Beta-Binomial and Negative Binomial Regression Models","authors":"Edilberto Cepeda-Cuervo, Mar'ia Victoria Cifuentes-Amado","doi":"10.15446/RCE.V40N1.61779","DOIUrl":"https://doi.org/10.15446/RCE.V40N1.61779","url":null,"abstract":"Overdispersion is a common phenomenon in count datasets, that can greatly affect inferences about the model. In this paper develop three joint mean and dispersion regression models in order to fit overdispersed data. These models are based on reparameterizations of the beta-binomial and negative binomial distributions. Finally, we propose a Bayesian approach to estimate the parameters of the overdispersion regression models and use it to fit a school absenteeism dataset.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"63 1","pages":"141-163"},"PeriodicalIF":0.0,"publicationDate":"2017-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79355380","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":"Statistical properties and different methods of estimation of transmuted Rayleigh distribution","authors":"S. Dey, E. Raheem, S. Mukherjee","doi":"10.15446/RCE.V40N1.56153","DOIUrl":"https://doi.org/10.15446/RCE.V40N1.56153","url":null,"abstract":"This article addresses the various properties and different methods of estimation of the unknown parameters of the Transmuted Rayleigh (TR) distribution from the frequentist point of view. Although, our main focus is on estimation from frequentist point of view, yet, various mathematical and statistical properties of the TR distribution (such as quantiles, moments, moment generating function, conditional moments, hazard rate, mean residual lifetime, mean past lifetime, mean deviation about mean and median, the stochastic ordering, various entropies, stress-strength parameter and order statistics) are derived. We briefly describe different frequentist methods of estimation approaches, namely, maximum likelihood estimators, moments estimators, L-moment estimators, percentile based estimators, least squares estimators, method of maximum product of spacings, method of Cram'er-von-Mises, methods of Anderson-Darling and right-tail Anderson-Darling and compare them using extensive numerical simulations. Monte Carlo simulations are performed to compare the performances of the proposed methods of estimation for both small and large samples. Finally, the potentiality of the model is analyzed by means of two real data sets which is further illustrated by obtaining bias and standard error of the estimates and the bootstrap percentile confidence intervals using bootstrap resampling.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"435 1","pages":"165-203"},"PeriodicalIF":0.0,"publicationDate":"2017-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85522758","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":"Transmuted Singh-Maddala Distribution: A new Flexible and Upside-Down Bathtub Shaped Hazard Function Distribution","authors":"M. Shahzad, Faton Merovci, Zahid B Asghar","doi":"10.15446/RCE.V40N1.50085","DOIUrl":"https://doi.org/10.15446/RCE.V40N1.50085","url":null,"abstract":"The Singh-Maddala distribution is very popular to analyze the data on income, expenditure, actuarial, environmental, and reliability related studies. To enhance its scope and application, we propose four parameters transmuted Singh-Maddala distribution, in this study. The proposed distribution is relatively more flexible than the parent distribution to model a variety of data sets. Its basic statistical properties, reliability function, and behaviors of the hazard function are derived. The hazard function showed the decreasing and an upside-down bathtub shape that is required in various survival analysis. The order statistics and generalized TL-moments with their special cases such as L-, TL-, LL-, and LH-moments are also explored. Furthermore, the maximum likelihood estimation is used to estimate the unknown parameters of the transmuted Singh-Maddala distribution. The real data sets are considered to illustrate the utility and potential of the proposed model. The results indicate that the transmuted Singh-Maddala distribution models the datasets better than its parent distribution.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"7 1","pages":"1-27"},"PeriodicalIF":0.0,"publicationDate":"2017-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89299010","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}
P. Pérez-Rodríguez, J. Villaseñor, Sergio Pérez, Javier Suárez
{"title":"Bayesian Estimation for the Centered Parameterization of the Skew-Normal Distribution","authors":"P. Pérez-Rodríguez, J. Villaseñor, Sergio Pérez, Javier Suárez","doi":"10.15446/RCE.V40N1.55244","DOIUrl":"https://doi.org/10.15446/RCE.V40N1.55244","url":null,"abstract":"The skew-normal (SN) distribution is a generalization of the normal distribution, where a shape parameter is added to adopt skewed forms. The SN distribution has some of the properties of a univariate normal distribution, which makes it very attractive from a practical standpoint; however, it presents some inference problems. Specifically, the maximum likelihood estimator for the shape parameter tends to infinity with a positive probability. A new Bayesian approach is proposed in this paper which allows to draw inferences on the parameters of this distribution by using improper prior distributions in the ``centered parametrization'' for the location and scale parameter and a Beta-type for the shape parameter. Samples from posterior distributions are obtained by using the Metropolis-Hastings algorithm. A simulation study shows that the mode of the posterior distribution appears to be a good estimator in terms of bias and mean squared error. A comparative study with similar proposals for the SN estimation problem was undertaken. Simulation results provide evidence that the proposed method is easier to implement than previous ones. Some applications and comparisons are also included.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"31 1","pages":"123-140"},"PeriodicalIF":0.0,"publicationDate":"2017-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82684184","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":"Bimodal Regression Model","authors":"Guillermo Martínez, H. Bolfarine, Hugo S. Salinas","doi":"10.15446/RCE.V40N1.51738","DOIUrl":"https://doi.org/10.15446/RCE.V40N1.51738","url":null,"abstract":"Regression analysis is a technique widely used in different areas ofhuman knowledge, with distinct distributions for the error term. Itis the case, however, that regression models with bimodal responsesor, equivalently, with the error term following a bimodal distribution are notcommon in the literature, perhaps due to the lack of simple to dealwith bimodal error distributions. In this paper we propose a simpleto deal with bimodal regression model with a symmetric-asymmetricdistribution for the error term for which for some values of theshape parameter it can be bimodal. This new distribution containsthe normal and skew-normal as special cases. A realdata application reveals that the new model can be extremely usefulin such situations.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"90 1","pages":"65-83"},"PeriodicalIF":0.0,"publicationDate":"2017-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76665760","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":"Confidence Bands for the Survival Function Using a Weibull Regression Model in Presence of Arbitrary Censoring","authors":"Mario César Jaramillo Elorza, J. C. S. Uribe","doi":"10.15446/RCE.V40N1.55807","DOIUrl":"https://doi.org/10.15446/RCE.V40N1.55807","url":null,"abstract":"Usually, the exact time at which an event occurs cannot be observed for several reasons; for instance, it is not possible to constantly monitor a characteristic of interest. This generates a phenomenon known as censoring that can be classified as having a left censor, right censor or interval censor. When one is working with survival data in the presence of arbitrary censoring, the survival time of interest is defined as the elapsed time between an initial event and the next event that is generally unknown. This problem has been widely studied in the statistic literature and some progress has been made, toward resolving and the formulation of a bivariate likelihood to estimate parameters in a parametric regression model offers positive development opportunities. In this paper, we construct a bivariate likelihood for the Weibull regression model in the presence of interval censoring. Finally, its performance is illustrated by means of a simulation study.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"29 1","pages":"85-103"},"PeriodicalIF":0.0,"publicationDate":"2017-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85436329","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 the Heterogeneity of Literary Style","authors":"Martí Font, X. Puig, J. Ginebra","doi":"10.15446/RCE.V39N2.50151","DOIUrl":"https://doi.org/10.15446/RCE.V39N2.50151","url":null,"abstract":"We proposed statistical analysis of the heterogeneity of literary style in a set of texts that simultaneously use different stylometric characteristics, like word length and the frequency of function words. The data set consists of several tables with the same number of rows, with the i-th row of all tables corresponding to the i-th text. The analysis proposed clusters the rows of all these tables simultaneously into groups with homogeneous style, based on a finite mixture of sets of multinomial models, one set for each table. Different from the usual heuristic cluster analysis approaches, our method naturally incorporates the text size, the discrete nature of the data, and the dependence between categories in the analysis. The model is checked and chosen with the help of posterior predictive checks, together with the use of closed form expressions for the posterior probabilities that each of the models considered to be appropriate. This is illustrated through an analysis of the heterogeneity in Shakespeare’s plays, and by revisiting the authorshipattribution problem of Tirant lo Blanc .","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"96 1","pages":"205-227"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73451667","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":"Improved Linear Combination of Two Estimators for a Function of Interested Parameter","authors":"A. Fallah, H. Khoshtarkib","doi":"10.15446/RCE.V39N2.51586","DOIUrl":"https://doi.org/10.15446/RCE.V39N2.51586","url":null,"abstract":"In this paper, we consider the problem of improving the efficiency of a linear combination of two estimators when the population coefficient of variation is known. We generalized the discussion from the case of a parameter to a function of are interested parameter. We show that two estimators obtained from a improved linear combination of two estimators and a linear combination of two improved estimators are equivalent in terms of efficiency. We also show how a doubly-improved linear combination of two estimators can be constructed when the population coefficient of variation is known.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"42 1","pages":"229-245"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87571930","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":"Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process","authors":"Fabio H. Nieto, Edna Carolina Moreno","doi":"10.15446/RCE.V39N2.58912","DOIUrl":"https://doi.org/10.15446/RCE.V39N2.58912","url":null,"abstract":"Clusters of large values are observed in sample paths of certain open-loop threshold autoregressive (TAR) stochastic processes. In order to characterize the stochastic mechanism that generates this empirical stylized fact, three types of marginal conditional distributions of the underlying stochastic process are analyzed in this paper. One allows us to find the conditional variance function that explains the aforementioned stylized fact. As a by-product, we are able to derive a sufficient condition to have asymptotic weak stationarity in an open-loop TAR stochastic process.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"69 1","pages":"149-165"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89088443","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}