{"title":"Finite mixture of compositional regression with gaussian errors","authors":"Taciana K. O. Shimizu, F. Louzada, A. K. Suzuki","doi":"10.15446/RCE.V41N1.63152","DOIUrl":"https://doi.org/10.15446/RCE.V41N1.63152","url":null,"abstract":"In this paper, we consider to evaluate the efficiency of volleyball players according to the performance of attack, block and serve, but considering the compositional structure of the data related to the fundaments. The finite mixture of regression models better fitted the data in comparison with the usual regression model. The maximum likelihood estimates are obtained via an EM algorithm. A simulation study revels that the estimates are closer to the real values, the estimators are asymptotically unbiased for the parameters. A real Brazilian volleyball dataset related to the efficiency of the players is considered for the analysis.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"7 1","pages":"75-86"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88822469","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":"Estimating the Gumbel-Barnett copula parameter of dependence","authors":"Jennyfer Portilla Yela, J. Cuevas","doi":"10.15446/RCE.V41N1.64900","DOIUrl":"https://doi.org/10.15446/RCE.V41N1.64900","url":null,"abstract":"In this paper, we developed an empirical evaluation of four estimation procedures for the dependence parameter of the Gumbel-Barnett copula obtained from a Gumbel type I distribution. We used the maximum likelihood, moments and Bayesian methods and studied the performance of the estimates, assuming three dependence levels and 20 different sample sizes. For each method and scenario, a simulation study was conducted with 1000 runs and the quality of the estimator was evaluated using four different criteria. A Bayesian estimator assuming a Beta(a,b) as prior distribution, showed the best performance regardless the sample size and the dependence structure.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"47 1","pages":"53-73"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73526475","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}
F. Domma, Abbas Eftekharian, A. Afify, M. Alizadeh, I. Ghosh
{"title":"The Odd Log-Logistic Dagum Distribution: Properties and Applications","authors":"F. Domma, Abbas Eftekharian, A. Afify, M. Alizadeh, I. Ghosh","doi":"10.15446/RCE.V41N1.66542","DOIUrl":"https://doi.org/10.15446/RCE.V41N1.66542","url":null,"abstract":"This paper introduces a new four-parameter lifetime model called the odd log-logistic Dagum distribution. The new model has the advantage of being capable of modeling various shapes of aging and failure criteria. We derive some structural properties of the model odd log-logistic Dagum such as order statistics and incomplete moments. The maximum likelihood method is used to estimate the model parameters. Simulation results to assess the performance of the maximum likelihood estimation are discussed. We prove empirically the importance and flexibility of the new model in modeling real data.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"6 1","pages":"109-135"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80125486","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":"Monitoring Aggregated Poisson Data for Processes with Time-Varying Sample Sizes","authors":"Victor Hugo Morales, J. Vargas","doi":"10.15446/RCE.V40N2.59925","DOIUrl":"https://doi.org/10.15446/RCE.V40N2.59925","url":null,"abstract":"This article deals with the effect of data aggregation, when Poisson processes with varying sample sizes, are monitored. These aggregation procedures are necessary or convenient in many applications, and can simplify monitoring processes. In health surveillance applications it is a common practice to aggregate the observations during a certain time period and monitor the processes at the end of it. Also, in this type of applications it is very frequent that the sample size vary over time, which makes that instead of monitor the mean of the processes, as would be in the case of Poisson observations with constant sample size, the occurrence rate of an adverse event is monitored. Two control charts for monitoring the count Poisson data with time-varying sample sizes are proposed by Shen et al. (2013) and Dong et al. (2008). We use the average run length (ARL) to compare the performance of these control charts when different levels of aggregation, two scenarios of generating of sample size and different out-of-control states are considered. Simulation studies show the effect of data aggregation in some situations, as well as those in which their use may be appropriate without significantly compromising the prompt detection of out-of-control signals. We also show the effect of data aggregation with an example of application in health surveillance.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"57 1","pages":"243-262"},"PeriodicalIF":0.0,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90467680","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":"Local Dependence in Bivariate Copulae with Beta Marginals","authors":"E. Koutoumanou, Angie Wade, M. Cortina-Borja","doi":"10.15446/RCE.V40N2.59404","DOIUrl":"https://doi.org/10.15446/RCE.V40N2.59404","url":null,"abstract":"The local dependence function (LDF) describes changes in the correlation structure of continuous bivariate random variables along their range. Bivariate density functions with Beta marginals can be used to model jointly a wide variety of data with bounded outcomes in the (0,1) range, e.g. proportions. In this paper we obtain expressions for the LDF of bivariate densities constructed using three different copula models (Frank, Gumbel and Joe) with Beta marginal distributions, present examples for each, and discuss an application of these models to analyse data collected in a study of marks obtained on a statistics exam by postgraduate students.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"92 1","pages":"281-296"},"PeriodicalIF":0.0,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81663368","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":"Goodness of fit tests for Rayleigh distribution based on Phi-divergence","authors":"M. Mahdizadeh, Ehsan Zamanzade","doi":"10.15446/RCE.V40N2.60375","DOIUrl":"https://doi.org/10.15446/RCE.V40N2.60375","url":null,"abstract":"In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov, Anderson-Darling and Cramer von-Mises tests. The results indicate that the proposed tests perform well as compared with their competing tests in the literature. Finally, the proposed procedures are illustrated via a real data set.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"14 3 1","pages":"279-290"},"PeriodicalIF":0.0,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82624223","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}
Revista Colombiana de Estadstica, Ehsan Zamanzade, M. Mahdizadeh
{"title":"Entropy Estimation From Ranked Set Samples With Application to Test of Fit","authors":"Revista Colombiana de Estadstica, Ehsan Zamanzade, M. Mahdizadeh","doi":"10.15446/RCE.V40N2.58944","DOIUrl":"https://doi.org/10.15446/RCE.V40N2.58944","url":null,"abstract":"This article deals with entropy estimation using ranked set sampling (RSS). Some estimators are developed based on the empirical distribution function and its nonparametric maximum likelihood competitor. The suggested entropy estimators have smaller root mean squared errors than the other entropy estimators in the literature. The proposed estimators are then used to construct goodness of fit tests for inverse Gaussian distribution.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"58 1","pages":"223-241"},"PeriodicalIF":0.0,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73810522","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":"A Comparative Study of the Gini Coefficient Estimators Based on the Linearization and U-Statistics Methods","authors":"S. Mirzaei, G. M. Borzadaran, M. Amini","doi":"10.15446/RCE.V40N2.53399","DOIUrl":"https://doi.org/10.15446/RCE.V40N2.53399","url":null,"abstract":"In this paper, we consider two well-known methods for analysis of the Gini index, which are U-statistics and linearization for some income distributions. In addition, we evaluate two different methods for some properties of their proposed estimators. Also, we compare two methods with resampling techniques in approximating some properties of the Gini index. A simulation study shows that the linearization method performs 'well' compared to the Gini estimator based on U-statistics. A brief study on real data supports our findings.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"57 1","pages":"205-221"},"PeriodicalIF":0.0,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81993899","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":"A Review of Estimation of Key Parameters and Lead Time in Cancer Screening","authors":"Ruiqi Liu, J. Gaskins, Riten Mitra, Dongfeng Wu","doi":"10.15446/RCE.V40N2.60642","DOIUrl":"https://doi.org/10.15446/RCE.V40N2.60642","url":null,"abstract":"Early detection combined with effective treatments are the only ways to fight against cancer, and cancer screening is the primary technique for early detection. Although mass cancer screening has been carried out for decades, there are many unsolved problems, and the statistical theory of cancer screening is still under developed. Screening sensitivity, time duration in the preclinical state, and time duration in the disease free state are the three key parameters, which are critical in cancer screening, since all other estimates are functions of the three key parameters. Lead time is the diagnosis time advanced by screening, and it serves as a measurement of effectiveness of screening programs. In this article, we provide a review for major probability models and statistical methodologies that have been developed on the estimation of the three key parameters and the lead time distributions. These methods can be applied to screening of other chronic diseases after slight modifications.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"1 1","pages":"263-278"},"PeriodicalIF":0.0,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88538208","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":"Estimation a Stress-Strength Model for P (Yr:n1 < Xk:n2 ) Using the Lindley Distribution","authors":"M. Khalil","doi":"10.15446/RCE.V40N1.54349","DOIUrl":"https://doi.org/10.15446/RCE.V40N1.54349","url":null,"abstract":"The problem of estimation reliability in a multicomponent stress-strength model, when the system consists of k components have strength each compo- nent experiencing a random stress, is considered in this paper. The reliability of such a system is obtained when strength and stress variables are given by Lindley distribution. The system is regarded as alive only if at least r out of k (r < k) strength exceeds the stress. The multicomponent reliability of the system is given by Rr,k . The maximum likelihood estimator (M LE), uniformly minimum variance unbiased estimator (UMVUE) and Bayes esti- mator of Rr,k are obtained. A simulation study is performed to compare the different estimators of Rr,k . Real data is used as a practical application of the proposed model.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"6 1","pages":"105-121"},"PeriodicalIF":0.0,"publicationDate":"2017-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75547043","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}