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Delta Method Confidence Intervals for Linear Regression Processes With Long-memory Disturbances 具有长记忆扰动的线性回归过程的δ方法置信区间
International journal of statistics and probability Pub Date : 2023-09-22 DOI: 10.5539/ijsp.v12n5p12
Mosisa Aga
{"title":"Delta Method Confidence Intervals for Linear Regression Processes With Long-memory Disturbances","authors":"Mosisa Aga","doi":"10.5539/ijsp.v12n5p12","DOIUrl":"https://doi.org/10.5539/ijsp.v12n5p12","url":null,"abstract":"This paper provides third and fourth-order coverage probability errors of delta method confidence intervals (CIs) for the covariance parameters of a time series generated by a linear regression model with strongly dependent errors. The CIs are based on the plug-in maximum likelihood (PML) estimators. Bounds have been established on the coverage probability errors of one-and two-sided delta method CIs based on the plug-in log-likelihood (PLL) function under some sets of conditions on the regression coefficients, the spectral density function, and the parameter values. It is shown that the the fourth order delta method CIs in the case of linear regression model with Gaussian, stationary and strongly dependent errors have coverage probability errors of O(n^-1) and that of the third-order has errors of O(n^-1/2) which is the same order of magnitude asymptotically as in the independent and identically distributed (iid) case.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"71 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136099082","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
Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 12, No. 4 《国际统计与概率杂志》第12卷第4期审稿人致谢
International journal of statistics and probability Pub Date : 2023-07-31 DOI: 10.5539/ijsp.v12n4p81
Wendy Smith
{"title":"Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 12, No. 4","authors":"Wendy Smith","doi":"10.5539/ijsp.v12n4p81","DOIUrl":"https://doi.org/10.5539/ijsp.v12n4p81","url":null,"abstract":"Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 12, No. 4","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45621141","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 Copula Based Investigation of Reliability for the Multivariate Exponential Family of Distributions 基于Copula的多元指数族分布可靠度研究
International journal of statistics and probability Pub Date : 2023-07-30 DOI: 10.5539/ijsp.v12n4p64
A. Nanthakumar
{"title":"A Copula Based Investigation of Reliability for the Multivariate Exponential Family of Distributions","authors":"A. Nanthakumar","doi":"10.5539/ijsp.v12n4p64","DOIUrl":"https://doi.org/10.5539/ijsp.v12n4p64","url":null,"abstract":"This paper explores the possibility for using the copulas in the context of evaluating the reliability for the exponential family of distributions.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42790584","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
Bootstrap Probability Errors of the Whittle MLE for Linear Regression Processes with Strongly Dependent Disturbances 强相关扰动线性回归过程Whittle MLE的Bootstrap概率误差
International journal of statistics and probability Pub Date : 2023-07-27 DOI: 10.5539/ijsp.v12n4p26
Mosisa Aga
{"title":"Bootstrap Probability Errors of the Whittle MLE for Linear Regression Processes with Strongly Dependent Disturbances","authors":"Mosisa Aga","doi":"10.5539/ijsp.v12n4p26","DOIUrl":"https://doi.org/10.5539/ijsp.v12n4p26","url":null,"abstract":"This paper determines bounds on the asymptotic orders of the coverage probability errors of parametric bootstrap confidence intervals (CIs) and tests for the covariance parameters of a time series generated by a regression model with Gaussian, stationary, and strongly dependent errors. The CIs and tests are based on the plug-in Whittle maximum \u0000likelihood (PWML) estimators. It is shown that, under some sets of conditions on the regression coefficients, the spectral density function, and the parameter values, the bounds on the coverage probability errors of symmetric two-sided and one-sided parametric bootstrap confidence intervals on the plug-in Whittle log-likelihood function are shown to be O(n^{-3/2}ln{n}) and O(n^{-1}ln{n}), respectively. Apart from the ln{n} term, the magnitudes of the coverage probability errors of the one-sided bootstrap confidence intervals for our model is shown to be essentially the same as that of the independent and identically distributed (iid) data. The error for the two-sided confidence intervals is not as small as the error O(n^{-2}) that has been established for many confidence intervals in the literature, see Hall (1992), pp 102-108.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43808418","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
An Approximate Confidence Interval for the Variance of Random Effects of One-Way Analysis of Variance in the Completely Randomized Design 完全随机设计中单向方差分析随机效应方差的近似置信区间
International journal of statistics and probability Pub Date : 2023-07-27 DOI: 10.5539/ijsp.v12n4p40
Reham M. Alamro, A. Al-Shiha, A. Almohisen
{"title":"An Approximate Confidence Interval for the Variance of Random Effects of One-Way Analysis of Variance in the Completely Randomized Design","authors":"Reham M. Alamro, A. Al-Shiha, A. Almohisen","doi":"10.5539/ijsp.v12n4p40","DOIUrl":"https://doi.org/10.5539/ijsp.v12n4p40","url":null,"abstract":"We proposed three methods to find an approximate confidence interval for the variance of the random effects for a one-way analysis of the variance model in completely randomized design. We compared the proposed methods with some other methods reported in the literature. Several criteria are used for the empirical comparisons: the mean width of the confidence interval, the variance of the width, and the coverage probability. We use Simulation and Monte-Carlo techniques to perform the comparison study. We use R language to facilitate the simulation procedures. We found that one of the proposed methods was in general superior to the others.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49228013","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 Close Look at the Estimation of the Population Size 近距离观察人口规模的估计
International journal of statistics and probability Pub Date : 2023-07-20 DOI: 10.5539/ijsp.v12n4p19
M. Al-Saleh, Bayan Abdel-Wahab
{"title":"A Close Look at the Estimation of the Population Size","authors":"M. Al-Saleh, Bayan Abdel-Wahab","doi":"10.5539/ijsp.v12n4p19","DOIUrl":"https://doi.org/10.5539/ijsp.v12n4p19","url":null,"abstract":"The main purpose of this paper is to take a close look at the main methods of estimation the population size. In particular, the main concentration is on Capture-Recapture technique (direct sampling and the inverse (indirect) sampling), highlighting some of the hidden properties of these techniques, that are rarely mentioned in classroom and can be of interest to statistics teachers. Another Capture-Recapture estimator is introduced. The content of the paper may add significant contribution to educational statistics.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46230986","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
Statistical Reproducibility of Meta-Analysis for Medical Mask Use in Community Settings to Prevent Airborne Respiratory Virus Infection 社区使用医用口罩预防空气传播呼吸道病毒感染的Meta分析的统计再现性
International journal of statistics and probability Pub Date : 2023-07-17 DOI: 10.5539/ijsp.v12n4p1
S. Young, W. Kindzierski
{"title":"Statistical Reproducibility of Meta-Analysis for Medical Mask Use in Community Settings to Prevent Airborne Respiratory Virus Infection","authors":"S. Young, W. Kindzierski","doi":"10.5539/ijsp.v12n4p1","DOIUrl":"https://doi.org/10.5539/ijsp.v12n4p1","url":null,"abstract":"Many US states, cities, and counties implemented public masking orders during the coronavirus (COVID) pandemic on the notion that this intervention would delay and flatten the epidemic peak and largely benefit public health outcomes. A p-value plot can provide insights into possible inappropriateness (incorrectness) of assumptions of a statistical model. It can be used to confirm, disprove, or identify ambiguity (uncertainty) in a meta-analytic finding and research claim. P-value plotting was used to evaluate statistical reproducibility of meta-analysis studies for disposable medical (surgical) mask use in community settings to prevent airborne respiratory virus infection. Eight studies (seven meta-analysis, one systematic review) published between 1 January 2020 and 7 December 2022 were evaluated. Base studies were randomized control trials with outcomes of medical diagnosis or laboratory-confirmed diagnosis of viral (Influenza or COVID) illness. Self-reported viral illness outcomes were excluded from the evaluation because of awareness bias. No evidence was observed for a medical mask benefit to prevent respiratory virus infection in six p-value plots (five meta-analysis and one systematic review). Research claims of no benefit in three meta-analysis and the systematic review were reproduced in p-value plots. Research claims of a benefit in two other meta-analysis were not reproduced in p-value plots suggesting irreproducibility of these claims. Insufficient data was available to construct p-value plots for two other meta-analysis because of over-reliance on self-reported outcomes. Independent findings of p-value plotting show that meta-analysis of existing randomized control trials fail to demonstrate a benefit of medical mask use in community settings to prevent airborne respiratory virus infection.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45944985","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
Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 12, No. 3 《国际统计与概率杂志》第12卷第3期审稿人致谢
International journal of statistics and probability Pub Date : 2023-05-30 DOI: 10.5539/ijsp.v12n3p58
Wendy Smith
{"title":"Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 12, No. 3","authors":"Wendy Smith","doi":"10.5539/ijsp.v12n3p58","DOIUrl":"https://doi.org/10.5539/ijsp.v12n3p58","url":null,"abstract":"Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 12, No. 3","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45004781","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
Uniform Distribution as the Limiting Form of a Density Function 作为密度函数极限形式的均匀分布
International journal of statistics and probability Pub Date : 2023-05-30 DOI: 10.5539/ijsp.v12n3p18
Hasan Al-Halees
{"title":"Uniform Distribution as the Limiting Form of a Density Function","authors":"Hasan Al-Halees","doi":"10.5539/ijsp.v12n3p18","DOIUrl":"https://doi.org/10.5539/ijsp.v12n3p18","url":null,"abstract":"The uniform distribution, denoted by U(x;A,B)=1/(B-A) if 0<A<x<B<∞ and zero otherwise, is the simplest probability density functions of a continuous random variable X. For a continuous random variable X on the interval (0, 1), a three parameters density function, denoted by h(x;A,B,n), is constructed so that its limiting form is the uniform density function U(x;A,B) in which n→∞. ","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47716484","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 New Bivariate Distribution With Applications on Dependent Competing Risks Data 一种新的二元分布及其在相依竞争风险数据中的应用
International journal of statistics and probability Pub Date : 2023-05-29 DOI: 10.5539/ijsp.v12n3p27
Thamer Manshi, A. Sarhan, Bruce Smith
{"title":"A New Bivariate Distribution With Applications on Dependent Competing Risks Data","authors":"Thamer Manshi, A. Sarhan, Bruce Smith","doi":"10.5539/ijsp.v12n3p27","DOIUrl":"https://doi.org/10.5539/ijsp.v12n3p27","url":null,"abstract":"A new bivariate distribution is proposed in this paper using the univariate modified Weibull extension distribution. The proposed distribution is referred to as the bivariate Modified Weibull Extension (BMWE) distribution. The BMWE distribution is of Marshall-Olkin type. We discuss some of the statistical properties of the BMWE  distribution.  Applications of this distribution to dependent competing risks data are discussed.  The maximum likelihood estimators (MLE) of the model parameters using both bivariate data and dependent competing risks data are discussed. These MLE's cannot be obtained in closed form. Therefore, numerical optimization methods are  applied. A simulation study is carried out to investigate the performance of the estimation technique. Two real data sets;  one bivariate data set and another dependent competing risks data set, are analyzed using the proposed distribution for illustrative and comparison purposes.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42760828","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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