发布求助
文献互助 智能选刊 最新文献

International journal of statistics and probability最新文献

筛选
英文 中文
Harris Extended Power Lomax Distribution: Properties, Inference and Applications Harris扩展幂Lomax分布:性质、推论及应用
International journal of statistics and probability Pub Date : 2021-06-21 DOI: 10.5539/ijsp.v10n4p77
A. A. Ogunde, V. Laoye, O. N. Ezichi, Kayode Balogun
{"title":"Harris Extended Power Lomax Distribution: Properties, Inference and Applications","authors":"A. A. Ogunde, V. Laoye, O. N. Ezichi, Kayode Balogun","doi":"10.5539/ijsp.v10n4p77","DOIUrl":"https://doi.org/10.5539/ijsp.v10n4p77","url":null,"abstract":"In this work, we present a five-parameter life time distribution called Harris power Lomax (HPL)  distribution which is obtained by convoluting the Harris-G distribution and the Power Lomax distribution. When compared to the existing distributions, the new distribution exhibits a very flexible probability functions; which may be increasing, decreasing, J, and reversed J shapes been observed for the probability density and hazard rate functions. The structural properties of the new distribution are studied in detail which includes: moments, incomplete moment, Renyl entropy, order statistics, Bonferroni curve, and Lorenz curve etc. The HPL  distribution parameters are estimated by using the method of maximum likelihood. Monte Carlo simulation was carried out to investigate the performance of MLEs. Aircraft wind shield data and Glass fibre data applications demonstrate the applicability of the proposed model.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-06-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48360240","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
Marginalized Maximum Likelihood for Parameters Estimation of the Three Parameter Weibull Distribution 三参数威布尔分布参数估计的边缘极大似然
International journal of statistics and probability Pub Date : 2021-06-13 DOI: 10.5539/IJSP.V10N4P62
Ouindllassida Jean-Etienne Ou´edraogo, Edoh Katchekpele, Simplice Dossou-Gb´et´e
{"title":"Marginalized Maximum Likelihood for Parameters Estimation of the Three Parameter Weibull Distribution","authors":"Ouindllassida Jean-Etienne Ou´edraogo, Edoh Katchekpele, Simplice Dossou-Gb´et´e","doi":"10.5539/IJSP.V10N4P62","DOIUrl":"https://doi.org/10.5539/IJSP.V10N4P62","url":null,"abstract":"The aims of this paper is to propose a new approach for fitting a three-parameter weibull distribution to data from an independent and identically distributed scheme of sampling. This approach use a likelihood function based on the n - 1 largest order statistics. Information loss by dropping the first order statistic is then retrieved via an MM-algorithm which will be used to estimate the model’s parameters. To examine the properties of the proposed estimators, the associated bias and mean squared error were calculated through Monte Carlo simulations. Subsequently, the performance of these estimators were compared with those of two concurrent methods.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"62"},"PeriodicalIF":0.0,"publicationDate":"2021-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46719682","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 Lindley-Burr XII Distribution: Model, Properties and Applications 一种新的Lindley-Burr XII分布：模型、性质及应用
International journal of statistics and probability Pub Date : 2021-06-01 DOI: 10.5539/IJSP.V10N4P33
B. Makubate, B. Oluyede, Morongwa Gabanakgosi
{"title":"A New Lindley-Burr XII Distribution: Model, Properties and Applications","authors":"B. Makubate, B. Oluyede, Morongwa Gabanakgosi","doi":"10.5539/IJSP.V10N4P33","DOIUrl":"https://doi.org/10.5539/IJSP.V10N4P33","url":null,"abstract":"A new distribution called the Lindley-Burr XII (LBXII) distribution is proposed and studied. Some structural properties of the new distribution including moments, conditional moments, distribution of the order statistics and R´enyi entropy are derived. Maximum likelihood estimation technique is used to estimate the model parameters. A simulation study to examine the bias and mean square error of the maximum likelihood estimators is presented and applications to real data sets in order to illustrate the usefulness of the new distribution are given.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"33"},"PeriodicalIF":0.0,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43925826","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
Use of Shape Restricted Regression Methods for Fitting Model of Per Capita GDP: A Global Economic Scenario of 2018 使用形状限制回归方法拟合人均GDP模型：2018年全球经济情景
International journal of statistics and probability Pub Date : 2021-06-01 DOI: 10.5539/IJSP.V10N4P52
S. Tasnim
{"title":"Use of Shape Restricted Regression Methods for Fitting Model of Per Capita GDP: A Global Economic Scenario of 2018","authors":"S. Tasnim","doi":"10.5539/IJSP.V10N4P52","DOIUrl":"https://doi.org/10.5539/IJSP.V10N4P52","url":null,"abstract":"The aim of the study is to analyze the pattern of Gross domestic product (GDP) according to Human development index (HDI) for 184 countries of the world. GDP per capita indicates only economic prosperity but not the overall development of the citizens of a country. This research tries to find out the beneath relationship of the financial state and human development of countries using the data of 2018. For demonstrating this analysis several parametric and non-parametric regression methods subject to shape restriction have been used. The study targets to shed light on comparative performance of shape constrained regression with cone projection, polynomial regression, LOESS, Istonic regression with pooled adjacent violators algorithm, Kernel regression, smoothing spline and generalized additive model in convex situation.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"52"},"PeriodicalIF":0.0,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46544217","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
Mechanical Proof of the Maxwell-Boltzmann Speed Distribution With Numerical Iterations 麦克斯韦-玻尔兹曼速度分布的数值迭代力学证明
International journal of statistics and probability Pub Date : 2021-06-01 DOI: 10.5539/ijsp.v10n4p21
Hejie Lin, Tsung-Wu Lin
{"title":"Mechanical Proof of the Maxwell-Boltzmann Speed Distribution With Numerical Iterations","authors":"Hejie Lin, Tsung-Wu Lin","doi":"10.5539/ijsp.v10n4p21","DOIUrl":"https://doi.org/10.5539/ijsp.v10n4p21","url":null,"abstract":"The Maxwell-Boltzmann speed distribution is the probability distribution that describes the speeds of the particles of ideal gases. The Maxwell-Boltzmann speed distribution is valid for both un-mixed particles (one type of particle) and mixed particles (two types of particles). For mixed particles, both types of particles follow the Maxwell-Boltzmann speed distribution. Also, the most probable speed is inversely proportional to the square root of the mass. \u0000 \u0000This paper proves the Maxwell-Boltzmann speed distribution and the speed ratio of mixed particles using computer-generated data based on Newton’s law of motion. To achieve this, this paper derives the probability density function ψ^ab(u_a;v_a,v_b)  of the speed u_a of the particle with mass M_a after the collision of two particles with mass M_a in speed v_a and mass M_b in speed v_b. The function ψ^ab(u_a;v_a,v_b)  is obtained through a unique procedure that considers (1) the randomness of the relative direction before a collision by an angle α. (2) the randomness of the direction after the collision by another independent angle. \u0000 \u0000The function ψ^ab(u_a;v_a,v_b) is used in the equation below for the numerical iterations to get new distributions P_new^a(u_a) from old distributions P_old^a(v_a), and repeat with P_old^a(v_a)=P_new^a(v_a), where n_a is the fraction of particles with mass M_a. \u0000 \u0000  \u0000 \u0000P_new^1(u_1)=n_1 ∫_0^∞ ∫_0^∞ ψ^11(u_1;v_1,v’_1) P_old^1(v_1) P_old^1(v’_1) dv_1 dv’_1 \u0000 \u0000                          +n_2 ∫_0^∞ ∫_0^∞ ψ^12(u_1;v_1,v_2) P_old^1(v_1) P_old^2(v_2) dv_1 dv_2 \u0000 \u0000P_new^2(u_2)=n_1 ∫_0^∞ ∫_0^∞ ψ^21(u_2;v_2,v_1) P_old^2(v_2) P_old^1(v_1) dv_2 dv_1 \u0000 \u0000                          +n_2 ∫_0^∞ ∫_0^∞ ψ^22(u_2;v_2,v’_2) P_old^2(v_2) P_old^2(v’_2) dv_2 dv’_2 \u0000 \u0000The final distributions converge to the Maxwell-Boltzmann speed distributions. Moreover, the square of the root-mean-square speed from the final distribution is inversely proportional to the particle masses as predicted by Avogadro’s law.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41393892","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 Diagnostic Test Based on a 9-Component Mixture Gaussian Copula Model 基于九分量混合高斯Copula模型的诊断检验
International journal of statistics and probability Pub Date : 2021-05-16 DOI: 10.5539/IJSP.V10N4P1
A. Nanthakumar
{"title":"A Diagnostic Test Based on a 9-Component Mixture Gaussian Copula Model","authors":"A. Nanthakumar","doi":"10.5539/IJSP.V10N4P1","DOIUrl":"https://doi.org/10.5539/IJSP.V10N4P1","url":null,"abstract":"Here in this paper, we investigate the performance of a diagnostic test based on a mixture Gaussian Copula which incorporates a Markov Chain. Suppose that in the context of an infectious disease, there are three states; Susceptible (S), Infected (I), or Recovered (R). We compare the performance of this approach with the ROC (Receiver Operating Characteristic) Curve which is usually used in diagnostic studies.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":"1"},"PeriodicalIF":0.0,"publicationDate":"2021-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43414485","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
Assessing Point Forecast Bias Across Multiple Time Series: Measures and Visual Tools 跨多个时间序列评估点预测偏差:测量和可视化工具
International journal of statistics and probability Pub Date : 2021-05-12 DOI: 10.20944/PREPRINTS202105.0261.V1
A. Davydenko, P. Goodwin
{"title":"Assessing Point Forecast Bias Across Multiple Time Series: Measures and Visual Tools","authors":"A. Davydenko, P. Goodwin","doi":"10.20944/PREPRINTS202105.0261.V1","DOIUrl":"https://doi.org/10.20944/PREPRINTS202105.0261.V1","url":null,"abstract":"Measuring bias is important as it helps identify flaws in quantitative forecasting methods or judgmental forecasts. It can, therefore, potentially help improve forecasts. Despite this, bias tends to be under-represented in the literature: many studies focus solely on measuring accuracy. Methods for assessing bias in single series are relatively well-known and well-researched, but for datasets containing thousands of observations for multiple series, the methodology for measuring and reporting bias is less obvious. We compare alternative approaches against a number of criteria when rolling-origin point forecasts are available for different forecasting methods and for multiple horizons over multiple series. We focus on relatively simple, yet interpretable and easy-to-implement metrics and visualization tools that are likely to be applicable in practice. To study the statistical properties of alternative measures we use theoretical concepts and simulation experiments based on artificial data with predetermined features. We describe the difference between mean and median bias, describe the connection between metrics for accuracy and bias, provide suitable bias measures depending on the loss function used to optimise forecasts, and suggest which measures for accuracy should be used to accompany bias indicators. We propose several new measures and provide our recommendations on how to evaluate forecast bias across multiple series.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49092674","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
Mechanical Proof of the Maxwell-Boltzmann Speed Distribution With Analytical Integration Maxwell-Boltzmann速度分布的解析积分力学证明
International journal of statistics and probability Pub Date : 2021-04-27 DOI: 10.5539/IJSP.V10N3P135
Hejie Lin, Tsung-Wu Lin
{"title":"Mechanical Proof of the Maxwell-Boltzmann Speed Distribution With Analytical Integration","authors":"Hejie Lin, Tsung-Wu Lin","doi":"10.5539/IJSP.V10N3P135","DOIUrl":"https://doi.org/10.5539/IJSP.V10N3P135","url":null,"abstract":"The Maxwell-Boltzmann speed distribution is the probability distribution that describes the speeds of the particles of ideal gases. The Maxwell-Boltzmann speed distribution is valid for both un-mixed particles (one type of particle) and mixed particles (two types of particles). For mixed particles, both types of particles follow the Maxwell-Boltzmann speed distribution. Also, the most probable speed is inversely proportional to the square root of the mass. The Maxwell-Boltzmann speed distribution of mixed particles is based on kinetic theory; however, it has never been derived from a mechanical point of view. This paper proves the Maxwell-Boltzmann speed distribution and the speed ratio of mixed particles based on probability analysis and Newton’s law of motion. This paper requires the probability density function (PDF) ψ(ua; va, vb) of the speed ua of the particle with mass Ma after the collision of two particles with mass Ma in speed va and mass Mb in speed vb. The PDF ψ (ua; va, vb) in integral form has been obtained before. This paper further performs the exact integration from the integral form to obtain the PDF ψ(ua; va, vb) in an evaluated form, which is used in the following equation to get new distribution Pnew a (ua) from old distributions Pold a (va) and Pold b (vb). When Pold a (va) and Pold b (vb) are the Maxwell-Boltzmann speed distributions, the integration Pnew a (ua) obtained analytically is exactly the Maxwell-Boltzmann speed distribution. Pnew a (ua) = ∫ ∫ ψ (ua; va, vb)Pold a (va)Pold b (vb)dvadvb ∞","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"135"},"PeriodicalIF":0.0,"publicationDate":"2021-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44409590","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
Compound Archimedean Copulas 复方阿基米德copula
International journal of statistics and probability Pub Date : 2021-04-24 DOI: 10.5539/IJSP.V10N3P126
Moshe Kelner, Z. Landsman, U. Makov
{"title":"Compound Archimedean Copulas","authors":"Moshe Kelner, Z. Landsman, U. Makov","doi":"10.5539/IJSP.V10N3P126","DOIUrl":"https://doi.org/10.5539/IJSP.V10N3P126","url":null,"abstract":"The copula function is an effective and elegant tool useful for modeling dependence between random variables. Among the many families of this function, one of the most prominent family of copula is the Archimedean family, which has its unique structure and features. Most of the copula functions in this family have only a single dependence parameter which limits the scope of the dependence structure. In this paper we modify the generator of Archimedean copulas in a way which maintains membership in the family while increasing the number of dependence parameters and, consequently, creating new copulas having more flexible dependence structure.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"126"},"PeriodicalIF":0.0,"publicationDate":"2021-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42713702","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
On the Log-Logistic Distribution and Its Generalizations: A Survey 论logistic分布及其概括性:综述
International journal of statistics and probability Pub Date : 2021-04-20 DOI: 10.5539/IJSP.V10N3P93
Abdi Hassan Muse, S. Mwalili, Oscar Ngesa
{"title":"On the Log-Logistic Distribution and Its Generalizations: A Survey","authors":"Abdi Hassan Muse, S. Mwalili, Oscar Ngesa","doi":"10.5539/IJSP.V10N3P93","DOIUrl":"https://doi.org/10.5539/IJSP.V10N3P93","url":null,"abstract":"In this paper, we present a review on the log-logistic distribution and some of its recent generalizations. We cite more than twenty distributions obtained by different generating families of univariate continuous distributions or compounding methods on the log-logistic distribution. We reviewed some log-logistic mathematical properties, including the eight different functions used to define lifetime distributions. These results were used to obtain the properties of some log-logistic generalizations from linear representations. A real-life data application is presented to compare some of the surveyed distributions.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"93"},"PeriodicalIF":0.0,"publicationDate":"2021-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48329989","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: 17
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信