{"title":"Informational Energy and Entropy Applied to Testing Exponentiality","authors":"H. A. Noughabi, H. A. Noughabi, J. Jarrahiferiz","doi":"10.19139/soic-2310-5070-616","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-616","url":null,"abstract":"The exponential distribution is widely used in reliability and life testing analysis. In this paper, two tests of fit for the exponential distribution based on Informational Energy and entropy are constructed. Consistency and other properties of the tests are proved. Using a simulation study, critical values of the proposed tests are obtained and then power values of tests are computed and compared with each other against various alternatives. Finally, we apply the tests for time between failures of secondary reactor pumps and waiting times for fatal plane accidents in the USA from 1983 to 1998.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"220-228"},"PeriodicalIF":0.0,"publicationDate":"2020-02-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48504268","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}
H. Esmaeili, Fazlollah Lak, M. Alizadeh, M. E. D. Monfared
{"title":"The Alpha-Beta Skew Logistic Distribution: Properties and Applications","authors":"H. Esmaeili, Fazlollah Lak, M. Alizadeh, M. E. D. Monfared","doi":"10.19139/soic-2310-5070-706","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-706","url":null,"abstract":"A new family of skew distributions is introduced by extending the alpha skew logistic distribution proposed by Hazarika-Chakraborty [9]. This family of distributions is called the alpha-beta skew logistic (ABSLG) distribution.Density function, moments, skewness and kurtosis coefficients are derived. The parameters of the new family are estimated by maximum likelihood and moments methods. The performance of the obtained estimators examined via a Monte carlo simulation. Flexibility, usefulness and suitability of ABSLG is illustrated by analyzing two real data sets.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"304-317"},"PeriodicalIF":0.0,"publicationDate":"2020-02-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42073483","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 Consensus Clustering Method for Clustering Social Networks","authors":"Masoumeh Kheirkhahzadeh, M. Analoui","doi":"10.19139/soic-2310-5070-716","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-716","url":null,"abstract":"Detecting Communities in networks is one of the appealing fields in computer science. A wide range of methods are proposed for this problem. These methods employ different strategies and optimization functions to detect communities (or clusters). Therefore, it seems a good idea to combine these strategies to take advantage of the strengths of the methods and overcome their problems. This is the idea behind consensus clustering technique which combines several clustering results into one. In this paper, we propose a very good-performing method based on consensus clustering to detect communities of a network. Our method, called “Azar”, employed several community detection methods as base methods. Then Azar generates a new compressed network based on the common views of the used base methods and, gives this new compressed network to the last community detection method to find the final partition. We evaluate our approach by employing real and artificial datasets. The implementation results compare the base methods with Azar according to accuracy measures such as modularity and Normalized Mutual Information (NMI). The results show the good-performing behavior of Azar even for the most difficult networks. The results show the brilliant power of Azar in comparison with all the other methods.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"254-271"},"PeriodicalIF":0.0,"publicationDate":"2020-02-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46975496","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":"The Ristic-Balakrishnan odd log-logistic family of distributions: Properties and Applications","authors":"H. Esmaeili, Fazlollah Lak, E. Altun","doi":"10.19139/soic-2310-5070-715","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-715","url":null,"abstract":"This paper investigates general mathematical properties of a new generator of continuous distributions with two extra parameter called the Ristic-Balakrishnan odd log-logistic family of distributions. We present some special models and investigate the asymptotes. The new density function can be expressed as a linear combination of exponentiated densities based on the same baseline distribution. Explicit expressions for the ordinary and incomplete moments, generating functions and order statistics, which hold for any baseline model, are determined. Further, we discuss the estimation of the model parameters by maximum likelihood and present a simulation study based on maximum likelihood estimation. A regression model based on proposed model was introduced. Finally, three applications to real data were provided to illustrate the potentiality of the family of distributions.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"17-35"},"PeriodicalIF":0.0,"publicationDate":"2020-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42981727","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}
Dariush Jamali, Mehdi Amiri, A. Jamalizadeh, N. Balakrishnan
{"title":"Integral stochastic ordering of the multivariate normal mean-variance and the skew-normal scale-shape mixture models","authors":"Dariush Jamali, Mehdi Amiri, A. Jamalizadeh, N. Balakrishnan","doi":"10.19139/soic-2310-5070-863","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-863","url":null,"abstract":"In this paper, we introduce integral stochastic ordering of two most important classes of distributions that are commonly used to fit data possessing high values of skewness and (or) kurtosis. The first one is based on the selection distributions started by the univariate skew-normal distribution. A broad, flexible and newest class in this area is the scale and shape mixture of multivariate skew-normal distributions. The second one is the general class of Normal Mean-Variance Mixture distributions. We then derive necessary and sufficient conditions for comparing the random vectors from these two classes of distributions. The integral orders considered here are the usual, concordance, supermodular, convex, increasing convex and directionally convex stochastic orders. Moreover, for bivariate random vectors, in the sense of stop-loss and bivariate concordance stochastic orders, the dependence strength of random portfolios is characterized in terms of order of correlations.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"1-16"},"PeriodicalIF":0.0,"publicationDate":"2020-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41637777","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 of Parameters and Reliability Characteristics in Lindley Distribution Using Randomly Censored Data","authors":"Renu Garg, M. Dube, H. Krishna","doi":"10.19139/soic-2310-5070-692","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-692","url":null,"abstract":"This article deals with the estimation of parameters and reliability characteristics of Lindley distribution underrandom censoring. Expected time on test based on randomly censored data is obtained. The maximum likelihood estimators of the unknown parameters and reliability characteristics are derived. The asymptotic, bootstrap p and bootstrap t confidence intervals of the parameters are constructed. The Bayes estimators of the parameters and reliability characteristics under squared error loss function using non-informative and gamma informative priors are obtained. For computing of Bayes estimates, Lindley approximation and MCMC methods are considered. Highest posterior density (HPD) credible intervals of the parameters are obtained using MCMC method. Various estimation procedures are compared using a Monte Carlo simulation study. Finally, a real data set is analyzed for illustration purposes.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"80-97"},"PeriodicalIF":0.0,"publicationDate":"2020-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47767623","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}
V. Fakoor, M. Ajami, S. M. A. Jahanshahi, Ali Shariati
{"title":"A Density-Based Empirical Likelihood Ratio Approach for Goodness-of-fit Tests in Decreasing Densities","authors":"V. Fakoor, M. Ajami, S. M. A. Jahanshahi, Ali Shariati","doi":"10.19139/soic-2310-5070-707","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-707","url":null,"abstract":"In this paper, we propose a test for the null hypothesis that a decreasing density function belongs to a given parametric family of distribution functions against the non-parametric alternative. This method, which is based on an empirical likelihood (EL) ratio statistic, is similar to the test introduced by Vexler and Gurevich [23]. The consistency of the test statistic proposed is derived under the null and alternative hypotheses. A simulation study is conducted to inspect the power of the proposed test under various decreasing alternatives. In each scenario, the critical region of the test is obtained using a Monte Carlo technique. The applicability of the proposed test in practice is demonstrated through a few real data examples.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"66-79"},"PeriodicalIF":0.0,"publicationDate":"2020-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47016071","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":"Weighted Cumulative Residual (Past) Inaccuracy For Minimum (Maximum) of Order Statistics","authors":"S. Daneshi, A. Nezakati, S. Tahmasebi","doi":"10.19139/soic-2310-5070-695","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-695","url":null,"abstract":"In this paper, we propose a measure of weighted cumulative residual inaccuracy between survival function of the first-order statistic and parent survival function F̄ . We also consider weighted cumulative inaccuracy measure between distribution of the lastorder statistic and parent distribution F . For these concepts, we obtain some reliability properties and characterization results such as relationships with other functions, bounds, stochastic ordering and effect of linear transformation. Dynamic versions of these weighted measures are considered.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"110-126"},"PeriodicalIF":0.0,"publicationDate":"2020-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45667230","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":"An Alternative Diagnostic Procedure for Meta-Regression","authors":"A. Abuzaid, E. Abed, A. Atta, E. Mahdi","doi":"10.19139/soic-2310-5070-864","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-864","url":null,"abstract":"This paper proposes an alternative procedure for detecting outliers in meta-regression using the penalized maximum likelihood with smoothly clipped absolute deviation penalty function. The coordinate descent algorithm is implemented to estimate the parameters where the cross-validation criterion is used to determine the tuning parameter. Extensive simulation experiments demonstrate the usefulness of our proposed procedure as well as its improved power performance compared to previous procedures. Simulation results demonstrate that the performance has a direct relationship with the number of studies and an inverse relationship with the heterogeneity between studies. An illustrative application with real data, implementing the proposed procedure and others, is given.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"54-65"},"PeriodicalIF":0.0,"publicationDate":"2020-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42297411","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":"The accuracy of modeling of Gaussian stochastic process in some Orlicz spaces","authors":"Yu.V. Kozachenko, A. Tegza, N. V.Troshki","doi":"10.19139/soic-2310-5070-670","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-670","url":null,"abstract":"The main purpose of this study is the construction of a model of a Gaussian stochastic process with given reliability and accuracy in some Orlicz spaces. In the paper, a suitable model is presented, conditions for the model parameters are derived, and some examples of their calculations are given.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"127-135"},"PeriodicalIF":0.0,"publicationDate":"2020-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42266381","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}