A New Quantile Function with Applications to Reliability Analysis

In this article, we propose a new class of distributions defined by a quantile function, which nests several distributions as its members. The quantile function proposed here is the sum of the quantile functions of the generalized Pareto and Weibull distributions. Various distributional properties and reliability characteristics of the class are discussed. The estimation of the parameters of the model using L-moments is studied. Finally, we apply the model to a real life dataset.     

Estimation of period-specific gross migration flows from limited data: Bi-proportional adjustment approach

Two models, hierarchical in terms of input data requirements, are proposed to estimate place-to-place gross migration flows during a specified time period. In the first, the input data required are lifetime migration flows and the marginal totals of period migration, usually available from national censuses. The estimational algorithm is a ‘bi-proportional adjustment’ technique (and its variant) that assumes structural similarity between lifetime and period migration flows. The second model is designed to account for possible structural deviations in recent migratory patterns. Calibration of the procedure to replicate Indian and Korean data confirms high validity of estimation.     

First passage game

Appealing to the theory of stochastic games, a two-person, zero-sum first passage game, which may be viewed as a generalization of the first passage decision problem, is developed. In the first passage game, the players have stationary optional strategies and the values are unique and these can be computed using an algorithm for terminating stochastic games. It is also shown that the solution of a recurrence game is closely related to that of the first passage game. Finally, it is shown that a finite step stochastic game with nonstationary transition probabilities and payoffs can be converted to a first passage game whose solution yields a solution of the original finite step game. The first passage game so obtained has stationary transition probabilities and payoffs. Because of its special structure, the solution method reduces to a dynamic programming recursion in the context of games.     

A one-sided test for testino homogeneity of scale parameters against simple ordered alternative

In an earlier paper the authors (1997) extended the results of Hayter (1990) to the two parameter exponential probability model. This paper addressee the extention to the scale parameter case under location-scale probability model. Consider k (k≧3) treatments or competing firms such that an observation from with treatment or firm follows a distribution with cumulative distribution function (cdf) F_i(x)=F[(x-μ_i)/Q_i], where F(·) is any absolutely continuous cdf, i=1,…,k. We propose a test to test the null hypothesis H₀:θ₁=…=θ_k against the simple ordered alternative H₁:θ₁≦…≦θ_k, with at least one strict inequality, using the data X_i,j, i=1,…k; j=1,…,n₁. Two methods to compute the critical points of the proposed test have been demonstrated by talking k two parameter exponential distributions. The test procedure also allows us to construct simultaneous one sided confidence intervals (SOCIs) for the ordered pairwise ratios θ_j/θ_i, 1≦i<j≦k. Statistical simulation revealed that: 9i) actual sizes of the critical points are almost conservative and (ii) power of the proposed test relative to some existing tests is higher.     

A Content Analysis of Intake Paperwork: An Exploration of How Clinicians Ask About Gender,Sex, and Sexual/Affectual Orientation

In the United States, the transgender and gender nonconforming (TGNC) population has increased twofold since 2011. Although counseling professionals are called to provide competent services to TGNC clients, no empirical studies exist that examine one of the first points of contact: Intake paperwork. The authors conducted a content analysis (N = 128) of intake paperwork and assessed how and if clinicians asked for gender, sex, and sexual/affectual orientation, and whether they conflated these constructs. Findings indicate adjustments need to be made for intakes to be more inclusive of these constructs. The authors offer clinical implications and avenues for future research.     

Estimation of the Renyi’s residual entropy of order \alpha with dependent data

In the present paper, we propose nonparametric estimators for the Renyi’s information measure for the residual lifetime distribution based on complete and censored data. This measure plays important roles in reliability and survival analysis in connection with modeling and analysis of life time data. Asymptotic properties of the estimators are established under suitable regularity conditions. Monte-Carlo simulation studies are carried out to compare the performance of the estimators using the mean-squared error. The methods are illustrated using real data sets.     

The generalized exponential cure rate model with covariates

In this article, we consider a parametric survival model that is appropriate when the population of interest contains long-term survivors or immunes. The model referred to as the cure rate model was introduced by Boag 1 Boag, J. W. 1949. Maximum likelihood estimates of the proportion of patients cured by cancer therapy. J. R. Stat. Soc. Ser. B, 11: 15–53.  [Google Scholar] in terms of a mixture model that included a component representing the proportion of immunes and a distribution representing the life times of the susceptible population. We propose a cure rate model based on the generalized exponential distribution that incorporates the effects of risk factors or covariates on the probability of an individual being a long-time survivor. Maximum likelihood estimators of the model parameters are obtained using the the expectation-maximisation (EM) algorithm. A graphical method is also provided for assessing the goodness-of-fit of the model. We present an example to illustrate the fit of this model to data that examines the effects of different risk factors on relapse time for drug addicts.     

A Specialized Inventory Problem in Banks: Optimizing Retail Sweeps

Deposits held at Federal Reserve Banks are an essential input to the business activity of most depository institutions in the United States. Managing these deposits is an important and complex inventory problem for two reasons. First, Federal Reserve regulations require that depository institutions hold certain amounts of such deposits at the Federal Reserve Banks to satisfy statutory reserve requirements against customers' transaction accounts (demand deposits and other checkable deposits). Second, some inventory of such deposits is essential for banks to operate one of their core lines of business: furnishing payment services to households and firms. Because the Federal Reserve does not pay interest on such deposits used to satisfy statutory reserve requirements, banks seek to minimize their inventory of such deposits. In 1994, the banking industry introduced a new inventory management tool for such deposits, the retail deposit sweep program, which avoids the statutory requirement by reclassifying transaction deposits as savings deposits. This is an interesting inventory problem for fungible items, where the conversion process is reversible. We examine two methods for operating such sweeps programs within the limits of Federal Reserve regulations, and we develop a stochastic dynamic programming model to implement one such method, the threshold method.