On the dynamic cumulative residual entropy

Recently, Rao et al. [(2004) Cumulative residual entropy: a new measure of information. IEEE Trans. Inform. Theory 50(6), 1220–1228] have proposed a new measure of uncertainty, called cumulative residual entropy (CRE), in a distribution function F and obtained some properties and applications of that. In the present paper, we propose a dynamic form of CRE and obtain some of its properties. We show how CRE (and its dynamic version) is connected with well-known reliability measures such as the mean residual life time.     

Exponential class of dynamic binary choice panel data models with fixed effects

ABSTRACT

This paper proposes an exponential class of dynamic binary choice panel data models for the analysis of short T (time dimension) large N (cross section dimension) panel data sets that allow for unobserved heterogeneity (fixed effects) to be arbitrarily correlated with the covariates. The paper derives moment conditions that are invariant to the fixed effects which are then used to identify and estimate the parameters of the model. Accordingly, generalized method of moments (GMM) estimators are proposed that are consistent and asymptotically normally distributed at the root-N rate. We also study the conditional likelihood approach and show that under exponential specification, it can identify the effect of state dependence but not the effects of other covariates. Monte Carlo experiments show satisfactory finite sample performance for the proposed estimators and investigate their robustness to misspecification.     

Inference on P(Y < X) in Bivariate Rayleigh Distribution

This paper deals with the estimation of reliability R = P(Y < X) when X is a random strength of a component subjected to a random stress Y, and (X, Y) follows a bivariate Rayleigh distribution. The maximum likelihood estimator of R and its asymptotic distribution are obtained. An asymptotic confidence interval of R is constructed using the asymptotic distribution. Also, two confidence intervals are proposed based on Bootstrap method and a computational approach. Testing of the reliability based on asymptotic distribution of R is discussed. Simulation study to investigate performance of the confidence intervals and tests has been carried out. Also, a numerical example is given to illustrate the proposed approaches.     

Testing the equality means of several log-normal distributions

Researches propose various methods for comparing the means of two log-normal distributions. Some of these methods have been recently extended to test the equality means of several log-normal populations. Investigations show that none of the established methods is satisfactory. In this article, we provide three methods based on the computational approach test, which is a parametric bootstrap approach, for testing the means of several log-normal distributions. Further, we compare our methods with the existing methods through Monte Carlo simulation. The numerical results show that the Type I errors of these procedures are satisfactory regardless of the sample size, number of populations, and the true parameters. Finally, we explain the considered methods by real examples.     

Some results on conditional expectations of lower record values

In this paper, we propose a measure for obtaining the expectation of time between two lower k-records under the condition that the greater one is given. Several properties of the proposed measure are derived. Some characterization results and stochastic comparisons based on the new measure are also provided.     

Inferences on the Coefficients of Variation in a Multivariate Normal Population

In this article, the problem of testing the equality of coefficients of variation in a multivariate normal population is considered, and an asymptotic approach and a generalized p-value approach based on the concepts of generalized test variable are proposed. Monte Carlo simulation studies show that the proposed generalized p-value test has good empirical sizes, and it is better than the asymptotic approach. In addition, the problem of hypothesis testing and confidence interval for the common coefficient variation of a multivariate normal population are considered, and a generalized p-value and a generalized confidence interval are proposed. Using Monte Carlo simulation, we find that the coverage probabilities and expected lengths of this generalized confidence interval are satisfactory, and the empirical sizes of the generalized p-value are close to nominal level. We illustrate our approaches using a real data.     

On proportional mean past lifetimes model

ABSTRACT

In this paper, we first investigate some reliability properties in the proportional mean past lifetimes model. Specifically, some implications of stochastic orders and aging notions between random variables which have proportional mean past lifetimes are discussed. Then, as an extension, mixture model arising from the proportional mean past lifetimes model is introduced and preservation properties of some stochastic orders and aging notions concerning this mixture model are studied. We also study some negative dependence properties in the proposed mixture model.     

Nonparametric estimators for quantile density function under length-biased sampling

Abstract

In this article, the strong uniform consistency of two nonparametric estimators for the quantile density function is established under length-biased sampling. The rate of the strong approximation of the resulting processes of these estimators will be presented as well. A Monte Carlo simulation study is carried out to compare the proposed estimators with each other in terms of mean squared errors.     

Spatial heterogeneity in drinking water sources in the Greater Accra Metropolitan Area (GAMA), Ghana

Population and Environment - Universal access to safe drinking water is essential to population health and well-being, as recognized in the Sustainable Development Goals (SDG). To develop targeted...     

Health is Wealth: A Dynamic SUR Approach of Examining a Link Between Climate Changes and Human Health Expenditures

Social Indicators Research - Health is considered as one of the critical inputs in the production function. This study is an endeavour to identify and quantify the impact of climate change measured...