共查询到20条相似文献,搜索用时 31 毫秒
1.
Rameela Chandrasekhar 《统计学通讯:理论与方法》2014,43(14):2951-2957
Adaptive designs find an important application in the estimation of unknown percentiles for an underlying dose-response curve. A nonparametric adaptive design was suggested by Mugno et al. (2004) to simultaneously estimate multiple percentiles of an unknown dose-response curve via generalized Polya urns. In this article, we examine the properties of the design proposed by Mugno et al. (2004) when delays in observing responses are encountered. Using simulations, we evaluate a modification of the design under varying group sizes. Our results demonstrate unbiased estimation with minimal loss in efficiency when compared to the original compound urn design. 相似文献
2.
Amir T. Payandeh Najafabadi Fatemeh Atatalab Maryam Omidi Najafabadi 《统计学通讯:理论与方法》2017,46(1):415-426
Credibility formula has been developed in many fields of actuarial sciences. Based upon Payandeh (2010), this article extends concept of credibility formula to relatively premium of a given rate-making system. More precisely, it calculates Payandeh’s (2010) credibility factor for zero-inflated Poisson gamma distributions with respect to several loss functions. A comparison study has been given. 相似文献
3.
The probability matching prior for linear functions of Poisson parameters is derived. A comparison is made between the confidence intervals obtained by Stamey and Hamilton (2006), and the intervals derived by us when using the Jeffreys’ and probability matching priors. The intervals obtained from the Jeffreys’ prior are in some cases fiducial intervals (Krishnamoorthy and Lee, 2010). A weighted Monte Carlo method is used for the probability matching prior. The power and size of the test, using Bayesian methods, is compared to tests used by Krishnamoorthy and Thomson (2004). The Jeffreys’, probability matching and two other priors are used. 相似文献
4.
To deal with multicollinearity problem, the biased estimators with two biasing parameters have recently attracted much research interest. The aim of this article is to compare one of the last proposals given by Yang and Chang (2010) with Liu-type estimator (Liu 2003) and k ? d class estimator (Sakallioglu and Kaciranlar 2008) under the matrix mean squared error criterion. As well as giving these comparisons theoretically, we support the results with the extended simulation studies and real data example, which show the advantages of the proposal given by Yang and Chang (2010) over the other proposals with increasing multicollinearity level. 相似文献
5.
Techniques used in variability assessment are subsequently used to draw conclusions regarding the “spread”/uniformity of data curves. Due to the limitations of these techniques, they are not adequate for circumstances where data manifest with multiple peaks. Examples of these manifestations (in three-dimensional space) include under-foot pressure distributions recorded for different types of footwear (Becerro-de-Bengoa-Vallejo et al., 2014; Cibulka et al., 1994; Davies et al., 2003), surface textures and interfaces designed to impact friction, and and and molecular surface structures such as viral epitopes (Torras and Garcia-Valls, 2004; Pacejka, 1997; Fustaffson, 1997). This article proposes a technique for generating a single variable – Λ that will quantify the uniformity of such surfaces. We define and validate this technique using several mathematical and graphical models. 相似文献
6.
Santiago Velilla 《统计学通讯:理论与方法》2014,43(21):4612-4627
In quadratic discriminant analysis, the use of SAVE (Cook and Weisberg, 1991; Pardoe et al., 2007) is often recommended for dimension-reduction purposes. However, the associated directions tend to over-emphasize the differences of the groups in dispersion, ignoring at the same time those in location. This behavior makes often the plots of the corresponding canonical coordinates difficult to interpret. In this article, the properties of SAVE are investigated and related to those of the SIR and SIRII components. Applications with real data are presented. Comparisons with previous work in this area are also discussed. 相似文献
7.
The objective of this paper is to study U-type designs for Bayesian non parametric response surface prediction under correlated errors. The asymptotic Bayes criterion is developed in terms of the asymptotic approach of Mitchell et al. (1994) for a more general covariance kernel proposed by Chatterjee and Qin (2011). A relationship between the asymptotic Bayes criterion and other criteria, such as orthogonality and aberration, is then developed. A lower bound for the criterion is also obtained, and numerical results show that this lower bound is tight. The established results generalize those of Yue et al. (2011) from symmetrical case to asymmetrical U-type designs. 相似文献
8.
Cossette et al. (2010, 2011) gave a novel collective risk model where the total numbers of claims satisfy the first-order integer-valued autoregressive process. For a risk model, it is interesting to investigate the upper bound of ruin probability. However, the loss increments of the above model are dependent; it is difficult to derive the upper bound of ruin probability. In this article, we propose an approximation model with stationary independent increments. The upper bound of ruin probability and the adjustment coefficient are derived. The approximation model is illustrated via four simulated examples. Results show that the gap of the approximation model and dependent model can be ignored by adjusting values of parameters. 相似文献
9.
This paper treats the problem of stochastic comparisons for the extreme order statistics arising from heterogeneous beta distributions. Some sufficient conditions involved in majorization-type partial orders are provided for comparing the extreme order statistics in the sense of various magnitude orderings including the likelihood ratio order, the reversed hazard rate order, the usual stochastic order, and the usual multivariate stochastic order. The results established here strengthen and extend those including Kochar and Xu (2007), Mao and Hu (2010), Balakrishnan et al. (2014), and Torrado (2015). A real application in system assembly and some numerical examples are also presented to illustrate the theoretical results. 相似文献
10.
Housila P. Singh 《统计学通讯:理论与方法》2017,46(2):521-531
This paper aimed at providing an efficient new unbiased estimator for estimating the proportion of a potentially sensitive attribute in survey sampling. The suggested randomization device makes use of the means, variances of scrambling variables, and the two scalars lie between “zero” and “one.” Thus, the same amount of information has been used at the estimation stage. The variance formula of the suggested estimator has been obtained. We have compared the proposed unbiased estimator with that of Kuk (1990) and Franklin (1989), and Singh and Chen (2009) estimators. Relevant conditions are obtained in which the proposed estimator is more efficient than Kuk (1990) and Franklin (1989) and Singh and Chen (2009) estimators. The optimum estimator (OE) in the proposed class of estimators has been identified which finally depends on moments ratios of the scrambling variables. The variance of the optimum estimator has been obtained and compared with that of the Kuk (1990) and Franklin (1989) estimator and Singh and Chen (2009) estimator. It is interesting to mention that the “optimum estimator” of the class of estimators due to Singh and Chen (2009) depends on the parameter π under investigation which limits the use of Singh and Chen (2009) OE in practice while the proposed OE in this paper is free from such a constraint. The proposed OE depends only on the moments ratios of scrambling variables. This is an advantage over the Singh and Chen (2009) estimator. Numerical illustrations are given in the support of the present study when the scrambling variables follow normal distribution. Theoretical and empirical results are very sound and quite illuminating in the favor of the present study. 相似文献
11.
Pao-Sheng Shen 《统计学通讯:理论与方法》2017,46(4):1916-1926
The complication in analyzing tumor data is that the tumors detected in a screening program tend to be slowly progressive tumors, which is the so-called left-truncated sampling that is inherent in screening studies. Under the assumption that all subjects have the same tumor growth function, Ghosh (2008) developed estimation procedures for the Cox proportional hazards model. Shen (2011a) demonstrated that Ghosh (2008)'s approach can be extended to the case when each subject has a specific growth function. In this article, under linear transformation model, we present a general framework to the analysis of data from cancer screening studies. We developed estimation procedures under linear transformation model, which includes Cox's model as a special case. A simulation study is conducted to demonstrate the potential usefulness of the proposed estimators. 相似文献
12.
Repeated measurement designs are widely used in medicine, pharmacology, animal sciences, and psychology. In this paper the works of Iqbal and Tahir (2009) and Iqbal, Tahir, and Ghazali (2010) are generalized for the construction of circular-balanced and circular strongly balanced repeated measurements designs through the method of cyclic shifts for three periods. 相似文献
13.
In this article, we derive a new generalized geometric distribution through a weight function, which can also be viewed as a discrete analog of weighted exponential distribution introduced by Gupta and Kundu (2009). We derive some distributional properties like moments, generating functions, hazard function, and infinite divisibility followed by different estimation methods to estimate the parameters. New characterizations of the geometric distribution are presented using the proposed generalized geometric distribution. The superiority of the proposed distribution to other competing models is demonstrated with the help of two real count datasets. 相似文献
14.
Suchandan Kayal 《统计学通讯:理论与方法》2018,47(20):4938-4957
Several probability distributions such as power-Pareto distribution (see Gilchrist 2000 and Hankin and Lee 2006), various forms of lambda distributions (see Ramberg and Schmeiser 1974 and Freimer et al. 1988), Govindarajulu distribution (see Nair, Sankaran, and Vineshkumar 2012), etc., do not have manageable distribution functions, though they have tractable quantile functions. Hence, analytical study of the properties of Chernoff distance of two random variables associated with these distributions via traditional distribution function-based tool becomes difficult. To make this simple, in this paper, we introduce quantile-based Chernoff distance for (left or right) truncated random variables and study its various properties. Some useful bounds as well as characterization results are obtained. 相似文献
15.
Recently, Abbasnejad et al. (2010) proposed a measure of uncertainty based on survival function, called the survival entropy of order α. A dynamic form of the survival entropy of order α is also proposed by them. In this paper, we derive the weighted form of these measures. The properties of the new measures are also discussed. 相似文献
16.
We revisit the generalized midpoint frequency polygons of Scott (1985), and the edge frequency polygons of Jones et al. (1998) and Dong and Zheng (2001). Their estimators are linear interpolants of the appropriate values above the bin centers or edges, those values being weighted averages of the heights of r, r ∈ N, neighboring histogram bins. We propose a simple kernel evaluation method to generate weights for binned values. The proposed kernel method can provide near-optimal weights in the sense of minimizing asymptotic mean integrated square error. In addition, we prove that the discrete uniform weights minimize the variance of the generalized frequency polygon under some mild conditions. Analogous results are obtained for the generalized frequency polygon based on linearly prebinned data. Finally, we use two examples and a simulation study to compare the generalized midpoint and edge frequency polygons. 相似文献
17.
Filipiak and Markiewicz (2012) proved the universal optimality of circular weakly neighbor balanced designs (CWNBDs) under the interference model with fixed neighbor effects among the class of complete block designs. In two special cases where a CWNBD cannot exist, Filipiak et al. (2012) characterized D-optimal designs. The aim of this paper is to show the universal optimality of CWNBDs and to characterize D-optimal designs under the interference model with random neighbor effects. 相似文献
18.
In this research, multiple dependent state and repetitive group sampling are used to design a variable sampling plan based on one-sided process capability indices, which consider the quality of the current lot as well as the quality of the preceding lots. The sample size and critical values of the proposed plan are determined by minimizing the average sample number while satisfying the producer's risk and consumer's risk at corresponding quality levels. In addition, comparisons are made with the existing sampling plans [Pearn and Wu (2006a), Yen et al. (2015)] in terms of average sample number and operating characteristic curve. Finally, an example is provided to illustrate the proposed plan. 相似文献
19.
This paper presents a new variable weight method, called the singular value decomposition (SVD) approach, for Kohonen competitive learning (KCL) algorithms based on the concept of Varshavsky et al. [18]. Integrating the weighted fuzzy c-means (FCM) algorithm with KCL, in this paper, we propose a weighted fuzzy KCL (WFKCL) algorithm. The goal of the proposed WFKCL algorithm is to reduce the clustering error rate when data contain some noise variables. Compared with the k-means, FCM and KCL with existing variable-weight methods, the proposed WFKCL algorithm with the proposed SVD's weight method provides a better clustering performance based on the error rate criterion. Furthermore, the complexity of the proposed SVD's approach is less than Pal et al. [17], Wang et al. [19] and Hung et al. [9]. 相似文献
20.
Sample size estimation for comparing the rates of change in two-arm repeated measurements has been investigated by many investigators. In contrast, the literature has paid relatively less attention to sample size estimation for studies with multi-arm repeated measurements where the design and data analysis can be more complex than two-arm trials. For continuous outcomes, Jung and Ahn (2004) and Zhang and Ahn (2013) have presented sample size formulas to compare the rates of change and time-averaged responses in multi-arm trials, using the generalized estimating equation (GEE) approach. To our knowledge, there has been no corresponding development for multi-arm trials with count outcomes. We present a sample size formula for comparing the rates of change in multi-arm repeated count outcomes using the GEE approach that accommodates various correlation structures, missing data patterns, and unbalanced designs. We conduct simulation studies to assess the performance of the proposed sample size formula under a wide range of designing configurations. Simulation results suggest that empirical type I error and power are maintained close to their nominal levels. The proposed method is illustrated using an epileptic clinical trial example. 相似文献