共查询到20条相似文献,搜索用时 46 毫秒
1.
Thomas Parker 《统计学通讯:理论与方法》2017,46(11):5195-5202
In this note, it is shown that the finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier statistics in the classical linear regression model are members of the generalized beta model introduced by McDonald and Xu (1995a). This is useful for examining the properties of these test statistics. For example, this characterization makes it easy to find distribution, quantile, and density functions for each test statistic, makes it clear why Wald tests may overreject the null hypothesis using asymptotic critical values, and formalizes the fact that the Lagrange multiplier statistic follows a distribution with bounded support. 相似文献
2.
In this paper, a new extension for the generalized Rayleigh distribution is introduced. The proposed model, called Marshall–Olkin extended generalized Rayleigh distribution, arises based on the scheme introduced by Marshall and Olkin (1997). A comprehensive account of the mathematical properties of the new distribution is provided. We discuss about the estimation of the model parameters based on two estimation methods. Empirical applications of the new model to real data are presented for illustrative purposes. 相似文献
3.
Samaradasa Weerahandi 《统计学通讯:理论与方法》2013,42(22):4069-4095
Motivated by a number of drawbacks of classical methods of point estimation, we generalize the definitions of point estimation, and address such notions as unbiasedness and estimation under constraints. The utility of the extension is shown by deriving more reliable estimates for small coefficients of regression models, and for variance components and random effects of mixed models. The extension is in the spirit of generalized confidence intervals introduced by Weerahandi (1993) and should encourage much needed further research in point estimation in unbalanced models, multi-variate models, non normal models, and nonlinear models. 相似文献
4.
In this article, we consider the unbalanced case of the three fold nested random effects model under partial balance. The distributions of unweighted sums of squares are obtained first. Using the method of generalized p value introduced in Tsui and Weerahandi (1989), a new method is proposed for hypothesis tests involving functions of variance components. To evaluate the sizes of the generalized p value, a simulation study is conducted. The results indicate that the proposed method performs well under all examined conditions. 相似文献
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6.
In this article, a new family of probability distributions with domain in ?+ is introduced. This class can be considered as a natural extension of the exponential-inverse Gaussian distribution in Bhattacharya and Kumar (1986) and Frangos and Karlis (2004). This new family is obtained through the mixture of gamma distribution with generalized inverse Gaussian distribution. We also show some important features such as expressions of probability density function, moments, etc. Special attention is paid to the mixture with the inverse Gaussian distribution, as a particular case of the generalized inverse Gaussian distribution. From the exponential-inverse Gaussian distribution two one-parameter family of distributions are obtained to derive risk measures and credibility expressions. The versatility of this family has been proven in numerical examples. 相似文献
7.
Subrata Chakraborty 《统计学通讯:理论与方法》2013,42(11):1755-1769
A new class of α-modified binomial distribution has been proposed, and its distributional properties like probability generating function (pgf), moments, and their interrelations have been studied. Two new α-modified Poisson distributions and Poisson distribution have been obtained as limiting distributions. Modified binomial and Poisson distributions introduced by Berg and Jaworski (1988) have been seen as particular cases. Mixture distributions of α-modified binomial distributions have been derived. A new distributions called α-modified binomial distributions of type j, their moment properties, limiting distributions as α-modified Poisson distribution of type j, their different convolution properties, pgf, parameter estimators have been studied. Two more new distributions namely Doubly α-modified binomial distributions of type (i, j) and α-modified weighted generalized Poisson distributions of type (j ? 1) have also been studied. Various α-modified binomial and Poisson distributions of Berg and Mutafchiev (1990) and Berg and Nowicki (1991) have been seen as special cases. Application of some of these proposed distributions have been identified. 相似文献
8.
Dragan Ðorić 《统计学通讯:理论与方法》2013,42(21):3764-3776
The generalized skew-normal distribution introduced by Balakrishnan (2002) is used to obtain new generalizations of univariate Cauchy distribution with two parameters, denoted by GC m, n (a, b) with m and n non-negative integer numbers and a, b ∈ R. For cases (m, n) = (1, 2), (m, n) = (2, 1), (m, n) = (0, 3) and (m, n) = (3, 0) explicit forms of the density functions are derived and compared to previous generalizations of Cauchy and skew-Cauchy distributions. 相似文献
9.
Mahmoud Riad Mahmoud 《统计学通讯:理论与方法》2013,42(20):4396-4407
In this article, the exact form of Fisher information matrix for the generalized Feller-Pareto (GFP) distribution is determined. The GFP family is a general distribution which includes a variety of distributions as special cases. For example:??generalized Singh-Maddala distribution which in turn includes Burr, Fisk, and Lomax distribution (see Kleiber and Kotz, 2003);??a Pareto IV distribution which includes a hierarchy of Pareto models, omitted an additional location parameter (see Arnold, 1983, 2008); and??beta Lomax distribution which includes, for example, beta II and Lomax distributions.Application of these distributions covers a wide spectrum of areas ranging from actuarial science, economics, finance to bioscience, telecommunications, and medicine. 相似文献
10.
ABSTRACTFollowing the work of Azzalini (1985 and 1986) on the skew-normal distribution, we propose an extension of the generalized extreme value (GEV) distribution, the SGEV. This new distribution allows for a better fit of maxima and can be interpreted as both the distribution of maxima when maxima are taken on dependent data and when maxima are taken over a random block size. We propose to estimate the parameters of the SGEV distribution via the probability-weighted moment method. A simulation study is presented to provide an application of the SGEV on block maxima procedure and return level estimation. The proposed method is also implemented on a real-life data. 相似文献
11.
Marco Barnabani 《统计学通讯:模拟与计算》2017,46(1):331-343
In general, the exact distribution of a convolution of independent gamma random variables is quite complicated and does not admit a closed form. Of all the distributions proposed, the gamma-series representation of Moschopoulos (1985) is relatively simple to implement but for particular combinations of scale and/or shape parameters the computation of the weights of the series can result in complications with too much time consuming to allow a large-scale application. Recently, a compact random parameter representation of the convolution has been proposed by Vellaisamy and Upadhye (2009) and it allows to give an exact interpretation to the weights of the series. They describe an infinite discrete probability distribution. This result suggested to approximate Moschopoulos’s expression looking for an approximating theoretical discrete distribution for the weights of the series. More precisely, we propose a general negative binomial distribution. The result is an “excellent” approximation, fast and simple to implement for any parameter combination. 相似文献
12.
A. Ahmad Abd El-Baset 《统计学通讯:理论与方法》2013,42(15):2762-2772
In this article, a class of reflected generalized Pareto distributions (cf. Burkschat et al., 2003) is considered. Recurrence relations for joint moment generating functions of higher non adjacent dual generalized order statistics based on a random sample drawn from the considered class are derived. Higher joint moments of non adjacent dual generalized order statistics (reversed ordered order statistics and lower k-records as special cases) are obtained. Recurrence relations for single and product moment generating functions and moments of higher non adjacent dual generalized order statistics are derived. Some results of higher moments of non adjacent generalized order statistics from generalized Pareto distributions (cf. Johnson et al., 1995), are obtained by using a relation connecting higher moments of generalized order statistics and its dual. 相似文献
13.
Recently, Feizjavadian and Hashemi (2015) introduced and studied the mean residual weighted (MRW) distribution as an alternative to the length-biased distribution, by using the concepts of the mean residual lifetime and the cumulative residual entropy (CRE). In this article, a new sequence of weighted distributions is introduced based on the generalized CRE. This sequence includes the MRW distribution. Properties of this sequence are obtained generalizing and extending previous results on the MRW distribution. Moreover, expressions for some known distributions are given, and finite mixtures between the new sequence of weighted distributions and the length-biased distribution are studied. Numerical examples are given to illustrate the new results. 相似文献
14.
A new class of lifetime distributions, which can exhibit with upside-down bathtub-shaped, bathtub-shaped, decreasing, and increasing failure rates, is introduced. The new distribution is constructed by compounding generalized Weibull and logarithmic distributions, leading to improvement on the lifetime distribution considered in Dimitrakopoulou et al. (2007) by having no restriction on the shape parameter and extending the result studied by Tahmasbi and Rezaei (2008) in the general form. The proposed model includes the exponential–logarithmic and Weibull–logarithmic distributions as special cases. Various statistical properties of the proposed class are discussed. Furthermore, estimation via the maximum likelihood method and the Fisher information matrix are discussed. Applications to real data demonstrate that the new class of distributions is more flexible than other recently proposed classes. 相似文献
15.
Gauss M. Cordeiro 《统计学通讯:理论与方法》2013,42(13):2720-2737
Explicit expansions for the moments of some Kumaraswamy generalized (Kw-G) distributions (Cordeiro and de Castro, 2011) are derived using special functions. We explore the Kw-normal, Kw-gamma, Kw-beta, Kw-t, and Kw-F distributions. These expressions are given as infinite weighted linear combinations of well-known special functions for which numerical routines are readily available. 相似文献
16.
Marshall and Olkin (1997) introduced a new method of adding parameter to expand a family of distributions. Using this concept, in this article, the Marshall–Olkin extended Pareto distribution is introduced and some recurrence relations for single and product moments of generalized order statistics are studied. Also the results are deduced for record values and order statistics. 相似文献
17.
Frailty models are used in the survival analysis to account for the unobserved heterogeneity in individual risks to disease and death. To analyze the bivariate data on related survival times (e.g., matched pairs experiments, twin, or family data), the shared frailty models were suggested. These models are based on the assumption that frailty acts multiplicatively to hazard rate. In this article, we assume that frailty acts additively to hazard rate. We introduce the shared inverse Gaussian frailty models with three different baseline distributions, namely the generalized log-logistic, the generalized Weibull, and exponential power distribution. We introduce the Bayesian estimation procedure using Markov chain Monte Carlo technique to estimate the parameters involved in these models. We apply these models to a real-life bivariate survival dataset of McGilchrist and Aisbett (1991) related to the kidney infection data, and a better model is suggested for the data. 相似文献
18.
Hamid Bidram 《统计学通讯:模拟与计算》2013,42(9):1606-1622
A new four-parameter distribution with decreasing, increasing, and upside-down bathtub failure rate called the beta exponential-geometric distribution is proposed. The new distribution, generated from the logit of a beta random variable, extends the exponential-geometric distribution of Adamidis and Loukas (1998) and some other distributions. A comprehensive mathematical treatment of this distribution is provided. Some expressions for the moment generating function, moments, order statistics, and Rényi entropy of the new distribution are derived. Estimation of the stress-strength parameter is also obtained. The model parameters are estimated by the maximum likelihood method and Fisher information matrix is discussed. Finally, an application to a real data set is illustrated. 相似文献
19.
Xinmin Li 《统计学通讯:理论与方法》2013,42(2):204-212
In the article, we consider the unbalanced case of the two-way nested random effects model under partial balance. Using the method of generalized confidence intervals (GCIs) introduced in Weeranhandi (1993 1995), a new method is proposed for constructing confidence intervals on linear function of variance components. To compare the resulted intervals with the Modified Large Sample (MLS) intervals by Hernandez and Burdick (1993), a simulation study is conducted. The results indicate that the proposed method performs better than the MLS method, especially for very unbalanced designs. 相似文献
20.
B. Apolloni 《统计学通讯:模拟与计算》2013,42(9):1950-1968
We provide an estimation procedure of the two-parameter Gamma distribution based on the Algorithmic Inference approach. As a key feature of this approach, we compute the joint probability distribution of these parameters without assuming any prior. To this end, we propose a numerical algorithm which is often beneficial of a highly efficient speed up based on an approximate analytical expression of the probability distribution. We contrast our interval and point estimates with those recently obtained in Son and Oh (2006) for the same problem. From this benchmark we realize that our estimates are both unbiased and more accurate, albeit more dispersed, in some cases, than the competitors' methods, where the dispersion drawback is notably mitigated w.r.t. Bayesian methods by a greater estimate decorrelation. We also briefly discuss the theoretical novelty of the adopted inference paradigm which actually represents a brush up on a Fisher perspective dating to almost a century, made feasible today by the available computational tools. 相似文献