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This article recasts the optimal allocations of coverage limits for two independent random losses. Under some regularity conditions on the two concerned probability density functions, we build the sufficient and necessary condition for the existence of the optimal allocation of coverage limits, and derive the optimal allocation whenever they do exist. The results supplement Lu and Meng (2011, Proposition 5.2) and Hu and Wang (2014, Theorem 5.1). 相似文献
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Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates
This article introduces a new model called the buffered autoregressive model with generalized autoregressive conditional heteroscedasticity (BAR-GARCH). The proposed model, as an extension of the BAR model in Li et al. (2015), can capture the buffering phenomena of time series in both the conditional mean and variance. Thus, it provides us a new way to study the nonlinearity of time series. Compared with the existing AR-GARCH and threshold AR-GARCH models, an application to several exchange rates highlights the importance of the BAR-GARCH model. 相似文献
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Sanaullah et al. (2014) have suggested generalized exponential chain ratio estimators under stratified two-phase sampling scheme for estimating the finite population mean. However, the bias and mean square error (MSE) expressions presented in that work need some corrections, and consequently the study based on efficiency comparison also requires corrections. In this article, we revisit Sanaullah et al. (2014) estimator and provide the correct bias and MSE expressions of their estimator. We also propose an estimator which is more efficient than several competing estimators including the classes of estimators in Sanaullah et al. (2014). Three real datasets are used for efficiency comparisons. 相似文献
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Two-period crossover design is one of the commonly used designs in clinical trials. But, the estimation of treatment effect is complicated by the possible presence of carryover effect. It is known that ignoring the carryover effect when it exists can lead to poor estimates of the treatment effect. The classical approach by Grizzle (1965) consists of two stages. First, a preliminary test is conducted on carryover effect. If the carryover effect is significant, analysis is based only on data from period one; otherwise, analysis is based on data from both periods. A Bayesian approach with improper priors was proposed by Grieve (1985) which uses a mixture of two models: a model with carryover effect and another without. The indeterminacy of the Bayes factor due to the arbitrary constant in the improper prior was addressed by assigning a minimally discriminatory value to the constant. In this article, we present an objective Bayesian estimation approach to the two-period crossover design which is also based on a mixture model, but using the commonly recommended Zellner–Siow g-prior. We provide simulation studies and a real data example and compare the numerical results with Grizzle (1965)’s and Grieve (1985)’s approaches. 相似文献
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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
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Recently, Koyuncu et al. (2013) proposed an exponential type estimator to improve the efficiency of mean estimator based on randomized response technique. In this article, we propose an improved exponential type estimator which is more efficient than the Koyuncu et al. (2013) estimator, which in turn was shown to be more efficient than the usual mean estimator, ratio estimator, regression estimator, and the Gupta et al. (2012) estimator. Under simple random sampling without replacement (SRSWOR) scheme, bias and mean square error expressions for the proposed estimator are obtained up to first order of approximation and comparisons are made with the Koyuncu et al. (2013) estimator. A simulation study is used to observe the performances of these two estimators. Theoretical findings are also supported by a numerical example with real data. We also show how to, extend the proposed estimator to the case when more than one auxiliary variable is available. 相似文献
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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
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In analogy with the weighted Shannon entropy proposed by Belis and Guiasu (1968) and Guiasu (1986), we introduce a new information measure called weighted cumulative residual entropy (WCRE). This is based on the cumulative residual entropy (CRE), which is introduced by Rao et al. (2004). This new information measure is “length-biased” shift dependent that assigns larger weights to larger values of random variable. The properties of WCRE and a formula relating WCRE and weighted Shannon entropy are given. Related studies of reliability theory is covered. Our results include inequalities and various bounds to the WCRE. Conditional WCRE and some of its properties are discussed. The empirical WCRE is proposed to estimate this new information measure. Finally, strong consistency and central limit theorem are provided. 相似文献
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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
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In this article, necessary conditions for comparing order statistics from distributions with regularly varying tails are discussed in terms of various stochastic orders. A necessary and sufficient condition for stochastically comparing tail behaviors of order statistics is derived. The main results generalize and recover some results in Kleiber (2002, 2004). Extensions to coherent systems are mentioned as well. 相似文献
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Since the seminal paper of Ghirardato (1997), it is known that Fubini theorem for non additive measures can be available only for functions as “slice-comonotonic” in the framework of product algebra. Later, inspired by Ghirardato (1997), Chateauneuf and Lefort (2008) obtained some Fubini theorems for non additive measures in the framework of product σ-algebra. In this article, we study Fubini theorem for non additive measures in the framework of g-expectation. We give some different assumptions that provide Fubini theorem in the framework of g-expectation. 相似文献
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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
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T. Imada 《统计学通讯:理论与方法》2017,46(7):3186-3199
In this study we discuss multiple comparison procedures for checking differences among a sequence of normal means with ordered restriction. Lee and Spurrier (1995) proposed a multiple comparison procedure which tests the difference between two adjacent means using the difference of sample means. In this study we propose a multiple comparison procedure modifying Lee and Spurrier's (1995) procedure using isotonic regression estimators instead of sample means. We determine the critical value for pairwise comparisons for a specified significance level. Furthermore, we formulate the power of the test. Finally, we give some numerical examples regarding critical values and power of the test intended to compare our procedure with Lee and Spurrier's (1995) procedure. 相似文献
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Siti Haslinda Mohd Din Marek Molas Jolanda Luime Emmanuel Lesaffre 《Journal of applied statistics》2014,41(8):1627-1644
A variety of statistical approaches have been suggested in the literature for the analysis of bounded outcome scores (BOS). In this paper, we suggest a statistical approach when BOSs are repeatedly measured over time and used as predictors in a regression model. Instead of directly using the BOS as a predictor, we propose to extend the approaches suggested in [16,21,28] to a joint modeling setting. Our approach is illustrated on longitudinal profiles of multiple patients’ reported outcomes to predict the current clinical status of rheumatoid arthritis patients by a disease activities score of 28 joints (DAS28). Both a maximum likelihood as well as a Bayesian approach is developed. 相似文献
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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
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This article proposes new symmetric and asymmetric distributions applying methods analogous as the ones in Kim (2005) and Arnold et al. (2009) to the exponentiated normal distribution studied in Durrans (1992), that we call the power-normal (PN) distribution. The proposed bimodal extension, the main focus of the paper, is called the bimodal power-normal model and is denoted by BPN(α) model, where α is the asymmetry parameter. The authors give some properties including moments and maximum likelihood estimation. Two important features of the model proposed is that its normalizing constant has closed and simple form and that the Fisher information matrix is nonsingular, guaranteeing large sample properties of the maximum likelihood estimators. Finally, simulation studies and real applications reveal that the proposed model can perform well in both situations. 相似文献
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Gauss M. Cordeiro Marcelo Bourguignon Edwin M. M. Ortega Thiago G. Ramires 《统计学通讯:理论与方法》2018,47(5):1050-1070
The construction of some wider families of continuous distributions obtained recently has attracted applied statisticians due to the analytical facilities available for easy computation of special functions in programming software. We study some general mathematical properties of the log-gamma-generated (LGG) family defined by Amini, MirMostafaee, and Ahmadi (2014). It generalizes the gamma-generated class pioneered by Risti? and Balakrishnan (2012). We present some of its special models and derive explicit expressions for the ordinary and incomplete moments, generating and quantile functions, mean deviations, Bonferroni and Lorenz curves, Shannon entropy, Rényi entropy, reliability, and order statistics. Models in this family are compared with nested and non nested models. Further, we propose and study a new LGG family regression model. We demonstrate that the new regression model can be applied to censored data since it represents a parametric family of models and therefore can be used more effectively in the analysis of survival data. We prove that the proposed models can provide consistently better fits in some applications to real data sets. 相似文献
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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
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Gabriel Rodríguez 《统计学通讯:模拟与计算》2016,45(1):207-221
In recent articles, Fajardo et al. (2009) and Reisen and Fajardo (2012) propose an alternative semiparametric estimator of the fractional parameter in ARFIMA models which is robust to the presence of additive outliers. The results are very interesting, however, they use samples of 300 or 800 observations which are rarely found in macroeconomics. In order to perform a comparison, I estimate the fractional parameter using the procedure of Geweke and Porter-Hudak (1983) augmented with dummy variables associated with the (previously) detected outliers using the statistic τd suggested by Perron and Rodríguez (2003). Comparing with Fajardo et al. (2009) and Reisen and Fajardo (2012), I found better results for the mean and bias of the fractional parameter when T = 100 and the results in terms of the standard deviation and the MSE are very similar. However, for higher sample sizes such as 300 or 800, the robust procedure performs better. Empirical applications for seven monthly Latin-American inflation series with very small sample sizes contaminated by additive outliers are discussed. 相似文献