共查询到20条相似文献,搜索用时 46 毫秒
1.
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
2.
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
3.
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
4.
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
5.
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
6.
Best et al. (Best, D. J., Rayner, J. C. W., O'Sullivan, M. G. (2000). Product maps for consumer categorical data. Food Quality and Preference, 11:91–97) suggested tests based on partitioning the X2 statistic into relevant components of location, dispersion, and skewness effects for testing equality of each effect for ordinal preference data. It is known that the chi-square approximation requires large counts for categories. For this purpose, in this study, we investigate a permutation approach for these statistics and compare the performance of these tests with simulation study. In addition, the permutation approach can be used to produce a product map that classifies the products. We illustrate the approach with a real data example. 相似文献
7.
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
8.
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
9.
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
10.
11.
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
12.
Vikas Kumar 《统计学通讯:理论与方法》2017,46(17):8343-8354
In this article, the concept of cumulative residual entropy (CRE) given by Rao et al. (2004) is extended to Tsallis entropy function and dynamic version, both residual and past of it. We study some properties and characterization results for these generalized measures. In addition, we provide some characterization results of the first-order statistic based on the Tsallis survival entropy. 相似文献
13.
By using the medical data analyzed by Kang et al. (2007), a Bayesian procedure is applied to obtain control limits for the coefficient of variation. Reference and probability matching priors are derived for a common coefficient of variation across the range of sample values. By simulating the posterior predictive density function of a future coefficient of variation, it is shown that the control limits are effectively identical to those obtained by Kang et al. (2007) for the specific dataset they used. This article illustrates the flexibility and unique features of the Bayesian simulation method for obtaining posterior distributions, predictive intervals, and run-lengths in the case of the coefficient of variation. A simulation study shows that the 95% Bayesian confidence intervals for the coefficient of variation have the correct frequentist coverage. 相似文献
14.
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
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.
This article proposes various Searls-type ratio imputation methods (STRIM) on the lines of Ahmed et al. (2006). It is a well-known fact that the optimal ratio type estimator attains the MSE of regression estimator (or optimal difference estimator) but while using Searls-type transformation (STT) (Searls (1964)) this may not always happen. These STRIM are shown to perform better than the imputation procedures of Ahmed et al. (2006). The STRIM may even outperform the Searls type difference imputation methods (STDIM) proposed by us in our earlier work, Bhushan and Pandey (2016). This study is concluded with the numerical study along with the theoretical comparison. 相似文献
17.
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
18.
Mi-Hwa Ko 《统计学通讯:理论与方法》2018,47(3):671-680
In this article, we study the complete convergence for sequences of coordinatewise asymptotically negatively associated random vectors in Hilbert spaces. We also investigate that some related results for coordinatewise negatively associated random vectors in Huan, Quang, and Thuan (2014) still hold under this concept. 相似文献
19.
Liew (1976a) introduced generalized inequality constrained least squares (GICLS) estimator and inequality constrained two-stage and three-stage least squares estimators by reducing primal–dual relation to problem of Dantzig and Cottle (1967), Cottle and Dantzig (1974) and solving with Lemke (1962) algorithm. The purpose of this article is to present inequality constrained ridge regression (ICRR) estimator with correlated errors and inequality constrained two-stage and three-stage ridge regression estimators in the presence of multicollinearity. Untruncated variance–covariance matrix and mean square error are derived for the ICRR estimator with correlated errors, and its superiority over the GICLS estimator is examined via Monte Carlo simulation. 相似文献
20.
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