共查询到20条相似文献,搜索用时 530 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.
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
3.
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
4.
Recently, conditional Renyi’s divergence of order α and Kerridge’s inaccuracy measures are studied by Navarro et al. (2014). In the present article, a generalized dynamic conditional Kerridge’s inaccuracy measure is introduced, which can be represented as the sum of conditional Renyi’s divergence and Renyi’s entropy. Some useful bounds are obtained using the concept of likelihood ratio order. The results are extended to weighted distributions. Sufficient conditions are obtained for the monotonicity of the proposed measure. Characterizations for bivariate exponential conditional distribution are presented based on the proposed measure. 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.
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
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.
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
9.
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
10.
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
11.
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
12.
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
13.
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
14.
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
15.
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
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.
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
18.
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
19.
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
20.
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