共查询到20条相似文献,搜索用时 15 毫秒
1.
Zeinab H. Amin 《Journal of applied statistics》2007,34(2):195-201
This article considers the problem of testing the validity of the assumption that the underlying distribution of life is Pareto. For complete and censored samples, the relationship between the Pareto and the exponential distributions could be of vital importance to test for the validity of this assumption. For grouped uncensored data the classical Pearson χ2 test based on the multinomial model can be used. Attention is confined in this article to handle grouped data with withdrawals within intervals. Graphical as well as analytical procedures will be presented. Maximum likelihood estimators for the parameters of the Pareto distribution based on grouped data will be derived. 相似文献
2.
In this article, shrinkage testimators for the shape parameter of a Pareto distribution are considered, when its prior guess value is available. The choices of shrinkage factor are also suggested. The proposed testimators are compared with the minimum risk estimator among the class of unbiased estimators with the LINEX loss function. 相似文献
3.
Colin M. Ramsay 《统计学通讯:理论与方法》2013,42(14):2177-2184
Laplace transforms are used to derive an exact expression for the cdf of the sum of n i.i.d. Pareto random variables with common pdf f(x) = (α/β)(1 + x/β)?α?1 for x > 0, where α > 0 and is not an integer, and β > 0. An attractive feature of this expression is that it involves an integral of non oscillating real-valued functions on the positive real line. Examples of values of cdfs are provided and are compared to those determined via simulations. 相似文献
4.
Ranked set sampling is applicable whenever ranking of a set of sampling units can be done easily by a judgement method or based on the measurement of an auxiliary variable on the units selected. In this work, we derive different estimators of a parameter associated with the distribution of the study variate Y, based on a ranked-set sample obtained by using an auxiliary variable X correlated with Y for ranking the sample units, when (X, Y) follows a bivariate Pareto distribution. Efficiency comparisons among these estimators are also made. Real-life data have been used to illustrate the application of the results obtained. 相似文献
5.
Glidden DV 《Lifetime data analysis》2000,6(2):141-156
This paper describes the properties of a two-stage estimator of the dependence parameter in the Clayton-Oakes multivariate failure time model. The parameter is estimated from a likelihood function in which the marginal hazard functions are replaced by estimates. The method extends the approach of Shih and Louis (1995) and Genest, Ghoudi and Rivest (1995) to allow the marginal hazard for failure times to follow a stratified Cox (1972) model. The method is computationally simple and under mild regularity conditions produces a consistent, asymptotically normal estimator. 相似文献
6.
We introduce a new survival distribution, of Pareto type, that arises from a cure-mixture frailty model. We describe its properties and demonstrate connections with familiar distributions including the Pareto and exponential. We derive its characteristic function and moments. 相似文献
7.
In this article, progressive Type-II right censored sample from Pareto distribution is considered. Exact confidence region is derived for the parameters of the corresponding distribution under progressive censoring. Simulation study is performed to investigate the coverage probabilities of the proposed confidence region. Illustrative example is also given. 相似文献
8.
This is the second part of a paper which focuses on reviewing methods for estimating the parameters of the generalized Pareto distribution (GPD). The GPD is a very important distribution in the extreme value context. It is commonly used for modeling the observations that exceed very high thresholds. The ultimate success of the GPD in applications evidently depends on the parameter estimation process. Quite a few methods exist in the literature for estimating the GPD parameters. Estimation procedures, such as the maximum likelihood (ML), the method of moments (MOM) and the probability weighted moments (PWM) method were described in Part I of the paper. We shall continue to review methods for estimating the GPD parameters, in particular methods that are robust and procedures that use the Bayesian methodology. As in Part I, we shall focus on those that are relatively simple and straightforward to be applied to real world data. 相似文献
9.
Received: January 11, 2000; revised version: August 23, 2000 相似文献
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11.
Suppose two independent observations are drawn from Pareto distributions with known shape parameters and an order restriction on the unknown location parameters. An isotonic regression estimator of the smaller location parameter dominates a preferred marginal estimator under squared error loss, but fails to dominate under stochastic domination. The results expressed herein advance the theory of order restricted inference. 相似文献
12.
In this article, we consider the progressive Type II right censored sample from Pareto distribution. We introduce a new approach for constructing the simultaneous confidence interval of the unknown parameters of this distribution under progressive censoring. A Monte Carlo study is also presented for illustration. It is shown that this confidence region has a smaller area than that introduced by Ku? and Kaya (2007). 相似文献
13.
The generalized Pareto distribution (GPD) has been widely used in the extreme value framework. The success of the GPD when applied to real data sets depends substantially on the parameter estimation process. Several methods exist in the literature for estimating the GPD parameters. Mostly, the estimation is performed by maximum likelihood (ML). Alternatively, the probability weighted moments (PWM) and the method of moments (MOM) are often used, especially when the sample sizes are small. Although these three approaches are the most common and quite useful in many situations, their extensive use is also due to the lack of knowledge about other estimation methods. Actually, many other methods, besides the ones mentioned above, exist in the extreme value and hydrological literatures and as such are not widely known to practitioners in other areas. This paper is the first one of two papers that aim to fill in this gap. We shall extensively review some of the methods used for estimating the GPD parameters, focusing on those that can be applied in practical situations in a quite simple and straightforward manner. 相似文献
14.
Bar-Lev SK 《Lifetime data analysis》2004,10(3):293-308
Based on a Type 2 censored sample, we use the likelihood-based approach to draw likelihood inference on the shape parameter gamma of a two-parameter Weibull distribution. In particular, we derive the profile, conditional and marginal likelihoods of gamma. Numerical results along with some concluding remarks regarding the use of likelihood-based methods for inference are provided. 相似文献
15.
The Lomax (Pareto II) distribution has found wide application in a variety of fields. We analyze the second-order bias of the maximum likelihood estimators of its parameters for finite sample sizes, and show that this bias is positive. We derive an analytic bias correction which reduces the percentage bias of these estimators by one or two orders of magnitude, while simultaneously reducing relative mean squared error. Our simulations show that this performance is very similar to that of a parametric bootstrap correction based on a linear bias function. Three examples with actual data illustrate the application of our bias correction. 相似文献
16.
Stephen.J Trejo 《统计学通讯:理论与方法》2013,42(12):3539-3548
For logit models where the outcome variables are the proportions of individuals falling into each of three categories, this paper develops a data transformation through which GLS estimates can be obtained by running OLS on the transformed data. 相似文献
17.
Finkelstein MS 《Lifetime data analysis》2003,9(1):93-109
A probabilistic model of aging is considered. It is based on the assumption that a random resource, a stochastic process of aging (wear) and the corresponding anti-aging process are embedded at birth. A death occurs when the accumulated wear exceeds the initial random resource. It is assumed that the anti-aging process decreases wear in each increment. The impact of environment (lifestyle) is also taken into account. The corresponding relations for the observed and the conditional hazard rate (force of mortality) are obtained. Similar to some demographic models, the deceleration of mortality phenomenon is explained via the concept of frailty. Simple examples are considered. 相似文献
18.
STEFANO CABRAS WALTER RACUGNO MARÍA EUGENIA CASTELLANOS LAURA VENTURA 《Scandinavian Journal of Statistics》2012,39(2):236-247
Abstract. This paper deals with the issue of performing a default Bayesian analysis on the shape parameter of the skew‐normal distribution. Our approach is based on a suitable pseudo‐likelihood function and a matching prior distribution for this parameter, when location (or regression) and scale parameters are unknown. This approach is important for both theoretical and practical reasons. From a theoretical perspective, it is shown that the proposed matching prior is proper thus inducing a proper posterior distribution for the shape parameter, also when the likelihood is monotone. From the practical perspective, the proposed approach has the advantages of avoiding the elicitation on the nuisance parameters and the computation of multidimensional integrals. 相似文献
19.
Mathias Raschke 《统计学通讯:模拟与计算》2013,42(5):1013-1043
The tail Yt = Xt – u of a random sequence {Xt ∈ , t ∈ } with identically distributed Xt is approximated by the generalized Pareto distribution according to the extreme value theory, wherein Yt occurs in clusters because of the dependence in the random sequence. Nevertheless, the parameters of the generalized Pareto distribution are estimated by the same methods as in the case of independent and identically distributed Yt, provided that there is independence between the clusters of Yt. The estimation variances and confidence intervals can be estimated by the jackknife method. The approaches are theoretically discussed and verified by extensive numerical researches. 相似文献
20.
Gary Witt 《统计学通讯:理论与方法》2014,43(20):4265-4280
This article describes a generalization of the binomial distribution. The closed form probability function for the probability of k successes out of n correlated, exchangeable Bernoulli trials depends on the number of trials and its two parameters: the common success probability and the common correlation. The distribution is derived under the assumption that the common correlation between all pairs of Bernoulli trials remains unchanged conditional on successes in all completed trials. The distribution was developed to model bond defaults but may be suited to biostatistical applications involving clusters of binary data encountered in repeated measurements or toxicity studies of families of organisms. Maximum likelihood estimates for the parameters of the distribution are found for a set of binary data from a developmental toxicity study on litters of mice. 相似文献