共查询到20条相似文献,搜索用时 522 毫秒
1.
The probability matching prior for linear functions of Poisson parameters is derived. A comparison is made between the confidence intervals obtained by Stamey and Hamilton (2006), and the intervals derived by us when using the Jeffreys’ and probability matching priors. The intervals obtained from the Jeffreys’ prior are in some cases fiducial intervals (Krishnamoorthy and Lee, 2010). A weighted Monte Carlo method is used for the probability matching prior. The power and size of the test, using Bayesian methods, is compared to tests used by Krishnamoorthy and Thomson (2004). The Jeffreys’, probability matching and two other priors are used. 相似文献
2.
Amir T. Payandeh Najafabadi Fatemeh Atatalab Maryam Omidi Najafabadi 《统计学通讯:理论与方法》2017,46(1):415-426
Credibility formula has been developed in many fields of actuarial sciences. Based upon Payandeh (2010), this article extends concept of credibility formula to relatively premium of a given rate-making system. More precisely, it calculates Payandeh’s (2010) credibility factor for zero-inflated Poisson gamma distributions with respect to several loss functions. A comparison study has been given. 相似文献
3.
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
4.
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
5.
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
6.
In this article, we derive a new generalized geometric distribution through a weight function, which can also be viewed as a discrete analog of weighted exponential distribution introduced by Gupta and Kundu (2009). We derive some distributional properties like moments, generating functions, hazard function, and infinite divisibility followed by different estimation methods to estimate the parameters. New characterizations of the geometric distribution are presented using the proposed generalized geometric distribution. The superiority of the proposed distribution to other competing models is demonstrated with the help of two real count datasets. 相似文献
7.
Pao-Sheng Shen 《统计学通讯:理论与方法》2017,46(4):1916-1926
The complication in analyzing tumor data is that the tumors detected in a screening program tend to be slowly progressive tumors, which is the so-called left-truncated sampling that is inherent in screening studies. Under the assumption that all subjects have the same tumor growth function, Ghosh (2008) developed estimation procedures for the Cox proportional hazards model. Shen (2011a) demonstrated that Ghosh (2008)'s approach can be extended to the case when each subject has a specific growth function. In this article, under linear transformation model, we present a general framework to the analysis of data from cancer screening studies. We developed estimation procedures under linear transformation model, which includes Cox's model as a special case. A simulation study is conducted to demonstrate the potential usefulness of the proposed estimators. 相似文献
8.
Qing Wang 《统计学通讯:理论与方法》2017,46(17):8387-8400
This article considers the problem of variance estimation of a U-statistic. Following the proposal of a linearly extrapolated variance estimator in Wang and Chen (2015), we consider a second-order extrapolation technique and devise a variance estimator that is nearly second-order unbiased. Simulation studies confirm that the second-order extrapolated variance estimator has smaller bias than the linearly extrapolated variance estimator and the jackknife variance estimator across a wide selection of distributions. In addition, the proposal also yields a smaller mean squared error than its counterparts. In the end, we discuss the advantages of the proposed variance estimator in regression analysis and model selection. 相似文献
9.
Steven G. From 《统计学通讯:理论与方法》2017,46(3):1202-1217
It is demonstrated that the confidence intervals (CIs) for the probability of eventual extinction and other parameters of a Galton–Watson branching process based upon the maximum likelihood estimators can often have substantially lower coverage when compared to the desired nominal confidence coefficient, especially in small, more realistic sample sizes. The same conclusion holds for the traditional bootstrap CIs. We propose several adjustments to these CIs, which greatly improves coverage in most cases. We also make a correction in an asymptotic variance formula given in Stigler (1971). The focus here is on implementation of the CIs which have good coverage, in a wide variety of cases. We also consider expected CI lengths. Some recommendations are made. 相似文献
10.
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
11.
In this article, we discuss the method of linear kernel quantile estimator proposed by Parzen (1979). We establish a Bahadur representation in sense of almost surely convergence with the rate log? αn under the case of S-mixing random variable sequence which was proposed by Berkes (2009). We also obtain the strong consistence of this estimator and its convergence rate. 相似文献
12.
13.
Housila P. Singh 《统计学通讯:理论与方法》2017,46(24):12059-12074
The present paper suggests an interesting and useful ramification of the unrelated randomized response model due to Pal and Singh (2012) [A new unrelated question randomized response model. Statistics 46 (1), 99–109] that can be used for any sampling scheme. We have shown theoretically and numerically that the proposed model is more efficient than Pal and Singh (2012) model. 相似文献
14.
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
15.
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
16.
Qunying Wu 《统计学通讯:理论与方法》2017,46(8):3667-3675
Let X1, X2, … be a sequence of stationary standardized Gaussian random fields. The almost sure limit theorem for the maxima of stationary Gaussian random fields is established. Our results extend and improve the results in Csáki and Gonchigdanzan (2002) and Choi (2010). 相似文献
17.
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
18.
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
19.
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
20.
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