Jackknife variances and confidence intervals of the Mantel-Haenszel estimator

In the situation of stratified 2×2 tables, consitency of two different jackknife variances of the Mantel-Haenszel estimator is discussed in the case of increasing sample sizes, but a fixed number of strata. Different principles for constructing confidence limits for the common odds ratio are investigated from a theoretical point of view with regard to the position and the length of the resulting intervals. Monte Carlo experiments compare the finite sample performance of the consistent jackknife variance with that of other noniterative variance estimators. In addition, the properties of these variance estimators are investigated when used for confidence interval estimation.     

Estimation of odds ratios under order restrictions

A new method for estimating a set of odds ratios under an order restriction based on estimating equations is proposed. The method is applied to those of the conditional maximum likelihood estimators and the Mantel-Haenszel estimators. The estimators derived from the conditional likelihood estimating equations are shown to maximize the conditional likelihoods. It is also seen that the restricted estimators converge almost surely to the respective odds ratios when the respective sample sizes become large regularly. The restricted estimators are compared with the unrestricted maximum likelihood estimators by a Monte Carlo simulation. The simulation studies show that the restricted estimates improve the mean squared errors remarkably, while the Mantel-Haenszel type estimates are competitive with the conditional maximum likelihood estimates, being slightly worse.     

On mantel-haenszel type estimators in simple nested case-control studies

We are concerned with nested case-control studies in this article. For proportional hazards model, a class of over-all estimators of hazard ratios is presented when simple samples are drawn from risk sets. These estimators have the form of the Mantel-Haenszel estimator of odds ratio, and are consistent not only for large strata, but also for sparse data. Consistent estimators of the variances of the proposed hazard ratio estimators are also developed. An example is given to illustrate the proposed estimators.     

Homogeneity of variances in normal linear regression with a change point

Two methods for testing the equality of variances in straight lines regression with a change point are considered. One is likelihood ratio test and the other is Bayesian confidence interval, based on the highest posterior density for the ratio of variances, using non-informative priors. Methods are applied to the renal transplant data analyzed by Smith and Cook(1980) and Stephens(1994).     

Reliability analysis of multicomponent stress–strength reliability from a bathtub-shaped distribution

In this paper, inference for a multicomponent stress–strength model is studied. When latent strength and stress random variables follow a bathtub-shaped distribution and the failure times are Type-II censored, the maximum likelihood estimate of the multicomponent stress–strength reliability (MSR) is established when there are common strength and stress parameters. Approximate confidence interval is also constructed by using the asymptotic distribution theory and delta method. Furthermore, another alternative generalized point and confidence interval estimators for the MSR are constructed based on pivotal quantities. Moreover, the likelihood and the pivotal quantities-based estimates for the MSR are also provided under unequal strength and stress parameter case. To compare the equivalence of the stress and strength parameters, the likelihood ratio test for hypothesis of interest is also provided. Finally, simulation studies and a real data example are given for illustration.     

Methods improving the estimate of diagnostic odds ratio

Diagnostic odds ratio is defined as the ratio of the odds of the positivity of a diagnostic test results in the diseased population relative to that in the non-diseased population. It is a function of sensitivity and specificity, which can be seen as an indicator of the diagnostic accuracy for the evaluation of a biomarker/test. The naïve estimator of diagnostic odds ratio fails when either sensitivity or specificity is close to one, which leads the denominator of diagnostic odds ratio equal to zero. We propose several methods to adjust for such situation. Agresti and Coull’s adjustment is a common and straightforward way for extreme binomial proportions. Alternatively, estimation methods based on a more advanced sampling design can be applied, which systematically selects samples from underlying population based on judgment ranks. Under such design, the odds can be estimated by the sum of indicator functions and thus avoid the situation of dividing by zero and provide a valid estimation. The asymptotic mean and variance of the proposed estimators are derived. All methods are readily applied for the confidence interval estimation and hypothesis testing for diagnostic odds ratio. A simulation study is conducted to compare the efficiency of the proposed methods. Finally, the proposed methods are illustrated using a real dataset.     

Reducing Bias and Mean Squared Error Associated With Regression-Based Odds Ratio Estimators

Ratio estimators of effect are ordinarily obtained by exponentiating maximum-likelihood estimators (MLEs) of log-linear or logistic regression coefficients. These estimators can display marked positive finite-sample bias, however. We propose a simple correction that removes a substantial portion of the bias due to exponentiation. By combining this correction with bias correction on the log scale, we demonstrate that one achieves complete removal of second-order bias in odds ratio estimators in important special cases. We show how this approach extends to address bias in odds or risk ratio estimators in many common regression settings. We also propose a class of estimators that provide reduced mean bias and squared error, while allowing the investigator to control the risk of underestimating the true ratio parameter. We present simulation studies in which the proposed estimators are shown to exhibit considerable reduction in bias, variance, and mean squared error compared to MLEs. Bootstrapping provides further improvement, including narrower confidence intervals without sacrificing coverage.     

Nonparametric Bayes factors based on empirical likelihood ratios

Bayes methodology provides posterior distribution functions based on parametric likelihoods adjusted for prior distributions. A distribution-free alternative to the parametric likelihood is use of empirical likelihood (EL) techniques, well known in the context of nonparametric testing of statistical hypotheses. Empirical likelihoods have been shown to exhibit many of the properties of conventional parametric likelihoods. In this paper, we propose and examine Bayes factors (BF) methods that are derived via the EL ratio approach. Following Kass and Wasserman (1995), we consider Bayes factors type decision rules in the context of standard statistical testing techniques. We show that the asymptotic properties of the proposed procedure are similar to the classical BF's asymptotic operating characteristics. Although we focus on hypothesis testing, the proposed approach also yields confidence interval estimators of unknown parameters. Monte Carlo simulations were conducted to evaluate the theoretical results as well as to demonstrate the power of the proposed test.     

Estimation of the two-parameter bathtub-shaped lifetime distribution with progressive censoring

In this paper, we investigate the estimation problem concerning a progressively type-II censored sample from the two-parameter bathtub-shaped lifetime distribution. We use the maximum likelihood method to obtain the point estimators of the parameters. We also provide a method for constructing an exact confidence interval and an exact joint confidence region for the parameters. Two numerical examples are presented to illustrate the method of inference developed here. Finally, Monte Carlo simulation studies are used to assess the performance of our proposed method.     

Notes on Interval Estimation of Odds Ratio in Matched Pairs under Stratified Sampling

We develop four asymptotic interval estimators and one exact interval estimator for the odds ratio (OR) under stratified random sampling with matched pairs. We apply Monte Carlo simulation to evaluate the performance of these five interval estimators. We note that the conditional score test-based interval estimator with a monotonic transformation and the interval estimator based on the Mantel–Haenszel (MH) type point estimator with the logarithmic transformation are generally preferable to the others considered here. We also note that the conditional exact confidence interval can be of use when the total number of matched pairs with discordant responses is small.     

Convergence of posterior odds

The problem of approximating an interval null or imprecise hypothesis test by a point null or precise hypothesis test under a Bayesian framework is considered. In the literature, some of the methods for solving this problem have used the Bayes factor for testing a point null and justified it as an approximation to the interval null. However, many authors recommend evaluating tests through the posterior odds, a Bayesian measure of evidence against the null hypothesis. It is of interest then to determine whether similar results hold when using the posterior odds as the primary measure of evidence. For the prior distributions under which the approximation holds with respect to the Bayes factor, it is shown that the posterior odds for testing the point null hypothesis does not approximate the posterior odds for testing the interval null hypothesis. In fact, in order to obtain convergence of the posterior odds, a number of restrictive conditions need to be placed on the prior structure. Furthermore, under a non-symmetrical prior setup, neither the Bayes factor nor the posterior odds for testing the imprecise hypothesis converges to the Bayes factor or posterior odds respectively for testing the precise hypothesis. To rectify this dilemma, it is shown that constraints need to be placed on the priors. In both situations, the class of priors constructed to ensure convergence of the posterior odds are not practically useful, thus questioning, from a Bayesian perspective, the appropriateness of point null testing in a problem better represented by an interval null. The theories developed are also applied to an epidemiological data set from White et al. (Can. Veterinary J. 30 (1989) 147–149.) in order to illustrate and study priors for which the point null hypothesis test approximates the interval null hypothesis test. AMS Classification: Primary 62F15; Secondary 62A15     

Reliability of stress–strength model for exponentiated Pareto distributions

In this paper, the reliability of a system is discussed when the strength of the system and the stress imposed on it are independent, non-identical exponentiated Pareto distributed random variables. Different point estimations and interval estimations are proposed. The point estimators obtained are maximum likelihood, uniformly minimum variance unbiased and Bayesian estimators. The interval estimations obtained are approximate, exact, bootstrap-p and bootstrap-t confidence intervals and Bayesian credible interval. Different methods and the corresponding confidence intervals are compared using Monte-carlo simulations.     

Inference on constant stress accelerated life tests for log-location-scale lifetime distributions with type-I hybrid censoring

In this paper, we consider a constant stress accelerated life test terminated by a hybrid Type-I censoring at the first stress level. The model is based on a general log-location-scale lifetime distribution with mean life being a linear function of stress and with constant scale. We obtain the maximum likelihood estimators (MLE) and the approximate maximum likelihood estimators (AMLE) of the model parameters. Approximate confidence intervals, likelihood ratio tests and two bootstrap methods are used to construct confidence intervals for the unknown parameters of the Weibull and lognormal distributions using the MLEs. Finally, a simulation study and two illustrative examples are provided to demonstrate the performance of the developed inferential methods.     

Estimation and prediction of Marshall–Olkin extended exponential distribution under progressively type-II censored data

In this paper, we consider Marshall–Olkin extended exponential (MOEE) distribution which is capable of modelling various shapes of failure rates and aging criteria. The purpose of this paper is three fold. First, we derive the maximum likelihood estimators of the unknown parameters and the observed the Fisher information matrix from progressively type-II censored data. Next, the Bayes estimates are evaluated by applying Lindley’s approximation method and Markov Chain Monte Carlo method under the squared error loss function. We have performed a simulation study in order to compare the proposed Bayes estimators with the maximum likelihood estimators. We also compute 95% asymptotic confidence interval and symmetric credible interval along with the coverage probability. Third, we consider one-sample and two-sample prediction problems based on the observed sample and provide appropriate predictive intervals under classical as well as Bayesian framework. Finally, we analyse a real data set to illustrate the results derived.     

A comparison of estimators of the degree of insect control

The current estimator of the degree of insect control by an insecticide in a field experiment laid out in randomized blocks is equal to one minus the cross-product ratio of a two way table of total insect counts over blocks. Since much work has been done on estimation of the common odds ratio of a number of strata in medical studies, a series of Monte Carlo studies was performed to investigate the possible use of these estimators and their standard errors in estimating the common degree of inject control of a number of blocks. Maximum likelihood, Mantel-Haenszel, and empirical logit estimators were evaluated and compared with back-transformed means over blocks, of cross-product ratios on the arithmetic, logarithmic, and arcsine scales. Maximum likelihood and Mantel-Haenszel estimators had the smallest mean squared errors, but their standard error estimates were only appropriate when sampling distributions were approximately Poisson and there was little heterogeneity among plots within blocks in the natural rates of population change.     

Likelihood-based confidence limits for the common odds ratio

In this paper we derive two likelihood-based procedures for the construction of confidence limits for the common odds ratio in K 2 × 2 contingency tables. We then conduct a simulation study to compare these procedures with a recently proposed procedure by Sato (Biometrics 46 (1990) 71–79), based on the asymptotic distribution of the Mantel-Haenszel estimate of the common odds ratio. We consider the situation in which the number of strata remains fixed (finite), but the sample sizes within each stratum are large. Bartlett's score procedure based on the conditional likelihood is found to be almost identical, in terms of coverage probabilities and average coverage lengths, to the procedure recommended by Sato, although the score procedure has some edge, in some instances, in terms of average coverage lengths. So, for ‘fixed strata and large sample’ situation Bartlett's score procedure can be considered as an alternative to the procedure proposed by Sato, based on the asymptotic distribution of the Mantel-Haenszel estimator of the common odds ratio.     

A new extended generalized Gompertz distribution with statistical properties and simulations

Abstract

Statistical distributions are very useful in describing and predicting real world phenomena. In many applied areas there is a clear need for the extended forms of the well-known distributions. Generally, the new distributions are more flexible to model real data that present a high degree of skewness and kurtosis. The choice of the best-suited statistical distribution for modeling data is very important.

In this article, we proposed an extended generalized Gompertz (EGGo) family of EGGo. Certain statistical properties of EGGo family including distribution shapes, hazard function, skewness, limit behavior, moments and order statistics are discussed. The flexibility of this family is assessed by its application to real data sets and comparison with other competing distributions. The maximum likelihood equations for estimating the parameters based on real data are given. The performances of the estimators such as maximum likelihood estimators, least squares estimators, weighted least squares estimators, Cramer-von-Mises estimators, Anderson-Darling estimators and right tailed Anderson-Darling estimators are discussed. The likelihood ratio test is derived to illustrate that the EGGo distribution is better than other nested models in fitting data set or not. We use R software for simulation in order to perform applications and test the validity of this model.     

Asymptotic distributions of some test statistics for a linear functional relationship

We consider the testing problems of the structural parameters for the multivariate linear functional relationship model. We treat the likelihood ratio test statistics and the test statistics based on the asymptotic distributions of the maximum likelihood estimators. We derive their asymptotic distributions under each null hypothesis respectively. A simulation study is made to evaluate how we can trust our asymptotic results when the sample size is rather small.     

Estimation from k independent randomly truncated samples: application to neutrino energies

We investigate estimation and testing procedures for the k-sample problem where each of the populations is subject to random truncation by possibly different but known truncation functions. Particular attention is focused on the two sample case which is motivated from the following important application. Neutrinos were detected from Supernova 1987A at two sites: the 1MB detector in Ohio (eight neutrinos observed) and the Kamiokande II detector in Japan (twelve observed). Each detector has different "trigger efficiencies", the chance of observing the flash of light produced by the neutrino knocking an electron loose from an atom. Thus, we have two independent samples of randomly truncated data. We assume a normal model for some power transformation of the data with the same power for each sample. We estimate the parameters of this distribution by maximum likelihood and find confidence regions for the parameters. A Monte Carlo study investigates the properties of the maximum likelihood estimators for this eutrino example.The simulations Show that approximate likelihood-based confidence regions provide coverages much closer to the nominal level than the regions based on asymptotic normal-theory.     

Likelihood inference for a step-stress partially accelerated life test model with Type-I progressively hybrid censored data from Weibull distribution

Recently, progressively hybrid censoring schemes have become quite popular in life testing and reliability studies. In this article, the point and interval maximum-likelihood estimations of Weibull distribution parameters and the acceleration factor are considered. The estimation process is performed under Type-I progressively hybrid censored data for a step-stress partially accelerated test model. The biases and mean square errors of the maximum-likelihood estimators are computed to assess their performances in the presence of censoring developed in this article through a Monte Carlo simulation study.