Moments of order statistics from parabolic and skewed distributions and a characterization of weibull distribution

In this paper the single and product moments of order statistics from doubly truncated parabolic and skewed distributions have been obtained. Also the Weibull distribution has been characterized through the properties of order statistics.     

The performance of multivariate CUSUM control charts with estimated parameters

In this paper, we study the effect of estimating the vector of means and the variance–covariance matrix on the performance of two of the most widely used multivariate cumulative sum (CUSUM) control charts, the MCUSUM chart proposed by Crosier [Multivariate generalizations of cumulative sum quality-control schemes, Technometrics 30 (1988), pp. 291–303] and the MC1 chart proposed by Pignatiello and Runger [Comparisons of multivariate CUSUM charts, J. Qual. Technol. 22 (1990), pp. 173–186]. Using simulation, we investigate and compare the in-control and out-of-control performances of the competing charts in terms of the average run length measure. The in-control and out-of-control performances of the competing charts deteriorate significantly if the estimated parameters are used with control limits intended for known parameters, especially when only a few Phase I samples are used to estimate the parameters. We recommend the use of the MC1 chart over that of the MCUSUM chart if the parameters are estimated from a small number of Phase I samples.     

Hierarchical Bayes estimation of spatial statistics for rates

The U.S. Bureau of Labour Statistics publishes monthly unemployment rate estimates for its 50 states, the District of Columbia, and all counties, under Current Population Survey. However, the unemployment rate estimates for some states are unreliable due to low sample sizes in these states. Datta et al. (1999) proposed a hierarchical Bayes (HB) method using a time series generalization of a widely used cross-sectional model in small-area estimation. However, the geographical variation is also likely to be important. To have an efficient model, a comprehensive mixed normal model that accounts for the spatial and temporal effects is considered. A HB approach using Markov chain Monte Carlo is used for the analysis of the U.S. state-level unemployment rate estimates for January 2004-December 2007. The sensitivity of such type of analysis to prior assumptions in the Gaussian context is also studied.     

A traffic congestion analysis by user equilibrium and system optimum with incomplete information

Journal of Combinatorial Optimization - Nowadays, the rapid development of intelligent navigation systems has profound impacts on the routing of traffic users. With the assistance of these...     

Pseudo-empirical Bayes estimation of small area means under a nested error linear regression model with functional measurement errors

Small area estimation is studied under a nested error linear regression model with area level covariate subject to measurement error. Ghosh and Sinha (2007) obtained a pseudo-Bayes (PB) predictor of a small area mean and a corresponding pseudo-empirical Bayes (PEB) predictor, using the sample means of the observed covariate values to estimate the true covariate values. In this paper, we first derive an efficient PB predictor by using all the available data to estimate true covariate values. We then obtain a corresponding PEB predictor and show that it is asymptotically “optimal”. In addition, we employ a jackknife method to estimate the mean squared prediction error (MSPE) of the PEB predictor. Finally, we report the results of a simulation study on the performance of our PEB predictor and associated jackknife MSPE estimator. Our results show that the proposed PEB predictor can lead to significant gain in efficiency over the previously proposed PEB predictor. Area level models are also studied.     

A BAYESIAN INTERPRETATION OF MULTIPLE POINT ESTIMATES

Consider a large number of econometric investigations using different estimation techniques and/or different subsets of all available data to estimate a fixed set of parameters. The resulting empirical distribution of point estimates can be shown - under suitable conditions - to coincide with a Bayesian posterior measure on the parameter space induced by a minimum information procedure. This Bayesian interpretation makes it easier to combine the results of various empirical exercises for statistical decision making. The collection of estimators may be generated by one investigator to ensure the satisfaction of our conditions, or they may be collected from published works, where behavioral assumptions need to be made regarding the dependence structure of econometric studies.     

Copula-based predictions in small area estimation

Unit-level regression models are commonly used in small area estimation (SAE) to obtain an empirical best linear unbiased prediction of small area characteristics. The underlying assumptions of these models, however, may be unrealistic in some applications. Previous work developed a copula-based SAE model where the empirical Kendall's tau was used to estimate the dependence between two units from the same area. In this article, we propose a likelihood framework to estimate the intra-class dependence of the multivariate exchangeable copula for the empirical best unbiased prediction (EBUP) of small area means. One appeal of the proposed approach lies in its accommodation of both parametric and semi-parametric estimation approaches. Under each estimation method, we further propose a bootstrap approach to obtain a nearly unbiased estimator of the mean squared prediction error of the EBUP of small area means. The performance of the proposed methods is evaluated through simulation studies and also by a real data application.     

Cultural values as determinants of executive attitudes on decision making: An empirical evaluation

This article presents an empirical, cross-cultural investigation of executive attitudes on decision making, risk taking, and executive courage. Twenty-nine Arab and 40 American executives participated in this study. Six hypotheses were tested, with the results showing significant differences between managers from the two business cultures. Recommendations and directions for future research are provided.     

Developing alliances between U.S. and Portuguese executives: The impact of executive courage

This study represents an effort to gain insights into the differences between U.S. and Portuguese executives with regard to their attitudes toward the role of executive courage in the business organization. Eighty Portuguese and 40 American executives participated in the study. Four research questions were formulated and investigated. Results show that the two groups of executives tended to be more similar than different. However, some statistically significant differences between the two samples were detected. Portuguese organizations exhibited significantly more control over the actions of their executives and rewarded efficiency rather than effectiveness, when compared to American business organizations. Implications for strategic alliances between Portuguese and American executives are discussed and recommendations for future research are provided.     

Sudanese emigration to Saudi Arabia

A review of migration from Sudan to Saudi Arabia between 1970 and 1980 is presented. The data are from official Sudanese sources and from interviews conducted by the author in 1981 and 1982. Consideration is given to the occupational and age structure of the migrants. Questions related to remittances from migrants are also discussed. (summary in FRE, SPA)