Selection of cost-optimal 2k−p fractional factorials

Selecting an optimal 2^k?pfractional factorial is structured as a mathematical programming problem. An algorithm is defined for the solution, and the case of additive costs is shown to have a known solution for resolution III designs.     

The computational aspects of multiple attribute sampling procedures

One method of controlling the quality of incoming lots is through attribute sampling. To simultaneously control several (possibly dependent) attributes, properly chosen single attribute sampling plans can be merged into a multiple attribute sampling plan. The general form of such a plan is given and various alternatives are discussed. The multinomial distribution is used to develop formulae necessary for an analysis of a multiple attribute plan. Due to the lengthy nature of the calculations involved, a computer algorithm is outlined.     

Simulation of the p-generalized Gaussian distribution

In this paper, we introduce the p-generalized polar methods for the simulation of the p-generalized Gaussian distribution. On the basis of geometric measure representations, the well-known Box–Muller method and the Marsaglia–Bray rejecting polar method for the simulation of the Gaussian distribution are generalized to simulate the p-generalized Gaussian distribution, which fits much more flexibly to data than the Gaussian distribution and has already been applied in various fields of modern sciences. To prove the correctness of the p-generalized polar methods, we give stochastic representations, and to demonstrate their adequacy, we perform a comparison of six simulation techniques w.r.t. the goodness of fit and the complexity. The competing methods include adapted general methods and another special method. Furthermore, we prove stochastic representations for all the adapted methods.     

An EM algorithm for the estimation of parameters of bivariate generalized exponential distribution under random left censoring

In this paper, we consider the four-parameter bivariate generalized exponential distribution proposed by Kundu and Gupta [Bivariate generalized exponential distribution, J. Multivariate Anal. 100 (2009), pp. 581–593] and propose an expectation–maximization algorithm to find the maximum-likelihood estimators of the four parameters under random left censoring. A numerical experiment is carried out to discuss the properties of the estimators obtained iteratively.     

A Method of Finding Predictor Genes for a Particular Disease Using a Clustering Algorithm

Clustering Algorithms are nowadays really important tools in microarray data analysis. The different clustering algorithm generally used in biological science does not take into consideration the underlying probability distribution of the data. In this sense, they are heuristic in nature. In this work we proposed a clustering algorithm based on EM Algorithm. It gives 28% less misclassification than the K-means algorithm (which is mostly use in Bio science). We have also shown on a real data set that this algorithm can be efficiently used for detecting the genes which are responsible for a particular disease.     

Mixture of Bivariate Exponential Distributions

The exponential distribution is one of the most used type of distribution because of its importance in many lifetime applications and its properties. So is its bivariate form. Simply used, there can be limitations specially for the heterogeneous type population. Its mixture form adds a lot of characters and desirable properties. We propose a mixture of bivariate exponential distribution, study properties of the associated parameters and predict the elements of the mixture. We include the presence of covariate information through a linear relationship, capturing the now famous idea by Marshall and Olkin.     

Uniform Design for Experiments with Mixtures

The goal of uniform mixture design is to scatter the design points in the experimental region uniformly. The commonly used criteria, such as mean square distance, are based on the Euclidean distance. Based on the Lee distance, a new criterion is proposed in this article. And an algorithm, called NTLBG, is also proposed to refine the randomly generated design for the experimental design with mixtures. Some examples show that the design generated by the NTLBG algorithm has a lower criteria value.     

Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs

We consider Bayesian analysis of threshold autoregressive moving average model with exogenous inputs (TARMAX). In order to obtain the desired marginal posterior distributions of all parameters including the threshold value of the two-regime TARMAX model, we use two different Markov chain Monte Carlo (MCMC) methods to apply Gibbs sampler with Metropolis-Hastings algorithm. The first one is used to obtain iterative least squares estimates of the parameters. The second one includes two MCMC stages for estimate the desired marginal posterior distributions and the parameters. Simulation experiments and a real data example show support to our approaches.     

Kernel Density-Based Linear Regression Estimate

For linear regression models with non normally distributed errors, the least squares estimate (LSE) will lose some efficiency compared to the maximum likelihood estimate (MLE). In this article, we propose a kernel density-based regression estimate (KDRE) that is adaptive to the unknown error distribution. The key idea is to approximate the likelihood function by using a nonparametric kernel density estimate of the error density based on some initial parameter estimate. The proposed estimate is shown to be asymptotically as efficient as the oracle MLE which assumes the error density were known. In addition, we propose an EM type algorithm to maximize the estimated likelihood function and show that the KDRE can be considered as an iterated weighted least squares estimate, which provides us some insights on the adaptiveness of KDRE to the unknown error distribution. Our Monte Carlo simulation studies show that, while comparable to the traditional LSE for normal errors, the proposed estimation procedure can have substantial efficiency gain for non normal errors. Moreover, the efficiency gain can be achieved even for a small sample size.     

The Poisson-conjugate Lindley mixture distribution

ABSTRACT

A new discrete distribution that depends on two parameters is introduced in this article. From this new distribution the geometric distribution is obtained as a special case. After analyzing some of its properties such as moments and unimodality, recurrences for the probability mass function and differential equations for its probability generating function are derived. In addition to this, parameters are estimated by maximum likelihood estimation numerically maximizing the log-likelihood function. Expected frequencies are calculated for different sets of data to prove the versatility of this discrete model.