M.C. Jones 《统计学通讯:理论与方法》2013,42(3):577-588

ABSTRACT

Elsewhere, I have promoted (univariate continuous) “transformation of scale” (ToS) distributions having densities of the form 2g(Π^?1(x)) where g is a symmetric distribution and Π is a transformation function with a special property. Here, I develop bivariate (readily multivariate) ToS distributions. Univariate ToS distributions have a transformation of random variable relationship with Azzalini-type skew-symmetric distributions; the bivariate ToS distribution here arises from marginal variable transformation of a particular form of bivariate skew-symmetric distribution. Examples are given, as are basic properties—unimodality, a covariance property, random variate generation—and connections with a bivariate inverse Gaussian distribution are pointed out.  相似文献   

    

Roohollah Roozegar  Ahad Jamalizadeh  Alireza Nematollahi 《统计学通讯:理论与方法》2013,42(3):722-738

ABSTRACT

In this article, we consider a (k + 1)n-dimensional elliptically contoured random vector (X^T₁, X₂^T, …, X^T_k, Z^T)^T = (X₁₁, …, X_1n, …, X_k1, …, X_kn, Z₁, …, Z_n)^T and derive the distribution of concomitant of multivariate order statistics arising from X₁, X₂, …, X_k. Specially, we derive a mixture representation for concomitant of bivariate order statistics. The joint distribution of the concomitant of bivariate order statistics is also obtained. Finally, the usefulness of our result is illustrated by a real-life data.  相似文献   

    

Aleksandar S. Nastić  Miroslav M. Ristić  Predrag M. Popović 《统计学通讯:理论与方法》2013,42(19):5660-5678

ABSTRACT

A bivariate integer-valued autoregressive time series model is presented. The model structure is based on binomial thinning. The unconditional and conditional first and second moments are considered. Correlation structure of marginal processes is shown to be analogous to the ARMA(2, 1) model. Some estimation methods such as the Yule–Walker and conditional least squares are considered and the asymptotic distributions of the obtained estimators are derived. Comparison between bivariate model with binomial thinning and bivariate model with negative binomial thinning is given.  相似文献   

    

Ismihan Bairamov  Samuel Kotz  Tomasz Kozubowski 《Statistics》2013,47(3):243-258

A new local dependence function based on regression concepts is introduced. This function can characterize the dependence structure of two random variables localized at the fixed point. Some properties of the local dependence function are given. Examples of important bivariate distributions are provided.  相似文献   

    

Antonio F. B. Costa  Marcela A. G. Machado 《统计学通讯:模拟与计算》2013,42(7):1453-1465

In this article we consider a control chart based on the sample variances of two quality characteristics. The points plotted on the chart correspond to the maximum value of these two statistics. The main reason to consider the proposed chart instead of the generalized variance | S | chart is its better diagnostic feature, that is, with the new chart it is easier to relate an out-of-control signal to the variables whose parameters have moved away from their in-control values. We study the control chart efficiency considering different shifts in the covariance matrix. In this way, we obtain the average run length (ARL) that measures the effectiveness of a control chart in detecting process shifts. The proposed chart always detects process disturbances faster than the generalized variance | S | chart. The same is observed when the size of the samples is variable, except in a few cases in which the size of the samples switches between small size and very large size.  相似文献   

    

Michael W. Sill  Allan R. Sampson 《统计学通讯:理论与方法》2013,42(4):801-813

A useful parameterization of the exponential failure model with imperfect signalling, under random censoring scheme, is considered to accommodate covariates. Simple sufficient conditions for the existence, uniqueness, consistency, and asymptotic normality of maximum likelihood estimators for the parameters in these models are given. The results are then applied to derive the asymptotic properties of the likelihood ratio test for a difference between failure signalling proportions between groups in a ‘one-way’ classification.  相似文献   

    

Artur J. Lemonte 《Statistics》2013,47(6):1249-1265

The class of generalized linear models with dispersion covariates, which allows us to jointly model the mean and dispersion parameters, is a natural extension to the classical generalized linear models. In this paper, we derive the asymptotic expansions under a sequence of Pitman alternatives (up to order n ^?1/2) for the nonnull distribution functions of the likelihood ratio, Wald, Rao score and gradient statistics in this class of models. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing a subset of dispersion parameters. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, we consider Monte Carlo simulations in order to compare the finite-sample performance of these tests in this class of models. We present two empirical applications to two real data sets for illustrative purposes.  相似文献   

    

P. G. Sankaran  V. N. Sreeja 《统计学通讯:理论与方法》2013,42(8):1627-1641

Multivariate failure time data also referred to as correlated or clustered failure time data, often arise in survival studies when each study subject may experience multiple events. Statistical analysis of such data needs to account for intracluster dependence. In this article, we consider a bivariate proportional hazards model using vector hazard rate, in which the covariates under study have different effect on two components of the vector hazard rate function. Estimation of the parameters as well as base line hazard function are discussed. Properties of the estimators are investigated. We illustrated the method using two real life data. A simulation study is reported to assess the performance of the estimator.  相似文献   

    

H. V. Kulkarni  B. B. Patkure 《统计学通讯:理论与方法》2013,42(13):2339-2349

Raja Rao et al. (1993 Raja Rao , B. , Damaraju , C. V. , Alhumoud , J. M. ( 1993 ). Setting the clock back to zero property of a class of bivariate life distributions . Commun. Statist. Theor. Meth. 22 ( 7 ): 2067 – 2080 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) introduced the bivariate setting the clock back to zero property. A new variant of this property is introduced that is appropriate for analysing a broader area of practical situations. Some distributions possessing the proposed property are presented. Applications of this property for simplifying the computation of the bivariate mean residual life function and the bivariate percentile residual life function are studied. The relation between the proposed property with the one studied by Raja Rao and Talwalker (1990 Raja Rao , B. , Talwalker , S. (1990). Setting the clock back to zero property of a family of life distributions. J. Statist. Plann. Infer. 24:347–352. [Google Scholar]) and the bivariate lack of memory property is studied.  相似文献   

    

Odile Pons 《统计学通讯:理论与方法》2013,42(14):2527-2542

  相似文献