Estimation for exponential distribution based on competing risk middle censored data

Abstract

For a general censoring scheme called “middle censoring” scheme which was proposed by Jammalamadaka and Mangalam (2003 Jammalamadaka, S.R., Mangalam, V. (2003). Nonparametric estimation for middle censored data. J. Nonparametric Statist. 15:253–265.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) in nonparametric set up. In this article, point and interval estimation problems are considered for the exponential distribution when the failure data is middle censored with two independent competing failure risks. Different methods are introduced to estimate the unknown model parameters such as maximum likelihood estimation, midpoint approximation, equivalent quantities estimation. The Bayesian estimation is also considered with gamma priors. Two numerical examples are analyzed to show the performance of the proposed methods.     

Comment: A Bayesian Approach to the Nonresponse Problem,Using Covariates à la Freedman

We propose a flexible method to approximate the subjective cumulative distribution function of an economic agent about the future realization of a continuous random variable. The method can closely approximate a wide variety of distributions while maintaining weak assumptions on the shape of distribution functions. We show how moments and quantiles of general functions of the random variable can be computed analytically and/or numerically. We illustrate the method by revisiting the determinants of income expectations in the United States. A Monte Carlo analysis suggests that a quantile-based flexible approach can be used to successfully deal with censoring and possible rounding levels present in the data. Finally, our analysis suggests that the performance of our flexible approach matches that of a correctly specified parametric approach and is clearly better than that of a misspecified parametric approach.     

Probabilistic graph-coloring in bipartite and split graphs

We revisit in this paper the stochastic model for minimum graph-coloring introduced in (Murat and Paschos in Discrete Appl. Math. 154:564–586, 2006), and study the underlying combinatorial optimization problem (called probabilistic coloring) in bipartite and split graphs. We show that the obvious 2-coloring of any connected bipartite graph achieves standard-approximation ratio 2, that when vertex-probabilities are constant probabilistic coloring is polynomial and, finally, we propose a polynomial algorithm achieving standard-approximation ratio 8/7. We also handle the case of split graphs. We show that probabilistic coloring is NP-hard, even under identical vertex-probabilities, that it is approximable by a polynomial time standard-approximation schema but existence of a fully a polynomial time standard-approximation schema is impossible, even for identical vertex-probabilities, unless P=NP. We finally study differential-approximation of probabilistic coloring in both bipartite and split graphs. Part of this research has been performed while the second author was with the LAMSADE on a research position funded by the CNRS.     

热电偶温度电势特性二次回归拟合的计算机处理

本文提出了一种应用计算机对热电偶传输特性进行二次回归拟合的方法。该法以标准热电偶传输特性的高次方程为基础,用户根据所选用热电偶的实际工作温度范围与允许误差,应用本文所介绍的处理方法及程序使可获得一组能满足给定精度要求的热电偶二次回归拟合方程,且这组方程的数自为最少。     

A PTAS for a disc covering problem using width-bounded separators

In this paper, we study the following disc covering problem: Given a set of discs of various radii on the plane and centers on the grid points, find a subset of discs to maximize the area covered by exactly one disc. This problem originates from the application in digital halftoning, with the best known approximation factor being 5.83 (Asano et al., 2004). We show that if their radii are between two positive constants, then there exists a polynomial time approximation scheme. Our techniques are based on the width-bounded geometric separator recently developed in Fu and Wang (2004), Fu (2006). This research is supported by Louisiana Board of Regents fund under contract number LEQSF(2004-07)-RD-A-35.     

Potent Places in Central Vietnam: ‘Everything that Comes Out of the Earth is Cham’

Set apart from the so-called ‘Hinduisation’ process, the Cham country is characterised by the presence of many sites or shrines dedicated to local deities. This paper—based on the analysis of archaeological and anthropological evidence—aims to identify these cults, to clarify the associated practices and to demonstrate how the local cults map out the entire local geography. Moreover, in central Vietnam, it is possible to precisely examine ‘potent places’ in order to achieve a better understanding of the local cults and the persistence of those cults from antiquity to the present. In ancient times, each local deity was connected to a political power, which ‘exhaled’ it and, at the same time, put a mark on the territory. The diversity of potent places allows a better understanding of puzzling territories. The continuity of ritual practices performed at Cham potent places, centuries after the disappearance of any form of Cham political power, shows the link between the first occupants of the land and the following Viet inhabitants.     

A Modular CDF Approach for the Approximation of Percentiles

This article describes a method for computing approximate statistics for large data sets, when exact computations may not be feasible. Such situations arise in applications such as climatology, data mining, and information retrieval (search engines). The key to our approach is a modular approximation to the cumulative distribution function (cdf) of the data. Approximate percentiles (as well as many other statistics) can be computed from this approximate cdf. This enables the reduction of a potentially overwhelming computational exercise into smaller, manageable modules. We illustrate the properties of this algorithm using a simulated data set. We also examine the approximation characteristics of the approximate percentiles, using a von Mises functional type approach. In particular, it is shown that the maximum error between the approximate cdf and the actual cdf of the data is never more than 1% (or any other preset level). We also show that under assumptions of underlying smoothness of the cdf, the approximation error is much lower in an expected sense. Finally, we derive bounds for the approximation error of the percentiles themselves. Simulation experiments show that these bounds can be quite tight in certain circumstances.     

Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function

ABSTRACT

The parameters of stable law parameters can be estimated using a regression based approach involving the empirical characteristic function. One approach is to use a fixed number of points for all parameters of the distribution to estimate the characteristic function. In this work the results are derived where all points in an interval is used to estimate the empirical characteristic function, thus least squares estimators of a linear function of the parameters, using an infinite number of observations. It was found that the procedure performs very good in small samples.     

Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models,part i: consistency and approximation concepts

This is the first of two papers that provide an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a revlew of the literature. In this paper we discuss consistency,uniform laws of large numbers and develop a new framework for laws of large numbers for dependent and heterogeneous processes, encompassing the theory of stochastically stable as well as near epoch dependent processes. This framework results in simplified catalogues of sufficient conditions for consistency. The second paper, Potscher and Prucha (1990b), deals with asymptotic distribution theory.     

Some asymptotic results for semiparametric nonlinear mixed-effects models with incomplete data

In modeling complex longitudinal data, semiparametric nonlinear mixed-effects (SNLME) models are very flexible and useful. Covariates are often introduced in the models to partially explain the inter-individual variations. In practice, data are often incomplete in the sense that there are often measurement errors and missing data in longitudinal studies. The likelihood method is a standard approach for inference for these models but it can be computationally very challenging, so computationally efficient approximate methods are quite valuable. However, the performance of these approximate methods is often based on limited simulation studies, and theoretical results are unavailable for many approximate methods. In this article, we consider a computationally efficient approximate method for a class of SNLME models with incomplete data and investigate its theoretical properties. We show that the estimates based on the approximate method are consistent and asymptotically normally distributed.