Marshall–Olkin Extended Lomax Distribution and Its Application to Censored Data

The problem of making statistical inference about θ =P(X > Y) has been under great investigation in the literature using simple random sampling (SRS) data. This problem arises naturally in the area of reliability for a system with strength X and stress Y. In this study, we will consider making statistical inference about θ using ranked set sampling (RSS) data. Several estimators are proposed to estimate θ using RSS. The properties of these estimators are investigated and compared with known estimators based on simple random sample (SRS) data. The proposed estimators based on RSS dominate those based on SRS. A motivated example using real data set is given to illustrate the computation of the newly suggested estimators.     

The weighted jackknife for ratio estimation

Using the idea of impirical influence function, Hinkley (1977), the weighted jackknife technique is extended to ratio estimation. A weighted jackknife variance estimator for the ratio estimator is developed. Using the prediction theory approach, the properties of the weighted jackknifed variance estimator are examined. The implications of the failures of regression model on the behaviour of the weighted jackknifed variance estimator, for ratio estimation, are also studied.     

On the estimation of variance components in stability analysis

Chow and Shao (1989, 1991) indicated that the presence of batch-to-batch variation has an impact on the determination of drug shelf-life in stability studies. In this paper, we propose two unbiased estmators for batch-to-batch variation. The proposed estimators are compared in terms of their corresponding variances. An example concerning a stability study is discussed to illustrate the use of the proposed estimators.     

Beyond the CPI: An Augmented Cost-of-Living Index

This note examines an augmented cost-of-living index (ACOLI) for the purpose of accounting for “augmented consumption” in real-income measures. Well-being includes not only conventional consumer purchases but also goods and services provided by employers, by mandated social regulations, and by tax-financed public goods. Because augmented consumption is often provided in ways that raise prices but not market incomes, deflating with conventional price indexes may understate real income growth. An exploratory application of the ACOLI approach to the United States during the 1960–1997 period suggests that the Consumer Price Index has grown about 19% faster than the ACOLI. This correction would reduce the estimated cost-of-living increase by .47% per year over the last 37 years.     

Estimation of firm-specific technological bias,technical change and total factor productivity growth: a dual approach

This paper deals with modeling firm-specific technical change (TC), and technological biases (inputs and scale) in estimating total factor productivity (TFP) growth. Several dual parametric econometric models are used for this purpose. We examine robustness of TFP growth and TC among competing models. These models include the traditional time trend (TT) model and the general index (GI) model. The TT and the GI models are generalized to accommodate firm-specific TC and technological bias (in inputs and output). Both nested and non-nested tests are used to select the appropriate models. Firm-level panel data from the Japanese chemical industry during 1968- 1987 is used as an application.     

A hierarchy of lorenz curves based on the generalized tukey's lambda distribution

A hierarchy of Lorenz curves based on the generalized Tukey's Lambda distribution is proposed. Representations of the corresponding distribution and density function are also provided, together with popular inequality measures. Estimation methods are suggested. Finally, a comparison with other parametric families of Lorenz curves is established.     

A Similarity Measure Based on Species Proportions

ABSTRACT

There are several indices for measuring the similarity of two populations, including the ratio of the number of shared species to the number of distinct species (Jaccard's index) and the conditional probability of observing a shared species (Smith et al., 1996 Smith , W. , Solow , A. R. , Preston , P. E. ( 1996 ). An estimator of species overlap using a modified beta-binomial model. Biometrics 52 : 1472 – 1477 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]). However, these indices only take into account the number of species and species proportions of shared species. In this article, we propose a new similarity index which includes the species proportions of both the shared and non shared species in each population, and also propose a Nonparametric Maximum Likelihood Estimator (NPMLE) for this index. Bootstrap and delta methods are used to evaluate the standard errors of the NPMLE. Based on a loss function, we also compare a class of nonparametric estimators for the proposed index in various situations.     

Using a mixture model for multiple imputation in the presence of outliers: the 'Healthy for life' project

Summary.  We consider the problem of obtaining population-based inference in the presence of missing data and outliers in the context of estimating the prevalence of obesity and body mass index measures from the 'Healthy for life' study. Identifying multiple outliers in a multivariate setting is problematic because of problems such as masking, in which groups of outliers inflate the covariance matrix in a fashion that prevents their identification when included, and swamping, in which outliers skew covariances in a fashion that makes non-outlying observations appear to be outliers. We develop a latent class model that assumes that each observation belongs to one of K unobserved latent classes, with each latent class having a distinct covariance matrix. We consider the latent class covariance matrix with the largest determinant to form an 'outlier class'. By separating the covariance matrix for the outliers from the covariance matrices for the remainder of the data, we avoid the problems of masking and swamping. As did Ghosh-Dastidar and Schafer, we use a multiple-imputation approach, which allows us simultaneously to conduct inference after removing cases that appear to be outliers and to promulgate uncertainty in the outlier status through the model inference. We extend the work of Ghosh-Dastidar and Schafer by embedding the outlier class in a larger mixture model, consider penalized likelihood and posterior predictive distributions to assess model choice and model fit, and develop the model in a fashion to account for the complex sample design. We also consider the repeated sampling properties of the multiple imputation removal of outliers.     

Tests for assessment of agreement using probability criteria

For the assessment of agreement using probability criteria, we obtain an exact test, and for sample sizes exceeding 30, we give a bootstrap-t$t$ test that is remarkably accurate. We show that for assessing agreement, the total deviation index approach of Lin [2000. Total deviation index for measuring individual agreement with applications in laboratory performance and bioequivalence. Statist. Med. 19, 255–270] is not consistent and may not preserve its asymptotic nominal level, and that the coverage probability approach of Lin et al. [2002. Statistical methods in assessing agreement: models, issues and tools. J. Amer. Statist. Assoc. 97, 257–270] is overly conservative for moderate sample sizes. We also show that the nearly unbiased test of Wang and Hwang [2001. A nearly unbiased test for individual bioequivalence problems using probability criteria. J. Statist. Plann. Inference 99, 41–58] may be liberal for large sample sizes, and suggest a minor modification that gives numerically equivalent approximation to the exact test for sample sizes 30 or less. We present a simple and accurate sample size formula for planning studies on assessing agreement, and illustrate our methodology with a real data set from the literature.     

腐败的主观测评方法——以腐败感知指数为例

腐败测评是反腐败研究的重要组成部分,中国的腐败测评体系亟待发展。腐败测评有主观测评法和客观测评法两种研究思路。从统计机理和统计应用情况看,腐败的主观测评方法处于腐败测评研究的主流地位。本文介绍了腐败主观测评方法的基本思路、研究进展,并以腐败感知指数为例对其理论与应用情况进行了说明。