Merging information for semiparametric density estimation

Summary.  The density ratio model specifies that the likelihood ratio of m −1 probability density functions with respect to the m th is of known parametric form without reference to any parametric model. We study the semiparametric inference problem that is related to the density ratio model by appealing to the methodology of empirical likelihood. The combined data from all the samples leads to more efficient kernel density estimators for the unknown distributions. We adopt variants of well-established techniques to choose the smoothing parameter for the density estimators proposed.     

The web proxy location problem in general tree of rings networks

The Web proxy location problem in general networks is an NP-hard problem. In this paper, we study the problem in networks showing a general tree of rings topology. We improve the results of the tree case in literature and get an exact algorithm with time complexity O(nhk), where n is the number of nodes in the tree, h is the height of the tree (the server is in the root of the tree), and k is the number of web proxies to be placed in the net. For the case of networks with a general tree of rings topology we present an exact algorithm with O(kn ²) time complexity.This research has been supported by NSF of China (No. 10371028) and the Educational Department grant of Zhejiang Province (No. 20030622).     

Problems with Maximum Likelihood Estimation and the 3 Parameter Gamma Distribution

The three parameters involved are scale a , shape 𝜌 , and location s . Maximum likelihood estimators are (\hata, \hat\rho, \hats) . Using recent work on the second order variances, skewness, and kurtosis we establish the facts, that if the location parameter s is to be estimated, then the asymptotic variances only exist if 𝜌 >2, asymptotic skewness only exists if 𝜌 >3, and 2nd order variances and third order fourth central moments only exist if 𝜌 >4. The result of these limitations is that in general very large sample sizes may be needed to avoid inference problems. We also include new continued fractions for the asymptotic covariances of the maximum likelihood estimators considered.     

Basu–Dhar bivariate geometric distribution in the presence of covariates and censored data: a Bayesian approach

In this paper, we introduce classical and Bayesian approaches for the Basu–Dhar bivariate geometric distribution in the presence of covariates and censored data. This distribution is considered for the analysis of bivariate lifetime as an alternative to some existing bivariate lifetime distributions assuming continuous lifetimes as the Block and Basu or Marshall and Olkin bivariate distributions. Maximum likelihood and Bayesian estimators are presented. Two examples are considered to illustrate the proposed methodology: an example with simulated data and an example with medical bivariate lifetime data.     

Fiber optical network design problems: A case for Turkey

In this paper, we consider problems originating from one of the largest Internet service providers operating in Turkey. The company mainly faces two different design problems: the green field design (area with no Internet access) and the copper field re-design (area with limited access over copper networks). In the green field design problem, the aim is to design a least cost fiber optical network that will provide high bandwidth Internet access from a given central station to a set of aggregated demand nodes. Such an access can be provided either directly by installing fibers or indirectly by utilizing passive splitters. Insertion loss, bandwidth level and distance limitations should simultaneously be considered in order to provide a least cost design to enable the required service level. In the re-design of the copper field application, the aim is to improve the current service level by augmenting the network with fiber optical wires, specifically by adding cabinets to copper rings in the existing infrastructure and by constructing direct fiber links from cabinets to distant demand nodes. Mathematical models are constructed for both problem specifications. Extensive computational results based on realistic data from Kartal (45 nodes) and Bakırköy (74 nodes) districts in Istanbul show that the proposed models are viable exact solution methodologies for moderate dimensions.     

On Modeling Wood Formation Using Parametric and Semiparametric Regressions for Count Data

Understanding how wood develops has become an important problematic of plant sciences. However, studying wood formation requires the acquisition of count data difficult to interpret. Here, the annual wood formation dynamics of a conifer tree species were modeled using generalized linear and additive models (GLM and GAM); GAM for location, scale, and shape (GAMLSS); a discrete semiparametric kernel regression for count data. The performance of models is evaluated using bootstrap methods. GLM was useful to describe the wood formation general pattern but had a lack of fitting, while GAM, GAMLSS, and kernel regression had a higher sensibility to short-term variations.     

The aligned rank transform and discrete variables: A warning

For two-way layouts in a between subjects ANOVA design the aligned rank transform (ART) is compared with the parametric F-test as well as six other nonparametric methods: rank transform (RT), inverse normal transform (INT), a combination of ART and INT, Puri & Sen's L statistic, van der Waerden and Akritas & Brunners ATS. The type I error rates are computed for the uniform and the exponential distributions, both as continuous and in several variations as discrete distribution. The computations had been performed for balanced and unbalanced designs as well as for several effect models. The aim of this study is to analyze the impact of discrete distributions on the error rate. And it is shown that this scaling impact is restricted to the ART- as well as the combination of ART- and INT-method. There are two effects: first with increasing cell counts their error rates rise beyond any acceptable limit up to 20 percent and more. And secondly their rates rise when the number of distinct values of the dependent variable decreases. This behavior is more severe for underlying exponential distributions than for uniform distributions. Therefore there is a recommendation not to apply the ART if the mean cell frequencies exceed 10.     

Discrete Linnik Weibull distribution

Abstract

We introduce a new family of distributions using truncated discrete Linnik distribution. This family is a rich family of distributions which includes many important families of distributions such as Marshall–Olkin family of distributions, family of distributions generated through truncated negative binomial distribution, family of distributions generated through truncated discrete Mittag–Leffler distribution etc. Some properties of the new family of distributions are derived. A particular case of the family, a five parameter generalization of Weibull distribution, namely discrete Linnik Weibull distribution is given special attention. This distribution is a generalization of many distributions, such as extended exponentiated Weibull, exponentiated Weibull, Weibull truncated negative binomial, generalized exponential truncated negative binomial, Marshall-Olkin extended Weibull, Marshall–Olkin generalized exponential, exponential truncated negative binomial, Marshall–Olkin exponential and generalized exponential. The shape properties, moments, median, distribution of order statistics, stochastic ordering and stress–strength properties of the new generalized Weibull distribution are derived. The unknown parameters of the distribution are estimated using maximum likelihood method. The discrete Linnik Weibull distribution is fitted to a survival time data set and it is shown that the distribution is more appropriate than other competitive models.     

Accurate computation of single and product moments of order statistics under progressive censoring

An accurate procedure is proposed to calculate approximate moments of progressive order statistics in the context of statistical inference for lifetime models. The study analyses the performance of power series expansion to approximate the moments for location and scale distributions with high precision and smaller deviations with respect to the exact values. A comparative analysis between exact and approximate methods is shown using some tables and figures. The different approximations are applied in two situations. First, we consider the problem of computing the large sample variance–covariance matrix of maximum likelihood estimators. We also use the approximations to obtain progressively censored sampling plans for log-normal distributed data. These problems illustrate that the presented procedure is highly useful to compute the moments with precision for numerous censoring patterns and, in many cases, is the only valid method because the exact calculation may not be applicable.     

Theoretical results on the discrete Weibull distribution of Nakagawa and Osaki

In this paper, we discuss some theoretical results and properties of the discrete Weibull distribution, which was introduced by Nakagawa and Osaki [The discrete Weibull distribution. IEEE Trans Reliab. 1975;24:300–301]. We study the monotonicity of the probability mass, survival and hazard functions. Moreover, reliability, moments, p-quantiles, entropies and order statistics are also studied. We consider likelihood-based methods to estimate the model parameters based on complete and censored samples, and to derive confidence intervals. We also consider two additional methods to estimate the model parameters. The uniqueness of the maximum likelihood estimate of one of the parameters that index the discrete Weibull model is discussed. Numerical evaluation of the considered model is performed by Monte Carlo simulations. For illustrative purposes, two real data sets are analyzed.