2024-03-29T10:06:11Z
http://www.sciencepubco.com/index.php/IJASP/oai
oai:ojs.pkp.sfu.ca:article/680
2014-11-13T03:00:48Z
IJASP:ART
Bayesian Estimation For The Burr Type III Distribution Under Type II Doubly Censored Data
Azimi, Reza
Yaghmaei, Farhad
In this paper, we consider the problem of estimating the parameters and reliability function of the burr Type IIIdistribution based on Type II Doubly censored sample. We use the Bayesian procedures to obtain the estimators ofparameter and reliability function of burr Type III distribution under symmetric (squared-error) and asymmetric(Linex and general entropy)loss functions.
Science Publishing Corporation
2013-02-26
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/680
10.14419/ijasp.v1i1.680
International Journal of Advanced Statistics and Probability; Vol. 1 No. 1 (2013); 1-3
2307-9045
10.14419/ijasp.v1i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/680/588
oai:ojs.pkp.sfu.ca:article/752
2014-11-13T03:00:49Z
IJASP:ART
Estimation of stress-strength parameter for two-parameter weibull distribution
Amiri, Narjes
Azimi, Reza
Yaghmaei, Farhad
Babanezhad, Manoochehr
In this paper, we consider the estimation of R= p(y<x) when x and y are two independent random variables from two-parameter weibull distribution with different scale parameters and the same shape parameter. Assuming that the common shape parameter is known, MLE, UMVUE and Bayes estimators of R are obtained. We also derive a confidence interval and shortest confidence interval for R based on MLE of R. Monte-Carlo simulation are performed to compare the different proposed methods.
Science Publishing Corporation
2013-04-06
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/752
10.14419/ijasp.v1i1.752
International Journal of Advanced Statistics and Probability; Vol. 1 No. 1 (2013); 4-8
2307-9045
10.14419/ijasp.v1i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/752/619
oai:ojs.pkp.sfu.ca:article/857
2014-11-13T03:00:50Z
IJASP:ART
Bayesian Prediction of Future Observations from Inverse Weibull Distribution Based on Type-II Hybrid Censored Sample
Singh, Sanjay Kumar
Singh, Umesh
Sharma, Vikas Kumar
In this paper, we have discussed the Bayesian procedure for the prediction of the future samples from inverse Weibull (IW) distribution under Type-II hybrid censoring scheme. Bayes estimators along with the corresponding highest posterior density (HPD) credible intervals have also been constructed for the parameters of IW distribution. The performance of the Bayes estimators of the model parameters has been compared with the maximum likelihood estimators through Monte Carlo Markov chain (MCMC) techniques. Finally, a real data set has been analyzed to illustrate the discussed methodology.
Science Publishing Corporation
2013-05-13
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/857
10.14419/ijasp.v1i2.857
International Journal of Advanced Statistics and Probability; Vol. 1 No. 2 (2013); 32-43
2307-9045
10.14419/ijasp.v1i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/857/687
oai:ojs.pkp.sfu.ca:article/860
2014-11-13T03:00:51Z
IJASP:ART
Accelerated life testing design using geometric process for pareto distribution
Kamal, Mustafa
Zarrin, Shazia
Islam, Arif Ul
In this paper the geometric process is used for the analysis of accelerated life testing under constant stress for Pareto Distribution. Assuming that the lifetimes under increasing stress levels form a geometric process, estimates of the parameters are obtained by using the maximum likelihood method for complete data. In addition, asymptotic interval estimates of the parameters of the distribution using Fisher information matrix are also obtained. The statistical properties of the parameters and the confidence intervals are illustrated by a Simulation study.
Science Publishing Corporation
2013-05-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/860
10.14419/ijasp.v1i2.860
International Journal of Advanced Statistics and Probability; Vol. 1 No. 2 (2013); 25-31
2307-9045
10.14419/ijasp.v1i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/860/682
oai:ojs.pkp.sfu.ca:article/870
2014-11-13T03:00:55Z
IJASP:ART
Improved classes of chain type estimators for ratio of two population means using two auxiliary characters in the presence of non-response
Khare, Brij Behari
Kumar, Kamlesh
Srivastava, Usha
In the case when the population mean of auxiliary character is not known but population mean of another additional auxiliary character is known, improved classes of chain type estimators for ratio of two population means of study characters in the presence of non-response have been proposed and their properties are studied. The proposed classes of chain type estimators have been found to be more efficient than the corresponding estimators in case of fixed sample sizes and also in case of the fixed cost. It is also found that the proposed classes of chain type estimators have less total cost in comparison to the cost incurred for the corresponding estimators in case of the specified variance. An empirical study has been given in support of the problem under investigation.
Science Publishing Corporation
2013-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/870
10.14419/ijasp.v1i3.870
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 53-63
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/870/732
oai:ojs.pkp.sfu.ca:article/891
2014-11-13T03:00:52Z
IJASP:ART
Matrix-exponential distributions: Closure properties
Ruiz-Castro, Juan Eloy
Analysing the properties of a probability distribution is a question of general interest. In this paper we describe the properties of the matrix-exponential class of distributions, developing some properties for the discrete case and proving the closure properties, which for the case of phase-type distributions are extended to the matrix-exponential case, this not being an immediate consequence. Given the structure of this class of distributions, we were able to achieve the results in both matrix and algorithmic form. These results can be used in stochastic modelling, and in the latter case, the model can be analysed in matrix and algorithmic form.
Science Publishing Corporation
2013-05-18
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/891
10.14419/ijasp.v1i2.891
International Journal of Advanced Statistics and Probability; Vol. 1 No. 2 (2013); 44-52
2307-9045
10.14419/ijasp.v1i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/891/695
oai:ojs.pkp.sfu.ca:article/908
2014-11-13T03:00:54Z
IJASP:ART
Tests of Linear Hypotheses in the ANOVA under Heteroscedasticity
Zhang, Jin-Ting
It is often interest to undertake a general linear hypothesis testing (GLHT)problem in the one-way ANOVA without assuming the equality of thegroup variances. When the equality of the group variances is valid,it is well known that the GLHT problem can be solved by the classical F-test. The classical F-test, however, may lead to misleading conclusions when the variance homogeneity assumption is seriously violated since it doesnot take the group variance heteroscedasticity into account. To ourknowledge, little work has been done for this heteroscedastic GLHTproblem except for some special cases. In this paper, we propose asimple approximate Hotelling T2 (AHT) test. We show that the AHTtest is invariant under affine-transformations, different choices ofthe coefficient matrix used to define the same hypothesis, anddifferent labeling schemes of the group means. Simulations and realdata applications indicate that the AHT test is comparable with oroutperforms some well-known approximate solutions proposed for the k-sample Behrens-Fisher problem which is a special case of theheteroscedastic GLHT problem.
Science Publishing Corporation
2013-05-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/908
10.14419/ijasp.v1i2.908
International Journal of Advanced Statistics and Probability; Vol. 1 No. 2 (2013); 9-24
2307-9045
10.14419/ijasp.v1i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/908/681
oai:ojs.pkp.sfu.ca:article/951
2014-11-13T03:00:56Z
IJASP:ART
Improved chain type estimators for population mean using two auxiliary variables and double sampling scheme
Khare, Brij Behari
Rehman, Habib Ur
The chain type estimators for population mean using auxiliary and additional auxiliary variables using double sampling scheme have been proposed and their properties are studied. The proposed estimators are also found to more efficient than the relevant chain type estimators for population mean proposed by Chand [1] and Kiregyera [2,3]. An empirical study has been given in the support of the proposed estimators.
Science Publishing Corporation
2013-06-03
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/951
10.14419/ijasp.v1i3.951
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 82-87
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/951/737
oai:ojs.pkp.sfu.ca:article/959
2014-11-13T03:00:57Z
IJASP:ART
Perception of Educated Youth About Career and Family Priorities for Males And Females
Tahir, Iqra
Mahmood, Yasar
Shahzadi, Amina
Career and family are important for males and females. The focus of the study is to find out the most important factors relevant to the perception of people about female job and how youth envisage career and family in both genders. A sample of 365 students is selected from B.A/B.Sc (Hons.), M.phil and Ph.D students of Government College University, Lahore by proportional stratified random sampling. 61.64% respondents agree for female job. Respondents have their view that females, who get higher education, should do job as resulted by possible association between these two factors by applying Chi-square test (?2=112.197, P-value=0.000). Eleven underlying factors are identified by factor analysis that explain 61% information and somewhat represent the ideology of the respondents about female job.
Science Publishing Corporation
2013-06-19
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/959
10.14419/ijasp.v1i3.959
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 92-96
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/959/757
oai:ojs.pkp.sfu.ca:article/1022
2014-11-13T03:00:58Z
IJASP:ART
Generalized Additive Models in Business and Economics
Sapra, Sunil K
The paper presents applications of a class of semi-parametric models called generalized additive models (GAMs) to several business and economic datasets. Applications include analysis of wage-education relationship, brand choice, and number of trips to a doctor’s office. The dependent variable may be continuous, categorical or count. These semi-parametric models are flexible and robust extensions of Logit, Poisson, Negative Binomial and other generalized linear models. The GAMs are represented using penalized regression splines and are estimated by penalized regression methods. The degree of smoothness for the unknown functions in the linear predictor part of the GAM is estimated using cross validation. The GAMs allow us to build a regression surface as a sum of lower-dimensional nonparametric terms circumventing the curse of dimensionality: the slow convergence of an estimator to the true value in high dimensions. For each application studied in the paper, several GAMs are compared and the best model is selected using AIC, UBRE score, deviances, and R-sq (adjusted). The econometric techniques utilized in the paper are widely applicable to the analysis of count, binary response and duration types of data encountered in business and economics.
Science Publishing Corporation
2013-06-03
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1022
10.14419/ijasp.v1i3.1022
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 64-81
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1022/736
oai:ojs.pkp.sfu.ca:article/1039
2014-11-13T03:01:00Z
IJASP:ART
A Multi-Stage Procedure of Bayesian Estimation for First Order Moving Average Model
Smadi, Mahmoud Mustafa
Alhusban, Amal
In this paper we present a multi-stage procedure for improving the Bayes estimates of first order moving average model (MA(1)) using the estimated residuals. Simulation results based on different model structures with varying numbers of observations are used to investigate the performance of the proposed procedure. The results show a remarkable improvement of the t-approximation using two and three stage procedure in terms of the posterior mean and variance for different model structures. It is also noted that these estimates converge as the series lengths increase.
Science Publishing Corporation
2013-06-09
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1039
10.14419/ijasp.v1i3.1039
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 88-91
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1039/748
oai:ojs.pkp.sfu.ca:article/1079
2014-11-13T03:01:01Z
IJASP:ART
A review: regiopnal frequency analysis of annual maximum rainfall in Monsoon region of pakistan using l-moments
Shahzadi, Amina
A regional frequency analysis has been conducted for annual maximum rainfall in Monsoon region of Pakistan using Hosking’s L-moments technique. Monsoon region was divided into three regions based on at-site characteristics. It was found generalized normal distribution to be best robust for quantile estimation of large return periods and generalized extreme value distribution for quantiles of low return periods for all three regions.
Science Publishing Corporation
2013-07-04
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1079
10.14419/ijasp.v1i3.1079
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 97-101
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1079/784
oai:ojs.pkp.sfu.ca:article/1127
2014-11-13T03:01:02Z
IJASP:ART
A Simple Confidence interval for the difference of two normal population means with one variance unknown
Niwitpong, Suparat
In this paper, asymptotic coverage probabilities and expected lengths of confidence intervals for the difference between the means of two normal populations with one variance unknown are derived. The Theorems show that our proposed confidence interval, which is easy to use, performs as well as the existing confidence intervals.
Science Publishing Corporation
2013-08-19
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1127
10.14419/ijasp.v1i3.1127
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 102-109
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1127/810
oai:ojs.pkp.sfu.ca:article/1206
2014-11-13T03:01:03Z
IJASP:ART
Parameter Estimation of Singh Maddala Distribution by Moments
Shahzad, Mirza Naveed
Asghar, Zahid
Singh Maddala Distribution is a flexible distribution and mostly used for modeling the income, wage, expenditure and for wealth distribution of a country. To model the density of the income distribution, we have derived L-moments and TL-moments of the SMD in closed form. These moments are used to estimate the scale parameter which is related to the inequality of the income distribution. This study shows that L-moments and TL-moments are better alternatives against conventional moments and estimators of these moments equally applicable for both small and large sample size. Through Monte Carlo simulation study, we find TL-moments estimators provide least bias and smaller Root Mean Square Error of statistic, coefficient of variation, skewness and kurtosis. We also find that TL-moments are superior to L-moments if we are allowed to discord extreme value, otherwise L-moments provide the best fit.
Science Publishing Corporation
2013-10-15
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1206
10.14419/ijasp.v1i3.1206
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 121-131
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1206/873
oai:ojs.pkp.sfu.ca:article/1286
2014-11-13T03:01:04Z
IJASP:ART
A comparison of two least-squared random coefficient autoregressive models: with and without autocorrelated errors
Araveeporn, Autcha
This paper compares a Least-Squared Random Coefficient Autoregressive (RCA) model with a Least-Squared RCA model based on Autocorrelated Errors (RCA-AR). We looked at only the first order models, denoted RCA(1) and RCA(1)-AR(1). The efficiency of the Least-Squared method was checked by applying the models to Brownian motion and Wiener process, and the efficiency followed closely the asymptotic properties of a normal distribution. In a simulation study, we compared the performance of RCA(1) and RCA(1)-AR(1) by using the Mean Square Errors (MSE) as a criterion. The RCA(1) exhibited good power estimation in both cases where the data is stationary and nonstationary. On the other hand, when data oscillates around its mean, RCA(1)-AR(1) performed better. For real world data, we applied the two models to the daily volume of the Thai gold price and found that RCA(1)-AR(1) performed better than RCA(1).
Science Publishing Corporation
2013-11-16
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1286
10.14419/ijasp.v1i3.1286
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 151-162
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1286/921
oai:ojs.pkp.sfu.ca:article/1293
2014-11-13T03:01:05Z
IJASP:ART
Approximate inference via variational sampling
Roche, Alexis
A new method called “variational sampling” is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model by minimizing a strongly consistent empirical approximation to the Kullback-Leibler divergence computed using either deterministic or random sampling. It is shown how variational sampling differs conceptually from both quadrature and importance sampling and established that, in the case of random independence sampling, it may have much faster stochastic convergence than importance sampling under mild conditions. The variational sampling implementation presented in this paper requires a rough initial approximation to the target distribution, which may be found, e.g. using the Laplace method, and is shown to then have the potential to substantially improve over several existing approximate inference techniques to estimate moments of order up to two of nearly-Gaussian distributions, which occur frequently in Bayesian analysis. In particular, an application of variational sampling to Bayesian logistic regression in moderate dimension is presented.
Science Publishing Corporation
2013-10-09
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1293
10.14419/ijasp.v1i3.1293
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 110-120
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1293/870
oai:ojs.pkp.sfu.ca:article/1361
2014-11-13T03:01:07Z
IJASP:ART
A weighted inverted exponential distributions
Hussian, Mohamed
In this paper, a generalized version of the inverted exponential distribution called the weighted inverted exponential distribution is introduced. The proposed distribution is used to analyze lifetime data. Several statistical properties of the weighted inverted exponential distribution are studied and derived. Least squares estimation, maximum likelihood estimation and Bayesian estimation methods are used to evaluate the distribution parameters. Numerical simulation and a real-life data analysis are carried out to validate the robustness of the proposed distribution.
Science Publishing Corporation
2013-11-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1361
10.14419/ijasp.v1i3.1361
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 142-150
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1361/898
oai:ojs.pkp.sfu.ca:article/1435
2014-11-13T03:01:08Z
IJASP:ART
On a Probability Distribution with Fractional Moments arising from Generalized Pearson System of Differential Equation and its Characterization
Ahsanullah, Mohammad
Shakil, Mohammad
Kibria, B.M. Golam
This paper derives a probability distribution with fractional moments arising from generalized Pearson system of differential equation. The expressions for the probability density function, cumulative distribution function and moments have been obtained. The plots for the probability density function, cumulative distribution function, and survival and hazard functions are also provided. Some distributional relationships of the proposed distribution have been established. Characterization of the new distribution is given. It is hoped that the findings of the paper will be useful for researchers in different fields like economics, engineering, environmental science, finance, medical sciences and physical sciences among others, where fractional moments become required to be computed if the integer moments k>=1 do not exist.
Science Publishing Corporation
2013-10-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1435
10.14419/ijasp.v1i3.1435
International Journal of Advanced Statistics and Probability; Vol. 1 No. 3 (2013); 132-141
2307-9045
10.14419/ijasp.v1i3
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1435/901
oai:ojs.pkp.sfu.ca:article/1475
2014-11-13T03:01:09Z
IJASP:ART
Asymptotic sampling distribution of inverse coe?cient of variation and its applications: revisited
Albatineh, Ahmed N.
Kibria, B.M Golam
Zogheib, Bashar
Sharma and Krishna (1994) derived mathematically an appealing asymptotic confidence interval for the population signal-to-noise ratio (SNR). In this paper, an evaluation of the performance of this interval using monte carlo simulations using randomly generated data from normal, log-normal, $\chi^2$, Gamma, and Weibull distributions three of which are discussed in Sharma and Krishna (1994). Simulations revealed that its performance, as measured by coverage probability, is totally dependent on the amount of noise introduced. A proposal for using ranked set sampling (RSS) instead of simple random sampling (SRS) improved its performance. It is recommended against using this confidence interval for data from a log-normal distribution. Moreover, this interval performs poorly in all other distributions unless the SNR is around one.Keywords: Signal-to-noise ratio, coefficient of variation, sampling distribution, confidence interval, ranked set sample, simple random sample.
Science Publishing Corporation
2014-01-15
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1475
10.14419/ijasp.v2i1.1475
International Journal of Advanced Statistics and Probability; Vol. 2 No. 1 (2014); 15-20
2307-9045
10.14419/ijasp.v2i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1475/981
oai:ojs.pkp.sfu.ca:article/1481
2014-11-13T03:01:10Z
IJASP:ART
Comparative analysis of some reliability characteristics between two dissimilar redundant systems with replacement at common cause failure
Yusuf, Ibrahim
Yusuf, Bashir
In this paper, probabilistic models for two dissimilar redundant systems with replacement at each common cause failure have been developed to analyze and compare some reliability characteristics. Two configurations are studied under the assumption that each system is replaced at the occurrence of common cause failure. Configuration I is a 3-out-of-4 cold standby system, while configuration II is 3-out-of-5 cold standby system. Explicit expressions for mean time to system failure (MTSF), steady-state availability, busy period and profit function for the three models are analyzed using Kolmogorov’s forward equations method. Comparisons are performed for specific values of system parameters. Furthermore, we compare these reliability characteristics for the two configurations and find that configuration II is more reliable and efficient than configuration I. Keywords: Redundancy, replacement, Common cause failure.
Science Publishing Corporation
2013-12-29
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1481
10.14419/ijasp.v2i1.1481
International Journal of Advanced Statistics and Probability; Vol. 2 No. 1 (2014); 1-14
2307-9045
10.14419/ijasp.v2i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1481/967
oai:ojs.pkp.sfu.ca:article/1729
2014-11-13T03:01:12Z
IJASP:ART
Estimation and prediction for the Kumaraswamy-inverse Rayleigh distribution based on records
Hussian, Mohamed
A. Amin, Essam
In this paper, estimators for the parameters of the Kumaraswamy-inverse Rayleigh distribution based on record values are obtained. These estimators are derived using the maximum likelihood and Bayesian methods. The Bayesian estimators are derived under the well-known squared error (SE) loss function. Prediction of the future sth record value is derived using the maximum likelihood and Bayesian methods. Simulation study is conduct to illustrate the findings. Keywords: Kumaraswamy, Inverse Rayleigh, record values, Bayes estimator, squared error loss function prediction of future record values, Bayes estimation; maximum likelihood.
Science Publishing Corporation
2014-02-04
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1729
10.14419/ijasp.v2i1.1729
International Journal of Advanced Statistics and Probability; Vol. 2 No. 1 (2014); 21-27
2307-9045
10.14419/ijasp.v2i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1729/999
oai:ojs.pkp.sfu.ca:article/1977
2014-11-13T03:01:13Z
IJASP:ART
Confidence intervals for parameters of IWD based on MLE and bootstrap
MohieEl-Din, Mostafa
Riad, Fathy
El-Sayed, Mohamed
In this paper, we will study the joint confidence regions for the parameters of inverse Weibull distribution (IWD) in the point of view of record values. Based on this new censoring scheme, the approximate confidence intervals and percentile bootstrap confidence intervals as well as approximate joint confidence region for the parameters of IWD, are developed. One of the applications of the joint confidence regions of the parameters is to find confidence bounds for the functions of the parameters. Joint confidence regions for the parameters of extreme value distribution are also discussed. In this way we will discuss some numerical examples with real data set and simulated data, to illustrate the proposed method. A simulation study is performed to compare the proposed joint confidence regions. Keywords: IWD, Progressively First-Failure Censored Scheme, MLE Confidence Intervals, Bootstrap Confidence Intervals.
Science Publishing Corporation
2014-03-25
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/1977
10.14419/ijasp.v2i1.1977
International Journal of Advanced Statistics and Probability; Vol. 2 No. 1 (2014); 28-33
2307-9045
10.14419/ijasp.v2i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/1977/1078
oai:ojs.pkp.sfu.ca:article/2165
2014-11-13T03:01:14Z
IJASP:ART
Simulating of poisson point process using conditional intensity function (Hazard function)
Fathi-Vajargah, Behrouz
Khoshkar-Foshtomi, Hassan
In this article we first study linear point process then based on introducing conditional intensity function (Hazard function), we present an algorithm for simulating Monte Carlo point process and try to test and study its behaviors on some individuals of time points. Keywords: Conditional Intensity Function, Monte Carlo Simulation, Point Process, Time Points.
Science Publishing Corporation
2014-04-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
application/pdf
application/msword
http://www.sciencepubco.com/index.php/IJASP/article/view/2165
10.14419/ijasp.v2i1.2165
International Journal of Advanced Statistics and Probability; Vol. 2 No. 1 (2014); 34-41
2307-9045
10.14419/ijasp.v2i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/2165/1120
http://www.sciencepubco.com/index.php/IJASP/article/view/2165/17081
http://www.sciencepubco.com/index.php/IJASP/article/view/2165/17082
oai:ojs.pkp.sfu.ca:article/2291
2014-11-13T03:01:15Z
IJASP:ART
Comparison of resampling method applied to censored data
Arrabal, Claude
Silva, Karina
Rocha, Ricardo
Nonaka, Ricardo
Meira, Silvana
This paper is about a comparison study among the performances of variance estimators of certain parameters, usingresampling techniques such as bootstrap and jackknife. The comparison will be made among several situations ofsimulated censored data, relating the observed values of estimates to real values. For real data, it will be consideredthe dataset Stanford heart transplant, analyzed by Cho et al. (2009) using the model of Cox regression (Cox, 1972)for adjustment. It is noted that the Jackknife residual is ecient to analyze inuential data points in the responsevariable.Keywords: bootstrap, Jackknife, simulation, Cox Regression Model, censored data.
Science Publishing Corporation
2014-06-05
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/2291
10.14419/ijasp.v2i2.2291
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 48-55
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/2291/1181
oai:ojs.pkp.sfu.ca:article/2306
2014-11-13T03:01:16Z
IJASP:ART
Construction of second order slope rotatable designs under tri-diagonal correlated structure of errors using central composite designs
kottapalli, Rajyalakshmi
Victorbabu, B. Re.
In this paper, second order slope rotatable design (SOSRD) under tri-diagonal correlated structure of errors using central composite designs (CCD) is suggested. Keywords: Response Surface Designs, Rotatable Designs, Slope Rotatable Designs, Second Order Slope Rotatable Designs (SOSRD), Tri-Diagonal Correlated Errors.
Science Publishing Corporation
2014-07-15
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/2306
10.14419/ijasp.v2i2.2306
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 70-76
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/2306/1256
oai:ojs.pkp.sfu.ca:article/2563
2014-11-13T03:01:18Z
IJASP:ART
Is there an absolutely continuous random variable with equal probability density and cumulative distribution functions in its support? Is it unique? What about in the discrete case?
Veres-Ferrer, Ernesto
Pavia, JoseM
This paper inquires about the existence and uniqueness of a univariate continuous random variable for which both cumulative distribution and density functions are equal and asks about the conditions under which a possible extrapolation of the solution to the discrete case is possible. The issue is presented and solved as a problem and allows to obtain a new family of probability distributions. The different approaches followed to reach the solution could also serve to warn about some properties of density and cumulative functions that usually go unnoticed, helping to deepen the understanding of some of the weapons of the mathematical statistician’s arsenal. Keywords: Cumulative Distribution Function; Density Function; Elasticity; Mathematical Statistics; Reversed Hazard Rate.
Science Publishing Corporation
2014-06-02
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/2563
10.14419/ijasp.v2i2.2563
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 42-47
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/2563/1175
oai:ojs.pkp.sfu.ca:article/2895
2015-02-14T02:02:43Z
IJASP:ART
Neyman’s causal model with stochastic potential outcomes: implications for the completely randomized design
Scosyrev, Emil
In Neyman’s causal model (NCM), each subject participating in a two-arm randomized trial has a pair of potential outcomes – one outcome would be observed under treatment and another under control. In the stochastic version of NCM the two potential outcomes are viewed as possibly non-degenerate random variables with finite expectations and variances. The subject-level treatment effect is the expected outcome under treatment minus that under control, and the average treatment effect is the arithmetic mean of the subject-level effects. In the present paper properties of the ordinary “difference of means” estimator and its associated variance estimator are examined in the completely randomized design with stochastic potential outcomes. Estimation theory is developed under randomization distribution without commitment to any particular probability model for enrollment, because in real trials subjects are not enrolled by a sampling mechanism with known selection probabilities. It is shown that in this theoretical framework, the “difference of means” estimator is asymptotically normal and consistent for the average treatment effect in the study cohort, while its associated variance estimator is conservative, producing confidence intervals with at least nominal asymptotic coverage. The proofs are not trivial because in the randomization framework sample means under treatment and control are correlated random variables. Keywords: Causality; Clinical Trials; Internal Validity; Neyman’s Causal Model; Randomization-Based Inference; Stochastic Potential Outcomes.
Science Publishing Corporation
2014-07-15
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/2895
10.14419/ijasp.v2i2.2895
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 56-69
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/2895/1253
oai:ojs.pkp.sfu.ca:article/3078
2014-11-13T03:01:20Z
IJASP:ART
Estimation of the Parameters of the Bivariate Generalized Exponential Distribution using Accelerated Life Testing with Censoring Data
Asser, Salwa
Abd EL-Maseh, Mary
In this paper, the estimation for the bivariate generalized exponential (BVGE) distribution under type-I censored with constant stress accelerated life testing (CSALT) are discussed. The scale parameter of the lifetime distribution at constant stress levels is assumed to be an inverse power law function of the stress level. The unknown parameters are estimated by the maximum likelihood approach and their approximate variance-covariance matrix is obtained. Then, the numerical studies are introduced to illustrate the approach study using samples which have been generated from the bivariate generalized exponential distribution. Keywords: Accelerated life testing, Bivariate generalized exponential distribution, Constant stress, Type-I censoring, Maximum likelihood estimation.
Science Publishing Corporation
2014-08-18
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/3078
10.14419/ijasp.v2i2.3078
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 77-83
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/3078/1305
oai:ojs.pkp.sfu.ca:article/3373
2014-11-13T03:01:22Z
IJASP:ART
Weibull-Bayesian analysis based on ranked set sampling
Sadek, Amr
Alharbi, Fahad
Most of estimation methods reported in the literature are based on simple random sampling (SRS), which to certain extent is considerably less effective in estimating the parameters as compared to a new sampling technique, ranked set sampling (RSS) and its modifications. In this Paper we address the problem of Bayesian estimation of the parameters for Weibull distribution, based on ranked set sampling. Two loss functions have been studied: (i) the squared-error loss function as symmetric loss function, (ii) the linex loss function as asymmetric loss function. Different estimates are compared using simulations for illustrative purposes. Keywords: Bayes, Estimation, Loss function, priors, Ranked set sampling.
Science Publishing Corporation
2014-10-02
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/3373
10.14419/ijasp.v2i2.3373
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 114-123
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/3373/1400
oai:ojs.pkp.sfu.ca:article/3397
2014-11-13T03:01:23Z
IJASP:ART
Parameter estimation for multiple weibull populations under joint type-II censoring
Ashour, Samir
Eraki, Osama
In this paper, we introduce the maximum likelihood estimation for k Weibull populations under joint type II censored scheme and different special cases have been obtained. The asymptotic variance covariance matrix and approximate confidence region based on the asymptotic normality of the maximum likelihood estimators have been obtained. A numerical example is considered to illustrate the proposed estimators. Keywords: Approximate Inference; Coverage Probabilities; Joint Type II Censored Scheme; Maximum Likelihood Estimation; Weibull Distribution.
Science Publishing Corporation
2014-09-26
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/3397
10.14419/ijasp.v2i2.3397
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 102-107
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/3397/1384
oai:ojs.pkp.sfu.ca:article/3423
2014-11-13T03:01:24Z
IJASP:ART
Analysis of Generalized Exponential Distribution Under Adaptive Type-II Progressive Hybrid Censored Competing Risks Data
Ashour, Samir
Nassar, Mazen
This paper presents estimates of the parameters based on adaptive type-II progressive hybrid censoring scheme (AT-II PHCS) in the presence of the competing risks model. We consider the competing risks have generalized exponential distributions (GED). The maximum likelihood method is used to derive point and asymptotic confidence intervals for the unknown parameters. The relative risks due to each cause of failure are investigated. A real data set is used to illustrate the theoretical results and to test the hypothesis that the causes of failure follow the generalized exponential distributions against the exponential distribution (ED). Keywords: Competing Risks; Adaptive Type-II Progressive Hybrid Censoring; Generalized Exponential Distribution; Maximum Likelihood Estimation.
Science Publishing Corporation
2014-09-30
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/3423
10.14419/ijasp.v2i2.3423
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 108-113
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/3423/1392
oai:ojs.pkp.sfu.ca:article/3624
2014-11-13T03:01:25Z
IJASP:ART
Semi-parametric mixed effects models for longitudinal data with applications in business and economics
Sapra, Sunil
Longitudinal data is becoming increasingly common in business, social sciences, and biological sciences due to the advantages it offers over cross-section data in modeling and incorporating heterogeneity among subjects and in being able to make causal inferences from observational data. Parametric models and methods are widely used for analyzing longitudinal data for continuous, discrete, and count data occurring in these disciplines. Some popular models are Gaussian, Logit, and Poisson fixed and random effects models. These models are unreliable in situations in which the link function is nonlinear and the form of nonlinearity is not known with certainty. This paper employs a semi-parametric extension of fixed and random effects models called generalized additive mixed models (GAMMs) to analyze several longitudinal data sets. These semi-parametric models are flexible and robust extensions of generalized linear models. Following Wood [19], the GAMMs are represented using penalized regression splines and estimated by penalized regression methods treating the penalized component of each smooth as a random effect term and the unpenalized component as a fixed effect term. The degree of smoothness for the unknown functions in the linear predictor part of the GAMM is estimated as the variance parameter of the term. Applications of GAMMs studied include analysis of anti-social behavior, decision to use a professional tax preparer, and analysis of patent data on manufacturing firms. For each application, several GAMMs are compared with their parametric counterparts. Keywords: Generalized Additive Mixed Models (GAMMS), Generalized Linear Mixed Models (GLMMS), Logit Models, Poisson Regression Models, Penalized Regression Splines.
Science Publishing Corporation
2014-09-25
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/3624
10.14419/ijasp.v2i2.3624
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 84-101
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/3624/1380
oai:ojs.pkp.sfu.ca:article/3684
2015-06-16T05:01:17Z
IJASP:ART
The Transmuted Inverse Exponential Distribution
Oguntunde, Pelumi
Adejumo, Olusola
Generalization
Inverse Exponential
Moments
Quadratic Rank Transmuted Map
Quantile Function
Transmuted Inverse Exponential.
This article introduces a two-parameter probability model which represents another generalization of the Inverse Exponential distribution by using the quadratic rank transmuted map. The proposed model is named Transmuted Inverse Exponential (TIE) distribution and its statistical properties are systematically studied. We provide explicit expressions for its moments, moment generating function, quantile function, reliability function and hazard function. We estimate the parameters of the TIE distribution using the method of maximum likelihood estimation (MLE). The hazard function of the model has an inverted bathtub shape and we propose the usefulness of the TIE distribution in modeling breast cancer and bladder cancer data sets.
Science Publishing Corporation
2014-12-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/3684
10.14419/ijasp.v3i1.3684
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 1-7
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/3684/1507
Copyright (c) 2014 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/3698
2015-02-12T12:26:19Z
IJASP:ART
Certain effects of uncertain models
Knaeble, Brian
Statistical summaries of multiple regression analyses often state conclusions as if model uncertainty is of little concern. The error due to a mis-specified model, however, can be more significant in practice than the sampling error associated with commonly reported statistics. The true effect of an explanatory variable may be opposite that indicated by a fitted coefficient of a linear model, even if the model is well fit and the coefficient is deemed statistically significant. Here we study the sensitivity of the sign of a fitted coefficient to changes in the model structure. As a consequence of the principle of least squares, we show generally, that a set of covariates with a relatively weak coefficient of determination can not reverse the sign of a relatively strong fitted coefficient of a linear model that has been fit with a regression matrix having orthogonal columns. A consequence of the theory is a necessary condition for Simpson's paradox. Keywords: confounding, least squares, model uncertainty, regression, sensitivity analysis.
Science Publishing Corporation
2014-11-05
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
text/x-tex
http://www.sciencepubco.com/index.php/IJASP/article/view/3698
10.14419/ijasp.v2i2.3698
International Journal of Advanced Statistics and Probability; Vol. 2 No. 2 (2014); 124-134
2307-9045
10.14419/ijasp.v2i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/3698/1465
http://www.sciencepubco.com/index.php/IJASP/article/view/3698/17201
oai:ojs.pkp.sfu.ca:article/3773
2015-05-30T14:44:02Z
IJASP:ART
Determining the optimum confidence interval based on the hybrid Monte Carlo method and its application in financial calculations
Fathi Vajargah, Kianoush
Central Limit Theorem
Confidence Interval
Efficiency
Hybrid Method
Pricing Model.
The accuracy of Monte Carlo and quasi-Monte Carlo methods decreases in problems of high dimensions. Therefore, the objective of this study was to present an optimum method to increase the accuracy of the answer. As the problem gets larger, the resulting accuracy will be higher. In this respect, this study combined the two previous methods, QMC and MC, and presented a hybrid method with efficiency higher than that of those two methods.
Science Publishing Corporation
2014-12-15
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
application/vnd.openxmlformats-officedocument.wordprocessingml.document
http://www.sciencepubco.com/index.php/IJASP/article/view/3773
10.14419/ijasp.v3i1.3773
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 8-14
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/3773/1512
http://www.sciencepubco.com/index.php/IJASP/article/view/3773/17203
Copyright (c) 2014 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/3927
2015-05-30T14:44:02Z
IJASP:ART
Evaluating system reliability using linear-exponential distribution function
Ezzati, Ghasem
Rasouli, Abbas
Improvement Methods
Linear-Exponential Distribution
Reliability Function
Series-Parallel Systems.
Safety is a main criterion to design every system. Among various theories, which are applied to improve system safety, reliability theory is known as a powerful tool to reach higher safety levels in system design. In this paper, a compound of series and parallel systems is considered for reliability improvement. This system includes three items that two items are connected in parallel and their compound item is connected to the third item in series. It's assumed that the items are independent and their longevity follows linear-exponential distribution function. Reliability function of the mentioned system is formulated using linear-exponential distribution function. Then, three improvement methods will be applied to enhance system reliability. In each method, different sets of items will be considered for improvement and their reliability functions will be reformulated. A data analysis will be done in order to compare different improvement methods and a conclusion will be made based on the analyzed data.
Science Publishing Corporation
2014-12-19
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/3927
10.14419/ijasp.v3i1.3927
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 15-24
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/3927/1520
Copyright (c) 2014 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4032
2015-05-30T14:44:03Z
IJASP:ART
Analysis of deaths in a Nigerian hospital: the case of Federal Medical Centre (FMC), Umuahia
Ekpenyong, Emmanuel
Emenike, Iheanyi
Poisson Regression
Over-Dispersion
Mortality
Causes of Death
Diseases.
A Poisson regression model was fitted to the causes of death in Federal Medical Center (FMC), Umuahia. The basic violation of the model which is over-dispersion was confirmed absent with the use of a plot of residual against fitted values, the Pearson statistics and the comparison of the log-likelihoods of the Poisson regression and Negative Binomial regression models. Diseases affecting the excretory and neurological systems respectively were found to be insignificant in the model, while the rest of the other causes of deaths – were found to be significant in the model at 5% level of significance. The leading causes of death in the hospital were determined to be diseases affecting the digestive and circulatory system, injuries, endocrine and neonatal related diseases, and cancers.
Science Publishing Corporation
2015-04-17
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4032
10.14419/ijasp.v3i1.4032
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 64-71
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4032/1712
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4060
2015-05-30T14:44:02Z
IJASP:ART
A note on a new class of generalized Pearson distribution arising from Michaelis-Menten function of enzyme kinetics
Shakil, Mohammad
Singh, Jai Narain
Enzyme Kinetics
Generalized Pearson Differential Equation
Generalized Pearson System of Probability Distributions
Michaelis-Menten Function.
Many problems of enzyme kinetics can be described by a function known as the Michaelis-Menten (M-M) function. In this paper, motivated by the importance of Michaelis-Menten function in biochemistry and other biological phenomena, we have introduced a new class of generalized Pearson distribution arising from Michaelis-Menten function. Various properties of this distribution are derived, for example, its probability density function (pdf), cumulative distribution function (cdf), moment, entropy function, and relationships with some well-known continuous probability distributions. The graphs of the pdf and cdf of our new distribution are provided for some selected values of the parameters. It is observed that our new distribution is positively skewed and unimodal. We hope that the findings of this paper will be useful in many applied research problems. 2000 Mathematics Subject Classification: 60E05, 62E10, 62E15.
Science Publishing Corporation
2015-01-02
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4060
10.14419/ijasp.v3i1.4060
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 25-34
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4060/1545
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4066
2015-05-30T14:44:02Z
IJASP:ART
Stochastic differential equations and comparison of financial models with levy process using Markov chain Monte Carlo (MCMC) simulation
Vajargah, Kianoush Fathi
Levy Process
Markov Chain Monte Carlo
Black- Scholes Model
Merton Model
Stochastic Differential Equations.
An available method of modeling and predicting the economic time series is the use of stochastic differential equations, which are often determined as jump-diffusion stochastic differential equations in financial markets and underlier economic dynamics. Besides the diffusion term that is a geometric Brownian model with Wiener random process, these equations contain a jump term that follows Poisson process and depends on the type of market. This study presented two different models based on a certain class of jump-diffusion stochastic differential equations with random fluctuations: Black- Scholes model and Merton model (1976), including jump-diffusion (JD) model, which were compared, and their parameters and hidden variables were evaluated using Markov chain Monte Carlo (MCMC) method.
Science Publishing Corporation
2015-01-25
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
application/vnd.openxmlformats-officedocument.wordprocessingml.document
application/vnd.openxmlformats-officedocument.wordprocessingml.document
http://www.sciencepubco.com/index.php/IJASP/article/view/4066
10.14419/ijasp.v3i1.4066
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 35-42
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4066/1588
http://www.sciencepubco.com/index.php/IJASP/article/view/4066/17226
http://www.sciencepubco.com/index.php/IJASP/article/view/4066/17227
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4300
2015-05-30T14:44:02Z
IJASP:ART
Bayesian estimation based on generalized order statistics from exponentiated Weibull Poisson model
A. M, Abd-Elfattah
Hassan, Amal S.
Nassr, Said G.
Generalized Order Statistics
Exponentiated Weibull Poisson Distribution
Bayesian Method
Progressively Type-II Censored
Joint Density Function of Ordinary Order Statistics.
In this research paper, the estimation of the unknown parameters for the exponentiated Weibull Poisson distribution using the concept of generalized order statistics is investigated from Bayesian approach. The squared error, LINEX and general entropy loss functions are considered for Bayesian computation. Â Bayes estimates based on Progressively type II censored and the joint density function of ordinary order statistics are considered as special cases of generalized order statistics. Finally simulation study is conducted for illustrative purposes.
Science Publishing Corporation
2015-03-14
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4300
10.14419/ijasp.v3i1.4300
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 43-52
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4300/1661
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4364
2015-05-30T14:44:03Z
IJASP:ART
Performance analysis on least absolute shrinkage selection operator, elastic net and correlation adjusted elastic net regression methods
Matthew, Pascalis Kadaro
Yahaya, Abubakar
Convex Optimization
Cross Validation
Multicollinearity
Penalized Regression.
Some few decades ago, penalized regression techniques for linear regression have been developed specifically to reduce the flaws inherent in the prediction accuracy of the classical ordinary least squares (OLS) regression technique. In this paper, we used a diabetes data set obtained from previous literature to compare three of these well-known techniques, namely: Least Absolute Shrinkage Selection Operator (LASSO), Elastic Net and Correlation Adjusted Elastic Net (CAEN). After thorough analysis, it was observed that CAEN generated a less complex model.
Science Publishing Corporation
2015-05-16
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4364
10.14419/ijasp.v3i1.4364
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 93-99
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4364/1764
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4418
2015-05-30T14:44:03Z
IJASP:ART
Constant-stress partially accelerated life tests for inverted Weibull distribution with multiple censored data
Hassan, Amal S.
Assar, Salwa M.
Zaky, Ahmed N.
Constant Stress
Inverted Weibull Distribution
Multiple Censored Data
Partially Accelerated Life Test
Fisher Information Matrix.
Testing the lifetime of items under normal use condition often requires a long period of time, especially for products having high reliability. To minimize the costs involved in testing without reducing the quality of the data obtained, the items run at higher than usual level of stresses to induce early failures in a short time. This article concerns with constant–stress partially accelerated life test with multiple censored data. The life time of test item is assumed to follow inverted Weibull distribution. Maximum likelihood estimates are obtained for the model parameters and acceleration factor. In addition, asymptotic variance and covariance matrix of the estimators is given. The confidence intervals of the unknown parameters and acceleration factor are constructed for large sample sizes. Simulation studies are performed to investigate the performance of the estimators.
Science Publishing Corporation
2015-04-25
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4418
10.14419/ijasp.v3i1.4418
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 72-82
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4418/1729
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4439
2015-05-30T14:44:02Z
IJASP:ART
Fast online detection of outliers using least-trimmed squares regression with non-dominated sorting based initial subsets
Satman, Mehmet Hakan
Data streams
Initial subset selection
Non-dominated sorting
Outlier detection
Robust regression.
In this paper, a new algorithm is devised for calculating the Least Trimmed of Squares (LTS) estimator. The algorithm consists of two steps. In the first step, the non-dominated sorting algorithm is applied on the design matrix of regression data for selecting a clean subset of observations. In the second step, C-steps are iterated to adjust the LTS estimators. The algorithm is fast and precise for small sample sizes, however, the sorting algorithm is computationally inefficient in large datasets. A fast update mechanism can be used in online data with a linear increase in computation time. Some properties of the sorting algorithm are also investigated under some transformations. Results of applying the algorithm on some well-known datasets and Monte Carlo simulations show that the proposed algorithm is suitable to use in many cases when the computation time is the major objective and a moderate level of precision is enough.
Science Publishing Corporation
2015-04-04
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4439
10.14419/ijasp.v3i1.4439
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 53-63
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4439/1699
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4573
2015-11-12T11:58:23Z
IJASP:ART
An application of two sided power distribution in Bayesian analysis of paired comparison of relative importance of predictors in linear regression models
Wang, Xiaoyin
Bayesian Estimate
Markov Chain Monte Carlo Method (MCMC)
Paired Comparison
Relative Importance of Predictor
Two Sided Power Distribution
The purpose of determining the relative importance of predictors is to expose the extent of the individual contribution of a predictor in the presence of other predictors within a selected model. The goal of this article is to expand the current research practice by developing a statistical paired comparison model with Two Sided Power (TSP) link function in the Bayesian framework to evaluate the relative importance of each predictor in a multiple regression model. Results from simulation studies and empirical example reveal that the proposed Two Sided Power link function provides similar conclusions as the commonly used logit link function, but has more advantages from both practical and computational perspectives.
Science Publishing Corporation
2015-08-07
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4573
10.14419/ijasp.v3i2.4573
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 169-184
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4573/1938
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4610
2015-05-30T14:44:03Z
IJASP:ART
On the skewed sinh-normal distribution
Ashour, S. K.
Saad, Ahmed
Skew Distributions
Approximation
Random Number Generator
Maximum Likelihood Estimation.
Leiva et al. [10] introduce the skewed sinh-normal distribution, which is a skewed version of the sinh-normal distribution, discussed some of its properties and characterized an extension of the Birnbaum–Saunders distribution associated with this distribution. In this paper, we will introduce further properties of the skewed sinh-normal distribution, and introduce a new approximate form of its probability density function and cumulative distribution function (cdf), along with numerical comparison between the exact and approximate values of its cdf. Moreover, a random number generator for the distribution will be suggested and a goodness of fit test will be carried out to examine the effectiveness of the proposed random number generator. Finally, maximum likelihood estimation for the unknown parameter of the skewed sinh-normal distribution will be investigated, and numerical illustration for the new results will be discussed.
Science Publishing Corporation
2015-05-08
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4610
10.14419/ijasp.v3i1.4610
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 83-92
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4610/1756
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4612
2015-05-30T14:44:03Z
IJASP:ART
Characterizations of continuous probability distributions occurring in physics and allied sciences by truncated moment
Ahsanullah, Mohammad
Shakil, Mohammad
Characterization
Continuous Probability Distribution
Reverse Hazard Rate
Truncated Moment.
A probability distribution can be characterized through various methods. Before a particular probability distribution model is applied to fit the real-world data, it is necessary to confirm whether the given continuous probability distribution satisfies the underlying requirements by its characterization. In this paper, characterizations of some continuous probability distributions occurring in physics and allied sciences have been established. We have considered the normal, Laplace, Lorentz, logistic, Boltzmann, Rayleigh, log-normal, Maxwell, Fermi-Dirac, and Bose-Einstein distributions, and characterized them by applying a truncated moment method; that is, by taking a product of reverse hazard rate and another function of the truncated point. It is hoped that the proposed characterizations will be useful for researchers in various fields of physics and allied sciences.
Science Publishing Corporation
2015-05-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4612
10.14419/ijasp.v3i1.4612
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 100-114
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4612/1782
http://www.sciencepubco.com/index.php/IJASP/article/view/4612/17253
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4624
2015-11-12T11:58:23Z
IJASP:ART
The complementary Poisson-Lindley class of distributions
Hassan, Amal
Assar, Salwa
Ali, Kareem
Poisson-Lindley Distribution
Complementary
Lifetime Distributions
Distribution of the Maximum.
This paper proposed a new general class of continuous lifetime distributions, which is a complementary to the Poisson-Lindley family proposed by Asgharzadeh et al. [3]. The new class is derived by compounding the maximum of a random number of independent and identically continuous distributed random variables, and Poisson-Lindley distribution. Several properties of the proposed class are discussed, including a formal proof of probability density, cumulative distribution, and reliability and hazard rate functions. The unknown parameters are estimated by the maximum likelihood method and the Fisher’s information matrix elements are determined. Some sub-models of this class are investigated and studied in some details. Finally, a real data set is analyzed to illustrate the performance of new distributions.
Science Publishing Corporation
2015-06-29
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4624
10.14419/ijasp.v3i2.4624
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 146-160
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4624/1909
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4635
2015-06-01T09:38:18Z
IJASP:ART
Selection of forecast model for consumption (four sectors) and transmission (two Piplines) of natural gas in Punjab (Pakistan) based on ARIMA model
Butt, Maliha
ARIMA Model
Box Jenkins [3] Approach
Consumption of Natural Gas
Time Series Forecasting
Transmission of Natural Gas.
The main purpose of this study is to select an appropriate forecast model for Natural Gas Consumption and Transmission System. For ARIMA model, Box-Jenkins Approach (1976) has been adopted i.e. Stationarity of the series has been checked for each data set, correlogram has been estimated for identification of order of ARIMA model and a class of models has been estimated. Then, most adequate and appropriate model is selected by analyzing diagnostics checks. Later on, by comparing values of Akaike Information Criterion (AIC), Schwarz Information Criterion (SIC), and Standard Error (S.E.) of Regression, Root Mean Square Error (RMSC) and Theil Inequality Coefficient (TIC) for each model, forecast model has been finalized. In the end, forecasts have been made using models and compared these forecast values with the actual values for 2010 in order to check the accuracy of the model.
Science Publishing Corporation
2015-05-30
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4635
10.14419/ijasp.v3i1.4635
International Journal of Advanced Statistics and Probability; Vol. 3 No. 1 (2015); 115-125
2307-9045
10.14419/ijasp.v3i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4635/1790
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4651
2015-11-12T11:58:23Z
IJASP:ART
A reliability assessment of the age-sex data from 1991 and 2006 Nigeria population censuses
Ohaegbulem, Emmanuel
Age-Sex Data
Joint Score
Myers Index
Nigeria Population Censuses
Whipple Index.
This study assessed the quality of the age-sex data from 1991 and 2006 Nigeria population censuses using some conventional techniques of evaluating demographic data quality. Whipple and Myers indices were used to determine the extent of digit preference for the age-sex data presented in single years. There were very obvious preference for ages with end-digits 0 and 5 while other end-digits were avoided in the two censuses; and this was more pronounced with the females than males. From 1991 census to 2006 census, the Whipple index for both sexes declined from 294 to 251, while the Myers index declined from 60.8 to 49.9; indications of deficiencies in the Nigeria censuses data. The Joint scores computed for the five-year abridged distribution of the age-sex data yielded 54.83 and 38.52 for the 1991 and 2006 censuses, respectively. This showed that the data are poor in quality and not completely reliable as a result of misreporting. The 29.7% decline in Joint score from 1991 census to 2006 census was an indication of a modest improvement in quality over than fifteen years interval, even as the 2006 age-sex data are usable with adjustment.
Science Publishing Corporation
2015-05-31
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4651
10.14419/ijasp.v3i2.4651
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 132-137
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4651/1796
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4657
2015-11-12T11:58:23Z
IJASP:ART
An approach to measuring rotatability in central composite designs
Ohaegbulem, Emmanuel
Chigbu, Polycarp
Central Composite Designs
Design Rotatability
Near Rotatable Designs
Perfectly Rotatable Designs
Second-Order Response-Surface Designs.
An approach to measure design rotatability and a measure, that quantifies the percentage of rotatability (from 0 to 100) in the central composite designs are introduced. This new approach is quite different from the ones provided by previous authors which assessed design rotatability by the viewing of tediously obtained contour diagrams. This new approach has not practical limitations, and the measure is very easy to compute. Some examples were used to express this approach.
Science Publishing Corporation
2015-05-31
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4657
10.14419/ijasp.v3i2.4657
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 126-131
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4657/1848
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/4686
2015-11-12T11:58:23Z
IJASP:ART
Analysis of quantile regression as alternative to ordinary least squares
Abdullahi, Ibrahim
Yahaya, Abubakar
Quantile Regression
Model Validation
Stepwise Regression
Linear Programming.
In this article, an alternative to ordinary least squares (OLS) regression based on analytical solution in the Statgraphics software is considered, and this alternative is no other than quantile regression (QR) model. We also present goodness of fit statistic as well as approximate distributions of the associated test statistics for the parameters. Furthermore, we suggest a goodness of fit statistic called the least absolute deviation (LAD) coefficient of determination. The procedure is well presented, illustrated and validated by a numerical example based on publicly available dataset on fuel consumption in miles per gallon in highway driving.
Science Publishing Corporation
2015-06-15
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/4686
10.14419/ijasp.v3i2.4686
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 138-145
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/4686/1881
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5007
2015-11-12T11:58:23Z
IJASP:ART
On the asymptotic distribution of an alternative measure of kurtosis
Suaray, Kagba
Kurtosis
Quantile Estimator
Ratio of Normal Variables
Spread Function.
Pearson defined the fourth standardized moment of a symmetric distribution as its kurtosis. There has been much discussion in the literature concerning both the meaning of kurtosis, as well as the effectiveness of the classical sample kurtosis as a reliable measure of peakedness and tail weight. In this paper, we consider an alternative measure, developed by Crow and Siddiqui, used to describe kurtosis. Its value is calculated for a number of common distributions, and a derivation of its asymptotic distribution is given. Simulations follow, which reveal an interesting connection to the literature on the ratio of normal random variables.
Science Publishing Corporation
2015-08-07
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5007
10.14419/ijasp.v3i2.5007
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 161-168
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5007/1937
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5184
2015-11-12T11:58:23Z
IJASP:ART
Bayes approach to study scale parameter of log logistic distribution
Nasir, Wajiha
Maria, Maria
Aslam, Muhammad
Informative Prior
Bayes Estimates
Posterior Risks
Loss Functions
Monte Carlo simulation.
Scale parameter of Log logistic distribution has been studied using Bayesian approach. Posterior distribution has derived by using non informative prior. Posterior distribution is not in close form so we have work with quadrature numerical integration. Various loss functions has been utilized to derive the Bayes estimators and their corresponding risks. Simulation study has been performed to compare the performance of different estimators.
Science Publishing Corporation
2015-09-26
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5184
10.14419/ijasp.v3i2.5184
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 185-190
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5184/1993
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5242
2015-11-14T10:55:02Z
IJASP:ART
Bayesian estimation of the parameters of the bivariate generalized exponential distribution using accelerated life testing under censoring data
M. P, Abd El-Maseh,
Accelerated Life Testing
Bivariate Generalized Exponential Distribution
Constant Stress
Bivariate Censoring Type-I Samples
Bayesian Estimation
Markov Chain Monte Carlo Method.
In this paper, the Bayesian estimation for the unknown parameters for the bivariate generalized exponential (BVGE) distribution under Bivariate censoring type-I samples with constant stress accelerated life testing (CSALT) are discussed. The scale parameter of the lifetime distribution at constant stress levels is assumed to be an inverse power law function of the stress level. The parameters are estimated by Bayesian approach using Markov Chain Monte Carlo (MCMC) method based on Gibbs sampling. Then, the numerical studies are introduced to illustrate the approach study using samples which have been generated from the BVGE distribution.
Science Publishing Corporation
2015-11-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5242
10.14419/ijasp.v3i2.5242
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 215-223
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5242/2056
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5318
2015-11-12T11:58:23Z
IJASP:ART
Missing data treatment method on cluster analysis
Koko, Elsiddig Elsadig Mohamed
Mohamed, Amin Ibrahim Adam
Cluster Analysis
Missing Data
Multiple Imputation Method
Sudan Household Health Survey (SHHS).
The missing data in household health survey was challenged for the researcher because of incomplete analysis. The statistical tool cluster analysis methodology implemented in the collected data of Sudan's household health survey in 2006.Current research specifically focuses on the data analysis as the objective is to deal with the missing values in cluster analysis. Two-Step Cluster Analysis is applied in which each participant is classified into one of the identified pattern and the optimal number of classes is determined using SPSS Statistics/IBM. However, the risk of over-fitting of the data must be considered because cluster analysis is a multivariable statistical technique. Any observation with missing data is excluded in the Cluster Analysis because like multi-variable statistical techniques. Therefore, before performing the cluster analysis, missing values will be imputed using multiple imputations (SPSS Statistics/IBM). The clustering results will be displayed in tables. The descriptive statistics and cluster frequencies will be produced for the final cluster model, while the information criterion table will display results for a range of cluster solutions.
Science Publishing Corporation
2015-10-18
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5318
10.14419/ijasp.v3i2.5318
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 191-209
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5318/2017
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5400
2015-11-12T11:58:23Z
IJASP:ART
How a variable’s partial correlation with other variable(s) can make a good predictor: the suppressor variable case
Olusegun, Akinwande Michael
Muktar, Aminu
Kabir, Kaile Nasiru
Adamu, Ibrahim Abubakar
Abubakar, Umar Adamu
Suppression Effect
Stepwise Process
Regression
Correlation
Set Notation.
Suppression effect is one of the most elusive and difficult to understand dynamics in multiple regression analysis. Suppressor variable(s) and their dynamics in multiple regression analyses are important in reporting accurate research outcomes. However, quite a number of researchers are unfamiliar with the possible advantages and importance of these variables. Suppressor variables tend to appear useless as separate predictors, but have the potential to change the predictive ability of other variables and completely influence research outcomes. This research describes the role suppressor variables play in a multiple regression analysis and provides practical examples that further explain how suppressor effects can alter research outcomes. Finally, we employed mathematical set notation to demonstrate the concepts of suppressor effects.
Science Publishing Corporation
2015-11-05
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5400
10.14419/ijasp.v3i2.5400
International Journal of Advanced Statistics and Probability; Vol. 3 No. 2 (2015); 210-214
2307-9045
10.14419/ijasp.v3i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5400/2040
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5542
2016-05-25T14:38:05Z
IJASP:ART
Bayesian estimation of the shape parameter of generalized Rayleigh distribution under non-informative prior
Aliyu, Yakubu
Yahaya, Abubakar
Bayes Estimators
Extended Jeffrey’s Prior
Entropy Loss Function
Precautionary Loss Function
Squared Error Loss Function.
A decade ago, two-parameter Burr Type X distribution was introduced by Surles and Padgett [14] which was described as Generalized Rayleigh Distribution (GRD). This skewed distribution can be used quiet effectively in modelling life time data. In this work, Bayesian estimation of the shape parameter of GRD was considered under the assumption of non-informative prior. The estimates were obtained under the squared error, Entropy and Precautionary loss functions. Extensive Monte Carlo simulations were carried out to compare the performances of the Bayes estimates with that of MLEs. It was observed that the estimate under the Entropy loss function is more stable than the estimates under squared error loss function, Precautionary loss function and MLEs.
Science Publishing Corporation
2015-12-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5542
10.14419/ijasp.v4i1.5542
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 1-10
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5542/2083
Copyright (c) 2015 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5655
2016-05-25T14:38:06Z
IJASP:ART
The relationship between household income and educational level. (south Darfur rural areas-Sudan) statistical study
A. A. Saad, Sofian
Adam, Amin
H. Abdelateef, Afra
Analysis of Variance (ANOVA)
Household Income
Household Survey (HHS)
Internally Displaced People (IDPs)
Least Significance Difference (LSD).
The main aim of this paper is to find out the relationship between the household level of income and the level of education for the household being lived in southern Darfur state (Sudan) since they were seriously affected by the war conflict and lost most of their income sources. One-way Analyses of Variance (ANOVA) have been used to asses this relation where the independent variable and dependent variables are categorical and continuous respectively. Data gathered from Household survey (HHS) is analyzed. The results indicate the existence of relationship between certain education groups and the level of income, mainly high level of education comparing with the low level.
Science Publishing Corporation
2016-03-27
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5655
10.14419/ijasp.v4i1.5655
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 27-30
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5655/2190
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5657
2016-05-25T14:38:06Z
IJASP:ART
Binary logistic regression to estimate household income efficiency. (south Darfur rural areas-Sudan)
A. A. Saad, Sofian
Adam, Amin
H. Abdelateef, Afra
Income efficiency
Household Head (HH)
Factors affecting income
Odds Ratio (OR).
The main objective behind this study is to find out the main factors that affects the efficiency of household income in Darfur rejoin. The statistical technique of the binary logistic regression has been used to test if there is a significant effect of fife binary explanatory variables against the response variable (income efficiency); sample of size 136 household head is gathered from the relevant population. The outcomes of the study showed that; there is a significant effect of the level of household expenditure on the efficiency of income, beside the size of household also has significant effect on the response variable, the remaining explanatory variables showed no significant effects, those are (household head education level, size of household head own agricultural and numbers of students at school).
Science Publishing Corporation
2016-03-29
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5657
10.14419/ijasp.v4i1.5657
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 31-35
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5657/2188
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5667
2016-05-25T14:38:06Z
IJASP:ART
Stochastic renewal process model for maintenance (case study: thermal electricity generation in Sudan)
Qurashi, Mohammedelameen
Hamdi, Ahamed Mohamed Abdalla
Renewal Process
Homogeneous Poisson Process (HPP)
Mean Time between Failures (MTBF)
Rate of Occurrence of Failure (ROCOF)
Weibull
Maintenance.
The renewal process defines as a counting process where the times between the count renewals is a random variables and their distribution is identical. In the electricity generation machines there are spare parts replaced due to damage or expired and replacement process occur repeatedly and the renewal process of here assume that times between replacements are independent random variables and it has identical probability distribution. In this paper, renewal process model has applied on the time of fault for machine in Bahri Thermal Station for electricity generation, which is belong to the National Electricity Authority in Sudan during the period (2011-2015). Through the renewal process model estimation is clear that, the failure time (renewal) for the machines follow Weibull distribution with 2-parameters and when the time trend has been tested it is clear that no trend exist which mean that the renewal process represent Homogeneous Poisson Process (HPP), and the repair rate (renewal) is occurred constantly. In addition, the findings approve that whenever the repair rate (renewal) increase the mean time between failures (MTBF) increases too and this clear in machine no (6).
Science Publishing Corporation
2016-01-16
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5667
10.14419/ijasp.v4i1.5667
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 11-15
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5667/2096
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5713
2017-05-30T19:59:44Z
IJASP:ART
Multivariate statistical process control approach to monitor quality of chloroquine phosphate tablet (bp250mg) in Dana pharmaceutical company
Abubakar Adamu, Umar
Shehu Usman, Gulumbe
Hussaini Garba, Dikko
Chloroquine Tablet
Hotelling’s T2 Control Chart
Mewma Control Chart
MSPC
PCA.
Recently, much attention has been raised on effects of high increase in drugs counterfeiting and sub-standard quality which leads to many casualties in Nigeria. The Multivariate Statistical Process Control Charts approach was employed to examine such defects especially in assessing the official physico-chemical quality of chloroquine phosphate tablet (BP250mg) which claimed to contain the required quality properties. The Multivariate Exponentially Weighted Moving Average (MEWMA) Control Chart gives a powerful and reliable control chart than the widely used Hotelling’s T2˗Control Chart, which detects the smallest shift in the product process means and have minimum process variability. Also, the Matrix of scatter plots indicated the existence of relationship among the process variables and the Principal Component Analysis (PCA) minimized the rate of dimensionality of the process variability, which captured most of the variables outliers and retained the first Principal Components (PC) that explained over 99% variability of the product. To this end, the study results shows that the product quality characteristics (process variables) is under control (stable) and conform to international standard as specified by BP 2002.
Science Publishing Corporation
2016-12-13
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5713
10.14419/ijasp.v5i1.5713
International Journal of Advanced Statistics and Probability; Vol. 5 No. 1 (2017); 1-7
2307-9045
10.14419/ijasp.v5i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5713/2516
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5715
2016-05-25T14:38:06Z
IJASP:ART
Two fixed point theorems in generalized metric spaces
Abed, Salwa S
Luaibi, Hadeel H.
G-Metric Spaces
Fixed Points
Coupled Fixed Points
Implicit Conditions.
In this paper, we prove there exists a coupled fixed point for a set- valued contraction mapping defined on X× X , where X is incomplete ordered G-metric. Also, we prove the existence of a unique fixed point for single valued mapping with respect to implicit condition defined on a complete G- metric.
Science Publishing Corporation
2016-02-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5715
10.14419/ijasp.v4i1.5715
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 16-19
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5715/2129
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5735
2016-05-25T14:38:06Z
IJASP:ART
Maximum likelihood estimation based on type-i hybrid progressive censored competing risks data
Ashour, Samir
Abu El Azm, Wael
Competing Risks
Type-I Progressive Hybrid Censoring
Generalized Weibull Distributions
Generalized Exponential Distribution
Weibull Distributions
Exponential Distribution
Maximum Likelihood Estimation
Asymptotic Confidence Interval.
This paper is concerned with the estimators problems of the generalized Weibull distribution based on Type-I hybrid progressive censoring scheme (Type-I PHCS) in the presence of competing risks when the cause of failure of each item is known. Maximum likelihood estimates and the corresponding Fisher information matrix are obtained. We generalized Kundu and Joarder [7] results in the case of the exponential distribution while, the corresponding results in the case of the generalized exponential and Weibull distributions may be obtained as a special cases. A real data set is used to illustrate the theoretical results.
Science Publishing Corporation
2016-03-13
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5735
10.14419/ijasp.v4i1.5735
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 20-26
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5735/2165
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5896
2016-05-25T14:38:06Z
IJASP:ART
Nonparametric Prediction Intervals of generalized order statistics from two independent sequences
Mohie El-Din, Mostafa
Emam, Walid
Prediction intervals
Generalized order statistics
Coverage probability
Confidence intervals
Two-sample prediction.
This paper, discusses the problem of predicting future a generalized order statistic of an iid sequence sample was drawn from an arbitrary unknown distribution, based on observed also generalized order statistics from the same population. The coverage probabilities of these prediction intervals are exact and free of the parent distribution F(). Prediction formulas of ordinary order statistics and upper record values are extracted as special cases from the productive results. Finally, numerical computations on several models of ordered random variables are given to illustrate the proposed procedures.
Science Publishing Corporation
2016-03-31
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5896
10.14419/ijasp.v4i1.5896
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 36-46
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5896/2194
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/5914
2016-05-25T14:38:06Z
IJASP:ART
Comparison of estimates using censored samples from Gompertz model: Bayesian, E-Bayesian, hierarchical Bayesian and empirical Bayesian schemes
Reyad, Hesham
Younis, Adil Mousa
Alkhedir, Amal Alsir
Bayes estimates
E-Bayes estimates
Empirical Bayes estimates
Gompertz distribution
Hierarchical Bayes estimates.
This paper aims to introduce a comparative study for the E-Bayesian criteria with three various Bayesian approaches; Bayesian, hierarchical Bayesian and empirical Bayesian. This study is concerned to estimate the shape parameter and the hazard function of the Gompertz distribution based on type-II censoring. All estimators are obtained under symmetric loss function [squared error loss (SELF))] and three different asymmetric loss functions [quadratic loss function (QLF), entropy loss function (ELF) and LINEX loss function (LLF)]. Comparisons among all estimators are achieved in terms of mean square error (MSE) via Monte Carlo simulation.
Science Publishing Corporation
2016-04-03
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/5914
10.14419/ijasp.v4i1.5914
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 47-61
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/5914/2196
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/6095
2016-05-25T14:38:06Z
IJASP:ART
Quasi-E-Bayesian criteria versus quasi-Bayesian, quasi-hierarchical Bayesian and quasi-empirical Bayesian methods for estimating the scale parameter of the Erlang distribution
Reyad, Hesham
Younis, Adil
Alkhedir, Amal
Erlang Distribution
Quasi-Bayes Estimates
Quasi-E-Bayeses Estimates
Quasi-Empirical Bayes Estimates
Quasi-Hierarchical Bayes Esti-mates.
This paper proposes a new modification for the E-Bayesian method of estimation to introduce a new technique namely Quasi E-Bayesian method (or briefly QE-Bayesian). The suggested criteria built in replacing the likelihood function by the quasi likelihood function in the E-Bayesian technique. This study is devoted to evaluate the performance of the new method versus the quasi-Bayesian, quasi-hierarchical Bayesian and quasi-empirical Bayesian approaches in estimating the scale parameter of the Erlang distribution. All estimators are obtained under symmetric loss function [squared error loss (SELF))] and four different asymmetric loss functions [Precautionary loss function (PLF), entropy loss function (ELF), Degroot loss function (DLF) and quadratic loss function (QLF)]. The properties of the QE-Bayesian estimates are introduced and the relations between the QE-Bayes and quasi-hierarchical Bayes estimates are discussed. Comparisons among all estimators are performed in terms of mean square error (MSE) via Monte Carlo simulation.
Science Publishing Corporation
2016-05-10
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/6095
10.14419/ijasp.v4i1.6095
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 62-74
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/6095/2242
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/6100
2016-10-10T12:16:58Z
IJASP:ART
Transmutation of the two parameters Rayleigh distribution
Ullah, Ehsan
Shahzad, Mirza
Least Square Estimation
Moments
Order Statistics
Transmuted Two Parameters Rayleigh Distribution.
In this study, transmuted two parameters Rayleigh distribution is proposed using quadratic rank transmutation map. This proposed distribution is more flexible and versatile than two parameters Rayleigh distribution. Some properties of the proposed distribution are derived such as moments, moment generating function, mean, variance, median, quantile function, reliability, and hazard function. The parameter estimation is approached through the method of least square estimation. The th and joint order statistics are also derived for the proposed distribution. The application of proposed model illustrated and compared using real data.
Science Publishing Corporation
2016-09-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/6100
10.14419/ijasp.v4i2.6100
International Journal of Advanced Statistics and Probability; Vol. 4 No. 2 (2016); 95-101
2307-9045
10.14419/ijasp.v4i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/6100/2391
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/6165
2016-05-27T11:55:07Z
IJASP:ART
Reliability test plan based on Dagum distribution
Al-Zahrani, Bander
Acceptance sampling plan
Consumer and Producer’s risks
Dagum distribution
Truncated life test
Apart from other probability models, Dagum distribution is also an effective probability distribution that can be considered for studying the lifetime of a product/material. Reliability test plans deal with sampling procedures in which items are put to test to decide from the life of the items to accept or reject a submitted lot. In the present study, a reliability test plan is proposed to determine the termination time of the experiment for a given sample size, producers risk and termination number when the quantity of interest follows Dagum distribution. In addition to that, a comparison between the proposed and the existing reliability test plans is carried out with respect to time of the experiment. In the end, an example illustrates the results of the proposed plan.
Science Publishing Corporation
2016-05-25
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/6165
10.14419/ijasp.v4i1.6165
International Journal of Advanced Statistics and Probability; Vol. 4 No. 1 (2016); 75-78
2307-9045
10.14419/ijasp.v4i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/6165/2264
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/6182
2016-10-10T12:16:58Z
IJASP:ART
Functional time series analysis of age-specific fertility rates: visualizing the change in the age-pattern of fertility in India
Deb, Mallika
Chakrabarty, Tapan Kumar
Age-Specific Fertility Rates
Cubic Spline Interpolation Smoothing
Fertility Forecasting
Functional Time Series Analysis
Principal Component.
Functional Time Series Analysis (FTSA) is carried out in this article to uncover the temporal variations in the age pattern of fertility in India. Attempt is made to find whether there is any typical age pattern in the nation’s fertility across the reproductive age groups. If so, how do we characterize the role of changing age pattern of fertility across reproductive age groups in the nation’s fertility transition? We have used region-specific (rural-urban) and country level data series on Age-Specific Fertility Rates (ASFRs) available from Sample Registration System (SRS), India during 1971-2013. Findings of this study are very impressive. It is observed that the youngest age group of women in 15-19 years has contributed to the maximum decline in fertility with a substantially accelerated pace during the period of study. The major changes in fertility rates among Indian women dominated by the rural representation occur at the ages after 30. Further, the study also suggests that the future course of demographic transition in India from third phase to the fourth phase of replacement fertility would depend on the degree and pace of decline among the rural women aged below 30 years.
Science Publishing Corporation
2016-06-17
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
application/x-rar
http://www.sciencepubco.com/index.php/IJASP/article/view/6182
10.14419/ijasp.v4i2.6182
International Journal of Advanced Statistics and Probability; Vol. 4 No. 2 (2016); 79-89
2307-9045
10.14419/ijasp.v4i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/6182/2293
http://www.sciencepubco.com/index.php/IJASP/article/view/6182/17309
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/6319
2016-10-10T12:16:58Z
IJASP:ART
Geometric interpretation of subjective probability: random numbers and objective conditions of coherence
Angelini, Pierpaolo
Maturo, Antonio
Convex Hull
Linear Dependence
Logical Dependence
Metric
Scalar Product.
In the domain of the logic of certainty we study the objective notions of the subjective probability with the clear aim of identifying their fundamental characteristics before the assignment, by the individual, of the probabilistic evaluation: probability is an additional and subjective notion that one applies within the range of possibility, thus giving rise to those gradations, more or less probable, that are meaningless in the logic of certainty. When we study the criteria for evaluations under conditions of uncertainty and their corresponding conditions of coherence we show an inevitable dichotomy between the subjective or psychological aspect of probability and the objective or logical or geometrical one. The affine properties are the basis of essential concepts of probability theory and only they make sense, being independent of the choice of a coordinate system; however, the importance of the metric properties appears in order to represent random numbers and analytical conditions of coherence.
Science Publishing Corporation
2016-07-25
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/6319
10.14419/ijasp.v4i2.6319
International Journal of Advanced Statistics and Probability; Vol. 4 No. 2 (2016); 90-94
2307-9045
10.14419/ijasp.v4i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/6319/2334
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/6722
2016-10-11T12:48:35Z
IJASP:ART
Estimation of marginal parameters of SUP-OU processes with long range dependence
Taufer, Emanuele
Characteristic Function Estimation
Long Range Dependence
Marginal Distribution
Ornstein Uhlenbeck Process
Superposition.
Superpositions of Ornstein Uhlenbeck processes provide convenient ways to build stationary processes with given marginal distributions and long range dependence. After reviewing some of the basic features, we present several examples of processes with non Gaussian marginal distributions. Estimation of the parameters of the marginal distribution is undertaken by means of a characteristic function technique. We provide the relevant asymptotic theory as well as results of simulations and real data applications.
Science Publishing Corporation
2016-10-10
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/6722
10.14419/ijasp.v4i2.6722
International Journal of Advanced Statistics and Probability; Vol. 4 No. 2 (2016); 102-108
2307-9045
10.14419/ijasp.v4i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/6722/2436
Copyright (c) 2016 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/6931
2017-05-30T19:59:44Z
IJASP:ART
Identification of correlation structure using rotated factor loadings
Iwok, Iberedem
B. J, Nwikpe
Factor Loadings
Orthogonal Matrix
Orthogonal Rotation
Principal Component and Communality.
This work seeks to identify the correlation structure of variables in terms of few underlying but unobservable factors. The method was applied to age and five different tests results obtained from 200 patients in a hospital. Two factors were identified using the scree plot and the Kaiser criterion. The factor loadings obtained by the method of principal components gave an inadequate fit to the data. An algebraic approach was applied using orthogonal rotation, and the loadings were found to give a clear and interpretable pattern. Consequently, the variables: age, fasting blood sugar and diastolic blood pressure were found to cluster about the first factor F1 called Age-Cardiovascular factor. Similarly, the remaining variables malaria, typhoid and haemoglobin clustered about the second factor F2 and the given name was Hemo-typhomalaria factor. Diagnostic checks were carried out and the factor model generated by the rotated loadings was found to be adequate.
Science Publishing Corporation
2017-01-31
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
application/vnd.openxmlformats-officedocument.wordprocessingml.document
http://www.sciencepubco.com/index.php/IJASP/article/view/6931
10.14419/ijasp.v5i1.6931
International Journal of Advanced Statistics and Probability; Vol. 5 No. 1 (2017); 8-16
2307-9045
10.14419/ijasp.v5i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/6931/2574
http://www.sciencepubco.com/index.php/IJASP/article/view/6931/17361
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7221
2017-05-30T19:59:44Z
IJASP:ART
Estimation and application in log-Fréchet regression model using censored data
Alamoudi, Hanan
Mousa‎, Salwa‎
Baharith, Lamya
Fréchet Distribution
Regression Model
Censored Data
Maximum Likelihood
Jackknife Method
Residual Analysis.
This article introduces a new location-scale regression model based on a log-Fréchet distribution. Maximum likelihood and Jackknife methods are used to estimate the new model parameters for censored data. Martingale and deviance residuals are obtained to check model assumptions, data validity, and detect outliers. Moreover, global influence is used to detect influential observations. Monte Carlo simulation study is provided to compare the performance of the maximum likelihood and jackknife estimators for different sample sizes and censoring percentages. The empirical distribution of the martingale and deviance residuals of the proposed model is examined. A real lifetime heart transplant data is analyzed under the log-Fréchet regression model to illustrate the satisfactory results of the proposed model.
Science Publishing Corporation
2017-03-18
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7221
10.14419/ijasp.v5i1.7221
International Journal of Advanced Statistics and Probability; Vol. 5 No. 1 (2017); 23-31
2307-9045
10.14419/ijasp.v5i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7221/2645
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7258
2017-05-30T19:59:45Z
IJASP:ART
Analysis of semi-parametric single-index models by using MAVE-method based on some kernel functions
Ali, Fayyadh
Salih, Tareq
Single-Index Model
MAVE Method
Kernel Function
Bandwidth Parameter
Curse of Dimensionality.
In this paper, we used many forms of kernel functions with minimum average variance estimation (MAVE) method [Xia2002] we called the proposed methods (MAVE-Biweight), (MAVE-Epanechnikov ) and .(MAVE-Gaussian ) for estimation the parameters and the link function of the single – index model (SIM) comparing with other methods of estimation . to evaluate the performing of the various methods s simulation and a real data have been used, conclusions showed that the (MAVE- Gaussian) method in this paper gave better results compared with other methods depending on the mean squared error (MSE) and mean Absolute error (MAE) criterion for comparison.
Science Publishing Corporation
2017-05-11
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7258
10.14419/ijasp.v5i1.7258
International Journal of Advanced Statistics and Probability; Vol. 5 No. 1 (2017); 37-43
2307-9045
10.14419/ijasp.v5i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7258/2707
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7345
2017-11-09T04:21:38Z
IJASP:ART
A modified class of exponential-type estimator of population-mean in simple random sampling
Enang, Ekaette
Uket, Joy
Ekpenyong, Emmanuel
Simple Random Sampling
Auxiliary Information
Exponential Ratio Estimator
Mean Square Error
Optimality Conditions
Efficiency.
The problem of obtaining better ratio estimators of the population means are dominating in survey sampling. This paper provides a modified class of exponential type estimators using combinations of some existing estimators. Expressions for the bias and Mean Square Error (MSE) with the optimality conditions for this class of estimators have been established. Both analytical and numerical comparison with some existing estimators shows better performances from members of the proposed class.
Science Publishing Corporation
2017-06-27
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7345
10.14419/ijasp.v5i2.7345
International Journal of Advanced Statistics and Probability; Vol. 5 No. 2 (2017); 70-76
2307-9045
10.14419/ijasp.v5i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7345/2766
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7410
2017-05-30T19:59:44Z
IJASP:ART
Mathematical properties of the Kumaraswamy-Lindley distribution and its applications
Salem, Hamdy
Hagag, Abd-Elwahab
Kumaraswamy Distribution
Lindley Distribution
Maximum Likelihood Estimation
Hazard Function
Order Statistics.
In this paper, a composite distribution of Kumaraswamy and Lindley distributions namely, Kumaraswamy-Lindley Kum-L distribution is introduced and studied. The Kum-L distribution generalizes sub-models for some widely known distributions. Some mathematical properties of the Kum-L such as hazard function, quantile function, moments, moment generating function and order statistics are obtained. Estimation of parameters for the Kum-L using maximum likelihood estimation and least square estimation techniques are provided. To illustrate the usefulness of the proposed distribution, simulation study and real data example are used.
Science Publishing Corporation
2017-03-11
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7410
10.14419/ijasp.v5i1.7410
International Journal of Advanced Statistics and Probability; Vol. 5 No. 1 (2017); 17-22
2307-9045
10.14419/ijasp.v5i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7410/2641
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7491
2017-05-30T19:59:44Z
IJASP:ART
Precision of full polynomial response surface designs on models with missing coefficients
Iwundu, Mary
Jaja, ENYINNA
Condition Number
Design Efficiency
Full Models
Reduced Models and Response Surface Designs.
The precision of using full polynomial response surface designs on models with missing coefficients (reduced models) is studied using efficiency measures. The loss in D- and G-efficiency of constructed first-order exact designs is minimized for the model with missing interaction coefficient. However, higher losses in D- and G-efficiency are recorded when constructed second-order exact designs are used on the model with missing interaction coefficient with few exceptions showing preferences for using the designs on the reduced model. Lower condition numbers are observed for the designs under the first-order reduced models thus indicating that the N-point exact designs are closer to being orthogonal for the reduced model than for the full model. Perfect orthoganality is achieved at design sizes 4 and 8. In fact, N-point exact designs of multiples of N=4 show perfect orthoganality when defined either for the full or reduced first-order models. In comparison to a design with perfect orthoganality, the second-order designs are far from being orthogonal.
Science Publishing Corporation
2017-05-03
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7491
10.14419/ijasp.v5i1.7491
International Journal of Advanced Statistics and Probability; Vol. 5 No. 1 (2017); 32-36
2307-9045
10.14419/ijasp.v5i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7491/2699
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7513
2017-06-01T06:29:34Z
IJASP:ART
The beta compound Rayleigh distribution : Properties and applications
Reyad, Hesham
Ibrahim, Soha
Beta Distribution
Compound Rayleigh Distribution
Maximum Likelihood Estimation
Order Statistics
Record Statistics.
In this paper, we introduce a new four parameter continuous model, called the beta compound Rayleigh (BCR) distribution that extends the compound Rayleigh distribution. Basic properties of the proposed distribution such as; mean, variance, coefficient of variation, raw and incomplete moments, skewness, kurtosis, moment and probability generating functions, reliability analysis, Lorenz, Bonferroni and Zenga curves, Rényi of entropy, order statistics and record statistics are investigated. We obtain the maximum likelihood estimates and the observed information matrix for the model parameters. Two real data sets are used to illustrate the usefulness of the new model.
Science Publishing Corporation
2017-05-30
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7513
10.14419/ijasp.v5i1.7513
International Journal of Advanced Statistics and Probability; Vol. 5 No. 1 (2017); 57-64
2307-9045
10.14419/ijasp.v5i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7513/2732
http://www.sciencepubco.com/index.php/IJASP/article/view/7513/17384
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7524
2017-05-30T19:59:45Z
IJASP:ART
Characterization for Gompertz distribution based on general progressively type-II right censored order statistics
Mohie El-Din, M. M.
Sadek, A.
Mohie El-Din, Marwa M.
Sharawy, A. M.
Characterization
Gompertz Distribution
General Progressively Type-II Right Censored Order Statistics
Recurrence Relations.
In this article, we establish recurrence relations for single and product moments based on general progressively Type-II right censored order statistics (GPTIICOS). Characterization for Gompertz distribution (GD) using relation between probability density function and distribution function is obtained. Moreover recurrence relations of single and product moments based on GPTIICOS are also used to characterize the distribution. Further, the results are specialized to the progressively Type-II right censored order statistics (PTIICOS).
Science Publishing Corporation
2017-05-16
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7524
10.14419/ijasp.v5i1.7524
International Journal of Advanced Statistics and Probability; Vol. 5 No. 1 (2017); 52-56
2307-9045
10.14419/ijasp.v5i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7524/2722
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7615
2017-11-09T04:21:38Z
IJASP:ART
Prediction of blood lead level in maternal and fetal us-ing generalized linear model
Algamal, Zakariya
Ali, Haithem
Generalized Linear Models
Exponential Family
Inverse Gaussian distribution
Link Functions.
Over the past decades, with advanced data collection techniques, a different type of data continues to appear in various biological, sciences, medical, social, and economical studies. Statistical modeling is essential in many scientific research areas because it explains the relationship between the response variable of interest and a number of explanatory variables. Generalized linear models (GLMs) are generalization of the linear regression models, which allow fitting regression models to response variable that is non normal and follows a general exponential family. The aim of this study is to encourage and initiate the application of GLMs to predict the maternal and fetal blood-lead level. The inverse Gaussian distribution with inverse quadratic link function is considered. Four main effects were significant in the prediction of the maternal blood-lead level (pica, smoking of mother, dairy products intake of mother, calcium intake of mother), while in the prediction of the fetal blood-lead level, two main effects showed significance (dairy products intake of mother and hemoglobin of mother).
Science Publishing Corporation
2017-06-04
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7615
10.14419/ijasp.v5i2.7615
International Journal of Advanced Statistics and Probability; Vol. 5 No. 2 (2017); 65-69
2307-9045
10.14419/ijasp.v5i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7615/2737
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7638
2017-05-30T19:59:45Z
IJASP:ART
A bivariate Pareto type I models
Abd Elaal, Mervat
Alzahrani, Hind
Bivariate Pareto Type I
Gaussian Copula
Maximum Likelihood Estimation
Bayesian Estimation.
In this paper two new bivariate Pareto Type I distributions are introduced. The first distribution is based on copula, and the second distribution is based on mixture of and copula. Maximum likelihood and Bayesian estimations are used to estimate the parameters of the proposed distribution. A Monte Carlo Simulation study is carried out to study the behavior of the proposed distributions. A real data set is analyzed to illustrate the performance and flexibility of the proposed distributions.
Science Publishing Corporation
2017-05-16
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
application/vnd.openxmlformats-officedocument.wordprocessingml.document
http://www.sciencepubco.com/index.php/IJASP/article/view/7638
10.14419/ijasp.v5i1.7638
International Journal of Advanced Statistics and Probability; Vol. 5 No. 1 (2017); 44-51
2307-9045
10.14419/ijasp.v5i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7638/2718
http://www.sciencepubco.com/index.php/IJASP/article/view/7638/17386
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7701
2017-11-09T04:21:38Z
IJASP:ART
Equiradial designs under changing axial distances, design sizes and varying center runs with their relationships to the central composite designs
Iwundu, Mary
Onu, Henry
Equiradial Design
Central Composite Design
Axial Distance
Design Size
Center Point
D-Absolute Deviation
G-Absolute Deviation.
In assessing the preferences of equiradial designs based on design size, axial distance and number of center points in relation to the central composite designs, D-absolute deviation (D-AD) and G-absolute deviation (G-AD) are proposed as new design measures of closeness of experimental designs. Each absolute deviation is positive or zero. The G-absolute deviation is zero or approximately zero at  equals 1 center point. For  greater than 1, G-absolute deviation decreases for increasing values of . On the other hand, the D-absolute deviation decreases as the design size increases. Designs having G-AD values of zero or approximately zero are identical or near identical in G-optimality properties. Also, designs having D-AD values of zero or approximately zero are identical or near identical in D-optimality properties. It is conjecturally hoped that at some increased design size, the equiradial designs and the central composite designs, having same axial or radial distance will coincide (be identical) in their properties, with D-AD value of zero or approximately zero.
Science Publishing Corporation
2017-07-13
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7701
10.14419/ijasp.v5i2.7701
International Journal of Advanced Statistics and Probability; Vol. 5 No. 2 (2017); 77-82
2307-9045
10.14419/ijasp.v5i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7701/2799
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7824
2017-11-09T04:21:38Z
IJASP:ART
Estimation method of spatial geostatistical data : Application to rainfall data
Erfanian, Hamid Reza
Barati, Samaneh
Geostatistics
Prediction
Rainfall Data
Spatial Statistics
Universal Kriging.
Restriction of water resources for agricultural and non-agricultural purposes has caused major difficulties and rainfall is considered as one of the most important water resources. Therefore, predicting rainfall and estimating its rate monthly or annually for each region as one of the most important atmospheric parameters, is of particular importance in optimized usage of water resources.In this paper in addition to the presenting application of novel statistical methods, prediction of rainfall amount has been performed for the entire map of Iran. In this analysis, data of average rainfall of 108 pluviometry stations in different cities of Iran have been used and zoning of rainfall has been prepared for the country.
Science Publishing Corporation
2017-09-16
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7824
10.14419/ijasp.v5i2.7824
International Journal of Advanced Statistics and Probability; Vol. 5 No. 2 (2017); 91-95
2307-9045
10.14419/ijasp.v5i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7824/2851
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7834
2017-11-09T04:21:38Z
IJASP:ART
The exact extreme value distribution – applied study
Fayomi, Aisha
Qutb, Neamat
Al-Beladi, Ohoud
Bayesian Estimation
Compound Distribution
Exact Extreme Value Distribution
Extreme Rainfall Events
Maximum Likelihood Estimation.
Extreme value theory is used to develop models for describing the distribution of extreme events. Exact extreme value or compound distri-bution which is based on the theory of the maximum of random variables of random numbers is one of the most important models that are applicable in various situations, for instance of interest, it uses partial duration series (PDF) data to analyze extreme hydrological. As part of our earlier study, the parameters of this model were estimated by two methods, maximum likelihood (ML) and Bayesian- based on non-informative and informative priors. Moreover, a comparative study using simulated data showed that the Bayesian based on informative prior is the best estimation method. In this paper, a real data set taken from records of the largest daily rainfall data of Jeddah city in Saudi Arabia is used to fit the model when the parameters are estimated by Bayesian method. A comparative applied study indicates that the exact extreme value model under Bayesian estimates (BE) of its parameters provides appropriate fit for this data set and it is more applicable than the same model when the parameters are estimated by ML method and other three classical extreme value models.
Science Publishing Corporation
2017-07-26
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7834
10.14419/ijasp.v5i2.7834
International Journal of Advanced Statistics and Probability; Vol. 5 No. 2 (2017); 87-90
2307-9045
10.14419/ijasp.v5i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7834/2808
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/7862
2017-11-09T04:21:38Z
IJASP:ART
The beta-burr type v distribution: its properties and application to real life data
Garba Dikko, Hussaini
Aliyu, Yakubu
Alfa, Saidu
Burr Type V
Beta Burr V
Hazard Rate
Maximum Likelihood Estimation.
A new distribution called the beta-Burr type V distribution that extends the Burr type V distribution was defined, investigated and estab-lished. The properties examined provide a comprehensive mathematical treatment of the distribution. Additionally, various structural proper-ties of the new distribution verified include probability density function verification, asymptotic behavior, Hazard Rate Function and the cumulative distribution. Subsequently, we used the maximum likelihood estimation procedure to estimate the parameters of the new distribu-tion. Application of real data set indicates that this new distribution would serve as a good alternative distribution function to model real- life data in many areas.
Science Publishing Corporation
2017-07-15
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/7862
10.14419/ijasp.v5i2.7862
International Journal of Advanced Statistics and Probability; Vol. 5 No. 2 (2017); 83-86
2307-9045
10.14419/ijasp.v5i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/7862/2787
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/8129
2018-04-05T13:35:21Z
IJASP:ART
On the inferences and applications of transmuted exponential Lomax distribution
Kabir, Umar
Godfrey IEREN, Terna
Lomax Distribution
Quadratic Rank Transmutation Map
Moments
Properties
Maximum Likelihood Estimation
Order Statistics
Transmut-ed Exponential Lomax Distribution
Parameters
Analysis.
This article proposed a new distribution referred to as the transmuted Exponential Lomax distribution as an extension of the popular Lomax distribution in the form of Exponential Lomax by using the Quadratic rank transmutation map proposed and studied in earlier research. Using the transmutation map, we defined the probability density function (PDF) and cumulative distribution function (CDF) of the transmuted Exponential Lomax distribution. Some properties of the new distribution were extensively studied after derivation. The estimation of the distribution’s parameters was also done using the method of maximum likelihood estimation. The performance of the proposed probability distribution was checked in comparison with some other generalizations of Lomax distribution using three real-life data sets. The results obtained indicated that TELD performs better than the other distributions comprising power Lomax, Exponential-Lomax, and the Lomax distributions.
Science Publishing Corporation
2018-01-13
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/8129
10.14419/ijasp.v6i1.8129
International Journal of Advanced Statistics and Probability; Vol. 6 No. 1 (2018); 30-36
2307-9045
10.14419/ijasp.v6i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/8129/3154
Copyright (c) 2018 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/8358
2018-04-05T13:35:21Z
IJASP:ART
Estimating hazard rates using appropriate statistical distribution
Fahmy, Nermin
Density Function
Hazard Rate Function
Makeham Gompertz Distribution
Survival Function
Truncated Extreme Value Distribution.
This research deals primarily with the hazard rate function of a class of distributions, and discusses the relation between the hazard rate function, and the density function. It was found that the Makeham-Gompertz mortality distribution and the truncated extreme value distribution had the same hazard rate function. We used the hazard rate function derived from these distributions to find the actuarial functions.
Science Publishing Corporation
2017-12-22
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/8358
10.14419/ijasp.v6i1.8358
International Journal of Advanced Statistics and Probability; Vol. 6 No. 1 (2018); 18-23
2307-9045
10.14419/ijasp.v6i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/8358/3018
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/8445
2017-11-10T21:24:01Z
IJASP:ART
Modeling of rose coco beans using twenty four points optimum second order rotatable design
Tum, Isaac
Mutiso, John
Koske, Joseph
Response Surface Methodology
Second Order Design
Optimality
Coded Levels
Natural Levels
Calculus Optimum Value
Rose Coco Beans.
The response surface methodology (RSM) is a collection of mathematical and statistical techniques useful for the modeling and analysis of problems in which a response of interest is influenced by several variables, and the objective is to optimize the response. The objective of the study was to model the rose coco beans (Phaseolus vulgaris) through an existing A-optimum and D-efficient second order rotatable design of twenty four points in three dimensions in a greenhouse setting using three inorganic fertilizers, namely, nitrogen, phosphorus and potassium. Thus, the objective of the study was accomplished using the calculus optimum value of the free/letter parameter f=1.1072569. This was done by estimating the parameters via least square's techniques, by making available for the yield response of rose coco beans at calculus optimum value design for the first time. The results showed that, the three factors: nitrogen, phosphorus, and potassium contributed significantly on the yield of rose coco beans (p<0.05). In GP3G, the second-order model was adequate for 1% level of significance with p value of 0.0034. The analysis of variance (ANOVA) of response surface for rose coco yield showed that this design was adequate due to satisfactory level of a coefficient of determination, R2, 0.8066 and coefficient variation, CV was 10.30. This study demonstrated the importance of statistical methods in the optimal and efficient production of rose coco beans. We do recommend a randomize screening of all the fertilizer components with which it has influence on rose coco beans be done to ascertain the right initial amount of each fertilizer that could achieve maximum yield than this study realized.
Science Publishing Corporation
2017-11-09
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/8445
10.14419/ijasp.v5i2.8445
International Journal of Advanced Statistics and Probability; Vol. 5 No. 2 (2017); 96-100
2307-9045
10.14419/ijasp.v5i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/8445/2929
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/8552
2018-04-05T13:35:21Z
IJASP:ART
Optimal and efficient production of rose coco beans through the twenty-four points second order rotatable design
Tum, Isaac
Koske, Joseph
Mutiso, John
Response Surface Methodology
Second Order Design
Optimality
Coded Levels
Natural Levels
Calculus Optimum Value
Rose Coco Beans.
The yield results of the twenty four points response surface methodology (RSM) design permitted a response surface to be fitted easily and provided spherical information contours besides the realizations of an optimum combination of the fertilizers in rose coco beans, which resulted in economic use of scarce resources for optimal production of rose coco beans. In this study an existing A-optimum and D-efficient second order rotatable design in three dimensions was used to produce rose coco beans optimally and efficiently. The general objective of the study was to produce rose coco beans (Phaseolus vulgaris) optimally and efficiently using an existing A-optimum and D-efficient twenty four points second order rotatable design in three dimensions in a greenhouse setting using three inorganic fertilizers, namely, nitrogen, phosphorus and potassium. Thus the study was accomplished using the calculus optimum value of the free/letter parameter f=1.1072569. The specific objectives were to estimate the linear parameters, thereby making available for the yield response of rose coco beans at calculus optimum value design for the first time, fitted and tested the model adequacy via lack of fit test, and then found the setting of the experimental factors that produces optimal response using contour plots to assist visualizes the response surfaces. This study demonstrated the importance of statistical methods in the optimal and efficient production of rose coco beans. The results showed that the three factors: nitrogen, phosphorus, and potassium contributed significantly on the yield of rose coco beans (p<0.05). The regression coefficients were determined by employing least square's techniques to predict quadratic polynomial model for group 3 greenhouse (GP3G) for the three fertilizer combinations. In GP3G, the second-order model was adequate at 1% level of significance with a p-value of 0.0034. The analysis of variance (ANOVA) of response surface for rose coco yield showed that this design was adequate due to satisfactory level of a coefficient of determination, R2, 0.8066 (GP3G) and coefficient variation, CV was 10.30. The canonical analysis showed that there was the saddle point for GP3G, meaning there was no unique optimum; therefore, ridge analysis was used to overcome the saddle problem. The result from ridge analysis provided the maximum yield of 70.25grams for the three fertilizer combinations at radii of one. We, therefore, recommend the use of GP3G design since it gave the required coefficient of determination (R2=80.66) and the maximum yield (70. 25grams) was achieved.
Science Publishing Corporation
2017-12-15
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/8552
10.14419/ijasp.v6i1.8552
International Journal of Advanced Statistics and Probability; Vol. 6 No. 1 (2018); 1-9
2307-9045
10.14419/ijasp.v6i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/8552/2986
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/8606
2018-04-05T13:35:21Z
IJASP:ART
Methods for choice of model in descriptive time se-ries : A review with example
Enegesele, Dennis
Iwueze, Ifeanyi
Ijomah, Maxwell
Owolabi, Taiwo
Descriptive Time Series
Trend
Seasonality
Choice of Model
Seasonal Differences
Seasonal Quotients.
This paper is a review of existing methods with illustrative examples for choice of model in descriptive time series. The methods reviewed are three graphical methods, X-12 ARIMA method and the method of seasonal differences and quotients. For each method, the same illustrative example and simulated data were used to demonstrate each method. The results obtained from the various methods using simulated additive and multiplicative series show that the various methods identified correctly the appropriate model for decomposition. Also, applying the various methods to quarterly sales of petroleum products from 2004-2013, the result reviewed that the appropriated model for decomposition of the series is the multiplicative model.
Science Publishing Corporation
2017-12-19
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/8606
10.14419/ijasp.v6i1.8606
International Journal of Advanced Statistics and Probability; Vol. 6 No. 1 (2018); 10-17
2307-9045
10.14419/ijasp.v6i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/8606/2994
Copyright (c) 2017 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/8751
2018-04-05T13:35:21Z
IJASP:ART
Using analysis of time series to forecast the number of patients with tuberculosis: a case study in Khartoum state from 2007 to 2016
Abow Mohammed, Abu Elgasim
Time Series
Tuberculosis
Estimation
Model
Forecasting.
This paper used time series analysis to predict the number of tuberculosis (TB) patients in Khartoum state. It is based on data obtained from TB patients the period from 2007 to 2016. The study was able to determine the best model of order (2) ARIMA (2, 1, 0) for data. The most important result of the study is to estimate the number of patients with TB the next four years in quartile basis. So, the forecasting value represented the source time series data and was observed to decrease.
Science Publishing Corporation
2018-01-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/8751
10.14419/ijasp.v6i1.8751
International Journal of Advanced Statistics and Probability; Vol. 6 No. 1 (2018); 24-29
2307-9045
10.14419/ijasp.v6i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/8751/3068
Copyright (c) 2018 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/10450
2018-04-06T07:12:26Z
IJASP:ART
Estimating the Parameters of the Exponential-Geometric distribution based on progressively type-II censored data
Fayomi, Aisha
Al-Shammari, Hamdah
EM algorithm
Exponential-Geometric distribution
Maximum Likelihood Estimator
Progressive type-II Censoring
This paper deals with the problem of parameters estimation of the Exponential-Geometric (EG) distribution based on progressive type-II censored data. It turns out that the maximum likelihood estimators for the distribution parameters have no closed forms, therefore the EM algorithm are alternatively used. The asymptotic variance of the MLEs of the targeted parameters under progressive type-II censoring is computed along with the asymptotic confidence intervals. Finally, a simple numerical example is given to illustrate the obtained results.
Science Publishing Corporation
2018-04-05
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/10450
10.14419/ijasp.v6i1.10450
International Journal of Advanced Statistics and Probability; Vol. 6 No. 1 (2018); 37-41
2307-9045
10.14419/ijasp.v6i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/10450/4252
Copyright (c) 2018 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/12332
2018-08-10T11:10:11Z
IJASP:ART
Minimal cost service rate in priority queuing models for emergency cases in hospitals
S. Udoh, Nse
A. Etukudo, Idorenyin
Priority Queuing Models
Preemptive Model
No Preemptive Model. Waiting Time Cost
Optimum Cost Service Rate
Emergency Case.
Performance measures and waiting time cost for higher priority patients with severe cases over lower priority patients with stable cases using preemptive priority queuing model were obtained. Also, a total expected waiting time cost per unit time for service and the expected service cost per unit time for priority queuing models: M/M/2: ∞/NPP and M/M/2: ∞/PP were respectively formulated and optimized to obtain optimum cost service rate that minimizes the total cost. The results were applied to obtain optimum service rate that minimizes the total cost of providing and waiting for service at the emergency consulting unit of hospital.   Â
Science Publishing Corporation
2018-08-10
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/12332
10.14419/ijasp.v6i2.12332
International Journal of Advanced Statistics and Probability; Vol. 6 No. 2 (2018); 50-54
2307-9045
10.14419/ijasp.v6i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/12332/7569
Copyright (c) 2018 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/14988
2018-08-10T11:08:02Z
IJASP:EB
Some characterizations of raised cosine distribution
Ahsanullah, M
Shakil, M
Characterization
Raised cosine distribution
Truncated first moment.
Some distributional properties of the raised cosine distribution are presented. Based on the distributional properties, several new characterizations of the raised cosine distribution are given.Â
Science Publishing Corporation
2018-08-10
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
application/msword
http://www.sciencepubco.com/index.php/IJASP/article/view/14988
10.14419/ijasp.v6i2.14988
International Journal of Advanced Statistics and Probability; Vol. 6 No. 2 (2018); 42-49
2307-9045
10.14419/ijasp.v6i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/14988/7568
http://www.sciencepubco.com/index.php/IJASP/article/view/14988/17523
Copyright (c) 2018 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/16003
2019-08-01T08:46:22Z
IJASP:ART
Type II half logistic Ibrahim distribution with applications
B. Abdul-Moniem, I.
Seham, M.
Ibrahim Distribution
Type II Half Logistic Distributions
Marshall-Olkin Distribution
Moments
Parameter Estimation.
In this paper, we introduce a new distribution called type II half logistic Ibrahim (TIIHLI) distribution. Some properties of this distribution will be discussed. The estimation of unknown parameters for TIIHLI distribution will be handled using real data. Â
Science Publishing Corporation
2019-05-05
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/16003
10.14419/ijasp.v7i1.16003
International Journal of Advanced Statistics and Probability; Vol. 7 No. 1 (2019); 1-6
2307-9045
10.14419/ijasp.v7i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/16003/15488
Copyright (c) 2019 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/26943
2019-11-21T12:58:13Z
IJASP:ART
Logarithmic Ratio and Product-type Estimators of Population Mean
Izunobi, Chinyeaka Hostensia
Onyeka, Aloysius Chijioke
Auxiliary information
exponential
logarithmic
product
ratio estimators.
Based on the natural logarithm of known population mean of an auxiliaryvariable, x, the study introduces logarithmic ratio and product-type estimatorsof the population mean of the study variable, y, in simple random samplingwithout replacement (SRSWOR) scheme. Part of the eciency conditions forthe proposed logarithmic estimators to be more ecient than the existing ex-ponential ratio and product-type estimators, as well as the customary ratio andproduct-type estimators, is that the natural logarithm of the known populationmean of the auxiliary variable, x, must be greater than 2. Generally, there is ahigh tendency for the proposed logarithmic estimators to be more ecient thanexisting customary and exponential ratio and product-type estimators whenthe natural logarithm of the auxiliary variable population mean is greater than2. The theoretical results are illustrated and conrmed using some numericaldatasets.
Science Publishing Corporation
2019-11-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/26943
10.14419/ijasp.v7i2.26943
International Journal of Advanced Statistics and Probability; Vol. 7 No. 2 (2019); 47-55
2307-9045
10.14419/ijasp.v7i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/26943/16147
Copyright (c) 2019 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/28302
2019-08-01T08:46:22Z
IJASP:ART
Usage of time series models in assessing the value of demand in the insurance market
Saad Mohamed Fahmy, Nermin
Alrajhi, Sharifah
Time Series
Auto Regressive Model
Moving Averages Model
Auto Regressive and Moving Averages Model
Auto Regressive Integrated Moving Averages Model
Insurance can affect savings and investment as insurance and reinsurance companies are among the most important financial institutions in the country's economy. The researcher will analyze, based on the partial auto correlation function and experimenting with several models of auto regression and moving averages, and testing the most appropriate model to describe the quarterly data on the number of polices.
Science Publishing Corporation
2019-07-22
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/28302
10.14419/ijasp.v7i1.28302
International Journal of Advanced Statistics and Probability; Vol. 7 No. 1 (2019); 7-17
2307-9045
10.14419/ijasp.v7i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/28302/15903
Copyright (c) 2019 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/28753
2019-08-01T12:15:22Z
IJASP:ART
Transmuted extended Lomax distribution with some tractability properties and applications
Momenkhan, Faten
Extending or generalizing original distributions create new distributions with some tractability properties and with more flexibility in modeling data. In this paper, the extended Lomax distribution introduced by Ghitany et al. [1] is further extended in a larger family by introducing an additional parameter. We provide a comprehensive description of the mathematical properties of the subject distribution along with its reliability behavior. The problem of the parameter estimation for the proposed distribution is considered based on the maximum likelihood approach. Finally, the usefulness of the transmuted distribution for modeling reliability data is illustrated using a simulation study and a real data set.
Science Publishing Corporation
2019-08-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/28753
10.14419/ijasp.v7i1.28753
International Journal of Advanced Statistics and Probability; Vol. 7 No. 1 (2019); 28-33
2307-9045
10.14419/ijasp.v7i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/28753/15936
Copyright (c) 2019 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/28916
2019-08-01T08:46:22Z
IJASP:ART
Modified generalized marshall-olkin family of distributions
Aslam, Muhammad
Hussain, Zawar
Asghar, Zahid
Burr Distribution
Maximum Likelihood Estimation
Transmuted Density
T-X Family
In this article, we propose a new family of distributions using the T-X family named as modified generalized Marshall-Olkin family of distributions. Comprehensive mathematical and statistical properties of this family of distributions are provided. The model parameters are estimated by maximum likelihood method. The maximum likelihood estimation under Type-II censoring is also discussed. Two lifetime data sets are used to show the suitability and applicability of the new family of distributions. For comparison purposes, different goodness of fit tests are used. Â
Science Publishing Corporation
2019-07-31
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/28916
10.14419/ijasp.v7i1.28916
International Journal of Advanced Statistics and Probability; Vol. 7 No. 1 (2019); 18-27
2307-9045
10.14419/ijasp.v7i1
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/28916/15926
Copyright (c) 2019 International Journal of Advanced Statistics and Probability
oai:ojs.pkp.sfu.ca:article/29791
2019-11-21T12:55:46Z
IJASP:ART
A New Extension of Quasi Lindley Distribution: Properties and Applications
Unyime, Patrick Udoudo
Etuk, Ette Harrison
In this paper, we introduced and studied the statistical properties of a new distribution called the Marshall-Olkin extended quasi Lindley distribution. Specifically, we derived the crude moment, moment generating function, quantile function, and distributions of order statisticsbased on the distribution. The maximum likelihood point estimation method was used to estimate the parameters of the newly introduced model. Some AR minfication processes were discussed. We illustrated the applicability of the distribution using a real dataset.Keywords: Marshal-Olkin family of distributions; maximum likelihood estimates; minification processes; quasi Lindley distribution; quantile function.
Science Publishing Corporation
2019-10-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
application/pdf
http://www.sciencepubco.com/index.php/IJASP/article/view/29791
10.14419/ijasp.v7i2.29791
International Journal of Advanced Statistics and Probability; Vol. 7 No. 2 (2019); 28-41
2307-9045
10.14419/ijasp.v7i2
eng
http://www.sciencepubco.com/index.php/IJASP/article/view/29791/16078
Copyright (c) 2019 International Journal of Advanced Statistics and Probability
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