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Modeling Climate data using the Quartic Transmuted Weibull Distribution and Different Estimation Methods 利用四次方变换 Weibull 分布和不同估算方法建立气候数据模型
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-06 DOI: 10.18187/pjsor.v19i4.4423
D. J. Moloy, M. A. Ali, F. Alam
Researchers from various fields of science encounter phenomena of interest, and they seek to model the occurrences scientifically. An important approach of performing modeling is to use probability distributions. Probability distributions are probabilistic models that have many applications in different research areas, including, but not limited to, environmental and financial studies. In this paper, we study a quartic transmuted Weibull distribution from a general quartic transmutation family of distributions as a generalization and an alternative to the well-known Weibull distribution. We also investigate the practical application of this generalization by modeling climate-related data sets and check the goodness-of-fit of the proposed model. The statistical properties of the proposed model, which includes non-central moments, generating functions, survival function, and hazard function, are derived. Different estimation methods to estimate the parameters of the proposed quartic transmuted distribution: the maximum likelihood estimation method, the maximum product of spacings method, two least-squares-based methods, and three goodness-of-fit-based estimation methods. Numerical illustration and an extensive comparative Monte Carlo simulation study are conducted to investigate the performance of the estimators of the considered inferential methods. Regarding estimation methods, simulation outcomes indicated that the maximum likelihood estimation (MLE), Anderson-Darling estimation (ADE) and right Anderson-Darling (RADE) methods in general outperformed the other considered methods in terms of estimation efficiency for large sample size, while all considered estimation methods performed almost same in terms of goodness-of-fit regardless the values of shape and transmuted parameters. Two real-life data sets are used to demonstrate the suggested estimation methods, the applicability and flexibility of the proposed distribution compared to Weibull, transmuted Weibull, and cubic transmuted Weibull distributions. Weighted least squares estimation (WLSE) and least squares estimation (LSE) methods provided best model fitting estimates of the proposed distribution for Wheaton River and rainfall data respectively. The proposed quartic transmuted Weibull distribution provide significantly improved fit for the two datasets as compared with other distributions.
来自不同科学领域的研究人员遇到感兴趣的现象,他们寻求科学地建立这些现象的模型。执行建模的一个重要方法是使用概率分布。概率分布是一种概率模型,在不同的研究领域有很多应用,包括但不限于环境和金融研究。本文从广义的四次嬗变分布族出发,研究了一个四次嬗变威布尔分布,作为威布尔分布的一种推广和替代。我们还通过对气候相关数据集进行建模来研究这种推广的实际应用,并检查所提出模型的拟合优度。推导了该模型的统计特性,包括非中心矩、生成函数、生存函数和危险函数。采用不同的估计方法对所提出的四次变形分布的参数进行估计:最大似然估计法、间隔最大积估计法、两种基于最小二乘的估计方法和三种基于拟合优度的估计方法。数值说明和广泛的比较蒙特卡罗模拟研究进行了调查估计的性能所考虑的推理方法。在估计方法方面,仿真结果表明,对于大样本量,极大似然估计(MLE)、安德森-达林估计(ADE)和右安德森-达林估计(RADE)方法的估计效率总体上优于其他考虑的方法,而无论形状参数和变形参数的值如何,所有考虑的估计方法的拟合优度几乎相同。使用两个真实数据集来演示建议的估计方法,以及与威布尔分布、变形威布尔分布和三次变形威布尔分布相比,所提出分布的适用性和灵活性。加权最小二乘估计(WLSE)和最小二乘估计(LSE)方法分别为惠顿河和降雨数据提供了最佳的模型拟合估计。与其他分布相比,所提出的四次变换威布尔分布显著改善了两个数据集的拟合。
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引用次数: 0
Estimation based on Ranked Set Sampling for Farlie--Gumbel--Morgenstern Bivariate Weibull Distribution Parameters with an application to medical data 基于排序集合采样的 Farlie-Gumbel-Morgenstern 双变量 Weibull 分布参数估计及其在医疗数据中的应用
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-06 DOI: 10.18187/pjsor.v19i4.4435
A. Hanandeh, Amer Al-omari
In this article, we address the problem of estimating the parameters of Farlie-Gumbel-Morgenstern bivariate Weibull distribution using ranked set sample (RSS) design. The suggested estimators of the FGMBW distribution parameters are compared with their counterparts based on simple random sampling (SRS) via Monte Carlo simulations studies. An example of a real data set consists of times (in days) to the first and second recurrence of infection for 30 kidney patients is considered for illustration. It turns out that the RSS estimators results in an improvement in efficiency as compared to the simple random sampling estimators based on the same number of measured units for all cases considered in this study.
在本文中,我们解决了用排序集样本(RSS)设计估计法利-甘贝尔-摩根斯坦二元威布尔分布参数的问题。通过蒙特卡罗仿真研究,将所提出的FGMBW分布参数估计与基于简单随机抽样(SRS)的估计进行了比较。一个真实数据集的例子,包括30例肾脏患者第一次和第二次感染复发的时间(以天为单位)。事实证明,在本研究中考虑的所有情况下,与基于相同数量的测量单元的简单随机抽样估计器相比,RSS估计器的效率有所提高。
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引用次数: 0
Black hole algorithm as a heuristic approach for rare event classification problem 作为罕见事件分类问题启发式方法的黑洞算法
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-06 DOI: 10.18187/pjsor.v19i4.4211
Elif Yıldırım
The logistic regression is generally preferred when there is no big difference in the occurrence frequencies of two possible results for the considered event. However, for the events occurring rarely such as wars, economic crisis and natural disasters, namely having relatively small occurrence frequency when compared to the general events, the logistic regression gives biased parameter estimations. Therefore, the logistic regression underestimates the occurrence probability of the rare events. In this study, black hole algorithm is proposed and used to obtain unbiased estimation parameters for rare events, instead of using the classical logistic regression approach. In order to estimate the logistic regression parameter for the cases dichotomous event groups are rare, we propose a black hole algorithm (BHA) approach. For the samples with different rareness degrees, we obtain the parameter values and their bias and root mean square errors for BHA and logistic regression, and then compare them. Moreover, we also investigate the classification performance of two methods on a real life data. As a result, we obtained that BHA gives less biased estimates in simulation and real-life data compared to logistic regression.
当考虑的事件的两个可能结果的发生频率没有大的差异时,通常首选逻辑回归。然而,对于战争、经济危机、自然灾害等很少发生的事件,即与一般事件相比发生频率相对较小的事件,逻辑回归给出的参数估计是有偏的。因此,逻辑回归低估了罕见事件的发生概率。在本研究中,提出了黑洞算法,并将其用于获得罕见事件的无偏估计参数,而不是使用经典的逻辑回归方法。为了估计二分类事件组很少情况下的逻辑回归参数,我们提出了一种黑洞算法(BHA)方法。对于不同稀缺度的样本,我们得到了BHA和logistic回归的参数值及其偏差和均方根误差,并对它们进行了比较。此外,我们还研究了两种方法在真实生活数据上的分类性能。结果表明,与逻辑回归相比,BHA在模拟和实际数据中给出的偏差估计更小。
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引用次数: 0
Schwarz’s Bayesian Information Criteria: A Model Selection Between Bayesian-SEM and Partial Least Squares-SEM 施瓦茨贝叶斯信息标准:贝叶斯-SEM 与偏最小二乘-SEM 之间的模型选择
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-06 DOI: 10.18187/pjsor.v19i4.4146
Reny Rian Marliana, Maya Suhayati, Sri Bekti Handayani Ningsih
In this academic work a comparison between a Bayesian-Structural Equation Modelling (B-SEM) and a Partial Least Squares-Structural Equation Modelling (PLS-SEM) on a relationship amongst self-directed learning readiness (SDLR), E-learning readiness, and learning motivation of undergraduate students throughout the outbreak of Covid-19 is studied. The B-SEM is built using prior distribution i.e., inverse-Gamma, inverse-Wishart, and normal distribution on specific parameters of the model with 19000 iterations on Markov Chain Monte Carlo (MCMC) algorithm. Whereas the PLS-SEM is established using Ordinary Least Squares (OLS) method, PLS algorithm with 300 iterations, and 5000 subsamples on bootstrapping. The objective of this study is to get the most compatible model which represent the relationship between three latent variables in this study. Schwarz’s Bayesian Information Criteria (BIC) is used on model selection between these two models. Data were obtained from 214 undergraduate students with three majors of study at the Faculty of Information Technology, Sebelas April university in Indonesia. Both models produce the same output which depict that self-directed learning readiness significantly affects the learning motivation of the students, while there is not a significant effect of e-learning readiness on learning motivation. With the lower BIC value, which is a negative value, PLS-SEM is more fitted for portray the influence of self-directed learning readiness, and e-learning readiness to learning motivation of students than B-SEM model.
在本学术工作中,比较了贝叶斯结构方程模型(B-SEM)和偏最小二乘结构方程模型(PLS-SEM)在2019冠状病毒病爆发期间本科生自主学习准备(SDLR)、电子学习准备和学习动机之间的关系。B-SEM使用先验分布,即反gamma、反wishart和正态分布对模型的特定参数进行构建,使用Markov Chain Monte Carlo (MCMC)算法进行19000次迭代。而PLS- sem则采用普通最小二乘(OLS)方法,PLS算法迭代300次,自举5000个子样本。本研究的目的是获得最相容的模型来代表本研究中三个潜在变量之间的关系。采用Schwarz的贝叶斯信息准则(BIC)对两种模型进行模型选择。数据来自印度尼西亚Sebelas April大学信息技术学院三个专业的214名本科生。两个模型的输出结果一致,即自主学习准备显著影响学生的学习动机,而网络学习准备对学习动机的影响不显著。与B-SEM模型相比,PLS-SEM模型的BIC值较低,为负值,更适合描述自主学习准备和网络学习准备对学生学习动机的影响。
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引用次数: 0
A Novel Accelerated Failure Time Model: Characterizations, Validation Testing, Different Estimation Methods and Applications in Engineering and Medicine 新型加速失效时间模型:特性、验证测试、不同估算方法以及在工程和医学中的应用
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-06 DOI: 10.18187/pjsor.v19i4.3554
H. Yousof, H. Goual, Meribout Kaouter Khaoula, G. Hamedani, Abdullah H. Al-Aefaie, M. Ibrahim, Nadeem Shafique Butt, Moustafa Salem
In this paper, we present a new exponential accelerated failure time model. Some of its properties and characterization results are derived. Different estimation methods are considered for assessing the finite sample behaviour of the estimators. Simulation studies for comparing the estimation methods are performed. Finally, we present a novel modified chi-square test for the novel exponential accelerated failure time model in both complete and right censored data cases. The validity of the new model is checked by using the theoretical global of the Nikulin-Rao-Robson. The maximum likelihood method is considered for this purpose. Two simulation studies are performed to assess the exponential accelerated failure time model and the efficiency of the Nikulin-Rao-Robson test statistic, respectively. Three real data sets are considered for illustrating the efficiency of the test statistic in validation.
本文提出了一种新的指数加速失效时间模型。得到了它的一些性质和表征结果。考虑了不同的估计方法来评估估计器的有限样本行为。进行了仿真研究,比较了各种估计方法。最后,我们提出了一种新的修正卡方检验,适用于指数加速失效时间模型在完全和右截尾数据情况下。利用Nikulin-Rao-Robson的理论全局检验了新模型的有效性。为此考虑了最大似然法。分别对指数加速失效时间模型和Nikulin-Rao-Robson检验统计量的有效性进行了仿真研究。为了说明检验统计量在验证中的有效性,我们考虑了三个真实数据集。
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引用次数: 0
Modeling Real-life Data Sets with a Novel G Family of Continuous Probability Distributions: Statistical Properties, and Copulas 用新的连续概率分布 G 族为现实生活中的数据集建模:统计特性和 Copulas
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-06 DOI: 10.18187/pjsor.v19i4.2972
M. Abdullah, A. Masmoudi
This work presents a novel two-parameter G family of continuous probability distributions with compounded parameters. To determine and examine the pertinent mathematical properties, calculations are performed. In one of the special sections, the standard inverse-Rayleigh baseline model is mathematically and statistically emphasized. We generated a number of bivariate and multivariate distributions using the copula method. These new distributions will aid in the modelling of bivariate and multivariate data. The applicability and flexibility of the new compounded two-parameters-G family are demonstrated through three applications to real-life data sets. These examples demonstrate the applicability of the family.
本文提出了一种新的复合参数连续概率分布的双参数G族。为了确定和检查相关的数学性质,需要进行计算。在其中一个特殊章节中,强调了标准的逆瑞利基线模型的数学和统计意义。我们使用copula方法生成了一些二元和多元分布。这些新的分布将有助于双变量和多变量数据的建模。通过对实际数据集的三个应用,证明了新的复合双参数g族的适用性和灵活性。这些例子证明了家庭的适用性。
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引用次数: 0
Multimodal Alpha Skew Normal Distribution: A New Distribution to Model Skewed Multimodal Observations 多模态阿尔法斜正态分布:为偏斜多模态观测建模的新分布
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-06 DOI: 10.18187/pjsor.v19i4.4232
P. Hazarika, Sricharan Shah, Subrata Chakraborty, M. Alizadeh, G. Hamedani
Multimodal alpha skew normal (MMASN) distribution is proposed for modelling skewed observations in the presence of multiple modality at arbitrary points. To this end the multimodal skew normal distribution of Chakraborty et al. (2015) is extended by integrating it with alpha skew normal distribution of Elal-Olivero (2010). Cumulative distribution function (cdf), moments, skewness and kurtosis of the proposed distribution are derived in compact form. The data modelling ability of the proposed distribution is checked by considering three multimodal data sets from literature in comparison to some nested and known distributions. Akaike Information Criterion (AIC) and the likelihood ratio (LR) test, both clearly favored proposed model over its nested models as expected.
提出了多模态α偏正态分布(MMASN),用于在任意点存在多模态时对偏态观测值进行建模。为此,通过将Chakraborty等人(2015)的多模态偏态正态分布与Elal-Olivero(2010)的α偏态正态分布进行积分,扩展了Chakraborty等人(2015)的多模态偏态正态分布。以紧凑形式导出了该分布的累积分布函数(cdf)、矩、偏度和峰度。通过将文献中的三个多模态数据集与一些嵌套分布和已知分布进行比较,验证了所提出分布的数据建模能力。赤池信息准则(Akaike Information Criterion, AIC)和似然比(likelihood ratio, LR)检验结果与预期一致,都明显倾向于建议模型而非嵌套模型。
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引用次数: 0
Estimation of the Parameters of the Modified Weibull Distribution with Bathtub-shaped Failure Rate Function 带有浴缸形失效率函数的修正威布尔分布参数估计
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-06 DOI: 10.18187/pjsor.v19i4.4185
Adam Abdelrahman Hussein Adam, Hakan SavaÅŸ Sazak
In this study, we propose two estimators called the 3-step MML and the combined estimators of the parameters of the modified Weibull distribution which is used in reliability models with bathtub-shaped failure rate function. The simulations show the superiority of both estimators over the graphical estimators. Particularly, the combined estimators are the better of the two. Two real-life data applications also show the superiority of the proposed estimators compared to the graphical estimators.
在本研究中,我们提出了两种估计量,称为三步MML和改进威布尔分布参数的组合估计量,用于具有浴缸形故障率函数的可靠性模型。仿真结果表明,这两种估计方法都优于图形估计方法。特别是,组合估计器是两者中更好的。两个实际数据应用也显示了与图形估计器相比,所提出的估计器的优越性。
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引用次数: 0
The Marshall–Olkin Pareto Type-I Distribution: Properties, Inference under Complete and Censored Samples with Application to Breast Cancer Data 马歇尔-奥尔金帕累托 I 型分布:特性、完整样本和剔除样本下的推论以及在乳腺癌数据中的应用
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-05 DOI: 10.18187/pjsor.v19i4.4317
Maha A. Aldahlan, Abdelhamid M. Rabie, Mostafa Abdelhamid, Abdul Hadi N. Ahmed, A. Afify
In this paper, we introduce the Marshall–Olkin Pareto type-I (MOPTI) distribution. Structural properties of the MOPTI distribution including the quantile function, mean residual life, and a new theorem for strength-stress measure are introduced. Five methods of estimation for the MOPTI parameters based on complete samples are presented. Furthermore, we explore the estimation of the MOPTI parameters under type-I and type-II censoring. Two Monte Carlo simulation studies are conducted to evaluate the performance of the estimation methods under complete and censored samples. A real-life data set is used to validate the proposed methods.
本文引入Marshall-Olkin Pareto type-I (MOPTI)分布。介绍了MOPTI分布的结构特性,包括分位数函数、平均剩余寿命和一个新的强度-应力测量定理。给出了五种基于完全样本的MOPTI参数估计方法。此外,我们还探讨了在i型和ii型审查下MOPTI参数的估计。通过蒙特卡罗模拟研究,对两种估计方法在完全样本和截尾样本下的性能进行了评价。一个真实的数据集被用来验证所提出的方法。
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引用次数: 0
The Construction of Unemployment Rate Model Using SAR, Quantile Regression, and SARQR Model 利用SAR、分位数回归和SARQR模型构建失业率模型
IF 1.5 Q3 STATISTICS & PROBABILITY Pub Date : 2023-09-03 DOI: 10.18187/pjsor.v19i3.4241
F. Yanuar, Tasya Abrari, I. Hg
The Open Unemployment Level (OUL) is the percentage of the unemployed to the total labor force. One of the provinces with the highest OUL score in Indonesia is West Java Province. If an object of observation is affected by spatial effects, namely spatial dependence and spatial diversity, then the regression model used is the Spatial Autoregressive (SAR) model. Quantile regression minimizes absolute weighted residuals that are not symmetrical. It is perfect for use on data distribution that is not normally distributed, dense at the ends of the data distribution, or there are outliers. The Spatial Autoregressive Quantile Regression (SARQR) is a model that combines spatial autoregressive models with quantile regression. This research used the data regarding OUR in West Java in 2020 from the Central Bureau of Statistics. This study compares the estimation results based on SAR and SARQR models to obtain an acceptable model. In this study, it was found that the SARQR model is better than SAR at dealing with the problems of dependency and diversity in spatial data modeling and is not easily affected by the presence of outlier data.
公开失业水平(OUL)是失业人口占总劳动力的百分比。印尼OUL得分最高的省份之一是西爪哇省。如果观测对象受空间效应(即空间依赖性和空间多样性)的影响,则采用空间自回归(spatial Autoregressive, SAR)模型。分位数回归使不对称的绝对加权残差最小化。它非常适合用于非正态分布的数据分布,数据分布的末端密集或有异常值的数据分布。空间自回归分位数回归(SARQR)是空间自回归模型与分位数回归相结合的模型。本研究使用了中央统计局关于西爪哇2020年OUR的数据。本研究比较了基于SAR和SARQR模型的估计结果,以获得一个可接受的模型。本研究发现,SARQR模型在处理空间数据建模中的依赖性和多样性问题上优于SAR模型,且不容易受到离群数据存在的影响。
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引用次数: 0
期刊
Pakistan Journal of Statistics and Operation Research
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