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Bayesian bivariate spatial shared component model: mapping breast and cervical cancer mortality in Southern Brazil 贝叶斯双变量空间共享分量模型:绘制巴西南部癌症乳腺癌和宫颈癌死亡率
IF 1.5 Q2 Mathematics Pub Date : 2022-12-04 DOI: 10.18187/pjsor.v18i4.4095
E. Martinez, Diego Gafuri Silva, Larissa Intrebartoli Resende, Elisângela Aparecida da Silva Lizzi, J. Achcar
Spatial analysis techniques are used in the data analysis of ecological studies, which consider geographical areas as observation units. In this article, we propose a Bayesian bivariate spatial shared component model to mapping the breast and cervical cancer mortality in Southern Brazil, based on the models introduced by Knorr-Held and Best (2001) and Held et al. (2005). Markov Chain Monte Carlo (MCMC) methods were used to spatially smooth the standardized mortality ratios (SMR) for both diseases. Local Indicator of Spatial Association (LISA) was used to verify the existence of spatial clusters in specific geographical areas. This study was carried out using secondary data obtained from publicly available health information systems.
空间分析技术用于生态研究的数据分析,将地理区域视为观测单位。在这篇文章中,我们基于Knorr-Held和Best(2001)以及Held等人(2005)引入的模型,提出了一个贝叶斯双变量空间共享分量模型来绘制巴西南部乳腺癌和宫颈癌癌症死亡率。Markov Chain Monte Carlo(MCMC)方法用于对两种疾病的标准化死亡率(SMR)进行空间平滑。空间关联局部指标(LISA)用于验证特定地理区域中空间集群的存在。这项研究是利用从公共卫生信息系统获得的二次数据进行的。
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引用次数: 0
Odd Lomax Generalized Exponential Distribution: Application to Engineering and COVID-19 data 奇Lomax广义指数分布:在工程和新冠肺炎数据中的应用
IF 1.5 Q2 Mathematics Pub Date : 2022-12-04 DOI: 10.18187/pjsor.v18i4.4149
L. Sapkota, Vijay Kumar
This paper proposes the 4-parameter odd Lomax generalized exponential distribution for the study of engineering and COVID-19 data. The statistical and mathematical properties of this distribution such as a linear representation of the probability density function, survival function, hazard rate function, moments, quantile function, order statistics, entropy, mean deviation, characteristic function, and average residual life function are established. The estimates of parameters of the proposed distribution are obtained using maximum likelihood estimation (MLE), Maximum product spacings (MPS), least-square estimation (LSE), and Cramer-Von-Mises estimation (CVME) methods. A Monte-Carlo simulation experiment is carried out to study the MLEs. The applicability of the proposed distribution is evaluated using two real datasets related to engineering and COVID-19. All the computational work was performed in R programming software.
本文提出了用于工程和新冠肺炎数据研究的四参数奇Lomax广义指数分布。建立了这种分布的统计和数学性质,如概率密度函数、生存函数、危险率函数、矩、分位数函数、阶统计量、熵、平均偏差、特征函数和平均剩余寿命函数的线性表示。使用最大似然估计(MLE)、最大乘积间距(MPS)、最小二乘估计(LSE)和克雷默-冯-米塞斯估计(CVME)方法来获得所提出分布的参数估计。对MLE进行了蒙特卡罗模拟实验研究。使用与工程和新冠肺炎相关的两个真实数据集来评估所提出的分布的适用性。所有的计算工作都是在R编程软件中完成的。
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引用次数: 4
Characterizations of Fourteen (2021-2022) Proposed Discrete Distributions 十四个(2021-2022)拟议离散分布的特征
IF 1.5 Q2 Mathematics Pub Date : 2022-12-04 DOI: 10.18187/pjsor.v18i4.4048
G. Hamedani, A. Roshani
As we mentioned in our previous works, sometimes in real life cases, it is very difficult to obtain samples from a continuous distribution. The observed values are generally discrete due to the fact that they are not measured in continuum. In some cases, it may be possible to measure the observations via a continuous scale, however, they may be recorded in a manner in which a discrete model seems more suitable. Consequently, the discrete models are appearing quite frequently in applied fields and have attracted the attention of many researchers. Characterizations of distributions are important to many researchers in the applied fields. An investigator will be vitally interested to know if their model fits the requirements of a particular distribution. To this end, one will depend on the characterizations of this distribution which provide conditions under which the underlying distribution is indeed that particular distribution. Here, we present certain characterizations of 14 recently introduced discrete distributions.
正如我们在之前的工作中提到的,有时在现实生活中,从连续分布中获得样本是非常困难的。观测值通常是离散的,因为它们不是连续测量的。在某些情况下,有可能通过连续尺度来测量观测值,然而,它们可能以一种离散模型似乎更合适的方式记录。因此,离散模型在应用领域中出现的频率很高,并引起了许多研究者的关注。分布的表征对许多应用领域的研究人员来说是很重要的。研究者非常想知道他们的模型是否符合特定分布的要求。为了达到这个目的,人们将依赖于这个分布的特征,这些特征提供了一些条件,在这些条件下,潜在的分布确实是那个特定的分布。在这里,我们给出了最近引入的14个离散分布的某些特征。
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引用次数: 0
Bayesian Inference of Triple Seasonal Autoregressive Models 三重季节自回归模型的贝叶斯推断
IF 1.5 Q2 Mathematics Pub Date : 2022-12-04 DOI: 10.18187/pjsor.v18i4.3869
A. Amin
In this paper we extend autoregressive models to fit time series that have three layers of seasonality, i.e. triple seasonal autoregressive (TSAR) models, and we introduce the Bayesian inference for these TSAR models. Assuming the TSAR model errors are normally distributed and employing three priors, i.e. Jeffreys', g, and normal-gamma priors, on the model parameters, we derive the marginal posterior distributions of the TSAR model parameters. In particular, we show that the marginal posterior distributions to be multivariate t and gamma distributions for the model coefficients and precision, respectively. We evaluate the efficiency of the proposed Bayesian inference using simulation study, and we then apply it to real-world hourly electricity load time series datasets in six European countries.
本文将自回归模型扩展到具有三层季节性的时间序列,即三重季节自回归(TSAR)模型,并引入了这些TSAR模型的贝叶斯推理。假设TSAR模型误差为正态分布,并对模型参数采用杰弗里斯先验、g先验和正态伽玛先验三种先验,推导出TSAR模型参数的边际后验分布。特别是,我们表明边际后验分布分别是模型系数和精度的多元t和γ分布。我们通过模拟研究评估了所提出的贝叶斯推断的效率,然后我们将其应用于六个欧洲国家的实际小时电力负荷时间序列数据集。
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引用次数: 3
Estimation of Multicomponent Stress-strength Reliability under Inverse Topp-Leone Distribution Topp-Leone逆分布下多组分应力强度可靠性的估计
IF 1.5 Q2 Mathematics Pub Date : 2022-12-04 DOI: 10.18187/pjsor.v18i4.3655
Hossein Pasha-Zanoosi
In this article, the reliability inference for a multicomponent stress-strength (MSS) model, when both stress and strength random variables follow inverse Topp-Leone distributions, was studied. The maximum likelihood and uniformly minimum variance unbiased estimates for the reliability of MSS model were obtained explicitly. The exact Bayes estimate of MSS reliability was derived the under squared error loss function. Also, the Bayes estimate was obtained using the Monte Carlo Markov Chain method for comparison with the aforementioned exact estimate. The asymptotic confidence interval was determined under the expected Fisher information matrix. Furthermore, the highest probability density credible interval was established through using Gibbs sampling method. Monte Carlo simulations were implemented to compare the different proposed methods. Finally, a real life example was presented in support of the suggested procedures.  
本文研究了应力和强度随机变量均服从逆Topp-Leone分布的多分量应力-强度(MSS)模型的可靠性推断。明确地得到了MSS模型可靠性的最大似然和一致最小方差的无偏估计。利用误差平方下损失函数,得到了MSS可靠度的精确贝叶斯估计。同时,利用蒙特卡洛马尔可夫链方法得到贝叶斯估计,并与上述精确估计进行比较。在期望费雪信息矩阵下确定渐近置信区间。利用Gibbs抽样方法建立了最高概率密度可信区间。通过蒙特卡罗仿真比较了不同的方法。最后,给出了一个实际例子来支持所建议的过程。
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引用次数: 0
Alpha Power Exponentiated New Weibull-Pareto Distribution: Its Properties and Applications 阿尔法幂指数新威布尔Pareto分布的性质及其应用
IF 1.5 Q2 Mathematics Pub Date : 2022-09-10 DOI: 10.18187/pjsor.v18i3.3937
Wedad H. Aljuhani, Hadeel S. Klakattawi, L. Baharith
In this paper, a new five-parameter model called alpha power exponentiated new Weibull-Pareto distribution is introduced based on a new developing technique. We derived some properties relating to the proposed distribution, including moments, moment generating function, quantile function, mean residual life and mean waiting time, and order statistics of the new model. The model parameters are estimated using the maximum likelihood method. Some simulation studies are performed to investigate the effectiveness of the estimates. Finally, we used three real-life data sets to show the flexibility of the introduced distribution.
本文在一种新的发展技术的基础上,提出了一个新的五参数模型,称为α幂指数新威布尔Pareto分布。我们导出了与所提出的分布有关的一些性质,包括矩、矩生成函数、分位数函数、平均剩余寿命和平均等待时间,以及新模型的阶统计量。使用最大似然法来估计模型参数。进行了一些模拟研究来研究估计的有效性。最后,我们使用了三个真实的数据集来展示引入的分布的灵活性。
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引用次数: 1
The Generalized Odd Log-Logistic Fréchet Distribution for Modeling Extreme Values 极值建模的广义奇对数Logistic-Fréchet分布
IF 1.5 Q2 Mathematics Pub Date : 2022-09-10 DOI: 10.18187/pjsor.v18i3.2902
Rania Hassan Abd El Khaleq
We introduce a new extension of the Fréchet distribution for modeling the extreme values. The new model generalizes eleven distributions at least, five of them are quite new. Some important mathematical properties of the new model are derived. We assess the performance of the maximum likelihood estimators (MLEs) via a simulation study. The new model is better than some other important competitive models in modeling the breaking stress data, the glass fibers data and the relief time data.
我们引入了Fréchet分布的一个新扩展,用于对极值进行建模。新模型至少概括了11个分布,其中5个是相当新的。导出了新模型的一些重要数学性质。我们通过模拟研究评估了最大似然估计量(MLE)的性能。新模型在断裂应力数据、玻璃纤维数据和释放时间数据的建模方面优于其他一些重要的竞争模型。
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引用次数: 0
Bayesian Life Analysis of Generalized Chen's Population Under Progressive Censoring 渐进式审查下广义陈氏种群的贝叶斯寿命分析
IF 1.5 Q2 Mathematics Pub Date : 2022-09-10 DOI: 10.18187/pjsor.v18i3.3766
A. Elshahhat, M. K. Rastogi
Chen's model with bathtub shape provides an appropriate conceptual for the hazard rate of various industrial products and clinical cases. This article deals with the problem of estimating the model parameters, reliability and hazard functions of a three-parameter Chen distribution based on progressively Type-II censored sample have been obtained. Based on the s-normal approximation to the asymptotic distribution of the maximum likelihood estimates and log-transformed maximum likelihood estimates, the approximate confidence intervals for the unknown parameters, and any function of them, are constructed. Using independent gamma conjugate priors, the Bayes estimators of the unknown parameters and reliability characteristics are derived under different versions of a symmetric squared error loss functions. However, the Bayes estimators are obtained in a complex form, so we have been used Metropolis-Hastings sampler procedure to carry out the Bayes estimates and also to construct the corresponding credible intervals. To assess the performance of the proposed estimators, numerical results using Monte Carlo simulation study were reported. To determine the optimum censoring scheme among different competing censoring plans, some optimality criteria have been considered. A practical example using real-life data set, representing the survival times of head and neck cancer patients, is discussed to demonstrate how the applicability of the proposed methods in real phenomenon.
Chen的浴缸形状模型为各种工业产品和临床病例的危害率提供了一个合适的概念。本文研究了基于渐进式ii型截尾样本的三参数Chen分布的模型参数估计问题,得到了其可靠性和危险函数。基于极大似然估计和对数变换极大似然估计的渐近分布的s正态近似,构造了未知参数及其任意函数的近似置信区间。利用独立共轭先验,导出了不同形式的对称平方误差损失函数下未知参数和可靠性特性的贝叶斯估计量。然而,贝叶斯估计量是复数形式的,因此我们使用Metropolis-Hastings抽样程序进行贝叶斯估计并构造相应的可信区间。为了评估所提出的估计器的性能,报告了蒙特卡罗模拟研究的数值结果。为了在不同的竞争审查方案中确定最优审查方案,考虑了一些最优准则。最后以头颈癌患者的生存时间为例,讨论了所提出的方法在实际现象中的适用性。
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引用次数: 2
Continuous wavelet estimation for multivariate fractional Brownian motion 多元分数布朗运动的连续小波估计
IF 1.5 Q2 Mathematics Pub Date : 2022-09-10 DOI: 10.18187/pjsor.v18i3.3657
M. Y. Hmood, Amjed Hibatallah
 In this paper, we propose a method using continuous wavelets to study the multivariate fractional Brownian motion through the deviations of the transformed random process to find an efficient estimate of Hurst exponent using eigenvalue regression of the covariance matrix. The results of simulations experiments shown that the performance of the proposed estimator was efficient in bias but the variance get increase as signal change from short to long memory the MASE increase relatively. The estimation process was made by calculating the eigenvalues for the variance-covariance matrix of Meyer’s continuous wavelet details coefficients.
本文提出了一种利用连续小波研究多变量分数布朗运动的方法,通过变换后的随机过程的偏差,利用协方差矩阵的特征值回归找到Hurst指数的有效估计。仿真实验结果表明,该估计器在偏置情况下是有效的,但方差随着信号从短记忆到长记忆的变化而增大,MASE相对增大。通过计算Meyer连续小波细节系数方差-协方差矩阵的特征值进行估计。
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引用次数: 0
A 2-Phase Method for Solving Transportation Problems with Prohibited Routes 带禁行路线的交通问题的两阶段解法
IF 1.5 Q2 Mathematics Pub Date : 2022-09-10 DOI: 10.18187/pjsor.v18i3.3911
Joseph Ackora Prah, Valentine Acheson, B. Barnes, I. Takyi, E. Owusu-Ansah
The Transportation Problem (TP) is a mathematical optimization technique which regulates the flow of items along routes by adopting an optimum guiding principle to the total shipping cost. However, instances including road hazards, traffic regulations, road construction and unexpected floods sometimes arise in transportation to ban shipments via certain routes. In formulating the TPs, potential prohibited routes are assigned a large penalty cost, M, to prevent their presence in the model solution. The arbitrary usage of the big M as a remedy for this interdiction does not go well with a good solution. In this paper, a two-phase method is proposed to solve a TP with prohibited routes. The first phase is formulated as an All-Pairs Least Cost Problem (APLCP) which assigns respectively a non-discretionary penalty cost M*ij <= M to each of n prohibited routes present using the Floyd¢s method. At phase two, the new penalty values are substituted into the original problem respectively and the resulting model is solved using the transportation algorithm. The results show that, setting this modified penalty cost ( M*) logically presents a good solution. Therefore, the discretionary usage of the M <= ∞ is not a guarantee for good model solutions. The modified cost M*<= M so attained in the sample model, is relatively less than the Big M ( <= ∞) and gives a good solution which makes the method reliable.
运输问题(TP)是一种数学优化技术,通过对总运输成本采用最优指导原则来调节货物沿路线的流动。然而,在运输中有时会出现道路危险、交通法规、道路建设和意外洪水等情况,以禁止通过某些路线运输。在制定TPs时,潜在的禁止路径被分配了一个大的惩罚成本M,以防止它们出现在模型解中。任意使用大M作为这种封锁的补救措施并不适合一个好的解决方案。本文提出了一种两阶段法来解决带有禁止路由的TP问题。第一阶段是一个全对最小代价问题(APLCP),该问题使用Floydⅱ方法对n条存在的禁止路线分别分配一个非任意处罚代价M*ij <= M。在第二阶段,将新的惩罚值分别代入原问题,并使用运输算法求解得到的模型。结果表明,在逻辑上设置修正后的惩罚成本(M*)是一个较好的解决方案。因此,任意使用M <=∞并不能保证得到好的模型解。在样本模型中得到的修正代价M*<= M,相对小于大M(<=∞),并给出了很好的解,使方法可靠。
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引用次数: 1
期刊
Pakistan Journal of Statistics and Operation Research
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