Pub Date : 2022-03-01DOI: 10.2478/stattrans-2022-0012
A. Islamiyati, Raupong, A. Kalondeng, Ummi Sari
Abstract Estimates from confidence intervals are more powerful than point estimates, because there are intervals for parameter values used to estimate populations. In relation to global conditions, involving issues such as type 2 diabetes mellitus, it is very difficult to make estimations limited to one point only. Therefore, in this article, we estimate confidence intervals in a truncated spline model for type 2 diabetes data. We use a non-parametric regression model through a multi-variable spline linear estimator. The use of the model results from the irregularity of the data, so it does not form a parametric pattern. Subsequently, we obtained the interval from beta parameter values for each predictor. Body mass index, HDL cholesterol, LDL cholesterol and triglycerides all have two regression coefficients at different intervals as the number of the found optimal knot points is one. This value is the interval for multivariable spline regression coefficients that can occur in a population of type 2 diabetes patients.
{"title":"Estimating the confidence interval of the regression coefficient of the blood sugar model through a multivariable linear spline with known variance","authors":"A. Islamiyati, Raupong, A. Kalondeng, Ummi Sari","doi":"10.2478/stattrans-2022-0012","DOIUrl":"https://doi.org/10.2478/stattrans-2022-0012","url":null,"abstract":"Abstract Estimates from confidence intervals are more powerful than point estimates, because there are intervals for parameter values used to estimate populations. In relation to global conditions, involving issues such as type 2 diabetes mellitus, it is very difficult to make estimations limited to one point only. Therefore, in this article, we estimate confidence intervals in a truncated spline model for type 2 diabetes data. We use a non-parametric regression model through a multi-variable spline linear estimator. The use of the model results from the irregularity of the data, so it does not form a parametric pattern. Subsequently, we obtained the interval from beta parameter values for each predictor. Body mass index, HDL cholesterol, LDL cholesterol and triglycerides all have two regression coefficients at different intervals as the number of the found optimal knot points is one. This value is the interval for multivariable spline regression coefficients that can occur in a population of type 2 diabetes patients.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"23 1","pages":"201 - 212"},"PeriodicalIF":0.0,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42527614","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-03-01DOI: 10.2478/stattrans-2022-0003
A. Chaudhuri, Sonakhya Samaddar
Abstract In surveying finite populations, the simplest strategy to estimate a population total without bias is to employ Simple Random Sampling (SRS) with replacement (SRSWR) and the expansion estimator based on it. Anything other than that including SRS Without Replacement (SRSWOR) and usage of the expansion estimator is a complex strategy. We examine here (1) if from a complex sample at hand a gain in efficiency may be unbiasedly estimated comparing the “rival population total-estimators” for the competing strategies and (2) how suitable model-expected variances of rival estimators compete in magnitude as examined numerically through simulations.
{"title":"Estimating the population mean using a complex sampling design dependent on an auxiliary variable","authors":"A. Chaudhuri, Sonakhya Samaddar","doi":"10.2478/stattrans-2022-0003","DOIUrl":"https://doi.org/10.2478/stattrans-2022-0003","url":null,"abstract":"Abstract In surveying finite populations, the simplest strategy to estimate a population total without bias is to employ Simple Random Sampling (SRS) with replacement (SRSWR) and the expansion estimator based on it. Anything other than that including SRS Without Replacement (SRSWOR) and usage of the expansion estimator is a complex strategy. We examine here (1) if from a complex sample at hand a gain in efficiency may be unbiasedly estimated comparing the “rival population total-estimators” for the competing strategies and (2) how suitable model-expected variances of rival estimators compete in magnitude as examined numerically through simulations.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"23 1","pages":"39 - 54"},"PeriodicalIF":0.0,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43361664","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-01DOI: 10.21307/stattrans-2021-044
A. Hassan, S. Assar, Kareem A. Ali, H. Nagy
Abstract The exponentiated Burr Type XII (EBXII) distribution has wide applications in reliability and economic studies. In this article, the estimation of the probability density function and the cumulative distribution function of EBXII distribution is considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares estimator, the weighted least squares estimator, the maximum product spacing estimator, the Cramér–von-Mises estimator, and the Anderson–Darling estimator. We derive analytical forms for the bias and mean square error. A simulation study is performed to investigate the consistency of the suggested methods of estimation. Data relating to the wind speed and service times of aircraft windshields are used with the studied methods. The simulation studies and real data applications have revealed that the maximum likelihood estimator performs more efficiently than its remaining counterparts.
{"title":"Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution","authors":"A. Hassan, S. Assar, Kareem A. Ali, H. Nagy","doi":"10.21307/stattrans-2021-044","DOIUrl":"https://doi.org/10.21307/stattrans-2021-044","url":null,"abstract":"Abstract The exponentiated Burr Type XII (EBXII) distribution has wide applications in reliability and economic studies. In this article, the estimation of the probability density function and the cumulative distribution function of EBXII distribution is considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares estimator, the weighted least squares estimator, the maximum product spacing estimator, the Cramér–von-Mises estimator, and the Anderson–Darling estimator. We derive analytical forms for the bias and mean square error. A simulation study is performed to investigate the consistency of the suggested methods of estimation. Data relating to the wind speed and service times of aircraft windshields are used with the studied methods. The simulation studies and real data applications have revealed that the maximum likelihood estimator performs more efficiently than its remaining counterparts.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"22 1","pages":"171 - 189"},"PeriodicalIF":0.0,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49620382","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-01DOI: 10.21307/stattrans-2021-046
S. Jaworski, Zofia Zielińska-Kolasińska
Abstract Quarterly employment rates in European countries are analysed in terms of the likelihood of achieving a specific employment rate within age and gender groups in a five-year horizon. The German employment rate serves as a benchmark for this research. The likelihood is estimated by a Monte-Carlo simulation based on the class of exponential smoothing models. The research presents a pessimistic prognosis of employment rates in European countries with respect to young and partly to older workers.
{"title":"Towards a target employment rate within age and gender groups","authors":"S. Jaworski, Zofia Zielińska-Kolasińska","doi":"10.21307/stattrans-2021-046","DOIUrl":"https://doi.org/10.21307/stattrans-2021-046","url":null,"abstract":"Abstract Quarterly employment rates in European countries are analysed in terms of the likelihood of achieving a specific employment rate within age and gender groups in a five-year horizon. The German employment rate serves as a benchmark for this research. The likelihood is estimated by a Monte-Carlo simulation based on the class of exponential smoothing models. The research presents a pessimistic prognosis of employment rates in European countries with respect to young and partly to older workers.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"22 1","pages":"213 - 225"},"PeriodicalIF":0.0,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45651085","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-01DOI: 10.21307/stattrans-2021-037
H. Gurgul, Jessica Hastenteufel, T. Wójtowicz
Abstract Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to have a significant impact on financial markets in general, and on European stock markets in particular. However, as this effect may vary in time, this paper examines the changes in the impact of US macroeconomic news on the WIG20, the main index of the Warsaw Stock Exchange. Based on intraday data from 2004-2019 we study the changes in significance and in the strength of the reaction of WIG20 to announcements of unexpected values of 13 indicators describing the American economy. On the basis of the event study analysis, we describe the reaction of the WIG20 index in the first few minutes after these kinds of announcements.
{"title":"Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange","authors":"H. Gurgul, Jessica Hastenteufel, T. Wójtowicz","doi":"10.21307/stattrans-2021-037","DOIUrl":"https://doi.org/10.21307/stattrans-2021-037","url":null,"abstract":"Abstract Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to have a significant impact on financial markets in general, and on European stock markets in particular. However, as this effect may vary in time, this paper examines the changes in the impact of US macroeconomic news on the WIG20, the main index of the Warsaw Stock Exchange. Based on intraday data from 2004-2019 we study the changes in significance and in the strength of the reaction of WIG20 to announcements of unexpected values of 13 indicators describing the American economy. On the basis of the event study analysis, we describe the reaction of the WIG20 index in the first few minutes after these kinds of announcements.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"22 1","pages":"41 - 58"},"PeriodicalIF":0.0,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46909813","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-01DOI: 10.21307/stattrans-2021-041
O. Osaulenko, O. Bulatova, O. Zakharova, Natallia Reznikova
Abstract The present article illustrates the use of integrated indices to evaluate the potential for the development of regional integration processes. The study examines a new research and methodological approach, which involves the use of an integral index of the potential for the development of integration processes, proposed with regard to the intensity of the influence of internal and external factors on integrative relations development. The application of the above-mentioned integrated index in a comparative analysis of the potential for the development of integration processes allows a comprehensive and quantitative description of the current regional integration processes taking place in the modern economy under certain regional models.
{"title":"The problem of statistical assessment of the potential for the development of regional integration processes","authors":"O. Osaulenko, O. Bulatova, O. Zakharova, Natallia Reznikova","doi":"10.21307/stattrans-2021-041","DOIUrl":"https://doi.org/10.21307/stattrans-2021-041","url":null,"abstract":"Abstract The present article illustrates the use of integrated indices to evaluate the potential for the development of regional integration processes. The study examines a new research and methodological approach, which involves the use of an integral index of the potential for the development of integration processes, proposed with regard to the intensity of the influence of internal and external factors on integrative relations development. The application of the above-mentioned integrated index in a comparative analysis of the potential for the development of integration processes allows a comprehensive and quantitative description of the current regional integration processes taking place in the modern economy under certain regional models.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"58 1","pages":"121 - 138"},"PeriodicalIF":0.0,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41263941","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-01DOI: 10.21307/stattrans-2021-045
J. Saran, Narinder Pushkarna, S. Sehgal
Abstract In this paper, we establish several recurrence relations between single and product moments of progressively Type-II right censored order statistics from the power Lomax distribution. The relations enable the computation of all the single and product moments of progressively Type-II right censored order statistics for all sample sizes n and all censoring schemes (R1, R2,..., Rm), m ≥ n, in a simple recursive manner. The maximum likelihood approach is used for the estimation of the parameters and the reliability characteristic. A Monte Carlo simulation study has been conducted to compare the performance of the estimates for different censoring schemes.
{"title":"Relationships for moments of the progressively Type-II right censored order statistics from the power Lomax distribution and the associated inference","authors":"J. Saran, Narinder Pushkarna, S. Sehgal","doi":"10.21307/stattrans-2021-045","DOIUrl":"https://doi.org/10.21307/stattrans-2021-045","url":null,"abstract":"Abstract In this paper, we establish several recurrence relations between single and product moments of progressively Type-II right censored order statistics from the power Lomax distribution. The relations enable the computation of all the single and product moments of progressively Type-II right censored order statistics for all sample sizes n and all censoring schemes (R1, R2,..., Rm), m ≥ n, in a simple recursive manner. The maximum likelihood approach is used for the estimation of the parameters and the reliability characteristic. A Monte Carlo simulation study has been conducted to compare the performance of the estimates for different censoring schemes.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"22 1","pages":"191 - 212"},"PeriodicalIF":0.0,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49338009","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-01DOI: 10.21307/stattrans-2021-040
M. Aslam, Mehreen Afzaal, M. Ishaq Bhatti
Abstract The exponentiated Gompertz (EGZ) distribution has been recently used in almost all areas of human endeavours, starting from modelling lifetime data to cancer treatment. Various applications and properties of the EGZ distribution are provided by Anis and De (2020). This paper explores the important properties of the EGZ distribution under Bayesian discipline using two informative priors: the Gamma Prior (GP) and the Inverse Levy Prior (ILP). This is done in the framework of five selected loss functions. The findings show that the two best loss functions are the Weighted Balance Loss Function (WBLF) and the Quadratic Loss Function (QLF). The usefulness of the model is illustrated by the use of real-life data in relation to simulated data. The empirical results of the comparison are presented through a graphical illustration of the posterior distributions.
{"title":"A study on exponentiated Gompertz distribution under Bayesian discipline using informative priors","authors":"M. Aslam, Mehreen Afzaal, M. Ishaq Bhatti","doi":"10.21307/stattrans-2021-040","DOIUrl":"https://doi.org/10.21307/stattrans-2021-040","url":null,"abstract":"Abstract The exponentiated Gompertz (EGZ) distribution has been recently used in almost all areas of human endeavours, starting from modelling lifetime data to cancer treatment. Various applications and properties of the EGZ distribution are provided by Anis and De (2020). This paper explores the important properties of the EGZ distribution under Bayesian discipline using two informative priors: the Gamma Prior (GP) and the Inverse Levy Prior (ILP). This is done in the framework of five selected loss functions. The findings show that the two best loss functions are the Weighted Balance Loss Function (WBLF) and the Quadratic Loss Function (QLF). The usefulness of the model is illustrated by the use of real-life data in relation to simulated data. The empirical results of the comparison are presented through a graphical illustration of the posterior distributions.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"22 1","pages":"101 - 119"},"PeriodicalIF":0.0,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45310540","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-01DOI: 10.21307/stattrans-2021-035
N. Longford
Abstract A study that would otherwise be eligible is commonly excluded from a meta-analysis when the standard error of its treatment-effect estimator, or the estimate of the variance of the outcomes, is not reported and cannot be recovered from the available information. This is wasteful when the estimate of the treatment effect is reported. We assess the loss of information caused by this practice and explore methods of imputation for the missing variance. The methods are illustrated on two sets of examples, one constructed specifically for illustration and another based on a published systematic review.
{"title":"Unreported standard errors in meta-analysis","authors":"N. Longford","doi":"10.21307/stattrans-2021-035","DOIUrl":"https://doi.org/10.21307/stattrans-2021-035","url":null,"abstract":"Abstract A study that would otherwise be eligible is commonly excluded from a meta-analysis when the standard error of its treatment-effect estimator, or the estimate of the variance of the outcomes, is not reported and cannot be recovered from the available information. This is wasteful when the estimate of the treatment effect is reported. We assess the loss of information caused by this practice and explore methods of imputation for the missing variance. The methods are illustrated on two sets of examples, one constructed specifically for illustration and another based on a published systematic review.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"22 1","pages":"1 - 17"},"PeriodicalIF":0.0,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42289651","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-01DOI: 10.21307/stattrans-2021-042
R. Shanker, Umme Habibah Rahman
Abstract The paper focuses on type II Topp-Leone Frechet distribution. Its properties including hazard rate function, reverse hazard rate function, Mills ratio, quantile function and order statistics have been studied. The maximum likelihood estimation used for estimating the parameters of the proposed distribution has been explained and expressions for the Fisher information matrix and confidence intervals have been provided. The paper discusses the applications of the distribution for modeling several datasets relating to temperature. Finally, the goodness of fit of the proposed distribution has been compared with that of the Frechet distribution.
{"title":"Type II Topp-Leone Frechet distribution: properties and applications","authors":"R. Shanker, Umme Habibah Rahman","doi":"10.21307/stattrans-2021-042","DOIUrl":"https://doi.org/10.21307/stattrans-2021-042","url":null,"abstract":"Abstract The paper focuses on type II Topp-Leone Frechet distribution. Its properties including hazard rate function, reverse hazard rate function, Mills ratio, quantile function and order statistics have been studied. The maximum likelihood estimation used for estimating the parameters of the proposed distribution has been explained and expressions for the Fisher information matrix and confidence intervals have been provided. The paper discusses the applications of the distribution for modeling several datasets relating to temperature. Finally, the goodness of fit of the proposed distribution has been compared with that of the Frechet distribution.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":"22 1","pages":"139 - 152"},"PeriodicalIF":0.0,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41358947","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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