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Impact of restrictions on the COVID-19 pandemic situation in Poland 限制措施对波兰COVID-19大流行形势的影响
Q4 Mathematics Pub Date : 2022-09-01 DOI: 10.2478/stattrans-2022-0034
Sergiusz Herman
Abstract The COVID-19 pandemic has had a substantial impact on public health all over the world. In order to prevent the spread of the virus, the majority of countries introduced restrictions which entailed considerable economic and social costs. The main goal of the article is to study how the lockdown introduced in Poland affected the spread of the pandemic in the country. The study used synthetic control method to this end. The analysis was carried on the basis of data from the Local Data Bank and a government website on the state of the epidemic in Poland. The results indicated that the lockdown significantly curbed the spread of the COVID-19 pandemic in Poland. Restrictions led to the substantial drop in infections – by 9500 cases – in three weeks. The results seem to stay the same despite the change of assumptions in the study. Such conclusion can be drawn from the performance of the placebo-in-space and placebo-in-time analyses.
摘要新冠肺炎大流行对世界各地的公共卫生产生了重大影响。为了防止病毒传播,大多数国家采取了限制措施,这需要付出相当大的经济和社会代价。这篇文章的主要目的是研究波兰实施的封锁如何影响疫情在该国的传播。为此,本研究采用了综合控制方法。这项分析是根据当地数据库和波兰政府网站的数据进行的。结果表明,封锁显著遏制了新冠肺炎疫情在波兰的传播。限制措施导致感染人数在三周内大幅下降,减少了9500例。尽管研究中的假设发生了变化,但结果似乎保持不变。这一结论可以从安慰剂在空间和时间分析中的表现中得出。
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引用次数: 0
Interval shrinkage estimation of the parameter of exponential distribution in the presence of outliers under loss functions 损失函数下存在异常值时指数分布参数的区间收缩估计
Q4 Mathematics Pub Date : 2022-09-01 DOI: 10.2478/stattrans-2022-0030
P. Nasiri
Abstract In this paper, we studied estimators based on an interval shrinkage with equal weights point shrinkage estimators for all individual target points ¯θ ∈ (θ0,θ1) for exponentially distributed observations in the presence of outliers drawn from a uniform distribution. Estimators obtained from both shrinkage and interval shrinkage were compared, showing that the estimators obtained via the interval shrinkage method perform better. Symmetric and asymmetric loss functions were also used to calculate the estimators. Finally, a numerical study and illustrative examples were provided to describe the results.
摘要在本文中,我们研究了在均匀分布中存在异常值的情况下,指数分布观测的所有单个目标点θ∈(θ0,θ1)的基于等权区间收缩的点收缩估计量的估计量。比较了由收缩和区间收缩获得的估计量,表明通过区间收缩方法获得的估计值性能更好。对称和非对称损失函数也被用来计算估计量。最后,通过数值研究和实例说明了结果。
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引用次数: 0
Poisson area-biased Ailamujia Distribution and its applications in environmental and medical sciences 泊松区域偏倚的Ailamujia分布及其在环境和医学中的应用
Q4 Mathematics Pub Date : 2022-09-01 DOI: 10.2478/stattrans-2022-0036
Ahmad Aijaz, S. Q. Ain, Ahmad Afaq, Rajnee Tripathi
Abstract In this paper, a new Poisson area-biased Ailamujia distribution has been formulated to analyse count data. It was created by combining two distributions: the Poisson and area-biased Ailamujia distributions, using the compounding technique. Several distributional properties of the formulated distribution were studied. Its ageing characteristics were determined and expressed explicitly. A variety of diagrams were used to demonstrate the characteristics of the probability mass function (pmf) and the cumulative distribution function (cdf). The parameter of the developed model was estimated by employing the maximum likelihood estimation approach. Finally, two data sets were used to demonstrate the effectiveness of the investigated distribution.
摘要本文建立了一个新的泊松区域偏置的Ailamujia分布来分析计数数据。它是通过使用复合技术将泊松分布和面积偏倚的Ailamujia分布结合而成的。研究了公式分布的几种分布性质。确定并明确表达了其老化特性。用各种图表来说明概率质量函数(pmf)和累积分布函数(cdf)的特征。采用极大似然估计方法对模型的参数进行估计。最后,使用两个数据集来验证所研究分布的有效性。
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引用次数: 0
Triads or tetrads? Comparison of two methods for measuring the similarity in preferences under incomplete block design 三和弦还是四和弦?不完全块设计下两种偏好相似性测量方法的比较
Q4 Mathematics Pub Date : 2022-09-01 DOI: 10.2478/stattrans-2022-0037
A. Zaborski
Abstract The measurement of preferences can be based on historical observations of consumer behaviour or on data describing consumer intentions. In the latter case, the measure-ment of preferences is performed using methods which express consumer attitudes at the time of research. However, most of these methods are very laborious, especially when a large number of objects is tested. In such cases incomplete analyses may prove useful. An incomplete analysis involves the division of objects into subgroups, so that each pair of objects appears at exactly the same frequency and all objects are in each subgroup. The purpose of the work is to compare two incomplete methods for measuring the similarity of preferences, i.e. the triad method and the tetrad method. These methods can be used whenever similarities are measured on an ordinal scale. They have been com-pared in terms of their labour intensity and ability to map the known structure of ob-jects, even when all pairs of objects in subgroups cannot be presented equally frequent-ly.
偏好的测量可以基于对消费者行为的历史观察,也可以基于描述消费者意图的数据。在后一种情况下,偏好的测量是使用在研究时表达消费者态度的方法进行的。然而,这些方法中的大多数都非常费力,特别是在测试大量对象时。在这种情况下,不完整的分析可能是有用的。不完全分析包括将对象划分为子组,以便每对对象以完全相同的频率出现,并且所有对象都在每个子组中。这项工作的目的是比较两种不完整的方法来衡量偏好的相似性,即三分法和四分法。这些方法可用于任何在有序尺度上测量相似性的情况。他们在劳动强度和绘制已知物体结构的能力方面进行了比较,即使子组中的所有对物体不能同样频繁地呈现。
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引用次数: 0
Assessing the effect of new data sources on the consumer price index: a deterministic approach to uncertainty and sensitivity 评估新数据来源对消费者价格指数的影响:不确定性和敏感性的确定性方法
Q4 Mathematics Pub Date : 2022-09-01 DOI: 10.2478/stattrans-2022-0027
Jacek Białek, T. Panek, J. Zwierzchowski
Abstract One of the greatest challenges facing official statistics in the 21st century is the use of alternative sources of data about prices (scanned and scraped data) in the analysis of price dynamics, which also involves selecting the appropriate formula of the price index at the elementary group (5-digit) level. When consumer price indices of goods and services are constructed, a number of subjective decisions are made at different stages, e.g. regarding the choice of data sources and types of indices used for the purpose of estimation. All of these decisions can affect the bias of consumer price indices, i.e. the extent to which they contribute to the overall uncertainty about the resulting index values. By measuring how robust consumer price indices are, one can assess the impact that the decisions made at the different stages of index construction have on the index values. This assessment involves analysing uncertainty and sensitivity. The purpose of the study described in the article was to determine how much and in which direction the consumer price index changes when including scanner and scraped data in the analysis, in addition to the data on prices collected by enumerators. The impact of these new data sources was assessed by analysing uncertainty and sensitivity under the deterministic approach. To the best of the authors’ knowledge, it is a novel application of robustness analysis to measure inflation using new data sources. The empirical study was based on data for February and March 2021, while scanner and scraped data about selected categories of food products were obtained from one retail chain operating hundreds of points of sale in Poland and selling products online. It was found that the choice of a data source has the most significant impact on the final value of the index at the elementary group level, while the choice of the aggregation formula used to consolidate different data sources is of secondary importance.
21世纪官方统计面临的最大挑战之一是在价格动态分析中使用替代价格数据来源(扫描和抓取数据),这也涉及到在初级组(5位数)水平上选择适当的价格指数公式。在编制商品和服务的消费者价格指数时,会在不同阶段作出若干主观决定,例如选择数据来源和用于估计的指数类型。所有这些决策都会影响消费者价格指数的偏差,即它们对最终指数值的总体不确定性的贡献程度。通过衡量消费者价格指数的稳健程度,可以评估在指数构建的不同阶段所做的决策对指数值的影响。这种评估包括分析不确定性和敏感性。文章中描述的研究目的是确定在分析中包括扫描和抓取数据时,消费者价格指数的变化程度和方向,以及普查员收集的价格数据。在确定性方法下,通过分析不确定性和敏感性来评估这些新数据源的影响。据作者所知,这是稳健性分析的新应用,使用新的数据源来衡量通货膨胀。该实证研究基于2021年2月和3月的数据,而从一家在波兰经营数百个销售点并在线销售产品的零售连锁店获得了有关选定食品类别的扫描仪和抓取数据。研究发现,在初级群体层面,数据源的选择对指数的最终值的影响最为显著,而用于整合不同数据源的聚合公式的选择则是次要的。
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引用次数: 0
Estimation of P(X ≤ Y) for discrete distributions with non-identical support 具有非完全支持的离散分布的P(X≤Y)的估计
Q4 Mathematics Pub Date : 2022-09-01 DOI: 10.2478/stattrans-2022-0029
M. Choudhury, Rahul Bhattacharya, Sudhansu S. Maiti
Abstract The Uniformly Minimum Variance Unbiased (UMVU) and the Maximum Likelihood (ML) estimations of R = P(X ≤ Y) and the associated variance are considered for independent discrete random variables X and Y. Assuming a discrete uniform distribution for X and the distribution of Y as a member of the discrete one parameter exponential family of distributions, theoretical expressions of such quantities are derived. Similar expressions are obtained when X and Y interchange their roles and both variables are from the discrete uniform distribution. A simulation study is carried out to compare the estimators numerically. A real application based on demand-supply system data is provided.
摘要对独立的离散随机变量X和Y,考虑了R = P(X≤Y)及其相关方差的一致最小方差无偏估计(UMVU)和最大似然估计(ML),假设X的分布是离散的均匀分布,Y的分布是离散的单参数指数分布族的成员,导出了这两个量的理论表达式。当X和Y互换角色,且两个变量均为离散均匀分布时,得到类似的表达式。通过仿真研究,对两种估计方法进行了数值比较。给出了基于供需系统数据的实际应用。
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引用次数: 0
A comparison of the method of moments estimator and maximum likelihood estimator for the success probability in the Fibonacci-type probability distribution Fibonacci型概率分布中成功概率的矩估计和最大似然估计方法的比较
Q4 Mathematics Pub Date : 2022-09-01 DOI: 10.2478/stattrans-2022-0028
Yeil Kwon
Abstract A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonacci-type probability distribution to explore its definition, moments and properties, we proposed numerical methods to obtain two estimators of the success probability: the method of moments estimator (MME) and maximum likelihood estimator (MLE). The ways both of them performed were compared in terms of the mean squared error. A numerical study demon-srated that the MLE tends to outperform the MME for most of the parameter space with various sample sizes.
摘要斐波那契类型的概率分布为建立与连续成功次数相关的停止规则提供了概率模型。它可以被解释为几何分布的广义形式。本文在回顾斐波那契型概率分布,探讨其定义、矩量和性质后,提出了两种成功概率估计的数值方法:矩量估计法(MME)和极大似然估计法(MLE)。根据均方误差对两者的表现进行了比较。数值研究表明,在不同样本量的大多数参数空间中,最大似然值的表现都优于最大似然值。
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引用次数: 1
Laureates of the Jerzy Spława-Neyman Medal Jerzy Spława Neyman奖章获得者
Q4 Mathematics Pub Date : 2022-06-01 DOI: 10.2478/stattrans-2022-0025
C. Domański
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引用次数: 0
ARFURIMA models: simulations of their properties and application ARFURIMA模型:其特性和应用的模拟
Q4 Mathematics Pub Date : 2022-06-01 DOI: 10.2478/stattrans-2022-0017
S. A. Jibrin, Rosmanjawati Binti Abdul Rahman
Abstract This article defines the Autoregressive Fractional Unit Root Integrated Moving Average (ARFURIMA) model for modelling ILM time series with fractional difference value in the interval of 1 < d < 2. The performance of the ARFURIMA model is examined through a Monte Carlo simulation. Also, some applications were presented using the energy series, bitcoin exchange rates and some financial data to compare the performance of the ARFURIMA and the Semiparametric Fractional Autoregressive Moving Average (SEMIFARMA) models. Findings showed that the ARFURIMA outperformed the SEMIFARMA model. The study’s conclusion provides another perspective in analysing large time series data for modelling and forecasting, and the findings suggest that the ARFURIMA model should be applied if the studied data show a type of ILM process with a degree of fractional difference in the interval of 1 < d < 2.
本文定义了自回归分数阶单位根积分移动平均(ARFURIMA)模型,用于对区间为1 < d < 2的分数阶差分值的ILM时间序列进行建模。通过蒙特卡罗仿真验证了ARFURIMA模型的性能。此外,使用能源序列、比特币汇率和一些金融数据提出了一些应用,以比较ARFURIMA和半参数分数阶自回归移动平均(SEMIFARMA)模型的性能。结果表明,ARFURIMA优于SEMIFARMA模型。本研究的结论为分析大型时间序列数据进行建模和预测提供了另一种视角,研究结果表明,如果研究数据显示的ILM过程在1 < d < 2的区间内存在一定程度的分数差异,则应应用ARFURIMA模型。
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引用次数: 0
Regression model of water demand for the city of Lodz as a function of atmospheric factors 罗兹市需水量随大气因子的回归模型
Q4 Mathematics Pub Date : 2022-06-01 DOI: 10.2478/stattrans-2022-0021
C. Domański, R. Kubacki
Abstract One of the Sustainable Development Goals (Goal 6) set by the United Nations is to provide people with access to water and sanitation through sustainable water resources management. Water supply companies carrying out tasks commissioned by local authorities ensure there is an optimal amount of water in the water supply system. The aim of this study is to present the results of the work on a statistical model which determined the influence of individual atmospheric factors on the demand for water in the city of Lodz, Poland, in 2010-2019. In order to build the model, the study used data from the Water Supply and Sewage System Company (Zakład Wodociągów i Kanalizacji Sp. z o.o.) in the city of Lodz complemented with data on weather conditions in the studied period. The analysis showed that the constructed models make it possible to perform a forecast of water demand depending on the expected weather conditions.
摘要联合国制定的可持续发展目标之一(目标6)是通过可持续水资源管理为人们提供用水和卫生设施。执行地方当局委托任务的供水公司确保供水系统中有最佳水量。本研究的目的是介绍统计模型的工作结果,该模型确定了2010-2019年波兰罗兹市个别大气因素对水需求的影响。为了建立模型,该研究使用了罗兹市供水和污水处理系统公司(Zakład Wodocińgów i Kanalizacji Sp.z o.o.)的数据,并补充了研究期间的天气条件数据。分析表明,所构建的模型可以根据预期的天气条件进行需水量预测。
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引用次数: 0
期刊
Statistics in Transition
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