Pub Date : 2014-03-15DOI: 10.18869/ACADPUB.JSRI.10.2.163
Z. Ghayoumi, M. Mohammadzadeh, K. Gholizadeh
{"title":"Spatial Latent Gaussian Models: Application to House Prices Data in Tehran City","authors":"Z. Ghayoumi, M. Mohammadzadeh, K. Gholizadeh","doi":"10.18869/ACADPUB.JSRI.10.2.163","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.10.2.163","url":null,"abstract":"","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129442667","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 : 2014-03-01DOI: 10.18869/ACADPUB.JSRI.10.2.209
A. Azizi, A. Sayyareh, H. Panahi
{"title":"Inference about the Burr Type III Distribution under Type-II Hybrid Censored Data","authors":"A. Azizi, A. Sayyareh, H. Panahi","doi":"10.18869/ACADPUB.JSRI.10.2.209","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.10.2.209","url":null,"abstract":"","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114292898","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 : 2014-03-01DOI: 10.18869/acadpub.jsri.10.2.181
H. Talebi, D. Poursina
{"title":"An Efficient Bayesian Optimal Design for Logistic Model","authors":"H. Talebi, D. Poursina","doi":"10.18869/acadpub.jsri.10.2.181","DOIUrl":"https://doi.org/10.18869/acadpub.jsri.10.2.181","url":null,"abstract":"","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124841485","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 : 2014-03-01DOI: 10.18869/ACADPUB.JSRI.10.2.147
Narges H. Montazeri, H. Torabi
{"title":"Test for Exponentiality Based on the Sample Covariance","authors":"Narges H. Montazeri, H. Torabi","doi":"10.18869/ACADPUB.JSRI.10.2.147","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.10.2.147","url":null,"abstract":"","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122593013","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 : 2014-03-01DOI: 10.18869/ACADPUB.JSRI.10.2.125
Shahrzad Khatibi Nouri, Haminreza Navvabpour
{"title":"An Empirical Comparison of Performance of the Unified Approach to Linearization of Variance Estimation after Imputation with Some Other Methods","authors":"Shahrzad Khatibi Nouri, Haminreza Navvabpour","doi":"10.18869/ACADPUB.JSRI.10.2.125","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.10.2.125","url":null,"abstract":"","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117030353","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 : 2013-09-15DOI: 10.18869/ACADPUB.JSRI.10.1.41
A. Asgharzadeh, M. Abdi, R. Valiollahi
In this paper, we consider the estimation of the unknown pa- rameter of the scaled logistic distribution on the basis of record values. The maximum likelihood method does not provide an explicit estimator for the scale parameter. In this article, we present a simple method of deriving an explicit estimator by approximating the likelihood function. Bayes estima- tor is obtained using importance sampling. Asymptotic confidence intervals, bootstrap confidence interval and credible interval are also proposed. Monte Carlo simulations are performed to compare the different proposed methods. Analysis of one real data set is also given for illustrative purposes.
{"title":"Analysis of Record Data from the Scaled Logistic Distribution","authors":"A. Asgharzadeh, M. Abdi, R. Valiollahi","doi":"10.18869/ACADPUB.JSRI.10.1.41","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.10.1.41","url":null,"abstract":"In this paper, we consider the estimation of the unknown pa- rameter of the scaled logistic distribution on the basis of record values. The maximum likelihood method does not provide an explicit estimator for the scale parameter. In this article, we present a simple method of deriving an explicit estimator by approximating the likelihood function. Bayes estima- tor is obtained using importance sampling. Asymptotic confidence intervals, bootstrap confidence interval and credible interval are also proposed. Monte Carlo simulations are performed to compare the different proposed methods. Analysis of one real data set is also given for illustrative purposes.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127743115","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}
The uniformly minimum variance unbiased (UMVU), maximum likelihood, percentile (PC), least squares (LS) and weighted least squares (WLS) estimators of the probability density function (pdf) and cumulative distribution function are derived for the generalized Rayleigh distribution. This model can be used quite effectively in modelling strength data and also modelling general lifetime data. It has been shown that MLE is better than UMVUE and UMVUE is better than the others. An application to waiting times (min) of 100 bank customers.
{"title":"Efficient Estimation of the Density and Cumulative Distribution Function of the Generalized Rayleigh Distribution","authors":"مجتبی علیزاده, فاضل باقری جمالالدین کلایی, محسن خالقی مقدم","doi":"10.18869/ACADPUB.JSRI.10.1.1","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.10.1.1","url":null,"abstract":"The uniformly minimum variance unbiased (UMVU), maximum likelihood, percentile (PC), least squares (LS) and weighted least squares (WLS) estimators of the probability density function (pdf) and cumulative distribution function are derived for the generalized Rayleigh distribution. This model can be used quite effectively in modelling strength data and also modelling general lifetime data. It has been shown that MLE is better than UMVUE and UMVUE is better than the others. An application to waiting times (min) of 100 bank customers.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121674914","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 : 2013-09-01DOI: 10.18869/ACADPUB.JSRI.10.1.63
K. Ghoreishi, R. Meshkani
In this paper, we develop some results based on Relational model (Klimova, et al. 2012) which permits a decomposition of logarithm of ex- pected cell frequencies under a log-linear type model. These results imply plain answers to several questions in the context of analyzing of contingency tables. Moreover, determination of design matrix and hypothesis-induced matrix of the model will be discussed. Properties of maximum likelihood estimators of the model parameters are obtained. Some new model resid- uals and an alternative symmetric chi-square criterion are given. Two real examples illustrate the method.
在本文中,我们基于关系模型(Klimova, et al. 2012)开发了一些结果,该模型允许在对数线性型模型下分解期望单元频率的对数。这些结果暗示了对列联表分析中的几个问题的简单回答。此外,还讨论了模型的设计矩阵和假设诱导矩阵的确定。得到了模型参数的极大似然估计的性质。给出了一些新的模型残差和另一种对称卡方判据。两个实例说明了这种方法。
{"title":"Plain Answers to Several Questions about Association/Independence Structure in Complete/Incomplete Contingency Tables","authors":"K. Ghoreishi, R. Meshkani","doi":"10.18869/ACADPUB.JSRI.10.1.63","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.10.1.63","url":null,"abstract":"In this paper, we develop some results based on Relational model (Klimova, et al. 2012) which permits a decomposition of logarithm of ex- pected cell frequencies under a log-linear type model. These results imply plain answers to several questions in the context of analyzing of contingency tables. Moreover, determination of design matrix and hypothesis-induced matrix of the model will be discussed. Properties of maximum likelihood estimators of the model parameters are obtained. Some new model resid- uals and an alternative symmetric chi-square criterion are given. Two real examples illustrate the method.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"68 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115777202","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 : 2013-09-01DOI: 10.18869/acadpub.jsri.10.1.23
D. Kumar
Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distributions includes exponential distribution, Pareto distribution, and Power distribution. In this paper, we established exact expressions and recurrence relations satisfied by the quotient moments of generalized order statistics for a generalized Pareto distribution. Further the results for quotient moments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is presented.
{"title":"Recurrence Relations for Quotient Moment of Generalized Pareto Distribution Based on Generalized Order Statistics and Characterization","authors":"D. Kumar","doi":"10.18869/acadpub.jsri.10.1.23","DOIUrl":"https://doi.org/10.18869/acadpub.jsri.10.1.23","url":null,"abstract":"Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distributions includes exponential distribution, Pareto distribution, and Power distribution. In this paper, we established exact expressions and recurrence relations satisfied by the quotient moments of generalized order statistics for a generalized Pareto distribution. Further the results for quotient moments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is presented.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121889404","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 : 2013-03-24DOI: 10.18869/ACADPUB.JSRI.10.1.107
R. Roozegar, Reza Soltani
In this paper, we give a new and direct proof for the recently proved conjecture raised in Soltani and Roozegar (2012). The conjecture can be proved in a few lines via the integral representation of the Gausshypergeometric function unlike the long proof in Roozegar and Soltani (2013).
{"title":"A Brief Determination of Certain Class of Power Semicircle Distribution","authors":"R. Roozegar, Reza Soltani","doi":"10.18869/ACADPUB.JSRI.10.1.107","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.10.1.107","url":null,"abstract":"In this paper, we give a new and direct proof for the recently proved conjecture raised in Soltani and Roozegar (2012). The conjecture can be proved in a few lines via the integral representation of the Gausshypergeometric function unlike the long proof in Roozegar and Soltani (2013).","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128864490","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}