This paper provides statistical inferences on the entropy of the half-logistic distribution when the data are Type-II censored. The maximum likelihood estimator of the entropy and corresponding approximate confidence interval are derived. For Bayesian inferences, an objective Bayesian estimation method is developed based on the Jeffreys prior. The proposed estimation methods are compared through Monte Carlo simulations for various Type-II censoring schemes. Finally, real data are analyzed for illustration purposes.
{"title":"Bayesian Estimation of the Entropy of the Half-Logistic Distribution Based on Type-II Censored Samples","authors":"J. Seo, Suk-Bok Kang","doi":"10.3390/ECEA-1-B003","DOIUrl":"https://doi.org/10.3390/ECEA-1-B003","url":null,"abstract":"This paper provides statistical inferences on the entropy of the half-logistic distribution when the data are Type-II censored. The maximum likelihood estimator of the entropy and corresponding approximate confidence interval are derived. For Bayesian inferences, an objective Bayesian estimation method is developed based on the Jeffreys prior. The proposed estimation methods are compared through Monte Carlo simulations for various Type-II censoring schemes. Finally, real data are analyzed for illustration purposes.","PeriodicalId":44573,"journal":{"name":"International Journal of Applied Mathematics & Statistics","volume":"53 1","pages":"58-66"},"PeriodicalIF":0.2,"publicationDate":"2014-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69602959","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 study of bicycle flow left-turn track is the basis of studying the traffic conflict between left-turn bicycles and motor vehicles. This paper built the two-dimensional coordinate system of intersection using its geometrical features, acquired the coordinate data of the left-turn bicycle traveling track through the video coordinate method, and applied the coordinate data to the two-dimensional coordinate system. Finally, the track function expression of the left-turn bicycle flow was founded using the method of regression analysis. This function is a quadratic function, and relevant parameters are only related to the geometric parameters of intersections. The construction of the intersection left-turn bicycle flow track function is significant to the optimization of intersection traffic management.
{"title":"Left-turn Track Function of Bicycle Flow in Intersection","authors":"Zhang Shuichao, He Kangkang, Yan Renfa","doi":"10.1201/b19880-165","DOIUrl":"https://doi.org/10.1201/b19880-165","url":null,"abstract":"The study of bicycle flow left-turn track is the basis of studying the traffic conflict between left-turn bicycles and motor vehicles. This paper built the two-dimensional coordinate system of intersection using its geometrical features, acquired the coordinate data of the left-turn bicycle traveling track through the video coordinate method, and applied the coordinate data to the two-dimensional coordinate system. Finally, the track function expression of the left-turn bicycle flow was founded using the method of regression analysis. This function is a quadratic function, and relevant parameters are only related to the geometric parameters of intersections. The construction of the intersection left-turn bicycle flow track function is significant to the optimization of intersection traffic management.","PeriodicalId":44573,"journal":{"name":"International Journal of Applied Mathematics & Statistics","volume":"52 1","pages":"187-197"},"PeriodicalIF":0.2,"publicationDate":"2014-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65993499","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}
Cox Proportional Hazard (Cox PH) model is a survival analysis method to perform model of relationship between independent variable and dependent variable which shown by time until an event occurs. This method compute residuals, martingale or deviance, which can used to diagnostic the lack of fit of a model and PH assumption. The alternative method if these not satisfied is Multivariate Adaptive Regression Splines(MARS) approach. This method use to perform the analysis of product selling time in e-commerce. The samples were collected by survey on website. The results areMARS model with martingale residuals has good performance than residual deviance. MARS modeling with martingale residuals have GCV minimum 0.502 with a combination of BF = 10, MI = 1, and MO = 2 with information number of products sold (X6) that contribute. Variables significant effect on α = 5% were BF_2 = (X_6-135)+, BF_3 = (X_6-170)+, and BF_5=(X_6-196)+.
Cox比例风险模型(Cox Proportional Hazard model, Cox PH)是一种生存分析方法，对事件发生前的自变量和因变量之间的关系以时间为单位进行建模。该方法计算残差、鞅或偏差，可用于诊断模型和PH假设的拟合不足。如果不满足这些条件，则采用多元自适应样条回归(MARS)方法。该方法用于电子商务中产品销售时间的分析。样本采用网上调查的方式采集。结果表明，带有鞅残差的mars模型比残差偏差具有更好的性能。带有鞅残差的MARS模型的GCV最小值为0.502，其中BF = 10, MI = 1, MO = 2，以及所销售产品的信息数量(X6)。对α = 5%有显著影响的变量为BF_2 =(X_6-135)+、BF_3 =(X_6-170)+和BF_5=(X_6-196)+。
{"title":"Cox Proportional Hazard with Multivariate Adaptive Regression Splines to Analyze the Product Sales Time in E-Commerce","authors":"E. Irwansyah, D. A. N. O. Stefani, R. D. Bekti","doi":"10.5281/ZENODO.50649","DOIUrl":"https://doi.org/10.5281/ZENODO.50649","url":null,"abstract":"Cox Proportional Hazard (Cox PH) model is a survival analysis method to perform model of relationship between independent variable and dependent variable which shown by time until an event occurs. This method compute residuals, martingale or deviance, which can used to diagnostic the lack of fit of a model and PH assumption. The alternative method if these not satisfied is Multivariate Adaptive Regression Splines(MARS) approach. This method use to perform the analysis of product selling time in e-commerce. The samples were collected by survey on website. The results areMARS model with martingale residuals has good performance than residual deviance. MARS modeling with martingale residuals have GCV minimum 0.502 with a combination of BF = 10, MI = 1, and MO = 2 with information number of products sold (X6) that contribute. Variables significant effect on α = 5% were BF_2 = (X_6-135)+, BF_3 = (X_6-170)+, and BF_5=(X_6-196)+.","PeriodicalId":44573,"journal":{"name":"International Journal of Applied Mathematics & Statistics","volume":"53 1","pages":"109-115"},"PeriodicalIF":0.2,"publicationDate":"2014-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71085765","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}
In this paper we define c-prime, 3-prime and weakly prime ideal of Г-AG-ring which we will study relation of c-prime, 3-prime, weakly prime ideal and prime ideal.
{"title":"Some application of ideals of Г-AG-ring","authors":"T. Gaketem","doi":"10.12732/iejpam.v7i2.4","DOIUrl":"https://doi.org/10.12732/iejpam.v7i2.4","url":null,"abstract":"In this paper we define c-prime, 3-prime and weakly prime ideal of Г-AG-ring which we will study relation of c-prime, 3-prime, weakly prime ideal and prime ideal.","PeriodicalId":44573,"journal":{"name":"International Journal of Applied Mathematics & Statistics","volume":"52 1","pages":"36-40"},"PeriodicalIF":0.2,"publicationDate":"2014-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66376032","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}
During the last few years, a great deal of attention has been focused on Lasso and Dantzig selector in high dimensional linear regression when the number of variables can be much larger than the sample size. Under a sparsity scenario, Bickel et al. (2009) showed that the Lasso estimator and the Dantzig selector exhibit similar behavior, and derived oracle inequalities for the prediction risk in the general nonparametric regression model, as well as bounds on the L_p estimation loss in the linear model. The Assumption RE (s,m,c) and Assumption RE (s,c) play a significant role in their paper. In this paper, the assumptions equivalent with Assumption RE and Assumption RE are given. More precise oracle inequalities for the prediction risk in the general nonparametric regression model and bounds on the L_p estimation loss in the linear model are derived when the number of variables can be much larger than the sample size.
在过去的几年里，Lasso和Dantzig选择器在高维线性回归中受到了很大的关注，当变量的数量远远大于样本量时。在稀疏情况下，Bickel et al.(2009)表明Lasso估计器和Dantzig选择器表现出相似的行为，并推导出一般非参数回归模型中预测风险的oracle不等式，以及线性模型中L_p估计损失的界。假设RE (s,m,c)和假设RE (s,c)在他们的论文中发挥了重要作用。本文给出了与假设RE和假设RE等价的假设。当变量数量远远大于样本量时，导出了一般非参数回归模型中预测风险的更精确的oracle不等式和线性模型中L_p估计损失的界。
{"title":"Simultaneous Lasso and Dantzig Selector in High Dimensional Nonparametric Regression","authors":"Shiqing Wang, Limin Su","doi":"10.1155/2013/571361","DOIUrl":"https://doi.org/10.1155/2013/571361","url":null,"abstract":"During the last few years, a great deal of attention has been focused on Lasso and Dantzig selector in high dimensional linear regression when the number of variables can be much larger than the sample size. Under a sparsity scenario, Bickel et al. (2009) showed that the Lasso estimator and the Dantzig selector exhibit similar behavior, and derived oracle inequalities for the prediction risk in the general nonparametric regression model, as well as bounds on the L_p estimation loss in the linear model. The Assumption RE (s,m,c) and Assumption RE (s,c) play a significant role in their paper. In this paper, the assumptions equivalent with Assumption RE and Assumption RE are given. More precise oracle inequalities for the prediction risk in the general nonparametric regression model and bounds on the L_p estimation loss in the linear model are derived when the number of variables can be much larger than the sample size.","PeriodicalId":44573,"journal":{"name":"International Journal of Applied Mathematics & Statistics","volume":"42 1","pages":"103-118"},"PeriodicalIF":0.2,"publicationDate":"2013-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1155/2013/571361","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"64159242","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}
This paper firstly uses the quantitative indicators to estimate the level of trade openness and financial openness in China, then use the error correction model, Granger and Geweke causality test methods, generalizes impulse response function to analyze the hidden links of trade openness and financial openness. The results show that there exists a long equilibrium and a mutual promotion relationship between financial openness and trade openness in China and there is a long-term and a bidirectional causality between financial openness and trade openness; In addition, the share of feedback reveals that more forceful causal relationship from trade openness to financial openness.
{"title":"Econometric Analysis of the Hidden Links between Trade Openness and Financial Openness","authors":"Jianjun Xu","doi":"10.1109/ICEE.2012.1405","DOIUrl":"https://doi.org/10.1109/ICEE.2012.1405","url":null,"abstract":"This paper firstly uses the quantitative indicators to estimate the level of trade openness and financial openness in China, then use the error correction model, Granger and Geweke causality test methods, generalizes impulse response function to analyze the hidden links of trade openness and financial openness. The results show that there exists a long equilibrium and a mutual promotion relationship between financial openness and trade openness in China and there is a long-term and a bidirectional causality between financial openness and trade openness; In addition, the share of feedback reveals that more forceful causal relationship from trade openness to financial openness.","PeriodicalId":44573,"journal":{"name":"International Journal of Applied Mathematics & Statistics","volume":"48 1","pages":"118-127"},"PeriodicalIF":0.2,"publicationDate":"2012-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"62306860","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}
We construct, for almost all permissible degrees d, a minimal simplicial branched covering map of degree d from each closed, suitably triangulated, 2-manifold onto the 6-vertex Real Projective Plane. We also establish the non-existence of certain degree branched coverings of the real projective plane.
{"title":"On Branched Coverings","authors":"K. V. Madahar","doi":"10.1090/mmono/154/07","DOIUrl":"https://doi.org/10.1090/mmono/154/07","url":null,"abstract":"We construct, for almost all permissible degrees d, a minimal simplicial branched covering map of degree d from each closed, suitably triangulated, 2-manifold onto the 6-vertex Real Projective Plane. We also establish the non-existence of certain degree branched coverings of the real projective plane.","PeriodicalId":44573,"journal":{"name":"International Journal of Applied Mathematics & Statistics","volume":"15 1","pages":"37-46"},"PeriodicalIF":0.2,"publicationDate":"2009-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"60560040","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}
In this paper, we propose a new strategy for a priori choice of regularization parameters in Tikhonov’s regularization, based on the conditional stability estimate for illposed inverse problems. We show that it can be applied to a wide class of inverse problems. The convergence rate of the regularized solutions is also proved.
{"title":"Techniques for a priori Choice of Regularizing Parameters in Tikhonov Regularization","authors":"M. Iqbal","doi":"10.12988/imf.2006.06023","DOIUrl":"https://doi.org/10.12988/imf.2006.06023","url":null,"abstract":"In this paper, we propose a new strategy for a priori choice of regularization parameters in Tikhonov’s regularization, based on the conditional stability estimate for illposed inverse problems. We show that it can be applied to a wide class of inverse problems. The convergence rate of the regularized solutions is also proved.","PeriodicalId":44573,"journal":{"name":"International Journal of Applied Mathematics & Statistics","volume":"13 1","pages":"15-33"},"PeriodicalIF":0.2,"publicationDate":"2005-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66382945","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}
Haibin Wang, P. Madiraju, Yanqing Zhang, Rajshekhar Sunderraman
A neutrosophic set is a part of neutrosophy that studies the origin, nature, and scope of neutralities, as well as their interactions with different ideational spectra. The neutrosophic set is a powerful general formal framework that has been recently proposed. However, the neutrosophic set needs to be specified from a technical point of view. Now we define the set-theoretic operators on an instance of a neutrosophic set, and call it an Interval Neutrosophic Set (INS). We prove various properties of INS, which are connected to operations and relations over INS. Finally, we introduce the convexity of interval neutrosophic sets.
{"title":"Interval Neutrosophic Sets","authors":"Haibin Wang, P. Madiraju, Yanqing Zhang, Rajshekhar Sunderraman","doi":"10.5281/ZENODO.32260","DOIUrl":"https://doi.org/10.5281/ZENODO.32260","url":null,"abstract":"A neutrosophic set is a part of neutrosophy that studies the origin, nature, and scope of neutralities, as well as their interactions with different ideational spectra. The neutrosophic set is a powerful general formal framework that has been recently proposed. However, the neutrosophic set needs to be specified from a technical point of view. Now we define the set-theoretic operators on an instance of a neutrosophic set, and call it an Interval Neutrosophic Set (INS). We prove various properties of INS, which are connected to operations and relations over INS. Finally, we introduce the convexity of interval neutrosophic sets.","PeriodicalId":44573,"journal":{"name":"International Journal of Applied Mathematics & Statistics","volume":"42 1","pages":"1-18"},"PeriodicalIF":0.2,"publicationDate":"2004-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71072933","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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