This manuscript considers some improved combined and separate classes of estimators of population mean using bivariate auxiliary information under stratified simple random sampling. The expressions of bias and mean square error of the proposed classes of estimators are determined to the first order of approximation. It is exhibited that under some particular conditions, the proposed classes of estimators dominate the existing prominent estimators. The theoretical findings are supported by a simulation study performed over a hypothetically generated population.
{"title":"Some Improved Classes of Estimators in Stratified Sampling Using Bivariate Auxiliary Information","authors":"Shashi Bhushan, Anoop Kumar, Rodney Onyango, Saurabh Singh","doi":"10.1155/2022/2660114","DOIUrl":"https://doi.org/10.1155/2022/2660114","url":null,"abstract":"This manuscript considers some improved combined and separate classes of estimators of population mean using bivariate auxiliary information under stratified simple random sampling. The expressions of bias and mean square error of the proposed classes of estimators are determined to the first order of approximation. It is exhibited that under some particular conditions, the proposed classes of estimators dominate the existing prominent estimators. The theoretical findings are supported by a simulation study performed over a hypothetically generated population.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2022-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45080276","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}
Most experimental design literature on causal inference focuses on establishing a causal relationship between variables, but there is no literature on how to identify a design that results in the optimal parameter estimates for a structural equation model (SEM). In this research, search algorithms are used to produce a D-optimal design for a SEM for three-stage least squares and full information maximum likelihood estimators. Then, a D-optimal design for the estimate of the model parameters of a mixed-effects SEM is obtained. The efficiency of each of the D-optimal designs for SEMs is compared with univariate optimal and uniform designs. In each case, the causal relationship changed the optimal designs dramatically and the new D-optimal designs were more efficient.
{"title":"D-Optimal Design for a Causal Structure for Completely Randomized and Random Blocked Experiments","authors":"Zaher Kmail, K. Eskridge","doi":"10.1155/2022/7299086","DOIUrl":"https://doi.org/10.1155/2022/7299086","url":null,"abstract":"Most experimental design literature on causal inference focuses on establishing a causal relationship between variables, but there is no literature on how to identify a design that results in the optimal parameter estimates for a structural equation model (SEM). In this research, search algorithms are used to produce a D-optimal design for a SEM for three-stage least squares and full information maximum likelihood estimators. Then, a D-optimal design for the estimate of the model parameters of a mixed-effects SEM is obtained. The efficiency of each of the D-optimal designs for SEMs is compared with univariate optimal and uniform designs. In each case, the causal relationship changed the optimal designs dramatically and the new D-optimal designs were more efficient.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2022-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42005429","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}
Small area models have become popular methods for producing reliable estimates for sub-populations (small geographic areas in this study). Small area modeling may be carried out via model-assisted approaches within the model-based approaches or design-based paradigm. When there are medium or large samples, a model-assisted approach may be reliable. However, when data are scarce, a model-based technique may be required. Model-based Bayesian analysis is popular for its ability to combine information from several sources as well as taking account uncertainties in the analysis and spatial prediction of spatial data. Nevertheless, things become more complex when the geographic boundaries of interest are misaligned. Some authors have addressed the problem of misalignment under hierarchical Bayesian approach. In this study, we developed non-trivial extension of existing hierarchical Bayesian model for a binary outcome variable under spatial misalignment with three contributions. First, the model uses unit-level survey data and area-level auxiliary data to predict the posterior mean proportion spatially at the second geographic area level. Second, the linking model is changed to logit-normal model in the proposed model. Lastly, the mean process was considered to overcome the multicollinearity between the true predictors and the spatial random effect. Sensitivity analysis was also done via simulation.
{"title":"On Hierarchical Bayesian Spatial Small Area Model for Binary Data under Spatial Misalignment","authors":"Kindie Fentahun Muchie, A. Wanjoya, S. Mwalili","doi":"10.1155/2022/3865626","DOIUrl":"https://doi.org/10.1155/2022/3865626","url":null,"abstract":"Small area models have become popular methods for producing reliable estimates for sub-populations (small geographic areas in this study). Small area modeling may be carried out via model-assisted approaches within the model-based approaches or design-based paradigm. When there are medium or large samples, a model-assisted approach may be reliable. However, when data are scarce, a model-based technique may be required. Model-based Bayesian analysis is popular for its ability to combine information from several sources as well as taking account uncertainties in the analysis and spatial prediction of spatial data. Nevertheless, things become more complex when the geographic boundaries of interest are misaligned. Some authors have addressed the problem of misalignment under hierarchical Bayesian approach. In this study, we developed non-trivial extension of existing hierarchical Bayesian model for a binary outcome variable under spatial misalignment with three contributions. First, the model uses unit-level survey data and area-level auxiliary data to predict the posterior mean proportion spatially at the second geographic area level. Second, the linking model is changed to logit-normal model in the proposed model. Lastly, the mean process was considered to overcome the multicollinearity between the true predictors and the spatial random effect. Sensitivity analysis was also done via simulation.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2022-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47651594","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}
Here, we present a method for a simple GARCH (1,1) model to fit higher order moments for different companies’ stock prices. When we assume a Gaussian conditional distribution, we fail to capture any empirical data when fitting the first three even moments of financial time series. We show instead that a mixture of normal distributions is needed to better capture the higher order moments of the data. To demonstrate this point, we construct regions (parameter diagrams), in the fourth- and sixth-order standardised moment space, where a GARCH (1,1) model can be used to fit moment values and compare them with the corresponding moments from empirical data for different sectors of the economy. We found that the ability of the GARCH model with a double normal conditional distribution to fit higher order moments is dictated by the time window our data spans. We can only fit data collected within specific time window lengths and only with certain parameters of the conditional double Gaussian distribution. In order to incorporate the nonstationarity of financial series, we assume that the parameters of the GARCH model can have time dependence. Furthermore, using the method developed here, we investigate the effect of the COVID-19 pandemic has upon stock’s stability and how this compares with the 2008 financial crash.
{"title":"Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows","authors":"Luke De Clerk, Sergey Savel’ev","doi":"10.1155/2022/4170866","DOIUrl":"https://doi.org/10.1155/2022/4170866","url":null,"abstract":"Here, we present a method for a simple GARCH (1,1) model to fit higher order moments for different companies’ stock prices. When we assume a Gaussian conditional distribution, we fail to capture any empirical data when fitting the first three even moments of financial time series. We show instead that a mixture of normal distributions is needed to better capture the higher order moments of the data. To demonstrate this point, we construct regions (parameter diagrams), in the fourth- and sixth-order standardised moment space, where a GARCH (1,1) model can be used to fit moment values and compare them with the corresponding moments from empirical data for different sectors of the economy. We found that the ability of the GARCH model with a double normal conditional distribution to fit higher order moments is dictated by the time window our data spans. We can only fit data collected within specific time window lengths and only with certain parameters of the conditional double Gaussian distribution. In order to incorporate the nonstationarity of financial series, we assume that the parameters of the GARCH model can have time dependence. Furthermore, using the method developed here, we investigate the effect of the COVID-19 pandemic has upon stock’s stability and how this compares with the 2008 financial crash.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2022-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48217396","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 present study addresses the problems of mean estimation and nonresponse under the three-stage RRT model. Auxiliary information on an attribute and variable is used to propose a generalized class of exponential ratio-type estimators. Expressions for the bias, mean squared error, and minimum mean squared error for the proposed estimator are derived up to the first degree of approximation. The efficiency of the proposed estimator is studied theoretically and numerically using two real datasets. From the numerical analysis, the proposed generalized class of exponential ratio-type estimators outperforms ordinary mean estimators, usual ratio estimators, and exponential ratio-type estimators. Furthermore, the efficiencies of the mean estimators are observed to decrease with an increase in the sensitivity level of the survey question. As the inverse sampling rate and nonresponse rate go up, so does the efficiency of the mean estimators, which makes them more accurate.
{"title":"Mean Estimation of a Sensitive Variable under Nonresponse Using Three-Stage RRT Model in Stratified Two-Phase Sampling","authors":"Rodney Onyango, Brian Oduor, F. Odundo","doi":"10.1155/2022/4530120","DOIUrl":"https://doi.org/10.1155/2022/4530120","url":null,"abstract":"The present study addresses the problems of mean estimation and nonresponse under the three-stage RRT model. Auxiliary information on an attribute and variable is used to propose a generalized class of exponential ratio-type estimators. Expressions for the bias, mean squared error, and minimum mean squared error for the proposed estimator are derived up to the first degree of approximation. The efficiency of the proposed estimator is studied theoretically and numerically using two real datasets. From the numerical analysis, the proposed generalized class of exponential ratio-type estimators outperforms ordinary mean estimators, usual ratio estimators, and exponential ratio-type estimators. Furthermore, the efficiencies of the mean estimators are observed to decrease with an increase in the sensitivity level of the survey question. As the inverse sampling rate and nonresponse rate go up, so does the efficiency of the mean estimators, which makes them more accurate.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2022-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46260515","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 introduces a new generator family of distributions called the Gompertz Ampadu-G family. Based on the generator, the Lomax distribution was modified into Gompertz Ampadu Lomax. The new distribution has a flexible hazard rate function that has upside-down and bathtub shapes, including increasing and decreasing hazard rate functions. The distribution comes with some desirable statistical properties. The distribution is applied to real-life data. Parameter estimates and test statistics show a better fit for the competitive models.
{"title":"Gompertz Ampadu Class of Distributions: Properties and Applications","authors":"A. Alhassan","doi":"10.1155/2022/1104330","DOIUrl":"https://doi.org/10.1155/2022/1104330","url":null,"abstract":"This paper introduces a new generator family of distributions called the Gompertz Ampadu-G family. Based on the generator, the Lomax distribution was modified into Gompertz Ampadu Lomax. The new distribution has a flexible hazard rate function that has upside-down and bathtub shapes, including increasing and decreasing hazard rate functions. The distribution comes with some desirable statistical properties. The distribution is applied to real-life data. Parameter estimates and test statistics show a better fit for the competitive models.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2022-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41837596","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}
Aim. This study aims to examine which factors influence the distance traveled by patients for inpatient care in Kenya. Methods. We used data from the fourth round of the Kenya Household Health Expenditure and Utilization survey. Our dependent variable was the self-reported distance traveled by patients to access inpatient care at public health facilities. As the clustered data were correlated, we used the generalized estimating equations approach with an exchangeable correlation under a Tweedie distribution. To select the best-fit covariates for predicting distance, we adopted a variable selection technique using the Q I C u and R 2 criteria, wherein the lowest (highest) value for the former (latter) is preferred. Results. Using data for 451 participants from 47 counties, we found that three-fifths were admitted between 1 and 5 days, two-thirds resided in rural areas, and 90% were satisfied with the facilities’ service. Wealth quintiles were evenly distributed across respondents. Most admissions (81%) comprised <