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Some Improved Classes of Estimators in Stratified Sampling Using Bivariate Auxiliary Information 基于二元辅助信息的分层抽样中的一些改进估计类
IF 1.1 Pub Date : 2022-08-31 DOI: 10.1155/2022/2660114
Shashi Bhushan, Anoop Kumar, Rodney Onyango, Saurabh Singh
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.
本文研究了分层简单随机抽样下使用二元辅助信息的几种改进的组合和分离类总体均值估计。这类估计器的偏置和均方误差的表达式被确定为一阶近似。证明了在某些特殊条件下,所提出的估计量类优于现有的突出估计量。这些理论发现得到了对假设产生的人口进行的模拟研究的支持。
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引用次数: 4
D-Optimal Design for a Causal Structure for Completely Randomized and Random Blocked Experiments 完全随机和随机阻塞实验因果结构的d -最优设计
IF 1.1 Pub Date : 2022-08-30 DOI: 10.1155/2022/7299086
Zaher Kmail, K. Eskridge
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.
大多数关于因果推断的实验设计文献都集中在建立变量之间的因果关系上,但没有关于如何确定能为结构方程模型(SEM)产生最佳参数估计的设计的文献。在这项研究中,搜索算法被用于产生三阶段最小二乘和全信息最大似然估计的SEM的D最优设计。然后,获得了用于估计混合效应SEM的模型参数的D-最优设计。将SEM的每个D最优设计的效率与单变量最优和均匀设计进行比较。在每种情况下,因果关系都会极大地改变最优设计,新的D最优设计更有效。
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引用次数: 0
On Hierarchical Bayesian Spatial Small Area Model for Binary Data under Spatial Misalignment 空间偏差下二值数据的层次贝叶斯空间小面积模型
IF 1.1 Pub Date : 2022-06-30 DOI: 10.1155/2022/3865626
Kindie Fentahun Muchie, A. Wanjoya, S. Mwalili
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.
小区域模型已成为产生亚种群(本研究中的小地理区域)可靠估计的流行方法。小面积建模可以通过基于模型的方法或基于设计的范例中的模型辅助方法来执行。当存在中等或大样本时,模型辅助方法可能是可靠的。然而,当数据稀少时,可能需要基于模型的技术。基于模型的贝叶斯分析因其能够组合来自多个来源的信息以及在空间数据的分析和空间预测中考虑不确定性而广受欢迎。然而,当感兴趣的地理边界不一致时,事情就会变得更加复杂。一些作者已经解决了分层贝叶斯方法下的错位问题。在这项研究中,我们对现有的分层贝叶斯模型进行了非平凡的扩展,该模型适用于具有三个贡献的空间错位的二元结果变量。首先,该模型使用单位级调查数据和区域级辅助数据来预测第二地理区域级的后验平均比例。其次,将该模型中的链接模型改为logit正态模型。最后,考虑均值过程来克服真实预测因子和空间随机效应之间的多重共线性。还通过仿真进行了灵敏度分析。
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引用次数: 1
Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows 运动时间窗内金融序列高阶矩拟合的非平稳广义自回归条件异方差模型
IF 1.1 Pub Date : 2022-05-20 DOI: 10.1155/2022/4170866
Luke De Clerk, Sergey Savel’ev
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.
在这里,我们提出了一种简单GARCH(1,1)模型的方法来拟合不同公司股票价格的高阶矩。当我们假设高斯条件分布时,在拟合金融时间序列的前三个偶矩时,我们无法捕获任何经验数据。相反,我们表明需要混合正态分布来更好地捕获数据的高阶矩。为了证明这一点,我们在四阶和六阶标准化矩空间中构建了区域(参数图),其中GARCH(1,1)模型可用于拟合矩值,并将其与来自不同经济部门经验数据的相应矩进行比较。我们发现具有双正态条件分布的GARCH模型拟合高阶矩的能力取决于我们的数据跨越的时间窗口。我们只能拟合在特定时间窗长度内收集的数据,并且只能与条件双高斯分布的某些参数拟合。为了考虑金融序列的非平稳性,我们假设GARCH模型的参数具有时间依赖性。此外,使用本文开发的方法,我们研究了COVID-19大流行对股票稳定性的影响,并将其与2008年金融危机进行了比较。
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引用次数: 0
Mean Estimation of a Sensitive Variable under Nonresponse Using Three-Stage RRT Model in Stratified Two-Phase Sampling 分层两阶段抽样中三阶段RRT模型在无响应情况下的敏感变量均值估计
IF 1.1 Pub Date : 2022-04-22 DOI: 10.1155/2022/4530120
Rodney Onyango, Brian Oduor, F. Odundo
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.
本研究解决了三阶段RRT模型下的均值估计和无响应问题。利用属性和变量的辅助信息,提出了一类广义的指数比率型估计量。推导了所提出的估计器的偏差、均方误差和最小均方误差的表达式,直到一阶近似。使用两个真实数据集对所提出的估计器的效率进行了理论和数值研究。从数值分析来看,所提出的广义指数比率型估计量优于普通均值估计量、普通比率估计量和指数比率型估算量。此外,观察到平均估计量的效率随着调查问题的敏感性水平的增加而降低。随着反采样率和无响应率的提高,均值估计量的效率也随之提高,这使它们更加准确。
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引用次数: 2
Gompertz Ampadu Class of Distributions: Properties and Applications Gompertz-Ampadu分布类的性质及其应用
IF 1.1 Pub Date : 2022-04-20 DOI: 10.1155/2022/1104330
A. Alhassan
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.
本文介绍了一种新的生成器分布族,称为Gompertz Ampadu-G族。在此基础上,将Lomax分布修正为Gompertz Ampadu Lomax。新的分布有一个灵活的危险率函数,有倒立和浴缸形状,包括增加和减少危险率函数。该分布具有一些理想的统计性质。该分布适用于实际数据。参数估计和检验统计量表明,竞争模型具有较好的拟合性。
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引用次数: 1
Tweedie Model for Predicting Factors Associated with Distance Traveled to Access Inpatient Services in Kenya Tweedie模型预测与肯尼亚获得住院服务的距离相关的因素
IF 1.1 Pub Date : 2022-04-19 DOI: 10.1155/2022/2706504
Ngugi Mwenda, M. Kosgei, G. Kerich, R. Nduati
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 < 15, > 65, and 25–54 years. Many households were of medium size (4–6 members) and had low education level (48%), and nine-tenths had no access to insurance. While two-thirds reported employment-based income, the same number reported not having cash to pay for inpatient services; 6 out of 10 paid over 3000 KES. Thus, differences in employment, ability to pay, and household size influence the distance traveled to access government healthcare facilities in Kenya. Interpretation. Low-income individuals more likely have large households and live in rural areas and, thus, are forced to travel farther to access inpatient care. Unlike the unemployed, the employed may have better socioeconomic status and possibly live near inpatient healthcare facilities, thereby explaining their short distances to access these services. Policymakers must support equal access to inpatient services, prioritize rural areas, open job opportunities, and encourage smaller families.
的目标。本研究的目的是检查哪些因素影响了肯尼亚住院治疗的患者所走的距离。方法。我们使用了肯尼亚第四轮家庭卫生支出和利用调查的数据。我们的因变量是患者自我报告的到公共卫生机构接受住院治疗的距离。由于聚类数据是相关的,我们使用了在Tweedie分布下具有可交换相关性的广义估计方程方法。为了选择最适合预测距离的协变量,我们采用了一种使用Q I C u和R 2标准的变量选择技术,其中前者(后者)的最低(最高)值是首选的。结果。使用来自47个县的451名参与者的数据,我们发现五分之三的人在1到5天内入院,三分之二的人居住在农村地区,90%的人对设施的服务感到满意。财富五分位数在受访者中分布均匀。大多数入院者(81%)年龄在65岁和25-54岁之间。许多家庭是中等规模(4-6人),受教育程度较低(48%),十分之九的家庭没有保险。虽然三分之二的人有以就业为基础的收入,但同样数量的人没有现金支付住院服务;10个人中有6个人支付了超过3000日元。因此,在肯尼亚,就业、支付能力和家庭规模的差异影响到前往政府医疗机构的距离。解释。低收入个人更有可能拥有大家庭,生活在农村地区,因此,他们被迫走更远的路去获得住院治疗。与失业者不同,就业者可能具有更好的社会经济地位,而且可能住在住院医疗保健设施附近,因此可以解释他们就近获得这些服务的原因。政策制定者必须支持平等获得住院服务,优先考虑农村地区,开放就业机会,并鼓励小家庭。
{"title":"Tweedie Model for Predicting Factors Associated with Distance Traveled to Access Inpatient Services in Kenya","authors":"Ngugi Mwenda, M. Kosgei, G. Kerich, R. Nduati","doi":"10.1155/2022/2706504","DOIUrl":"https://doi.org/10.1155/2022/2706504","url":null,"abstract":"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 \u0000 \u0000 Q\u0000 I\u0000 \u0000 \u0000 C\u0000 \u0000 \u0000 u\u0000 \u0000 \u0000 \u0000 and \u0000 \u0000 \u0000 \u0000 R\u0000 \u0000 \u0000 2\u0000 \u0000 \u0000 \u0000 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 \u0000 \u0000 <\u0000 \u0000 15, \u0000 \u0000 >\u0000 \u0000 65, and 25–54 years. Many households were of medium size (4–6 members) and had low education level (48%), and nine-tenths had no access to insurance. While two-thirds reported employment-based income, the same number reported not having cash to pay for inpatient services; 6 out of 10 paid over 3000 KES. Thus, differences in employment, ability to pay, and household size influence the distance traveled to access government healthcare facilities in Kenya. Interpretation. Low-income individuals more likely have large households and live in rural areas and, thus, are forced to travel farther to access inpatient care. Unlike the unemployed, the employed may have better socioeconomic status and possibly live near inpatient healthcare facilities, thereby explaining their short distances to access these services. Policymakers must support equal access to inpatient services, prioritize rural areas, open job opportunities, and encourage smaller families.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2022-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45199139","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}
引用次数: 0
A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model Clayton, Gumbel和Frank Copulas的混合:一个完全依赖模型
IF 1.1 Pub Date : 2022-04-12 DOI: 10.1155/2022/1422394
M. A. Boateng, A. Y. Omari-Sasu, R. Avuglah, N. K. Frempong
Knowledge of the dependence between random variables is necessary in the area of risk assessment and evaluation. Some of the existing Archimedean copulas, namely the Clayton and the Gumbel copulas, allow for higher correlations on the extreme left and right, respectively. In this study, we use the idea of convex combinations to build a hybrid Clayton–Gumbel–Frank copula that provides all dependence scenarios from existing Archimedean copulas. The corresponding density and conditional distribution functions of the derived models for two random variables, as well as an estimator for the proportion parameter associated with the proposed model, are also derived. The results show that the proposed model is able to show any case of dependence by providing coefficients for the upper tail and lower tail dependence.
在风险评估和评价领域,了解随机变量之间的相关性是必要的。一些现存的阿基米德联系图,即克莱顿联系图和冈贝尔联系图,分别在极左和极右有较高的相关性。在这项研究中,我们使用凸组合的思想来构建混合Clayton-Gumbel-Frank copula,该copula提供了来自现有阿基米德copula的所有依赖场景。本文还推导了两个随机变量模型的密度和条件分布函数,以及与所提模型相关的比例参数的估计量。结果表明,通过提供上尾和下尾依赖系数,该模型能够显示任何依赖情况。
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引用次数: 1
Trend Analysis of Temperature and Rainfall of Rajasthan, India 印度拉贾斯坦邦气温和降雨量的趋势分析
IF 1.1 Pub Date : 2021-12-22 DOI: 10.1155/2021/6296709
S. Sharma, D. Sharma, M. K. Sharma, K. Gaur, Pratibha Manohar
Increasing temperature and declining and erratic rainfall is one of the greatest global challenges. This study presents the trend analysis of temperature and rainfall in five divisional headquarters of Rajasthan, namely, Bikaner, Jaipur, Jodhpur, Kota, and Udaipur. The historic data of minimum and maximum temperature and rainfall for a period of 49 years from 1971 to 2019 were collected from Climate Research and Services, India Meteorological Department, Pune. Detection of trends and change in magnitude was done using the Mann–Kendall (MK) test and Sen’s slope, respectively. The results of the study indicated a significant increase in both minimum and maximum temperature over time for all the five stations. However, rainfall showed a nonsignificant increasing trend for Kota and Udaipur district, whereas Bikaner, Jaipur, and Jodhpur detected a negative trend.
气温上升、降雨减少和不稳定是全球面临的最大挑战之一。本研究提出了拉贾斯坦邦五个分区总部的温度和降雨趋势分析,即比卡内尔,斋浦尔,焦特布尔,哥打和乌代普尔。1971 - 2019年49年的最低、最高气温和降雨量历史数据收集自印度气象局浦那气候研究与服务中心。趋势和幅度变化的检测分别使用Mann-Kendall (MK)检验和Sen 's斜率。研究结果表明,随着时间的推移,所有五个站点的最低和最高温度都显著增加。然而,哥打和乌代普尔地区的降雨量呈不显著的增加趋势,而比卡内尔、斋浦尔和焦特布尔地区的降雨量呈负趋势。
{"title":"Trend Analysis of Temperature and Rainfall of Rajasthan, India","authors":"S. Sharma, D. Sharma, M. K. Sharma, K. Gaur, Pratibha Manohar","doi":"10.1155/2021/6296709","DOIUrl":"https://doi.org/10.1155/2021/6296709","url":null,"abstract":"Increasing temperature and declining and erratic rainfall is one of the greatest global challenges. This study presents the trend analysis of temperature and rainfall in five divisional headquarters of Rajasthan, namely, Bikaner, Jaipur, Jodhpur, Kota, and Udaipur. The historic data of minimum and maximum temperature and rainfall for a period of 49 years from 1971 to 2019 were collected from Climate Research and Services, India Meteorological Department, Pune. Detection of trends and change in magnitude was done using the Mann–Kendall (MK) test and Sen’s slope, respectively. The results of the study indicated a significant increase in both minimum and maximum temperature over time for all the five stations. However, rainfall showed a nonsignificant increasing trend for Kota and Udaipur district, whereas Bikaner, Jaipur, and Jodhpur detected a negative trend.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2021-12-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42164374","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}
引用次数: 3
Reliability Estimation for the Remained Stress-Strength Model under the Generalized Exponential Lifetime Distribution 广义指数寿命分布下剩余应力强度模型的可靠性估计
IF 1.1 Pub Date : 2021-12-21 DOI: 10.1155/2021/7363449
M. M. Saber, Marwa M. Mohie El-Din, H. Yousof
A stress-strength reliability model compares the strength and stresses on a certain system; it is used not only primarily in reliability engineering and quality control but also in economics, psychology, and medicine. In this paper, a novel extension of stress-strength models is presented. The mew model is applied under the generalized exponential distribution. The maximum likelihood estimator, asymptotic distribution, and Bayesian estimation are obtained. A comprehensive simulation study along with real data analysis is performed for illustrating the importance of the new stress-strength model.
应力强度可靠性模型比较某个系统的强度和应力;它不仅主要用于可靠性工程和质量控制,还用于经济学、心理学和医学。本文提出了一种新的应力强度模型的扩展。mew模型应用于广义指数分布下。得到了最大似然估计量、渐近分布和贝叶斯估计。为了说明新的应力强度模型的重要性,进行了全面的模拟研究和实际数据分析。
{"title":"Reliability Estimation for the Remained Stress-Strength Model under the Generalized Exponential Lifetime Distribution","authors":"M. M. Saber, Marwa M. Mohie El-Din, H. Yousof","doi":"10.1155/2021/7363449","DOIUrl":"https://doi.org/10.1155/2021/7363449","url":null,"abstract":"A stress-strength reliability model compares the strength and stresses on a certain system; it is used not only primarily in reliability engineering and quality control but also in economics, psychology, and medicine. In this paper, a novel extension of stress-strength models is presented. The mew model is applied under the generalized exponential distribution. The maximum likelihood estimator, asymptotic distribution, and Bayesian estimation are obtained. A comprehensive simulation study along with real data analysis is performed for illustrating the importance of the new stress-strength model.","PeriodicalId":44760,"journal":{"name":"Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2021-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49454774","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}
引用次数: 11
期刊
Journal of Probability and Statistics
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