Pub Date : 2020-02-05DOI: 10.1285/I20705948V13N1P229
M. Shakhatreh, Abedel-Qader Al-Masri
We take an in-depth look at the weighted Burr-XII distribution. This distribu-tion generalizes Burr-XII, Lomax, and log-logistic distributions. We discuss the dis-tributional characteristics of the probability density function, the failure rate function,and mean residual lifetime of this distribution. Moreover, we obtain various statisti-cal properties of this distribution such as moment generating function, entropies, meandeviations, order statistics and stochastic ordering. The estimation of the distributionparameters via maximum likelihood method and the observed Fisher information ma-trix are discussed. We further employ a simulation study to investigate the behavior ofthe maximum likelihood estimates (MLEs). A test concerning the existence of size-biasin the sample is provided. In the end, a real data is presented and is analyzed usingthis distribution along with some existing distributions for illustrative purposes.
{"title":"On The Weighted BurrXII Distribution: Theory and Practice","authors":"M. Shakhatreh, Abedel-Qader Al-Masri","doi":"10.1285/I20705948V13N1P229","DOIUrl":"https://doi.org/10.1285/I20705948V13N1P229","url":null,"abstract":"We take an in-depth look at the weighted Burr-XII distribution. This distribu-tion generalizes Burr-XII, Lomax, and log-logistic distributions. We discuss the dis-tributional characteristics of the probability density function, the failure rate function,and mean residual lifetime of this distribution. Moreover, we obtain various statisti-cal properties of this distribution such as moment generating function, entropies, meandeviations, order statistics and stochastic ordering. The estimation of the distributionparameters via maximum likelihood method and the observed Fisher information ma-trix are discussed. We further employ a simulation study to investigate the behavior ofthe maximum likelihood estimates (MLEs). A test concerning the existence of size-biasin the sample is provided. In the end, a real data is presented and is analyzed usingthis distribution along with some existing distributions for illustrative purposes.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"13 1","pages":"229-255"},"PeriodicalIF":0.7,"publicationDate":"2020-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1285/I20705948V13N1P229","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45886040","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 : 2020-02-05DOI: 10.1285/I20705948V13N1P183
A. Zambom, C. Kuhn
There is an increasing level of concern about crime and violence in most countries, especially in urban areas. However, data on crime rates have been in a decreasing trend in most countries, especially in the USA. The goal of this paper is to study of the prevalence of violent crimes in Chicago, their spatial neighborhood dependence structure and effect of laws and police enforcement on the rates of crime through time. We analyze thousands of registered cases between 2003 and 2017. In contrast with perceived crime in America, time series data analysis using ARMA models demonstrated that the rates of most violent crimes in Chicago have been decreasing steadily since 2003, and are much lower compared to the beginning of the millennium. The only exception is aggravated assault, which presented a slight increase in the past couple years.
{"title":"Perception of Crime and Actual Data: A Spatial and Temporal Analysis of Crime in Chicago","authors":"A. Zambom, C. Kuhn","doi":"10.1285/I20705948V13N1P183","DOIUrl":"https://doi.org/10.1285/I20705948V13N1P183","url":null,"abstract":"There is an increasing level of concern about crime and violence in most countries, especially in urban areas. However, data on crime rates have been in a decreasing trend in most countries, especially in the USA. The goal of this paper is to study of the prevalence of violent crimes in Chicago, their spatial neighborhood dependence structure and effect of laws and police enforcement on the rates of crime through time. We analyze thousands of registered cases between 2003 and 2017. In contrast with perceived crime in America, time series data analysis using ARMA models demonstrated that the rates of most violent crimes in Chicago have been decreasing steadily since 2003, and are much lower compared to the beginning of the millennium. The only exception is aggravated assault, which presented a slight increase in the past couple years.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"13 1","pages":"183-210"},"PeriodicalIF":0.7,"publicationDate":"2020-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47247971","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 : 2020-02-05DOI: 10.1285/I20705948V13N1P96
Marco Ortu, C. Conversano, M. Marchesi, R. Tonelli, S. Counsell, Giuseppe Destefanis
In this paper, we present an analysis of more than 500K comments from open-sourcerepositories of software systems.Our aim is to empirically determine how developers interact with each otherunder certain psychological conditions generated by politeness, sentiment andemotion expressed within developers' comments.Developers involved in an open-source projects do not usually know each other; they mainly communicate through mailing lists, chat rooms, and tools such as issue tracking systems.The way in which they communicate affects the development process and the productivity of the people involved in the project.We evaluated politeness, sentiment and emotions of comments posted by developers and studied the communication flow to understand how they interacted in the presence of impolite and negative comments (and vice versa).Our analysis shows that when in presence of impolite or negative comments, the probability of the next comment being impolite or negative is 14% and 25%, respectively; anger however,has a probability of 40% of being followed by a further anger comment.The result could help managers take control the development phases of a system, since social aspects can seriously affect a developer's productivity. In a distributed environment this may have a particular resonance.
{"title":"Describing Software Developers Affectiveness through Markov chain Models","authors":"Marco Ortu, C. Conversano, M. Marchesi, R. Tonelli, S. Counsell, Giuseppe Destefanis","doi":"10.1285/I20705948V13N1P96","DOIUrl":"https://doi.org/10.1285/I20705948V13N1P96","url":null,"abstract":"In this paper, we present an analysis of more than 500K comments from open-sourcerepositories of software systems.Our aim is to empirically determine how developers interact with each otherunder certain psychological conditions generated by politeness, sentiment andemotion expressed within developers' comments.Developers involved in an open-source projects do not usually know each other; they mainly communicate through mailing lists, chat rooms, and tools such as issue tracking systems.The way in which they communicate affects the development process and the productivity of the people involved in the project.We evaluated politeness, sentiment and emotions of comments posted by developers and studied the communication flow to understand how they interacted in the presence of impolite and negative comments (and vice versa).Our analysis shows that when in presence of impolite or negative comments, the probability of the next comment being impolite or negative is 14% and 25%, respectively; anger however,has a probability of 40% of being followed by a further anger comment.The result could help managers take control the development phases of a system, since social aspects can seriously affect a developer's productivity. In a distributed environment this may have a particular resonance.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"13 1","pages":"96-127"},"PeriodicalIF":0.7,"publicationDate":"2020-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46008464","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 : 2020-02-05DOI: 10.1285/I20705948V13N1P164
Hayriye Esra Akyüz, M. Abu-Shawiesh
In this study, we propose a robust confidence interval for the mean of skewed populations. It is simple adjustment of the Student-t confidence interval based on the trimmed mean and the modified trimmed standard deviation. The proposed confidence interval is compared with existing confidence intervals in terms of coverage probability and average width for normal and skewed distributions with different parameter and skewness. The simulation study shows that the proposed robust confidence interval performs the best among the compared confidence intervals and it is better than the classical Student-t confidence interval. Also, proposed confidence interval has narrowest average width in all sample sizes. In addition to the simulation,some real-life examples have been considered for illustrating which support the findings of the simulation study. Consequently, we recommend confidence interval based on trimmed mean and the modified trimmed standard deviation to estimate the mean of positively skewed populations.
{"title":"A robust Condence Interval Based on Modied Trimmed Standard Deviation for the Mean of Positively Skewed Populations","authors":"Hayriye Esra Akyüz, M. Abu-Shawiesh","doi":"10.1285/I20705948V13N1P164","DOIUrl":"https://doi.org/10.1285/I20705948V13N1P164","url":null,"abstract":"In this study, we propose a robust confidence interval for the mean of skewed populations. It is simple adjustment of the Student-t confidence interval based on the trimmed mean and the modified trimmed standard deviation. The proposed confidence interval is compared with existing confidence intervals in terms of coverage probability and average width for normal and skewed distributions with different parameter and skewness. The simulation study shows that the proposed robust confidence interval performs the best among the compared confidence intervals and it is better than the classical Student-t confidence interval. Also, proposed confidence interval has narrowest average width in all sample sizes. In addition to the simulation,some real-life examples have been considered for illustrating which support the findings of the simulation study. Consequently, we recommend confidence interval based on trimmed mean and the modified trimmed standard deviation to estimate the mean of positively skewed populations.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"13 1","pages":"164-182"},"PeriodicalIF":0.7,"publicationDate":"2020-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42903374","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 : 2020-02-05DOI: 10.1285/I20705948V13N1P268
Houda Bourezaz, H. Merabet, P. Druilhet
We consider Bayesian prediction modelling to evaluate a satisfaction index after a first phase of experiment in order to decide to stop or continue at the second stage. We apply this method to Poisson and Gamma distributed outcomes in many fields such as reliability or survival analysis for early termination due to either futility or efficacy. We look at two kinds of decisions making: an hybrid Bayesian-frequentist or a full Bayesian approach.
{"title":"Bayesian prediction modelling for two-stage experimental trials for Poisson or Gamma distributed data","authors":"Houda Bourezaz, H. Merabet, P. Druilhet","doi":"10.1285/I20705948V13N1P268","DOIUrl":"https://doi.org/10.1285/I20705948V13N1P268","url":null,"abstract":"We consider Bayesian prediction modelling to evaluate a satisfaction index after a first phase of experiment in order to decide to stop or continue at the second stage. We apply this method to Poisson and Gamma distributed outcomes in many fields such as reliability or survival analysis for early termination due to either futility or efficacy. We look at two kinds of decisions making: an hybrid Bayesian-frequentist or a full Bayesian approach.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"13 1","pages":"268-283"},"PeriodicalIF":0.7,"publicationDate":"2020-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45675727","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 : 2020-02-05DOI: 10.1285/I20705948V13N1P31
Huijun Yi, Danush K. Wijekularathna
In practice, process capability indices (PCIs) are widely used in the field of quality control. The lifetime performance index ( C L ) is used to measure process potential and performance, where L is the lower specification limit. In this paper, we apply data transformation technology to construct a maximum likelihood estimator (MLE) of C L under the two-parameter Rayleigh distribution based on the progressively type II right censored sample. The MLE of C L is then utilized to develop a hypothesis testing procedure. Finally, we give the Monte Carlo power simulation to assess the behavior of the lifetime perform index.
{"title":"Assessing the lifetime performance index of products with two-parameter Rayleigh Distribution under progressively type II right censored samples","authors":"Huijun Yi, Danush K. Wijekularathna","doi":"10.1285/I20705948V13N1P31","DOIUrl":"https://doi.org/10.1285/I20705948V13N1P31","url":null,"abstract":"In practice, process capability indices (PCIs) are widely used in the field of quality control. The lifetime performance index ( C L ) is used to measure process potential and performance, where L is the lower specification limit. In this paper, we apply data transformation technology to construct a maximum likelihood estimator (MLE) of C L under the two-parameter Rayleigh distribution based on the progressively type II right censored sample. The MLE of C L is then utilized to develop a hypothesis testing procedure. Finally, we give the Monte Carlo power simulation to assess the behavior of the lifetime perform index.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"13 1","pages":"31-46"},"PeriodicalIF":0.7,"publicationDate":"2020-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48835408","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 : 2020-02-05DOI: 10.1285/I20705948V13N1P128
S. Cuomo, V. D. Somma, E. D. Lorenzo, G. Toraldo
In this paper we propose a numerical scheme to estimate the price of a barrier option in a general framework. More precisely, we extend a classical Sequential Monte Carlo approach, developed under the hypothesis of deterministic volatility, to Stochastic Volatility models, in order to improve the efficiency of Standard Monte Carlo techniques in the case of barrier options whose underlying approaches the barriers. The paper concludes with the application of our procedure to two case studies in a SABR model.
{"title":"A Sequential Monte Carlo Approach for the pricing of barrier option in a Stochastic Volatility Model","authors":"S. Cuomo, V. D. Somma, E. D. Lorenzo, G. Toraldo","doi":"10.1285/I20705948V13N1P128","DOIUrl":"https://doi.org/10.1285/I20705948V13N1P128","url":null,"abstract":"In this paper we propose a numerical scheme to estimate the price of a barrier option in a general framework. More precisely, we extend a classical Sequential Monte Carlo approach, developed under the hypothesis of deterministic volatility, to Stochastic Volatility models, in order to improve the efficiency of Standard Monte Carlo techniques in the case of barrier options whose underlying approaches the barriers. The paper concludes with the application of our procedure to two case studies in a SABR model.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"13 1","pages":"128-145"},"PeriodicalIF":0.7,"publicationDate":"2020-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1285/I20705948V13N1P128","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43992811","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 : 2020-02-05DOI: 10.1285/I20705948V13N1P86
G. Abdallh, Z. Algamal
Classifying of skin sensitization using the quantitative structure-activity relationship (QSAR) model is important. Applying descriptor selection is essential to improve the performance of the classification task. Recently, a binary crow search algorithm (BCSA) was proposed, which has been successfully applied to solve variable selection. In this work, a new time-varying transfer function is proposed to improve the exploration and exploitation capability of the BCSA in selecting the most relevant descriptors in QSAR classification model with high classification accuracy and short computing time. The results demonstrated that the proposed method is reliable and can reasonably separate the compounds according to sensitizers or non-sensitizers with high classification accuracy.
{"title":"A QSAR classification model of skin sensitization potential based on improving binary crow search algorithm","authors":"G. Abdallh, Z. Algamal","doi":"10.1285/I20705948V13N1P86","DOIUrl":"https://doi.org/10.1285/I20705948V13N1P86","url":null,"abstract":"Classifying of skin sensitization using the quantitative structure-activity relationship (QSAR) model is important. Applying descriptor selection is essential to improve the performance of the classification task. Recently, a binary crow search algorithm (BCSA) was proposed, which has been successfully applied to solve variable selection. In this work, a new time-varying transfer function is proposed to improve the exploration and exploitation capability of the BCSA in selecting the most relevant descriptors in QSAR classification model with high classification accuracy and short computing time. The results demonstrated that the proposed method is reliable and can reasonably separate the compounds according to sensitizers or non-sensitizers with high classification accuracy.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"13 1","pages":"86-95"},"PeriodicalIF":0.7,"publicationDate":"2020-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44453703","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 : 2019-12-15DOI: 10.1285/I20705948V12N4P826
Antonella D’Agostino, G. Ghellini, S. Longobardi
In the last years, there is a widespread consensus that Science, Technology,Engineering and Math (STEM) education is crucial for long-term productivityand growth of a country. In this light, the paper aims to explore thephenomenon of mobility of Italian STEM students, namely the ows of graduatedstudents from the Southern regions who enrol in the universities ofNorthern/Central area and choose a STEM degree course. We exploit themicrodata of Italian Ministry of Education, University and Research (MIUR)referring to 8 cohorts (from a.y. 2008/2009 to a.y. 2015/16) of enrolled studentsin STEM elds residing in the south of Italy. The main results of ouranalysis show that the ow of STEM movers increases from year to year.This ow particularly aects the top performing students and, therefore, itis a threat to the socio-economic growth prospects of the Southern regionswhose gap with respect to the Central and Northern regions is expected togrow year by year.
{"title":"Exploring determinants and trend ofSTEM students internal mobility. Someevidence from Italy","authors":"Antonella D’Agostino, G. Ghellini, S. Longobardi","doi":"10.1285/I20705948V12N4P826","DOIUrl":"https://doi.org/10.1285/I20705948V12N4P826","url":null,"abstract":"In the last years, there is a widespread consensus that Science, Technology,Engineering and Math (STEM) education is crucial for long-term productivityand growth of a country. In this light, the paper aims to explore thephenomenon of mobility of Italian STEM students, namely the ows of graduatedstudents from the Southern regions who enrol in the universities ofNorthern/Central area and choose a STEM degree course. We exploit themicrodata of Italian Ministry of Education, University and Research (MIUR)referring to 8 cohorts (from a.y. 2008/2009 to a.y. 2015/16) of enrolled studentsin STEM elds residing in the south of Italy. The main results of ouranalysis show that the ow of STEM movers increases from year to year.This ow particularly aects the top performing students and, therefore, itis a threat to the socio-economic growth prospects of the Southern regionswhose gap with respect to the Central and Northern regions is expected togrow year by year.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"12 1","pages":"826-845"},"PeriodicalIF":0.7,"publicationDate":"2019-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1285/I20705948V12N4P826","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42043148","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 : 2019-12-15DOI: 10.1285/I20705948V12N4P801
G. Lombardi, G. Ghellini
Through the decades, the Higher Education System globally experimented a huge increase in the average marks that each student receives. Among several hypothesis, in this article the idea that grading is one of the tool that every department can use in order to attract a larger amount of students will be stressed. Regarding the Italian case, the speed in obtaining a degree is among the criteria considered by the Ministry of Education in order to evaluate universities, financing them proportionally. As a shortcoming, this can boost an artificial increase in marks. So, the number of students becomes important for those universities with the worst ranking positions, in order to finance themselves through fees. On the other side, it is reasonable to expect that a student emigrates toward places which offer higher chances of receiving a job. In other words, mobility might be driven by the search for better working conditions, and not by the 'ease' of the faculty. Testing this hypothesis, a Multinomial Conditional Logit Model will be implemented in order to measure the probability of choosing a certain destination depending on the harshness and reputation of a University and on the rates of unemployment at a regional level.
{"title":"The effect of grading policies on Italian Universities’ attractiveness: A Conditional Multinomial Logit approach","authors":"G. Lombardi, G. Ghellini","doi":"10.1285/I20705948V12N4P801","DOIUrl":"https://doi.org/10.1285/I20705948V12N4P801","url":null,"abstract":"Through the decades, the Higher Education System globally experimented a huge increase in the average marks that each student receives. Among several hypothesis, in this article the idea that grading is one of the tool that every department can use in order to attract a larger amount of students will be stressed. Regarding the Italian case, the speed in obtaining a degree is among the criteria considered by the Ministry of Education in order to evaluate universities, financing them proportionally. As a shortcoming, this can boost an artificial increase in marks. So, the number of students becomes important for those universities with the worst ranking positions, in order to finance themselves through fees. On the other side, it is reasonable to expect that a student emigrates toward places which offer higher chances of receiving a job. In other words, mobility might be driven by the search for better working conditions, and not by the 'ease' of the faculty. Testing this hypothesis, a Multinomial Conditional Logit Model will be implemented in order to measure the probability of choosing a certain destination depending on the harshness and reputation of a University and on the rates of unemployment at a regional level.","PeriodicalId":44770,"journal":{"name":"Electronic Journal of Applied Statistical Analysis","volume":"12 1","pages":"801-825"},"PeriodicalIF":0.7,"publicationDate":"2019-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1285/I20705948V12N4P801","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46468349","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}