Journal of Statistical Theory and Practice最新文献

英文中文

A New Probability Model with Support on Unit Interval: Structural Properties, Regression of Bounded Response and Applications 一种新的支持单位区间的概率模型:结构性质、有界响应回归及其应用

Q4 STATISTICS & PROBABILITY

Journal of Statistical Theory and Practice

Pub Date : 2023-10-30 DOI: 10.1007/s42519-023-00345-4

Subrata Chakraborty, Seng Huat Ong, Choung Min Ng

引用次数: 0

Maximal Inequalities and Convergence Results on Multidimensionally Indexed Demimartingales 多维索引半鞅的极大不等式及其收敛结果

Q4 STATISTICS & PROBABILITY

Journal of Statistical Theory and Practice

Pub Date : 2023-10-25 DOI: 10.1007/s42519-023-00348-1

Milto Hadjikyriakou, B. L. S. Prakasa Rao

引用次数: 0

Association Between Nominal Categorical Variables: New Measure Formulation Based on Metric Distances and Value Validity 名义分类变量之间的关联:基于度量距离和值有效性的新度量公式

Q4 STATISTICS & PROBABILITY

Journal of Statistical Theory and Practice

Pub Date : 2023-09-27 DOI: 10.1007/s42519-023-00344-5

Tarald O. Kvålseth

Abstract When dealing with nominal categorical data, it is often desirable to know the degree of association or dependence between the categorical variables. While there is literally no limit to the number of alternative association measures that have been proposed over the years, they all yield greatly varying, contradictory, and unreliable results due to their lack of an important property: value validity. After discussing the value-validity property, this paper introduces a new measure of association (dependence) based on the mean Euclidean distance between probability distributions, one being a distribution under independence. Both the asymmetric form, when one variable can be considered as the explanatory (independent) variable and one as the response (dependent) variable, and the symmetric form of the measure are introduced. Particular emphasis is given to the important 2 × 2 case when each variable has two categories, but the general case of any number of categories is also covered. Besides having the value-validity property, the new measure has all the prerequisites of a good association measure. Comparisons are made with the well-known Goodman–Kruskal lambda and tau measures. Statistical inference procedure for the new measure is also derived and numerical examples are provided.

当处理名义分类数据时，通常希望知道分类变量之间的关联或依赖程度。虽然多年来提出的替代关联度量的数量实际上没有限制，但由于它们缺乏一个重要的属性:值有效性，它们都产生了非常不同、矛盾和不可靠的结果。在讨论了值效性的基础上，提出了一种基于概率分布之间的平均欧氏距离的关联(依赖性)度量方法，其中一种是独立分布。介绍了一个变量可以作为解释变量(自变量)，另一个变量可以作为响应变量(因变量)的非对称形式和测量的对称形式。当每个变量有两个类别时，特别强调了重要的2 × 2情况，但也涵盖了任何数量的类别的一般情况。新测度除了具有值效性外，还具备了一个好的关联测度所必须具备的条件。与著名的Goodman-Kruskal lambda和tau测度进行了比较。推导了新测度的统计推理过程，并给出了数值算例。

{"title":"Association Between Nominal Categorical Variables: New Measure Formulation Based on Metric Distances and Value Validity","authors":"Tarald O. Kvålseth","doi":"10.1007/s42519-023-00344-5","DOIUrl":"https://doi.org/10.1007/s42519-023-00344-5","url":null,"abstract":"Abstract When dealing with nominal categorical data, it is often desirable to know the degree of association or dependence between the categorical variables. While there is literally no limit to the number of alternative association measures that have been proposed over the years, they all yield greatly varying, contradictory, and unreliable results due to their lack of an important property: value validity. After discussing the value-validity property, this paper introduces a new measure of association (dependence) based on the mean Euclidean distance between probability distributions, one being a distribution under independence. Both the asymmetric form, when one variable can be considered as the explanatory (independent) variable and one as the response (dependent) variable, and the symmetric form of the measure are introduced. Particular emphasis is given to the important 2 × 2 case when each variable has two categories, but the general case of any number of categories is also covered. Besides having the value-validity property, the new measure has all the prerequisites of a good association measure. Comparisons are made with the well-known Goodman–Kruskal lambda and tau measures. Statistical inference procedure for the new measure is also derived and numerical examples are provided.","PeriodicalId":45853,"journal":{"name":"Journal of Statistical Theory and Practice","volume":"76 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135534942","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

Flexible Modelling of Diel and Other Periodic Variation in Hidden Markov Models 隐马尔可夫模型中Diel和其他周期变化的柔性建模