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Decomposition with the Additive Model Using Buys-Ballot Technique of Quadratic Trend-Cycle Component in Descriptive Time Series Analysis 在描述性时间序列分析中使用买波技术对二次趋势-周期成分进行加法模型分解
Pub Date : 2023-11-28 DOI: 10.9734/ajpas/2023/v25i3564
K. Dozie, C. C. Ibebuogu
The study discusses decomposition with the additive model of quadratic trend-cycle in time series. Decomposition method is based on fitting a trend curve by some techniques and de-trending the series, using the de-trended series to adequately estimate and investigate the trend parameters, seasonal indices and residual component of the series. The method adopted in this study assumed that the series are arranged in a Buys-Ballot table with m rows and s columns. The study indicates that, the Buys-Ballot technique is computationally simple when compared with other descriptive techniques. The estimates of the quadratic trend-cycle component and seasonal effects are easily computed from periodic and seasonal averages. Hence, the computations are reduce to (hat{a}) = 3.2051, (hat{b}) = , 0.0218 and (hat{c}) = -0.0001. Therefore, the fitted additive decomposition model is (hat{x})t = 3.2051+ 0.0218t - 0.0001t2 + (hat{s})t Under acceptable assumption, the article shows that additive model satisfies ((Sigma^s_{j=1}) s(_j) = 0) as in equation (7). We also consider test for seasonality that admits additive model in this study.
本研究讨论了时间序列中二次趋势周期加法模型的分解问题。分解法的基础是通过一些技术拟合趋势曲线,并对序列进行去趋势处理,利用去趋势处理后的序列充分估计和研究序列的趋势参数、季节指数和残差成分。本研究采用的方法假定序列排列在一个有 m 行和 s 列的买方博弈表中。研究表明,与其他描述性技术相比,Buys-Ballot 技术计算简单。二次趋势周期成分和季节效应的估计值很容易从周期和季节平均值中计算出来。因此,计算结果为:(hat{a}) = 3.2051,(hat{b}) = , 0.0218 和(hat{c}) = -0.0001。因此,拟合的加法分解模型为 (hat{x})t = 3.2051+ 0.0218t - 0.0001t2 + (hat{s})t 在可接受的假设下,文章表明加法模型满足((Sigma^s_{j=1}) s(_j) = 0),如式(7)所示。在本研究中,我们还考虑了对季节性的检验,即承认加法模型。
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引用次数: 0
The Use of Survival Analysis Modelling with Incomplete Data with Application to Breast Cancer 利用不完整数据建立生存分析模型在乳腺癌中的应用
Pub Date : 2023-11-24 DOI: 10.9734/ajpas/2023/v25i3563
M. Raza, Mark Broom
There are strong survival analysis methodologies for data sets which are complete, with accurate information on censoring. But what if they are not complete? In an earlier paper we built a methodology for estimating survival probabilities and hazard functions in a health setting, using breast cancer data from the Kurdistan region of Iraq, for censored and uncensored data when a substantial portion of individuals are lost to the study. In this paper we build on these models to consider further issues based upon the accuracy of the records of patient death, where deaths often occur beyond the hospital in family settings and patients ceasing treatment and contact with the hospital may or may not represent their death; thus the record of their time of death may not be accurate. We develop a new Markov chain-based methodology for generating survival curves and hazard functions, and demonstrate this using a different breast cancer dataset from the Kurdistan region of Iraq.
对于完整的数据集和准确的普查信息,有很强的生存分析方法。但如果数据不完整呢?在早前的一篇论文中,我们利用伊拉克库尔德斯坦地区的乳腺癌数据,建立了一种方法,用于估计健康环境中的生存概率和危险函数,当有相当一部分个体在研究中死亡时,可用于有删减和无删减数据。在本文中,我们将在这些模型的基础上进一步考虑病人死亡记录的准确性问题,因为病人的死亡往往发生在医院以外的家庭环境中,病人停止治疗和与医院的联系可能代表也可能不代表他们的死亡,因此他们的死亡时间记录可能并不准确。我们开发了一种基于马尔可夫链的新方法来生成生存曲线和危险函数,并使用伊拉克库尔德斯坦地区的不同乳腺癌数据集进行了演示。
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引用次数: 0
On Power Chris-Jerry Distribution: Properties and Parameter Estimation Methods 关于幂克里斯-杰里分布:性质和参数估计方法
Pub Date : 2023-11-17 DOI: 10.9734/ajpas/2023/v25i3562
Christiana I. Ezeilo, Onyeagu Sidney I., E. Umeh, C. K. Onyekwere
In this study, we introduce the "Power Chris-Jerry" distribution, conducting a comprehensive analysis of its fundamental mathematical characteristics and an extensive exploration of various crucial aspects. These encompass investigations into its mode, quantile function, moments, coefficient of skewness, kurtosis, moment generating function, stochastic ordering, distribution of order statistics, reliability analysis, and mean past lifetime. Furthermore, we provide an in-depth assessment of four distinct parameter estimation methodologies: maximum likelihood estimation (MLE), Least Squares (LS), maximum product spacing method (MPS), and the Method of Cram`er-von-Mises (CVM). Our investigation uncovers a consistent pattern wherein the MLE, LS, and CVM approaches consistently yield underestimated parameter values. Intriguingly, we observe a consistent trend of decreasing Mean Squared Error (MSE), Root Mean Squared Error (RMSE), and BIAS across all estimation techniques as sample sizes increase. Remarkably, our simulation results consistently favor the Maximum Product Spacing (MPS) method, highlighting its superiority in generating estimates with smaller MSE values across a broad spectrum of parameter values and sample sizes. These findings emphasize the robustness and dependability of the MPS estimator, offering valuable insights and practical guidance for both practitioners and researchers engaged in probability distribution modeling.
在本研究中,我们介绍了 "Power Chris-Jerry "分布,对其基本数学特征进行了全面分析,并对各个关键方面进行了广泛探讨。其中包括对其模式、量化函数、矩、偏度系数、峰度系数、矩产生函数、随机排序、阶次统计分布、可靠性分析和过去平均寿命的研究。此外,我们还深入评估了四种不同的参数估计方法:最大似然估计法(MLE)、最小二乘法(LS)、最大积距法(MPS)和克拉默-冯-米塞斯法(CVM)。我们的研究发现了一种一致的模式,即 MLE、LS 和 CVM 方法始终会产生被低估的参数值。有趣的是,我们观察到,随着样本量的增加,所有估计技术的均方误差(MSE)、均方根误差(RMSE)和误差率(BIAS)都呈下降趋势。值得注意的是,我们的模拟结果始终倾向于最大乘积间隔法(MPS),凸显了其在广泛的参数值和样本量范围内生成具有较小 MSE 值的估计值的优越性。这些发现强调了 MPS 估计法的稳健性和可靠性,为从事概率分布建模的从业人员和研究人员提供了宝贵的见解和实用指导。
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引用次数: 0
Modelling the Linear and Nonlinear Effects of Malaria Risk Factors on Child Mortality 疟疾风险因素对儿童死亡率的线性和非线性影响建模
Pub Date : 2023-11-14 DOI: 10.9734/ajpas/2023/v25i3561
Garba Sahabi Adamu, Gerald Ikechukwu Onwuka, Babayemi Afolabi Wasiu
Generalized additive model was used to analyse data from Nigeria standard demographic and health survey (NDHS) 2018. The sample consists of 10609 children aged 6-59 months who were tested for malaria parasitemia through the rapid diagnostic test (RDT). Child mortality data was obtained by calculating the difference between the number of children ever born and the proportion of children alive during the survey. The analysis was carried out in R version 4.1.1 via mgcv package. The results obtained indicated linear and nonlinear effects of malaria risk factors on child mortality. The findings also revealed mosquito bed net usage, wealth index, maternal education, type of place of residence and malaria test outcome as significant predictors of child malaria mortality.
使用广义加性模型分析2018年尼日利亚标准人口与健康调查(NDHS)的数据。该样本包括10609名6-59个月大的儿童,他们通过快速诊断试验(RDT)进行了疟疾寄生虫病检测。儿童死亡率数据是通过计算调查期间出生的儿童人数与存活儿童比例之间的差值获得的。分析在R 4.1.1版本中通过mgcv软件包进行。所获得的结果表明,疟疾危险因素对儿童死亡率有线性和非线性影响。研究结果还表明,蚊帐的使用、财富指数、孕产妇教育程度、居住地类型和疟疾检测结果是儿童疟疾死亡率的重要预测因素。
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引用次数: 0
Time Series Intervention Modelling Based on ESM and ARIMA Models: Daily Pakistan Rupee/Nigerian Naira Exchange Rate 基于ESM和ARIMA模型的时间序列干预建模:巴基斯坦卢比/尼日利亚奈拉每日汇率
Pub Date : 2023-11-08 DOI: 10.9734/ajpas/2023/v25i3560
Elisha J. Inyang, Ette H. Etuk, Ngia M. Nafo, Yvonne A. Da-Wariboko
The battered Nigerian economy has slipped into its second economic recession in five years due to the fallout of the coronavirus pandemic. And this has had a remarkable effect on the value of the Nigerian Naira that are exchanged for a unit of many other currencies of the world. Intervention modelling is used to assess the impact of this external event on the Pakistan Rupee to the Nigerian Naira exchange rates. The dataset for this study is the daily Nigerian Naira exchange rate with respect to the Pakistan Rupee from January–December 2020. The intervention point is marked on April 10, 2020, as a pulse function for the PKR/NGN series. Results revealed that the economic recession due to the fallout of the coronavirus pandemic increased the value of the Nigerian Naira by 3.38% against the Pakistan Rupee, which 1PKR is exchanged for 2.2042NGN compared to the periods before and after the intervention occurred. The intervention was felt at the point of intervention itself but the effect dies immediately after the intervention. Hence, the intervention response is described as an abrupt start and abrupt decay.
由于冠状病毒大流行的影响,遭受重创的尼日利亚经济陷入了五年来的第二次经济衰退。这对尼日利亚奈拉的价值产生了显著的影响,奈拉可以兑换成世界上许多其他货币的单位。干预模型用于评估这一外部事件对巴基斯坦卢比对尼日利亚奈拉汇率的影响。本研究的数据集是2020年1月至12月期间尼日利亚奈拉对巴基斯坦卢比的每日汇率。干预点被标记为2020年4月10日,作为PKR/NGN系列的脉冲函数。结果显示,与干预前后相比,冠状病毒大流行造成的经济衰退使尼日利亚奈拉兑巴基斯坦卢比的汇率上升了3.38%,1PKR兑换2.2042NGN。干预本身在干预点就能感觉到,但干预后效果立即消失。因此,干预响应被描述为突然开始和突然衰减。
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引用次数: 0
Effect of Risk on Total Debt of Companies Listed on the Nairobi Securities Exchange, Kenya 风险对肯尼亚内罗毕证券交易所上市公司总债务的影响
Pub Date : 2023-11-06 DOI: 10.9734/ajpas/2023/v25i2559
Oliver Mukweyi Pyoko, Renson Muchiri
Despite the availability issue, debt financing continues to be an essential form of funding for businesses. Risks have been a major source of uneasiness for owners, executives, experts, as well as shareholders globally. The Kenyan enterprises have a greater susceptible to variations in currency rates in the nation’s economic climate, which is growing to become increasingly open with an increase in global trade. The study objective is to investigate the effect of risk on total debt of companies listed on Nairobi Securities Exchange. The study was underpinned by tradeoff theory and pecking order theory. The study utilized causal research design. Secondary data was used to collect data from yearly accounting statement from 2007-2011. Panel regression was used to analyze the fixed effect model. The result showed that risk negatively and substantially affects total debt. The study recommended that the management of listed firms should understand the tradeoff theory and pecking order theory. The study also recommended that risk should continually be monitored by companies to be in line with the prevailing economic conditions. This can be ensured by studying other factors trend that can affect the risk of companies.
尽管存在可用性问题,但债务融资仍然是企业融资的一种基本形式。风险一直是全球所有者、高管、专家和股东不安的主要来源。肯尼亚企业更容易受到国家经济气候中货币汇率变化的影响,随着全球贸易的增加,肯尼亚的经济气候正变得越来越开放。研究的目的是探讨风险对内罗毕证券交易所上市公司总债务的影响。该研究以权衡理论和啄食顺序理论为基础。本研究采用因果研究设计。二手数据用于收集2007-2011年年度会计报表的数据。采用面板回归对固定效应模型进行分析。结果表明,风险对总债务有显著的负向影响。研究建议上市公司管理层应了解权衡理论和啄食顺序理论。该研究还建议,企业应不断监测风险,以配合当前的经济状况。这可以通过研究其他影响公司风险的因素趋势来保证。
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引用次数: 0
Threshold Effects on Outlier Detection: A Comparative Study of MCD and MRCD Estimators in Multivariate Data Analysis 阈值对离群值检测的影响:多元数据分析中MCD和MRCD估计器的比较研究
Pub Date : 2023-11-04 DOI: 10.9734/ajpas/2023/v25i2557
Nafisat Yusuf, Bannister Jerry Zachary
Aims: The aim of this study is to investigate the impact of thresholds on the detection of outliers by comparing the performance of two estimators, namely the minimum covariance determinant (MCD) and minimum regularized covariance determinant (MRCD), at different sample sizes. The study uses simulated data generated from the standard normal distribution to assess how varying thresholds affect the ability of these estimators to detect outliers. Study Design: This study employs a quantitative research design. It involves the generation of simulated data, the application of the MCD and MRCD estimators for outlier detection, and the systematic manipulation of thresholds and sample size as independent variables. Place and Duration: The study is conducted using computational tools and did not require a physical location. Methodology: Simulated data is generated from the standard normal distribution to create a controlled environment for outlier detection experiments. The MCD and MRCD estimators are applied to the simulated data to detect outliers. These estimators are sensitive to deviations from the norm in the data. Different thresholds are systematically applied to the data, and the performance of the estimators is assessed at each threshold level. Thresholds may vary in their extremeness. The study investigates the impact of different sample sizes on outlier detection. This involves using datasets with varying numbers of observations. The r programming language and associated packages are used as the statistical tool for data generation, analysis, and visualization. Results: The study's findings indicate that the choice of thresholds in data analysis significantly affects the performance of the MCD and MRCD estimators in outlier detection. If the thresholds used for both estimators are the same, their performance is similar. However, differences emerge when thresholds differ from each other. Higher thresholds are shown to identify less extreme outliers, while lower thresholds are effective at identifying more extreme outliers. These results provide insights into the behavior of these estimators in outlier detection scenarios, shedding light on their sensitivity to threshold choices and sample size.Conclusion: Our study has shed light on the critical interdependencies among threshold choices, sample sizes, and the performance of the minimum covariance determinant (MCD) and minimum regularized covariance determinant (MRCD) estimators in the context of outlier detection. By conducting a systematic exploration in a controlled environment with simulated data, we have gleaned valuable insights that can inform both researchers and practitioners in the field of organizational science research.
目的:本研究的目的是通过比较两种估计器,即最小协方差行列式(MCD)和最小正则化协方差行列式(MRCD)在不同样本量下的性能,研究阈值对异常值检测的影响。该研究使用标准正态分布生成的模拟数据来评估不同的阈值如何影响这些估计器检测异常值的能力。研究设计:本研究采用定量研究设计。它涉及模拟数据的生成,应用MCD和MRCD估计器进行离群值检测,以及系统地操纵阈值和样本量作为自变量。 地点和时间:本研究使用计算工具进行,不需要物理位置。 方法:从标准正态分布中生成模拟数据,为离群值检测实验创造受控环境。应用MCD和MRCD估计器对模拟数据进行异常值检测。这些估计器对数据中偏离规范的情况很敏感。系统地对数据应用不同的阈值,并在每个阈值水平上评估估计器的性能。阈值的极端程度可能有所不同。本研究探讨了不同样本量对异常值检测的影响。这涉及到使用具有不同数量观测值的数据集。r编程语言和相关软件包被用作数据生成、分析和可视化的统计工具。 结果:研究结果表明,数据分析中阈值的选择显著影响MCD和MRCD估计器在离群值检测中的性能。如果两个估计器使用的阈值相同,则它们的性能相似。然而,当阈值彼此不同时,就会出现差异。较高的阈值可以识别不太极端的异常值,而较低的阈值可以有效识别更极端的异常值。这些结果为这些估计器在离群值检测场景中的行为提供了见解,揭示了它们对阈值选择和样本量的敏感性。结论:我们的研究揭示了阈值选择、样本量以及最小协方差行动式(MCD)和最小正则化协方差行动式(MRCD)估计器在离群值检测中的性能之间的关键相互依赖性。通过在模拟数据的受控环境中进行系统的探索,我们收集了有价值的见解,可以为组织科学研究领域的研究人员和实践者提供信息。
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 Study Design: This study employs a quantitative research design. It involves the generation of simulated data, the application of the MCD and MRCD estimators for outlier detection, and the systematic manipulation of thresholds and sample size as independent variables.
 Place and Duration: The study is conducted using computational tools and did not require a physical location.
 Methodology: Simulated data is generated from the standard normal distribution to create a controlled environment for outlier detection experiments. The MCD and MRCD estimators are applied to the simulated data to detect outliers. These estimators are sensitive to deviations from the norm in the data. Different thresholds are systematically applied to the data, and the performance of the estimators is assessed at each threshold level. Thresholds may vary in their extremeness. The study investigates the impact of different sample sizes on outlier detection. This involves using datasets with varying numbers of observations. The r programming language and associated packages are used as the statistical tool for data generation, analysis, and visualization.
 Results: The study's findings indicate that the choice of thresholds in data analysis significantly affects the performance of the MCD and MRCD estimators in outlier detection. If the thresholds used for both estimators are the same, their performance is similar. However, differences emerge when thresholds differ from each other. Higher thresholds are shown to identify less extreme outliers, while lower thresholds are effective at identifying more extreme outliers. These results provide insights into the behavior of these estimators in outlier detection scenarios, shedding light on their sensitivity to threshold choices and sample size.Conclusion: Our study has shed light on the critical interdependencies among threshold choices, sample sizes, and the performance of the minimum covariance determinant (MCD) and minimum regularized covariance determinant (MRCD) estimators in the context of outlier detection. By conducting a systematic exploration in a controlled environment with simulated data, we have gleaned valuable insights that can inform both researchers and practitioners in the field of organizational science research.","PeriodicalId":8532,"journal":{"name":"Asian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135774741","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
Factors Associated with Women having Breast Lump in Ghana: A Cross-Sectional Study 加纳妇女乳房肿块的相关因素:一项横断面研究
Pub Date : 2023-11-04 DOI: 10.9734/ajpas/2023/v25i2558
David Ngmenbelle, Michael Fosu Ofori, Michael Arthur Ofori, Terah Antwi
Background: Breast lumps or lumpiness are a prevalent issue among women seeking guidance, with 40% to 70% reporting lumps or lumpiness. Any woman, regardless of age, who discovers a breast lump by self-examination, screening, or medical intervention begins to worry about developing breast cancer. Late stage of reporting suspected lumps is on the rise and this was impacted by the pandemic. The study examined factors that are associated breast lump and the risk on women who ever had breast lump. Method: An institutional-based cross-sectional study was conducted on women who attended Peace and Love Hospital in Kumasi, Ghana for breast care services from January to February 2022. Closed-ended questionnaire was used to solicit information from 301 women within a period of six weeks. Chi-square and binary logistic regression model was used to determine the association and the risk respectively. Results: Breast lump was dominant in women between 41 – 50 years and in those who do not have family history of breast cancer. The findings reveal that educational level [χ2 = 11.170; p = 0.011] and the practice of breast self-examination [χ2 = 7.998; p = 0.005] were significantly associated with breast lump. Married women were 0.764 less likely to have breast lump than those who are singles. Women between 31-40 years were 2 times more likely [AOR=2.061, CI=0.876-4.846] and those between 41-50 years 1 time more likely [AOR=1.131,CI=0.451-2.837] to have breast lump than women between 18 – 30 years. Conclusion: Breast lump is predominant in women between 31 – 50 years. Factors associated with a woman having breast lump are educational background and the practice of breast self-examination. Surgeon managing a breast lump in women over 30 years old are encouraged to be extremely suspicious and cautious in order to detect and treat malignant lumps early.
背景:乳房肿块或肿块是寻求指导的女性普遍存在的问题,40%至70%的女性报告有肿块或肿块。任何女性,无论年龄大小,只要通过自我检查、筛查或医疗干预发现乳房肿块,就会开始担心患上乳腺癌。报告疑似肿块的后期阶段正在增加,这受到大流行的影响。这项研究调查了与乳房肿块相关的因素以及曾经患过乳房肿块的女性患乳房肿块的风险。方法:对2022年1月至2月在加纳库马西和平与爱医院接受乳房护理服务的妇女进行了一项基于机构的横断面研究。在为期六周的时间里,研究人员使用封闭式问卷向301名女性征求信息。采用卡方和二元logistic回归模型分别确定相关性和风险。 结果:乳房肿块以年龄在41 - 50岁之间和无乳腺癌家族史的女性居多。调查结果显示:受教育程度[χ2 = 11.170;P = 0.011]和乳房自检的实践情况[χ2 = 7.998;P = 0.005]与乳腺肿块显著相关。已婚女性患乳房肿块的几率比单身女性低0.764。31 ~ 40岁女性发生乳房肿块的可能性是18 ~ 30岁女性的2倍[AOR=2.061, CI=0.876 ~ 4.846], 41 ~ 50岁女性发生乳房肿块的可能性是18 ~ 30岁女性的1倍[AOR=1.131,CI=0.451 ~ 2.837]。& # x0D;结论:乳腺肿块多见于31 ~ 50岁的女性。与女性乳房肿块相关的因素是教育背景和乳房自我检查的实践。外科医生在处理30岁以上女性的乳房肿块时,被鼓励要非常怀疑和谨慎,以便及早发现和治疗恶性肿块。
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 Method: An institutional-based cross-sectional study was conducted on women who attended Peace and Love Hospital in Kumasi, Ghana for breast care services from January to February 2022. Closed-ended questionnaire was used to solicit information from 301 women within a period of six weeks. Chi-square and binary logistic regression model was used to determine the association and the risk respectively.
 Results: Breast lump was dominant in women between 41 – 50 years and in those who do not have family history of breast cancer. The findings reveal that educational level [χ2 = 11.170; p = 0.011] and the practice of breast self-examination [χ2 = 7.998; p = 0.005] were significantly associated with breast lump. Married women were 0.764 less likely to have breast lump than those who are singles. Women between 31-40 years were 2 times more likely [AOR=2.061, CI=0.876-4.846] and those between 41-50 years 1 time more likely [AOR=1.131,CI=0.451-2.837] to have breast lump than women between 18 – 30 years. 
 Conclusion: Breast lump is predominant in women between 31 – 50 years. Factors associated with a woman having breast lump are educational background and the practice of breast self-examination. Surgeon managing a breast lump in women over 30 years old are encouraged to be extremely suspicious and cautious in order to detect and treat malignant lumps early.","PeriodicalId":8532,"journal":{"name":"Asian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135774690","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
Enhanced Robust Estimators for Estimating Population Means When Confronted with Non-Response and Measurement Error 面对无响应和测量误差时群体均值估计的改进鲁棒估计
Pub Date : 2023-11-01 DOI: 10.9734/ajpas/2023/v25i2556
A. Audu, U. Usman, S. B. Mohammad, O. A. Joseph
The use of estimators in statistics, quality assurance, and survey methodology can never be over flogged just as the use of sampling. Two of the major challenges of statisticians or surveyors due encounter at the course of data collection in the field of medical and social sciences is non-response and measurement errors. This poses serious problem during data compilation, computation and estimation stages. In this paper, a robust-based classes of estimators are proposed in the presence of non-response and measurement errors through the use of imputation scheme incorporated with measurement errors parameters. The properties of the proposed estimators (Biases & MSES) were derived up to the second degree approximation using Taylors’s series approach. The conditions for the efficiencies of the proposed estimators over the existing estimators was also considered and established in this research. The empirical study conducted using simulated data from normal distribution, exponential distribution, chi-square distribution, uniform distribution, gamma distribution and poison distribution revealed that the modified classes of estimators of the proposed imputation schemes are more efficient and satisfactory than the compared existing estimators. Thus, the proposed modified classes of estimators under imputation scheme were recommended for use in the real life situation especially in the presence of non-response and measurement errors during data analysis and estimation stages.
在统计、质量保证和调查方法中使用估计器永远不能像使用抽样一样被过度吹捧。统计学家或调查员在医学和社会科学领域的数据收集过程中遇到的两个主要挑战是无反应和测量误差。这在数据的编制、计算和估计阶段造成了严重的问题。在无响应和测量误差存在的情况下,通过使用包含测量误差参数的估计方案,提出了一类基于鲁棒性的估计器。所提估计量的性质(偏差&利用泰勒级数法得到了二阶近似的MSES。本研究还考虑并建立了所提出的估计器优于现有估计器的条件。利用正态分布、指数分布、卡方分布、均匀分布、伽玛分布和毒性分布的模拟数据进行的实证研究表明,改进后的估计量比现有的估计量更有效、更令人满意。因此,建议在实际情况下,特别是在数据分析和估计阶段存在无响应和测量误差的情况下,使用所提出的修正类估计器。
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引用次数: 0
Enhancing Nigerian Oil Price Forecasting: A Comprehensive Analysis of Model Averaging Techniques 加强尼日利亚石油价格预测:模型平均技术的综合分析
Pub Date : 2023-10-28 DOI: 10.9734/ajpas/2023/v25i2555
Olawale Basheer Akanbi
Numerous fields of endeavour have benefited greatly from statistical forecasting, which has aided decision-making by planners and policy makers. In this study, Bayesian Model Averaging (BMA) and Dynamic Model Averaging (DMA) are employed to forecast oil prices in Nigeria. It aimed at predicting the oil prices in Nigeria. Essentially, there are lot of model uncertainties in empirical growth researches. The predictive performance value considering the Mean Squared Forecast Error (MSFE) for BMA and DMA were 920.23 & 540.40 respectively. The DMA predicted the model better than the BMA. High levels of model uncertainties were indeed accounted for, in conformity with the theoretical knowledge.
许多领域的努力都从统计预测中获益匪浅,这有助于规划人员和决策者的决策。本研究采用贝叶斯平均模型(BMA)和动态平均模型(DMA)对尼日利亚石油价格进行预测。它旨在预测尼日利亚的石油价格。从本质上讲,实证增长研究中存在着大量的模型不确定性。考虑BMA和DMA均方预测误差(MSFE)的预测性能值为920.23 &分别为540.40。移动均线对该模型的预测优于BMA。与理论知识一致,模型的高度不确定性确实得到了解释。
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引用次数: 0
期刊
Asian Journal of Probability and Statistics
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