Pub Date : 2021-07-26DOI: 10.19139/SOIC-2310-5070-985
T. Omara
The Liu-type estimator is one of the shrink estimators that is used to remedy for a problem of multicollinearityin SUR model, but it is sensitive to the outlier. In this paper, we introduce the S Liu-type (SLiu-type) and MM Liu-type estimator (MMLiu-type) for SUR model. These estimators merge Liu-type estimator with S-estimator and with MM-estimator which makes it have high robustness at the different level of efficiency and at the same time prevents the bad effects of multicollinearity. Moreover, to get more robust features, we have modified the Liu-type estimator by making it depend on MM estimator instead of GLS estimator. The asymptotical properties for the suggested estimator were discussed and we used the fast and robust bootstrap (FRB) to obtain the suggested robust estimators. Furthermore, we run the simulation study to show the extent of excellence for the suggested robust estimators relative to the other estimators by many factors.
{"title":"Robust Liu-Type Estimator for SUR Model","authors":"T. Omara","doi":"10.19139/SOIC-2310-5070-985","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-985","url":null,"abstract":"The Liu-type estimator is one of the shrink estimators that is used to remedy for a problem of multicollinearityin SUR model, but it is sensitive to the outlier. In this paper, we introduce the S Liu-type (SLiu-type) and MM Liu-type estimator (MMLiu-type) for SUR model. These estimators merge Liu-type estimator with S-estimator and with MM-estimator which makes it have high robustness at the different level of efficiency and at the same time prevents the bad effects of multicollinearity. Moreover, to get more robust features, we have modified the Liu-type estimator by making it depend on MM estimator instead of GLS estimator. The asymptotical properties for the suggested estimator were discussed and we used the fast and robust bootstrap (FRB) to obtain the suggested robust estimators. Furthermore, we run the simulation study to show the extent of excellence for the suggested robust estimators relative to the other estimators by many factors.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"28 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88793925","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 : 2021-07-12DOI: 10.19139/SOIC-2310-5070-1240
R. P. Oliveira, Marcos Vinicius de Oliveira Peres, Milene Regina dos Santos, E. Martinez, Jorge Aberto Achcar
Bivariate lifetime distributions are of great importance in studies related to interdependent components, especially in engineering applications. In this paper, we introduce two bivariate lifetime assuming three- parameter Weibull marginal distributions. Some characteristics of the proposed distributions as the joint survival function, hazard rate function, cross factorial moment and stress-strength parameter are also derived. The inferences for the parameters or even functions of the parameters of the models are obtained under a Bayesian approach. An extensive numerical application using simulated data is carried out to evaluate the accuracy of the obtained estimators to illustrate the usefulness of the proposed methodology. To illustrate the usefulness of the proposed model, we also include an example with real data from which it is possible to see that the proposed model leads to good fits to the data.
{"title":"A Bayesian Inference Approach for Bivariate Weibull Distributions Derived from Roy and Morgenstern Methods","authors":"R. P. Oliveira, Marcos Vinicius de Oliveira Peres, Milene Regina dos Santos, E. Martinez, Jorge Aberto Achcar","doi":"10.19139/SOIC-2310-5070-1240","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-1240","url":null,"abstract":"Bivariate lifetime distributions are of great importance in studies related to interdependent components, especially in engineering applications. In this paper, we introduce two bivariate lifetime assuming three- parameter Weibull marginal distributions. Some characteristics of the proposed distributions as the joint survival function, hazard rate function, cross factorial moment and stress-strength parameter are also derived. The inferences for the parameters or even functions of the parameters of the models are obtained under a Bayesian approach. An extensive numerical application using simulated data is carried out to evaluate the accuracy of the obtained estimators to illustrate the usefulness of the proposed methodology. To illustrate the usefulness of the proposed model, we also include an example with real data from which it is possible to see that the proposed model leads to good fits to the data.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84448166","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 : 2021-07-11DOI: 10.19139/SOIC-2310-5070-996
K. W. Khaw, Xinying Chew, Ming Ha Lee, W. C. Yeong
Development of an efficient process monitoring system has always received great attention. Previous studies revealed that the coefficient of variation (CV) is important in ensuring process quality, especially for monitoring a process where its process mean and variance are highly correlated. The fact that almost all industrial process monitoring involves a minimum of two or more related quality characteristics being monitored simultaneously, this paper incorporates the salient feature of the adaptive sample size VSS scheme into the standard multivariate CV (MCV) chart, called the VSS MCV chart. A Markov chain model is developed for the derivation of the chart’s performance measures, i.e the average run length (ARL), the standard deviation of the run length (SDRL), the average sample size (ASS), the average number of observations to signal (ANOS) and the expected average run length (EARL). The numerical comparison shows that the proposed chart prevails over the existing standard MCV chart for detecting small and moderate upward and downward MCV shifts.
{"title":"An Optimal Adaptive Variable Sample Size Scheme for the Multivariate Coefficient of Variation","authors":"K. W. Khaw, Xinying Chew, Ming Ha Lee, W. C. Yeong","doi":"10.19139/SOIC-2310-5070-996","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-996","url":null,"abstract":"Development of an efficient process monitoring system has always received great attention. Previous studies revealed that the coefficient of variation (CV) is important in ensuring process quality, especially for monitoring a process where its process mean and variance are highly correlated. The fact that almost all industrial process monitoring involves a minimum of two or more related quality characteristics being monitored simultaneously, this paper incorporates the salient feature of the adaptive sample size VSS scheme into the standard multivariate CV (MCV) chart, called the VSS MCV chart. A Markov chain model is developed for the derivation of the chart’s performance measures, i.e the average run length (ARL), the standard deviation of the run length (SDRL), the average sample size (ASS), the average number of observations to signal (ANOS) and the expected average run length (EARL). The numerical comparison shows that the proposed chart prevails over the existing standard MCV chart for detecting small and moderate upward and downward MCV shifts.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"4 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79207451","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 : 2021-07-10DOI: 10.19139/SOIC-2310-5070-1112
Wilin Alvarez, Victor Griffin
One of the challenges facing statisticians is to provide tools to enable researchers to interpret and present their data and conclusions in ways easily understood by the scientific community. One of the tools available for this purpose is a multivariate graphical representation called reduced rank regression biplot. This biplot describes how to construct a graphical representation in nonsymmetric contexts such as approximations by least squares in multivariate linear regression models of reduced rank. However multicollinearity invalidates the interpretation of a regression coefficient as the conditional effect of a regressor, given the values of the other regressors, and hence makes biplots of regression coefficients useless. So it was, in the search to overcome this problem, Alvarez and Griffin presented a procedure for coefficient estimation in a multivariate regression model of reduced rank in the presence of multicollinearity based on PLS (Partial Least Squares) and generalized singular value decomposition. Based on these same procedures, a biplot construction is now presented for a multivariate regression model of reduced rank in the presence of multicollinearity. This procedure, called PLSSVD GH biplot, provides a useful data analysis tool which allows the visual appraisal of the structure of the dependent and independent variables. This paper defines the procedure and shows several of its properties. It also provides an implementation of the routines in R and presents a real life application involving data from the FAO food database to illustrate the procedure and its properties.
{"title":"GH Biplot in Reduced-Rank Regression based on Partial Least Squares","authors":"Wilin Alvarez, Victor Griffin","doi":"10.19139/SOIC-2310-5070-1112","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-1112","url":null,"abstract":"One of the challenges facing statisticians is to provide tools to enable researchers to interpret and present their data and conclusions in ways easily understood by the scientific community. One of the tools available for this purpose is a multivariate graphical representation called reduced rank regression biplot. This biplot describes how to construct a graphical representation in nonsymmetric contexts such as approximations by least squares in multivariate linear regression models of reduced rank. However multicollinearity invalidates the interpretation of a regression coefficient as the conditional effect of a regressor, given the values of the other regressors, and hence makes biplots of regression coefficients useless. So it was, in the search to overcome this problem, Alvarez and Griffin presented a procedure for coefficient estimation in a multivariate regression model of reduced rank in the presence of multicollinearity based on PLS (Partial Least Squares) and generalized singular value decomposition. Based on these same procedures, a biplot construction is now presented for a multivariate regression model of reduced rank in the presence of multicollinearity. This procedure, called PLSSVD GH biplot, provides a useful data analysis tool which allows the visual appraisal of the structure of the dependent and independent variables. This paper defines the procedure and shows several of its properties. It also provides an implementation of the routines in R and presents a real life application involving data from the FAO food database to illustrate the procedure and its properties.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"193 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74474770","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 : 2021-07-10DOI: 10.19139/SOIC-2310-5070-1035
Hoda Khanali, B. Vaziri
Fuzzy VIKOR C-means (FVCM) is a kind of unsupervised fuzzy clustering algorithm that improves the accuracyand computational speed of Fuzzy C-means (FCM). So it reduces the sensitivity to noisy and outlier data, and enhances performance and quality of clusters. Since FVCM allocates some data to a specific cluster based on similarity technique, reducing the effect of noisy data increases the quality of the clusters. This paper presents a new approach to the accurate location of noisy data to the clusters overcoming the constraints of noisy points through fuzzy support vector machine (FSVM), called FVCM-FSVM, so that at each stage samples with a high degree of membership are selected for training in the classification of FSVM. Then, the labels of the remaining samples are predicted so the process continues until the convergence of the FVCM-FSVM. The results of the numerical experiments showed the proposed approach has better performance than FVCM. Of course, it greatly achieves high accuracy.
{"title":"Similarity Technique Effectiveness of Optimized Fuzzy C-means Clustering Based on Fuzzy Support Vector Machine for Noisy Data","authors":"Hoda Khanali, B. Vaziri","doi":"10.19139/SOIC-2310-5070-1035","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-1035","url":null,"abstract":"Fuzzy VIKOR C-means (FVCM) is a kind of unsupervised fuzzy clustering algorithm that improves the accuracyand computational speed of Fuzzy C-means (FCM). So it reduces the sensitivity to noisy and outlier data, and enhances performance and quality of clusters. Since FVCM allocates some data to a specific cluster based on similarity technique, reducing the effect of noisy data increases the quality of the clusters. This paper presents a new approach to the accurate location of noisy data to the clusters overcoming the constraints of noisy points through fuzzy support vector machine (FSVM), called FVCM-FSVM, so that at each stage samples with a high degree of membership are selected for training in the classification of FSVM. Then, the labels of the remaining samples are predicted so the process continues until the convergence of the FVCM-FSVM. The results of the numerical experiments showed the proposed approach has better performance than FVCM. Of course, it greatly achieves high accuracy.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"67 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85570962","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 : 2021-07-10DOI: 10.19139/SOIC-2310-5070-1005
Mouad Touarsi, D. Gretete, Abdelmajid Elouadi
In this paper, we present an empirical comparison of some Gradient Descent variants used to solve globaloptimization problems for large search domains. The aim is to identify which one of them is more suitable for solving an optimization problem regardless of the features of the used test function. Five variants of Gradient Descent were implemented in the R language and tested on a benchmark of five test functions. We proved the dependence between the choice of the variant and the obtained performances using the khi-2 test in a sample of 120 experiments. Those test functions vary on convexity, the number of local minima, and are classified according to some criteria. We had chosen a range of values for each algorithm parameter. Results are compared in terms of accuracy and convergence speed. Based on the obtained results,we defined the priority of usage for those variants and we contributed by a new hybrid optimizer. The new optimizer is testedin a benchmark of well-known test functions and two real applications are proposed. Except for the classical gradient descent algorithm, only stochastic versions of those variants are considered in this paper.
{"title":"A New Hybrid Optimizer for Global Optimization Based on a Comparative Study Remarks of Classical Gradient Descent Variants","authors":"Mouad Touarsi, D. Gretete, Abdelmajid Elouadi","doi":"10.19139/SOIC-2310-5070-1005","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-1005","url":null,"abstract":"In this paper, we present an empirical comparison of some Gradient Descent variants used to solve globaloptimization problems for large search domains. The aim is to identify which one of them is more suitable for solving an optimization problem regardless of the features of the used test function. Five variants of Gradient Descent were implemented in the R language and tested on a benchmark of five test functions. We proved the dependence between the choice of the variant and the obtained performances using the khi-2 test in a sample of 120 experiments. Those test functions vary on convexity, the number of local minima, and are classified according to some criteria. We had chosen a range of values for each algorithm parameter. Results are compared in terms of accuracy and convergence speed. Based on the obtained results,we defined the priority of usage for those variants and we contributed by a new hybrid optimizer. The new optimizer is testedin a benchmark of well-known test functions and two real applications are proposed. Except for the classical gradient descent algorithm, only stochastic versions of those variants are considered in this paper.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"33 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88296962","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 : 2021-07-10DOI: 10.19139/SOIC-2310-5070-765
E. Ea, M. Alizadeh, T. Ramires, E. Ortega
This study introduces a generalization of the odd power Cauchy family by adding one more shape parameter togain more flexibility modeling the complex data structures. The linear representations for the density, moments, quantile,and generating functions are derived. The model parameters are estimated employing the maximum likelihood estimationmethod. The Monte Carlo simulations are performed under different parameter settings and sample sizes for the proposedmodels. In addition, we introduce a new heteroscedastic regression model based on the special member of the proposedfamily. Three data sets are analyzed with competitive and proposed models.
{"title":"Generalized Odd Power Cauchy Family and Its Associated Heteroscedastic Regression Model","authors":"E. Ea, M. Alizadeh, T. Ramires, E. Ortega","doi":"10.19139/SOIC-2310-5070-765","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-765","url":null,"abstract":"This study introduces a generalization of the odd power Cauchy family by adding one more shape parameter togain more flexibility modeling the complex data structures. The linear representations for the density, moments, quantile,and generating functions are derived. The model parameters are estimated employing the maximum likelihood estimationmethod. The Monte Carlo simulations are performed under different parameter settings and sample sizes for the proposedmodels. In addition, we introduce a new heteroscedastic regression model based on the special member of the proposedfamily. Three data sets are analyzed with competitive and proposed models.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"5 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76034004","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 : 2021-07-10DOI: 10.19139/soic-2310-5070-1136
M. El-Hadidy, Hamdy M. Abou-Gabal, A. Gabr
This paper presents the discrete search technique on multi zones to detect a lost target by using sensors. The search region is divided into zones. These zones contain an equal number of states (cells) not necessarily identical. Each zone has a one sensor to detect the target. The target moves over the cells according to a random process. We consider the searching effort as a random variable with a known probability distribution. The detection function with the discounted reward function in a certain state and time interval are given. The optimal effort distribution that minimizes the probability of undetection is obtained after solving a discrete stochastic optimization problem. An algorithm is constructed to obtain the optimal solution as in the numerical application.
{"title":"Optimal Multi Zones Search Technique to Detect a Lost Target by Using K Sensors","authors":"M. El-Hadidy, Hamdy M. Abou-Gabal, A. Gabr","doi":"10.19139/soic-2310-5070-1136","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-1136","url":null,"abstract":"This paper presents the discrete search technique on multi zones to detect a lost target by using sensors. The search region is divided into zones. These zones contain an equal number of states (cells) not necessarily identical. Each zone has a one sensor to detect the target. The target moves over the cells according to a random process. We consider the searching effort as a random variable with a known probability distribution. The detection function with the discounted reward function in a certain state and time interval are given. The optimal effort distribution that minimizes the probability of undetection is obtained after solving a discrete stochastic optimization problem. An algorithm is constructed to obtain the optimal solution as in the numerical application.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"61 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85460057","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 : 2021-07-10DOI: 10.19139/SOIC-2310-5070-991
F. Mohammadi, L. Moradi, D. Conte
In the current study, a general formulation of the discrete Chebyshev polynomials is given. The operational matrix of fractional integration for these discrete polynomials is also derived. Then, a numerical scheme based on the discrete Chebyshev polynomials and their operational matrix has been developed to solve fractional variational problems. In this method, the need for using Lagrange multiplier during the solution procedure is eliminated. The performance of the proposed scheme is validated through some illustrative examples. Moreover, the obtained numerical results were compared to the previously acquired results by the classical Chebyshev polynomials. Finally, a comparison for the required CPU time is presented, which indicates more efficiency and less complexity of the proposed method.
{"title":"Discrete Chebyshev Polynomials for Solving Fractional Variational Problems","authors":"F. Mohammadi, L. Moradi, D. Conte","doi":"10.19139/SOIC-2310-5070-991","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-991","url":null,"abstract":"In the current study, a general formulation of the discrete Chebyshev polynomials is given. The operational matrix of fractional integration for these discrete polynomials is also derived. Then, a numerical scheme based on the discrete Chebyshev polynomials and their operational matrix has been developed to solve fractional variational problems. In this method, the need for using Lagrange multiplier during the solution procedure is eliminated. The performance of the proposed scheme is validated through some illustrative examples. Moreover, the obtained numerical results were compared to the previously acquired results by the classical Chebyshev polynomials. Finally, a comparison for the required CPU time is presented, which indicates more efficiency and less complexity of the proposed method.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87441766","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 : 2021-07-10DOI: 10.19139/SOIC-2310-5070-1101
Hanaa Elgohari, M. Ibrahim, H. Yousof
In this paper, a new generalization of the Pareto type II model is introduced and studied. The new density canbe “right skewed” with heavy tail shape and its corresponding failure rate can be “J-shape”, “decreasing” and “upside down (or increasing-constant-decreasing)”. The new model may be used as an “under-dispersed” and “over-dispersed” model. Bayesian and non-Bayesian estimation methods are considered. We assessed the performance of all methods via simulation study. Bayesian and non-Bayesian estimation methods are compared in modeling real data via two applications. In modeling real data, the maximum likelihood method is the best estimation method. So, we used it in comparing competitive models. Before using the the maximum likelihood method, we performed simulation experiments to assess the finite sample behavior of it using the biases and mean squared errors.
{"title":"A New Probability Distribution for Modeling Failure and Service Times: Properties, Copulas and Various Estimation Methods","authors":"Hanaa Elgohari, M. Ibrahim, H. Yousof","doi":"10.19139/SOIC-2310-5070-1101","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-1101","url":null,"abstract":"In this paper, a new generalization of the Pareto type II model is introduced and studied. The new density canbe “right skewed” with heavy tail shape and its corresponding failure rate can be “J-shape”, “decreasing” and “upside down (or increasing-constant-decreasing)”. The new model may be used as an “under-dispersed” and “over-dispersed” model. Bayesian and non-Bayesian estimation methods are considered. We assessed the performance of all methods via simulation study. Bayesian and non-Bayesian estimation methods are compared in modeling real data via two applications. In modeling real data, the maximum likelihood method is the best estimation method. So, we used it in comparing competitive models. Before using the the maximum likelihood method, we performed simulation experiments to assess the finite sample behavior of it using the biases and mean squared errors.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"45 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77159953","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}
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