Showing papers in "Calcutta Statistical Association Bulletin in 2017"

A Bayesian Approach to Robust Skewed Autoregressive Processes

Abstract: This article studies autoregressive (AR) models assuming innovations with scale mixtures of skew-normal (SMSN) distributions, an attractive and flexible family of probability distributions. A Bayesian analysis considering informative prior distributions is presented. Comprehensive simulation studies are performed to support the performance of the proposed model and methods. The proposed methods are also applied on a real-time series data which has previously been analysed under Gaussian and Student-t AR models.

Adaptive Hierarchical Bayes Estimation of Small Area Proportions

Abstract: Unit level logistic regression models with mixed effects have been used for estimating small-area proportions in the literature. Normality is commonly assumed for the random effects. Nonetheless, real data often show significant departures from normality assumptions of the random effects. To reduce the risk of model misspecification, we propose an adaptive hierarchical Bayes estimation approach in which the distribution of the random effect is chosen adaptively from the exponential power class of probability distributions. The richness of the exponential power class ensures the robustness of our hierarchical Bayes approach against departure from normality. We demonstrate the robustness of our proposed model using simulated data and real data.

Bayes Estimation of Augmenting Gamma Strength Reliability of a System under Non-informative Prior Distributions:

Abstract: In this article, Bayes estimation of system’s augmented strength reliability is studied under squared-error loss function (SELF) and LINEX loss function (LLF) for the generalized case of au

Bayes-based Non-Bayesian Inference on Finite Populations from Non-representative Samples: A Unified Approach**Based on S. N. Roy Memorial Lecture in the symposium.:

Abstract: Classical inference on finite populations is based on probability samples drawn from the target population with predefined selection probabilities The target population parameters are eith

Missing, Modified, and Large-p-small-n Data in Nonparametric Curve Estimation:

Abstract: Nonparametric curve estimation, which makes no assumptions about shape of estimated functions, is one of the main pillars of the modern statistical science. It is used when no adequate parametric o...

Robust Empirical Best Small Area Finite Population Mean Estimation Using a Mixture Model

Abstract: We propose a new robust empirical best estimation approach to estimate small area finite population means that are relatively insensitive to a model misspecification or to the presence of o...

Unbiased Estimation of Total Rural Loans Advanced and Incurred in an Indian State Along with Unbiased Estimation of Variance in Estimation

Abstract: Around the year 2000, the problem of reconciling the estimate of loans advanced by the banks and the estimate of loans incurred by the rural farmers was studied in the Indian Statistical Institute. Some approximately unbiased estimates were examined along with approximately unbiased estimates of their approximate variances. Utilizing “Constrained Network” sampling technique exactly unbiased counterparts are presented as alternatives.

Performance Analysis of M/M(a,b)/1 Queuing Model with Balking and State-dependent Reneging and Service:

Abstract: The article investigates a M/M(a,b)/1 queuing model with impatient customers. The size of a batch taken up for service depends on the number of customers present in the waiting line. The server ser...

A Bayesian Approach for Detection of Isotropy Violation of a Random Field Over a Sphere

Abstract: We present a general method for estimating the isotropy violation of random fields on a sphere using a Bayesian formalism We use Bipolar Spherical Harmonic (BipoSH) representation of general covariance structure on the sphere Our approach promises to provide a robust quantitative evaluation of the evidence for SI violation-related anomalies in the CMB sky by estimating the BipoSH spectra along with their complete posterior

Symmetric Random Walks on Regular Tetrahedra, Octahedra, and Hexahedra:

Abstract: We study a symmetric random walk on the vertices of three regular polyhedra. Starting from the origin, at each step the random walk moves, independently of all previous moves, to one of the vertice...

Some Properties of Residual R-norm Entropy and Divergence Measures:

Abstract: Shannon entropy plays an important role in measuring the expected uncertainty contained in the probability density function about the predictability of an outcome of a random variable. However, in certain systems, Shannon entropy may not be appropriate, where some generalized versions of it are only suitable. One such generalization is due to Boekee and Lubee[1], called R-norm entropy. Recently, Nanda and Das[2] studied the R-norm entropy and its divergence measure in the context of used items, useful in reliability modelling. In the present article, we further study R-norm entropy and divergence in the context of weighted models. We also extend these measures to the conditionally specified and conditional survival models, and studied their properties.

Testing Equality of Treatment Effects in a Two-stage Censored Allocation Design

Abstract: Tests for the equality of treatment effects are developed for a two-stage sampling design with failure censoring in each stage. Depending on the results in the first stage, adaptive failure censori...

On Some Finite Range Life Distributions

Abstract: Various reliability properties, including some characterization results, have been investigated for two finite range life distributions One of these, namely, the exponentiated rectangular