Showing papers in "Communications in Statistics-theory and Methods in 2019"
TL;DR: In this paper, the authors adapted Huber-M method which is only one of robust robust R-CNN methods to solve the problem when there is an outlier in the data set, the efficiency of traditional methods decreases.
Abstract: When there is an outlier in the data set, the efficiency of traditional methods decreases. In order to solve this problem, Kadilar et al. (2007) adapted Huber-M method which is only one of robust r...
46 citations
TL;DR: In this paper, a new two-parameter distribution over the unit interval, called the Unit-Inverse Gaussian distribution (UIGD), was introduced and studied in detail.
Abstract: A new two-parameter distribution over the unit interval, called the Unit-Inverse Gaussian distribution, is introduced and studied in detail. The proposed distribution shares many properties with ot...
43 citations
TL;DR: In this article, the asymptotic distribution for the discrete Fourier transform of periodically correlated (PC) processes is applied to test the equality of two PC time series, and the performance of the performance is analyzed.
Abstract: In this work, the asymptotic distribution for the discrete Fourier transform of periodically correlated (PC) processes is applied to test the equality of two PC time series. Then the performance of...
39 citations
TL;DR: In this paper, the optimal design problems for constant-stress accelerated degradation test (CSADT) based on gamma processes with fixed effect and random effect were addressed. And the optimal solution for three optimization criter...
Abstract: This paper addresses the optimal design problems for constant-stress accelerated degradation test (CSADT) based on gamma processes with fixed effect and random effect. For three optimization criter...
30 citations
TL;DR: It was observed that the proposed algorithm was able to predict the stock returns with an maximum absolute error of and therefore the prediction is very close to the actual value.
Abstract: In this article we are presenting our methodology on solving a stock market challenge on predicting the intraday stock returns. We are presenting our complete approach on solving this challenge nam...
30 citations
TL;DR: Weibull Marshall-Olkin-G family as mentioned in this paper is a family of distributions that provides bathtub-shaped, decrea-ture-shaped distributions with the same properties as ours.
Abstract: We introduce a new class of distributions called the Weibull Marshall–Olkin-G family. We obtain some of its mathematical properties. The special models of this family provide bathtub-shaped, decrea...
28 citations
TL;DR: In this article, a new two-parameter distribution, called log-weighted exponential (log-WE) distribution, is introduced, which is defined on the unit interval.
Abstract: In this paper, we introduce a new two-parameter distribution, called log-weighted exponential (log-WE) distribution, defined on the unit interval. Some of the statistical properties of the ...
27 citations
TL;DR: The exponentially weighted moving average (EWMA) control chart with the sample mean X is widely recognized as a competent tool to detect small and moderate shifts in the mean of the EwMA-X.
Abstract: The exponentially weighted moving average (EWMA) control chart with the sample mean X‾ (EWMA-X‾) is widely recognized as a competent tool to detect small and moderate shifts in the mean of ...
27 citations
TL;DR: In this paper, a new optimal volatility estimator is introduced and based on the recursive form of the estimator, a data-driven generalized EWMA model for value a is proposed and evaluated.
Abstract: In this paper, using estimating function approach, a new optimal volatility estimator is introduced and based on the recursive form of the estimator a data-driven generalized EWMA model for value a...
26 citations
TL;DR: In this article, a three-parameter extension of the exponential distribution is introduced, which contains as submodels the exponential, logistic-exponential and Marshall-Olkin exponential distributions.
Abstract: We introduce a three-parameter extension of the exponential distribution which contains as sub-models the exponential, logistic-exponential and Marshall-Olkin exponential distributions. The new mod...
26 citations
TL;DR: The Friedman's test is used for assessing the independence of repeated experiments resulting in ranks, summarized as a table of integer entries ranging from 1 to k, with k columns and N rows.
Abstract: The Friedman's test is used for assessing the independence of repeated experiments resulting in ranks, summarized as a table of integer entries ranging from 1 to k, with k columns and N rows. For i...
TL;DR: The authors showed that mixing or mixture distributions are able to approximate the density function of any unknown distribution to arbitrary degrees of accura cation, and that their density functions can be approximated to arbitrary degree of accuracy.
Abstract: An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accura...
TL;DR: In this paper, the Exponentiated GPD (exGPD) is proposed to apply the GPD to actual datasets, which is a central distribution in modelling heavy tails in many applications.
Abstract: The GPD is a central distribution in modelling heavy tails in many applications. Applying the GPD to actual datasets however is not trivial. In this paper we propose the Exponentiated GPD (exGPD), ...
TL;DR: In this paper, a type-II progressive censoring scheme for two samples was proposed and the proposed scheme is analytically more tractable than the existing joint prograding scheme.
Abstract: In this paper we introduce a new type-II progressive censoring scheme for two samples. It is observed that the proposed censoring scheme is analytically more tractable than the existing joint progr...
TL;DR: In this paper, a Gaussian copula is used to define correlated random variables and to obtain a prescribed Pearson correlation coefficient of ρx between two random variables with given marginal distributions.
Abstract: A Gaussian copula is widely used to define correlated random variables. To obtain a prescribed Pearson correlation coefficient of ρx between two random variables with given marginal distributions, ...
TL;DR: The presence of multicollinearity among the explanatory variables has undesirable effects on the maximum likelihood estimator (MLE) as discussed by the authors, and the Ridge estimator is a widely used estimator in the literature.
Abstract: The presence of multicollinearity among the explanatory variables has undesirable effects on the maximum likelihood estimator (MLE). Ridge estimator (RE) is a widely used estimator in overc...
TL;DR: This work focuses on the use of cosine similarity into the clustering process and proposes a new measure based on the same criterion, which is shown to be effective by an extensive comparative study.
Abstract: Document Clustering aims at organizing a large quantity of unlabeled documents into a smaller number of meaningful and coherent clusters. One of the main unsolved problems in the literature...
TL;DR: In this article, the E-Bayesian method was used for computing estimates of the exponentiated distribution family parameter, based on the LINEX loss function, formulas of E-BAE estimation for unknown parameter are given, these estimates are derived based on a conjugate prior.
Abstract: This paper is concerned with using the E-Bayesian method for computing estimates of the exponentiated distribution family parameter. Based on the LINEX loss function, formulas of E-Bayesian estimation for unknown parameter are given, these estimates are derived based on a conjugate prior. Moreover, property of E-Bayesian estimation—the relationship between of E-Bayesian estimations under different prior distributions of the hyper parameters are also provided. A comparison between the new method and the corresponding maximum likelihood techniques is conducted using the Monte Carlo simulation. Finally, combined with the golfers income data practical problem are calculated, the results show that the proposed method is feasible and convenient for application.
TL;DR: In this paper, a new calibration estimator for the population mean in the presence of outliers is proposed. But this estimator is not suitable for survey sampling, and it requires a large number of calibration samples to be collected.
Abstract: In recent years, calibration estimation has become an important field of research in survey sampling. This paper proposes a new calibration estimator for the population mean in the presence...
TL;DR: In this paper, a new distribution is proposed for modeling data with inverted-down bathtub hazard rate function, which provides more flexibility to modeling data and provides a significant account of mathematical properti...
Abstract: In this paper a new distribution is proposed. This new model provides more flexibility to modeling data with upside-down bathtub hazard rate function. A significant account of mathematical properti...
TL;DR: In this paper, the asymptotic distribution for the ratio of skewnesses in two independent populations has been derived, where the ratio is defined as a function of the number of people skewness in each population.
Abstract: In many fields, the researchers are interested in making inferences about the ratio of skewnesses in two independent populations. In the present paper, the asymptotic distribution for the ratio of ...
TL;DR: In this article, a single server queueing system with working breakdowns and delaying repair under a Bernoulli-schedule-controlled policy is considered, and the system either goes to repa...
Abstract: This paper considers a single server queueing system with working breakdowns and delaying repair under a Bernoulli-schedule-controlled policy. At a breakdown instant, the system either goes to repa...
TL;DR: The exponentially weighted moving average (EWMA) chart is often designed assuming the process parameters are known as discussed by the authors, but in practice, the parameters are rarely known and need to be estimated from Phase...
Abstract: The exponentially weighted moving average (EWMA) chart is often designed assuming the process parameters are known. In practice, the parameters are rarely known and need to be estimated from Phase ...
TL;DR: In this paper, the usual stochastic and reversed hazard rate orders between the series and parallel systems from two sets of independent heterogeneous exponentiated Weibull components are discussed.
Abstract: In this paper, we discuss the usual stochastic and reversed hazard rate orders between the series and parallel systems from two sets of independent heterogeneous exponentiated Weibull components. W...
TL;DR: In this article, a scheduling replacement problem for a single operating system which works at random times for multiple jobs is addressed from the economical viewpoint in reliability theory, and three scheduling models for the system with multiple jobs are considered: a single work, N tandem works, and N parallel works.
Abstract: From the economical viewpoint in reliability theory, this paper addresses a scheduling replacement problem for a single operating system which works at random times for multiple jobs. The system is subject to stochastic failure which results the imperfect maintenance activity based on some random failure mechanism: minimal repair due to type-I (repairable) failure, or corrective replacement due to type-II (non-repairable) failure. Three scheduling models for the system with multiple jobs are considered: a single work, N tandem works, and N parallel works. To control the deterioration process, the preventive replacement is planned to undergo at a scheduling time T or the job's completion time of for each model. The objective is to determine the optimal scheduling parameters (T* or N*) that minimizes the mean cost rate function in a finite time horizon for each model. A numerical example is provided to illustrate the proposed analytical model. Because the framework and analysis are general, the prop...
TL;DR: In this paper, a generalized estimator of population mean is proposed by using additively scrambled responses for the sensitive variable, and expressions for the bias and mean square error (MSE) of the proposed estimator are derived.
Abstract: This study focuses on the estimation of population mean of a sensitive variable in stratified random sampling based on randomized response technique (RRT) when the observations are contaminated by measurement errors (ME). A generalized estimator of population mean is proposed by using additively scrambled responses for the sensitive variable. The expressions for the bias and mean square error (MSE) of the proposed estimator are derived. The performance of the proposed estimator is evaluated both theoretically and empirically. Results are also applied to a real data set.
TL;DR: The bound for the equivalence of Bayes and maximum likelihood estimator for the unknown parameter for the arrival process in a single M/M/1 queue is discussed in this article.
Abstract: Let θ be the unknown parameter for the arrival process in a single M/M/1 queue. The paper discusses the bound for the equivalence of Bayes and maximum likelihood estimator for the parameter...
TL;DR: The Farlie-Gumbel-Morgensten (FGM) family of bivariate distributions with given marginals was introduced in this paper. But the FGM family is not suitable for general distributions.
Abstract: The Farlie-Gumbel-Morgensten (FGM) family of bivariate distributions with given marginals, is frequently used in theory and applications and has been generalized in many ways. With the help of two ...
TL;DR: This paper proposes an extension of a state-of-the-art approach to social network analysis that automates the very labor-intensive and therefore time-heavy process of manually modeling and monitoring the interactions between network members.
Abstract: Social network analysis is an important analytic tool to forecast social trends by modeling and monitoring the interactions between network members. This paper proposes an extension of a st...
TL;DR: Inverse Gamma-Pareto composite distribution is considered as a model for heavy tailed data as mentioned in this paper, where the maximum likelihood (ML), smoothed empirical percentile (SM), and Bayes estimators (informative and no...
Abstract: Inverse Gamma-Pareto composite distribution is considered as a model for heavy tailed data. The maximum likelihood (ML), smoothed empirical percentile (SM), and Bayes estimators (informative and no...