排序方式: 共有12条查询结果,搜索用时 15 毫秒
1.
In this paper, we introduce a multivariate generalization of the population version of Gini's rank association coefficient,
giving a response to this open question posed in [4]. We also study some properties of this version, present the corresponding
results for the sample statistic, and provide several examples. 相似文献
2.
In this article, another version of the generalized exponential geometric distribution different to that of Silva et al. (2010) is proposed. This new three-parameter lifetime distribution with decreasing, increasing, and bathtub failure rate function is created by compounding the generalized exponential distribution of Gupta and Kundu (1999) with a geometric distribution. Some basic distributional properties, moment-generating function, rth moment, and Rényi entropy of the new distribution are studied. The model parameters are estimated by the maximum likelihood method and the asymptotic distribution of estimators is discussed. Finally, an application of the new distribution is illustrated using the two real data sets. 相似文献
3.
In this paper, a new generalization of alpha-skew-normal distribution is considered. Some properties of this distribution, which is denoted by GASN(α, λ), including moments, maximum likelihood estimation of parameters, and some other properties are studied. Finally, using a real data set, we show that our new distribution is the best-fitted distribution for the used data among normal, skew normal, alpha-skew-normal, and skew-bimodal-normal distributions. 相似文献
4.
Javad Behboodian 《The American statistician》2013,67(4):161-162
Functional forms of order statistics, as the solution of a system of equations, are studied. The case of the smaller and the larger of two random variables is discussed in detail. Some applications for normal and binomial distributions are presented. 相似文献
5.
Javad Behboodian 《The American statistician》2013,67(3)
A particular mixture of bivariate distributions is used to present examples of dependent uncorrelated random variables and independent random variables. A necessary and sufficient condition for the independence for such a bivariate distribution is given. 相似文献
6.
In hypotheses testing, such as other statistical problems, we may confront imprecise concepts. One case is a situation in
which hypotheses are imprecise.
In this paper, we recall and redefine some concepts about fuzzy hypotheses testing, and then we introduce the likelihood ratio
test for fuzzy hypotheses testing. Finally, we give some applied examples. 相似文献
7.
Maryam Rahmati Parisa Rezanejad Asl Javad Mikaeli Hojjat Zeraati Aliakbar Rasekhi 《Journal of applied statistics》2022,49(13):3377
Cox model and traditional frailty models assume that all individuals will eventually experience the event of interest. This assumption is often overlooked, and situations will arise where it is not realistic. We introduce Compound Poisson frailty model for survival analysis to deal with populations in which some of the individuals will not experience the event of interest. This model assumes that the target population is a mixture of individuals with zero frailty and those with positive frailty. In this paper, we consider a compound Poisson frailty model for right-censored event times from a Bayesian perspective and compute the Bayesian estimator using the Markov Chain Monte Carlo method, where a Gamma process prior is adopted for the baseline hazard function. Furthermore, we evaluate the approach using simulation studies and demonstrate the methodology by analyzing the data from achalasia patient cohort.KEYWORDS: Bayesian approach, survival model, gamma process, frailty, compound Poisson 相似文献
8.
Most existing risk management models for process industries do not consider the effect of insurance coverage, which results in an overestimation of overall risk. A model is presented in this article to study the effect of insurance coverage of health, safety, environmental, and business risks. The effect of insurance recovery is modeled through the application of adjustment factors by considering the stochastic factors affecting insurance recovery. The insurance contract's conditions, deductibles, and policy limits are considered in developing the insurance recovery adjustment factors. Copula functions and Monte Carlo simulations are used to develop the distribution of the aggregate loss by considering the dependence among loss classes. A case study is used to demonstrate both the practical application of the proposed insurance model to improve management decisions, and the mitigating effect of insurance to minimize the residual risk. 相似文献
9.
Let X and Y be independent random variables distributed as generalized Lindley distribution type 5 (GLD5). This article deals with the estimation of the stress–strength parameter R = P(Y < X), which plays an important role in reliability analysis. For this purpose, the maximum likelihood and the uniformly minimum variance unbiased estimators are presented in the explicit form. Moreover, considering Arnold and Strauss’ bivariate Gamma distribution as an informative prior and Jeffreys’ as noninformative prior, the Bayes estimators are derived. Various bootstrap confidence intervals are also proposed and, finally, the presented methods are compared using a simulation study. 相似文献
10.
Fuzzy set theory has been well developed and applied in a wide variety of real problems. Linear models are used frequently in the researches of relations among several variables in a system. In many cases, data are nonprecise (fuzzy). In this article, we proposed a method for least-absolutes estimating of fuzzy parameters in a linear model with fuzzy input and fuzzy output, using “Resolution Identity”. 相似文献