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Full-Text Articles in Statistics and Probability

Estimation Of Reliability In Multicomponent Stress-Strength Based On Generalized Rayleigh Distribution, Gadde Srinivasa Rao Nov 2015

Estimation Of Reliability In Multicomponent Stress-Strength Based On Generalized Rayleigh Distribution, Gadde Srinivasa Rao

Srinivasa Rao Gadde Dr.

A multicomponent system of k components having strengths following k- independently and identically distributed random variables x1, x2, ..., xk and each component experiencing a random stress Y is considered. The system is regarded as alive only if at least s out of k (s < k) strengths exceed the stress. The reliability of such a system is obtained when strength and stress variates are given by a generalized Rayleigh distribution with different shape parameters. Reliability is estimated using the maximum likelihood (ML) method of estimation in samples drawn from strength and stress distributions; the reliability estimators are compared asymptotically. Monte-Carlo …


An Omnibus Nonparametric Test Of Equality In Distribution For Unknown Functions, Alexander Luedtke, Marco Carone, Mark Van Der Laan Oct 2015

An Omnibus Nonparametric Test Of Equality In Distribution For Unknown Functions, Alexander Luedtke, Marco Carone, Mark Van Der Laan

Alex Luedtke

We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a generalization of the maximum mean discrepancy tests described in Gretton et al. [2006], using recent developments from the higher-order pathwise differentiability literature. Despite their complex derivation, the associated test statistics can be expressed rather simply as U-statistics. We study the asymptotic behavior of the proposed tests under the null hypothesis and under both fixed and local alternatives. We provide examples to which our tests …


Nonparametric Methods For Doubly Robust Estimation Of Continuous Treatment Effects, Edward Kennedy, Zongming Ma, Matthew Mchugh, Dylan Small Jun 2015

Nonparametric Methods For Doubly Robust Estimation Of Continuous Treatment Effects, Edward Kennedy, Zongming Ma, Matthew Mchugh, Dylan Small

Edward H. Kennedy

Continuous treatments (e.g., doses) arise often in practice, but available causal effect estimators require either parametric models for the effect curve or else consistent estimation of a single nuisance function. We propose a novel doubly robust kernel smoothing approach, which requires only mild smoothness assumptions on the effect curve and allows for misspecification of either the treatment density or outcome regression. We derive asymptotic properties and also discuss an approach for data-driven bandwidth selection. The methods are illustrated via simulation and in a study of the effect of nurse staffing on hospital readmissions penalties.


Semiparametric Causal Inference In Matched Cohort Studies, Edward Kennedy, Arvid Sjolander, Dylan Small Jun 2015

Semiparametric Causal Inference In Matched Cohort Studies, Edward Kennedy, Arvid Sjolander, Dylan Small

Edward H. Kennedy

Odds ratios can be estimated in case-control studies using standard logistic regression, ignoring the outcome-dependent sampling. In this paper we discuss an analogous result for treatment effects on the treated in matched cohort studies. Specifically, in studies where a sample of treated subjects is observed along with a separate sample of possibly matched controls, we show that efficient and doubly robust estimators of effects on the treated are computationally equivalent to standard estimators, which ignore the matching and exposure-based sampling. This is not the case for general average effects. We also show that matched cohort studies are often more efficient …


Using The Bootstrap For Estimating The Sample Size In Statistical Experiments, Maher Qumsiyeh Feb 2015

Using The Bootstrap For Estimating The Sample Size In Statistical Experiments, Maher Qumsiyeh

Maher Qumsiyeh

Efron’s (1979) Bootstrap has been shown to be an effective method for statistical estimation and testing. It provides better estimates than normal approximations for studentized means, least square estimates and many other statistics of interest. It can be used to select the active factors - factors that have an effect on the response - in experimental designs. This article shows that the bootstrap can be used to determine sample size or the number of runs required to achieve a certain confidence level in statistical experiments.


Comparison Of Re-Sampling Methods To Generalized Linear Models And Transformations In Factorial And Fractional Factorial Designs, Maher Qumsiyeh, Gerald Shaughnessy Feb 2015

Comparison Of Re-Sampling Methods To Generalized Linear Models And Transformations In Factorial And Fractional Factorial Designs, Maher Qumsiyeh, Gerald Shaughnessy

Maher Qumsiyeh

Experimental situations in which observations are not normally distributed frequently occur in practice. A common situation occurs when responses are discrete in nature, for example counts. One way to analyze such experimental data is to use a transformation for the responses; another is to use a link function based on a generalized linear model (GLM) approach. Re-sampling is employed as an alternative method to analyze non-normal, discrete data. Results are compared to those obtained by the previous two methods.


Optimal Restricted Estimation For More Efficient Longitudinal Causal Inference, Edward Kennedy, Marshall Joffe, Dylan Small Dec 2014

Optimal Restricted Estimation For More Efficient Longitudinal Causal Inference, Edward Kennedy, Marshall Joffe, Dylan Small

Edward H. Kennedy

Efficient semiparametric estimation of longitudinal causal effects is often analytically or computationally intractable. We propose a novel restricted estimation approach for increasing efficiency, which can be used with other techniques, is straightforward to implement, and requires no additional modeling assumptions.


A Review Of Frequentist Tests For The 2x2 Binomial Trial, Chris Lloyd Dec 2014

A Review Of Frequentist Tests For The 2x2 Binomial Trial, Chris Lloyd

Chris J. Lloyd

The 2x2 binomial trial is the simplest of data structures yet its statistical analysis and the issues it raises have been debated and revisited for over 70 years. Which analysis should biomedical researchers use in applications? In this review, we consider frequentist tests only, specifically tests with control size either exactly or very close to exactly. These procedures can be classified as conditional and unconditional. Amongst tests motivated by a conditional model, Lancaster’s mid-p and Liebermeister’s test are less conservative than Fisher’s classical test, but do not control type 1 error. Within the conditional framework, only Fisher’s test can be …