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Articles 901 - 930 of 2316

Full-Text Articles in Physical Sciences and Mathematics

Conover’S F Test As An Alternative To Durbin’S Test, Donald J. Best, John Charles Rayner Nov 2014

Conover’S F Test As An Alternative To Durbin’S Test, Donald J. Best, John Charles Rayner

Journal of Modern Applied Statistical Methods

Data consisting of ranks within blocks are considered for balanced incomplete block designs. An F test statistic from ANOVA is better approximated by an F distribution than the Durbin statistic is approximated by a chi-squared distribution. Indicative powers demonstrate that the F test is generally superior to Durbin’s test.

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A Bivariate Distribution With Conditional Gamma And Its Multivariate Form, Sumen Sen, Rajan Lamichhane, Norou Diawara Nov 2014

A Bivariate Distribution With Conditional Gamma And Its Multivariate Form, Sumen Sen, Rajan Lamichhane, Norou Diawara

Journal of Modern Applied Statistical Methods

A bivariate distribution whose marginal are gamma and beta prime distribution is introduced. The distribution is derived and the generation of such bivariate sample is shown. Extension of the results are given in the multivariate case under a joint independent component analysis method. Simulated applications are given and they show consistency of our approach. Estimation procedures for the bivariate case are provided.

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Reliability Estimates Of Generalized Poisson Distribution And Generalized Geometric Series Distribution, Adil H. Khan, T R. Jan Nov 2014

Reliability Estimates Of Generalized Poisson Distribution And Generalized Geometric Series Distribution, Adil H. Khan, T R. Jan

Journal of Modern Applied Statistical Methods

Discrete distributions have played an important role in the reliability theory. In order to obtain Bayes estimators, researchers have adopted various conventional techniques. Generalizing the results of Maiti (1995), Chaturvadi and Tomer (2002) dealt with the problem of estimating P{X1, X2, …, Xk ≤ Y}, where random variables X and Y were assumed to follow a negative binomial distribution. Agit et al. obtained Bayesian estimates of the reliability functions and P{X1, X2, …, Xk ≤ Y} considering X and Y following binomial and Poisson …

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Comparison Of Individual And Moving Range Chart Combinations To Individual Charts In Terms Of Arl After Designing For A Common “All Ok” Arl, Dewi Rahardja Nov 2014

Comparison Of Individual And Moving Range Chart Combinations To Individual Charts In Terms Of Arl After Designing For A Common “All Ok” Arl, Dewi Rahardja

Journal of Modern Applied Statistical Methods

In some process monitoring situations, consecutive measurements are spaced widely apart in time, making monitoring process aim and spread difficult. This study uses three cases to compare the effectiveness of two such monitoring schemes, i.e., the X chart alone (X-only chart) and the Individuals and Moving Range Chart Combination (X/MR chars), in terms of Average Run Length (ARL) after designing for a common “all OK” (in-control) ARL. The study finds that X chart alone is sufficient (and hence, recommended) in detecting changes in all the 3 cases: changes in the process mean, changes in the process standard deviation, and changes …

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Front Matter, Jmasm Editors Nov 2014

Front Matter, Jmasm Editors

Journal of Modern Applied Statistical Methods

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Improved Randomization Tests For A Class Of Single-Case Intervention Designs, Joel R. Levin, John M. Ferron, Boris S. Gafurov Nov 2014

Improved Randomization Tests For A Class Of Single-Case Intervention Designs, Joel R. Levin, John M. Ferron, Boris S. Gafurov

Journal of Modern Applied Statistical Methods

Forty years ago, Eugene Edgington developed a single-case AB intervention design-and-analysis procedure based on a random determination of the point at which the B phase would start. In the present simulation studies encompassing a variety of AB-type contexts, it is demonstrated that by also randomizing the order in which the A and B phases are administered, a researcher can markedly increase the procedure’s statistical power.

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Robust Winsorized Shrinkage Estimators For Linear Regression Model, Nileshkumar H. Jadhav, D N. Kashid Nov 2014

Robust Winsorized Shrinkage Estimators For Linear Regression Model, Nileshkumar H. Jadhav, D N. Kashid

Journal of Modern Applied Statistical Methods

In multiple linear regression, the ordinary least squares estimator is very sensitive to the presence of multicollinearity and outliers in the response variable. To handle these problems in the data, Winsorized shrinkage estimators are proposed and the performance of these estimators is evaluated through mean square error sense.

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Discrete Generalized Burr-Type Xii Distribution, B. A. Para, T. R. Jan Nov 2014

Discrete Generalized Burr-Type Xii Distribution, B. A. Para, T. R. Jan

Journal of Modern Applied Statistical Methods

A discrete analogue of generalized Burr-type XII distribution is introduced using a general approach of discretizing a continuous distribution. It may be worth exploring the possibility of developing a discrete version of the six parameter generalized Burr-type XII distribution for use in modeling a discrete data. This distribution is suggested as a suitable reliability model to fit a range of discrete lifetime data, as it is shown that hazard rate function can attain monotonic increasing (deceasing) shape for certain values of parameters. The equivalence of discrete generalized Burr-type XII (DGBD-XII) and continuous generalized Burr-type XII (GBD-XII) distributions has been established. …

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Bayesian Estimation Of The Parameters Of Two-Component Mixture Of Rayleigh Distribution Under Doubly Censoring, Tahassum N. Sindhu, Navid Feroze, Muhammad Aslam Nov 2014

Bayesian Estimation Of The Parameters Of Two-Component Mixture Of Rayleigh Distribution Under Doubly Censoring, Tahassum N. Sindhu, Navid Feroze, Muhammad Aslam

Journal of Modern Applied Statistical Methods

Recently, the Bayesian analysis of the two-component mixture of lifetime models under singly type I censored samples was discussed. The Bayes estimation of the parameters of mixture of two Rayleigh distributions (MTRD) is developed under doubly censoring. Different informative priors, under squared error loss function and k-loss function, have been assumed for the posterior estimation. The performance of different estimators has been compared in terms of posterior risks by analyzing the simulated and real life data sets.

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Survival Estimation Using Bootstrap, Jackknife And K-Repeated Jackknife Methods, Johnson A. Adewara, Ugochukwu A. Mbata Nov 2014

Survival Estimation Using Bootstrap, Jackknife And K-Repeated Jackknife Methods, Johnson A. Adewara, Ugochukwu A. Mbata

Journal of Modern Applied Statistical Methods

Three re-sampling techniques are used to estimate the survival probabilities from an exponential life-time distribution. The aim is to employ a technique to obtain a parameter estimate for a two-parameter exponential distribution. The re-sampling methods considered are: Bootstrap estimation method (BE), Jackknife estimation method (JE) and the k-repeated Jackknife estimation method (KJE). The methods were computed to obtain the mean square error (MSE) and mean percentage error (MPE) based on simulated data. The estimates of the two-parameter exponential distribution were substituted to estimate survival probabilities. Results show that the MSE value is reduced when the K–repeated jackknife method …

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Some Methods Of Estimation From Censored Samples In Exponential And Gamma Models, R R. L Kantam, B Sriram Nov 2014

Some Methods Of Estimation From Censored Samples In Exponential And Gamma Models, R R. L Kantam, B Sriram

Journal of Modern Applied Statistical Methods

Two popular life testing models exponential and one where its generalization is gamma are considered. Estimation of scale parameter from a general Type-II doubly censored sample is attempted by the principle of maximum likelihood method. Resulting equations found to be giving iterative solutions. As an alternative to iterative solution certain admissible modifications to the estimating equations are suggested in special cases. The resulting estimates are compared with the exact maximum likelihood estimates analytically or through simulation. The results are also extended for reliability estimation.

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Vol. 13, No. 2 (Full Issue), Jmasm Editors Nov 2014

Vol. 13, No. 2 (Full Issue), Jmasm Editors

Journal of Modern Applied Statistical Methods

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Comparison Of Estimators In Glm With Binary Data, D. M. Sakate, D. N. Kashid Nov 2014

Comparison Of Estimators In Glm With Binary Data, D. M. Sakate, D. N. Kashid

Journal of Modern Applied Statistical Methods

Maximum likelihood estimates (MLE) of regression parameters in the generalized linear models (GLM) are biased and their bias is non negligible when sample size is small. This study focuses on the GLM with binary data with multiple observations on response for each predictor value when sample size is small. The performance of the estimation methods in Cordeiro and McCullagh (1991), Firth (1993) and Pardo et al. (2005) are compared for GLM with binary data using an extensive Monte Carlo simulation study. Performance of these methods for three real data sets is also compared.

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Life Testing Analysis Of Failure Censored Generalized Exponentiated Data, Anwar Hassan, Mehraj Ahmad Nov 2014

Life Testing Analysis Of Failure Censored Generalized Exponentiated Data, Anwar Hassan, Mehraj Ahmad

Journal of Modern Applied Statistical Methods

A generalized exponential distribution is considered for analyzing lifetime data; such statistical models are applicable when the observations are available in an ordered manner. This study examines failure censored data, which consist of testing n items and terminating the experiment when a pre-assigned number of items, for example r ( < n), have failed. Due to scale and shape parameters, both have flexibility for analyzing different types of lifetime data. This distribution has increasing, decreasing and a constant hazard rate depending on the shape parameter. This study provides maximum likelihood estimation and uniformly minimum variance unbiased techniques for the estimation of reliability of a component. Numerical computation was conducted on a data set and a comparison of the performance of two different techniques is presented.

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Ridge Regression And Ill-Conditioning, Ghadban Khalaf, Mohamed Iguernane Nov 2014

Ridge Regression And Ill-Conditioning, Ghadban Khalaf, Mohamed Iguernane

Journal of Modern Applied Statistical Methods

Hoerl and Kennard (1970) suggested the ridge regression estimator as an alternative to the Ordinary Least Squares (OLS) estimator in the presence of multicollinearity. This article proposes new methods for estimating the ridge parameter in case of ordinary ridge regression. A simulation study evaluates the performance of the proposed estimators based on the Mean Squared Error (MSE) criterion and indicates that, under certain conditions, the proposed estimators perform well compared to the OLS estimator and another well-known estimator reviewed.

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Estimation Of Multi Component Systems Reliability In Stress-Strength Models, Adil H. Khan, T R. Jan Nov 2014

Estimation Of Multi Component Systems Reliability In Stress-Strength Models, Adil H. Khan, T R. Jan

Journal of Modern Applied Statistical Methods

In a system with standby redundancy, there are a number of components only one of which works at a time and the other remain as standbys. When an impact of stress exceeds the strength of the active component, for the first time, it fails and another from standbys, if there is any, is activated and faces the impact of stresses, not necessarily identical as faced by the preceding component and the system fails when all the components have failed. Sriwastav and Kakaty (1981) assumed that the components stress-strengths are similarly distributed. However, in general the stress distributions will …

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Estimation Of Gumbel Parameters Under Ranked Set Sampling, Omar M. Yousef, Sameer A. Al-Subh Nov 2014

Estimation Of Gumbel Parameters Under Ranked Set Sampling, Omar M. Yousef, Sameer A. Al-Subh

Journal of Modern Applied Statistical Methods

Consider the MLEs (maximum likelihood estimators) of the parameters of the Gumbel distribution using SRS (simple random sample) and RSS (ranked set sample) and the MOMEs (method of moment estimators) and REGs (regression estimators) based on SRS. A comparison between these estimators using bias and MSE (mean square error) was performed using simulation. It appears that the MLE based on RSS can be a robust competitor to the MLE based on SRS.

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Estimates And Forecasts Of Garch Model Under Misspecified Probability Distributions: A Monte Carlo Simulation Approach, Olaoluwa S. Yaya, Olusanya E. Olubusoye, Oluwadare O. Ojo Nov 2014

Estimates And Forecasts Of Garch Model Under Misspecified Probability Distributions: A Monte Carlo Simulation Approach, Olaoluwa S. Yaya, Olusanya E. Olubusoye, Oluwadare O. Ojo

Journal of Modern Applied Statistical Methods

The effect of misspecification of correct sampling probability distribution of Generalized Autoregressive Conditionally Heteroscedastic (GARCH) processes is considered. The three assumed distributions are the normal, Student t, and generalized error distributions. The GARCH process is sampled using one of the distributions and the model is estimated based on the three distributions in each sample. Parameter estimates and forecast performance are used to judge the estimated model for performance. The AR-GARCH-GED performed better on the three assumed distributions; even, when Student t distribution is assumed, AR-GARCH-Student t does not perform as the best model.

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End Matter, Jmasm Editors Nov 2014

End Matter, Jmasm Editors

Journal of Modern Applied Statistical Methods

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Double Bootstrap Confidence Interval Estimates With Censored And Truncated Data, Jayanthi Arasan, Mohd B. Adam Nov 2014

Double Bootstrap Confidence Interval Estimates With Censored And Truncated Data, Jayanthi Arasan, Mohd B. Adam

Journal of Modern Applied Statistical Methods

Traditional inferential procedures often fail with censored and truncated data, especially when sample sizes are small. In this paper we evaluate the performances of the double and single bootstrap interval estimates by comparing the double percentile (DB-p), double percentile-t (DB-t), single percentile (B-p), and percentile-t (B-t) bootstrap interval estimation methods via a coverage probability study when the data is censored using the log logistic model. We then apply the double bootstrap intervals to real right censored lifetime data on 32 women with breast cancer and failure data on 98 brake pads where all the observations were left truncated.

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Analysis, Toxicity, Occurrence And Biodegradation Of Nonylphenol Isomers: A Review, Zhijiang Lu, Jay Gan Sep 2014

Analysis, Toxicity, Occurrence And Biodegradation Of Nonylphenol Isomers: A Review, Zhijiang Lu, Jay Gan

Environmental Science and Geology Faculty Research Publications

Over the last two decades, nonylphenols (NPs) have become to be known as a priority hazardous substance due primarily to its estrogenicity and ubiquitous occurrence in the environment. Nonylphenols are commonly treated as a single compound in the evaluation of their environmental occurrence, fate and transport, treatment or toxicity. However, technical nonylphenols (tNPs) are in fact a mixture of more than 100 isomers and congeners. Recent studies showed that some of these isomers behaved significantly differently in occurrence, estrogenicity and biodegradability. The most estrogenic isomer was about 2 to 4 times more active than tNP. Moreover, the half lives of …

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Increased Evaporation Following Widespread Tree Mortality Limits Streamflow Response, J. A. Biederman, A. A. Harpold, D. J. Gochis, B. E. Ewers, D. E. Reed, S. A. Papuga, P. D. Brooks Jul 2014

Increased Evaporation Following Widespread Tree Mortality Limits Streamflow Response, J. A. Biederman, A. A. Harpold, D. J. Gochis, B. E. Ewers, D. E. Reed, S. A. Papuga, P. D. Brooks

Environmental Science and Geology Faculty Research Publications

A North American epidemic of mountain pine beetle (MPB) has disturbed over 5 million ha of forest containing headwater catchments crucial to water resources. However, there are limited observations of MPB effects on partitioning of precipitation between vapor loss and streamflow, and to our knowledge these fluxes have not been observed simultaneously following disturbance. We combined eddy covariance vapor loss (V), catchment streamflow (Q), and stable isotope indicators of evaporation (E) to quantify hydrologic partitioning over 3 years in MPB-impacted and control sites. Annual control V was conservative, varying only from 573 to 623 mm, while MPB site V varied …

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Quantifying The Influence Of Deep Soil Moisture On Ecosystem Albedo: The Role Of Vegetation, Zulia Mayari Sanchez-Mejia, Shirley Anne Papuga, Jessica Blaine Swetish, Willem Jan Dirk Van Leeuwen, Daphne Szutu, Kyle Hartfield May 2014

Quantifying The Influence Of Deep Soil Moisture On Ecosystem Albedo: The Role Of Vegetation, Zulia Mayari Sanchez-Mejia, Shirley Anne Papuga, Jessica Blaine Swetish, Willem Jan Dirk Van Leeuwen, Daphne Szutu, Kyle Hartfield

Environmental Science and Geology Faculty Research Publications

As changes in precipitation dynamics continue to alter the water availability in dryland ecosystems, understanding the feedbacks between the vegetation and the hydrologic cycle and their influence on the climate system is critically important. We designed a field campaign to examine the influence of two-layer soil moisture control on bare and canopy albedo dynamics in a semiarid shrubland ecosystem. We conducted this campaign during 2011 and 2012 within the tower footprint of the Santa Rita Creosote Ameriflux site. Albedo field measurements fell into one of four Cases within a two-layer soil moisture framework based on permutations of whether the shallow …

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Bias And Precision Of The Squared Canonical Correlation Coefficient Under Nonnormal Data Condition, Lesley F. Leach, Robin K. Henson May 2014

Bias And Precision Of The Squared Canonical Correlation Coefficient Under Nonnormal Data Condition, Lesley F. Leach, Robin K. Henson

Journal of Modern Applied Statistical Methods

Monte Carlo methods were employed to investigate the effect of nonnormality on the bias associated with the squared canonical correlation coefficient (Rc2). The majority of Rc2 estimates were found to be extremely biased, but the magnitude of bias was impacted little by the degree of nonnormality.

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Stochastic Randomized Response Model For A Quantitative Sensitive Random Variable, Sarjinder Singh, Stephen A. Sedory May 2014

Stochastic Randomized Response Model For A Quantitative Sensitive Random Variable, Sarjinder Singh, Stephen A. Sedory

Journal of Modern Applied Statistical Methods

A new stochastic randomized response model is introduced that is useful for estimating the population mean of a sensitive quantitative variable. The proposed stochastic randomized response model is an extension of the stochastic randomized response model from a qualitative sensitive variable to a quantitative variable found in Singh (2002). The stochastic nature of a randomized response device helps increase a respondent’s cooperation while collecting information on sensitive variables in a society. The Bar-Lev, Bobovitch, and Boukai (2004) model is shown to be a special case of the proposed model.

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Ridge Regression In Calibration Models With Symmetric Padding Extension-Daubechies Wavelet Transform Preprocessing, Nurwiani, S Sunaryo, Setiawan, B W. Otok May 2014

Ridge Regression In Calibration Models With Symmetric Padding Extension-Daubechies Wavelet Transform Preprocessing, Nurwiani, S Sunaryo, Setiawan, B W. Otok

Journal of Modern Applied Statistical Methods

Wavelet transformation is commonly used in calibration models as a preprocessing step. This preprocessing does not involve all results of a spectrum discretization; consequently, a lot of information can be missing. To avoid missing information, a symmetric padding extension (SPE) can be used to place all data points into dyadic scales, however, high dimensional discretization points need to be reduced. Dimension reduction can be performed with Daubechies wavelet transformation (DWT). Scale function and Daubechies wavelet are continuous functions, thus they perform a faster approximation. SPE-DWT preprocessing combines SPE and DWT. Multicollinearity often occurs in calibration models; the ridge regression (RR) …

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Statistical Power Of Alternative Structural Models For Comparative Effectiveness Research: Advantages Of Modeling Unreliability, Emil N. Coman, Eugen Iordache, Lisa Dierker, Judith Fifield, Jean J. Schensul, Suzanne Suggs, Russell Barbour May 2014

Statistical Power Of Alternative Structural Models For Comparative Effectiveness Research: Advantages Of Modeling Unreliability, Emil N. Coman, Eugen Iordache, Lisa Dierker, Judith Fifield, Jean J. Schensul, Suzanne Suggs, Russell Barbour

Journal of Modern Applied Statistical Methods

The advantages of modeling the unreliability of outcomes when evaluating the comparative effectiveness of health interventions is illustrated. Adding an action-research intervention component to a regular summer job program for youth was expected to help in preventing risk behaviors. A series of simple two-group alternative structural equation models are compared to test the effect of the intervention on one key attitudinal outcome in terms of model fit and statistical power with Monte Carlo simulations. Some models presuming parameters equal across the intervention and comparison groups were under- powered to detect the intervention effect, yet modeling the unreliability of the outcome …

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A Flexible Method For Conducting Power Analysis For Two- And Three-Level Hierarchical Linear Models In R, Yi Pan, Matthew T. Mcbee May 2014

A Flexible Method For Conducting Power Analysis For Two- And Three-Level Hierarchical Linear Models In R, Yi Pan, Matthew T. Mcbee

Journal of Modern Applied Statistical Methods

A general approach for conducting power analysis in two- and three-level hierarchical linear models (HLMs) is described. The method can be used to perform power analysis to detect fixed effects at any level of a HLM with dichotomous or continuous covariates. It can easily be extended to perform power analysis for functions of parameters. Important steps in the derivation of this approach are illustrated and numerical examples are provided. Sample code implementing this approach is provided using the free program R.

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Estimation Of Reliability In Multicomponent Stress-Strength Based On Generalized Rayleigh Distribution, Gadde Srinivasa Rao May 2014

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

Journal of Modern Applied Statistical Methods

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 …

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Specifying Asymmetric Star Models With Linear And Nonlinear Garch Innovations: Monte Carlo Approach, Olaoluwa S. Yaya, Olanrewaju I. Shittu May 2014

Specifying Asymmetric Star Models With Linear And Nonlinear Garch Innovations: Monte Carlo Approach, Olaoluwa S. Yaya, Olanrewaju I. Shittu

Journal of Modern Applied Statistical Methods

Economic and finance time series are typically asymmetric and are expected to be modeled using asymmetrical nonlinear time series models. Smooth Transition Autoregressive (STAR) models: Logistic (LSTAR) and Exponential (ESTAR) are known to be asymmetric and symmetric respectively. Under non-normal and heteroscedastic innovations, the residuals of these models are estimated using Generalized Autoregressive Conditionally Heteroscedastic (GARCH) models with variants which include linear and nonlinear forms. The small sample properties of STAR-GARCH variants are yet to be established but these properties are investigated using Monte Carlo (MC) simulation. An MC investigation was conducted to investigate the performance of selections of STAR-GARCH …

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