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Physical Sciences and Mathematics Commons

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Full-Text Articles in Physical Sciences and Mathematics

A Stochastic Version Of The Em Algorithm To Analyze Multivariate Skew-Normal Data With Missing Responses, M. Khounsiavash, M. Ganjali, T. Baghfalaki Dec 2011

A Stochastic Version Of The Em Algorithm To Analyze Multivariate Skew-Normal Data With Missing Responses, M. Khounsiavash, M. Ganjali, T. Baghfalaki

Applications and Applied Mathematics: An International Journal (AAM)

In this paper an algorithm called SEM, which is a stochastic version of the EM algorithm, is used to analyze multivariate skew-normal data with intermittent missing values. Also, a multivariate selection model framework for modeling of both missing and response mechanisms is formulated. By the SEM algorithm missing values of responses are inputed by the conditional distribution of missing values given observed data and then the log-likelihood of the pseudocomplete data is maximized. The algorithm is iterated until convergence of parameter estimates. Results of an application are also reported where a Bootstrap approach is used to compute the standard error …


Modeling Repairable System Failures With Interval Failure Data And Time Dependent Covariate, Jayanthi Arasan, Samira Ehsani Nov 2011

Modeling Repairable System Failures With Interval Failure Data And Time Dependent Covariate, Jayanthi Arasan, Samira Ehsani

Journal of Modern Applied Statistical Methods

An application of a repairable system model for interval failure data with a time dependent covariate is examined. The performance of several models based on the NHPP when applied to real data on ball bearing failures is also explored. The best model for the data was selected based on results of the likelihood ratio test. The bootstrapping technique was applied to obtain the variance estimate for the estimated expected number of failures. Results demonstrate that the proposed model works well and is easy to implement, in addition the bootstrap variance estimate provides a simple substitute for the traditional estimate.


Weighting Large Datasets With Complex Sampling Designs: Choosing The Appropriate Variance Estimation Method, Sara Mann, James Chowhan May 2011

Weighting Large Datasets With Complex Sampling Designs: Choosing The Appropriate Variance Estimation Method, Sara Mann, James Chowhan

Journal of Modern Applied Statistical Methods

Using the Canadian Workplace and Employee Survey (WES), three variance estimation methods for weighting large datasets with complex sampling designs are compared: simple final weighting, standard bootstrapping and mean bootstrapping. Using a logit analysis, it is shown - depending on which weighting method is used - different predictor variables are significant. The potential lack of independence inherent in a multi-stage cluster sample design, as in the WES, results in a downward bias in the variance when conducting statistical inference (using the simple final weight), which in turn results in increased Type I errors. Bootstrap methods can account for the survey’s …


Jackknife And Bootstrap With Cycling Blocks For The Estimation Of Fractional Parameter In Arfima Model, Lorenc Ekonomi, Argjir Butka Jan 2011

Jackknife And Bootstrap With Cycling Blocks For The Estimation Of Fractional Parameter In Arfima Model, Lorenc Ekonomi, Argjir Butka

Turkish Journal of Mathematics

One of most important problems concerning the ARFIMA time series model is the estimation of fractional parameter d. Various methods have been used to solve this problem, such as the log-periodogram regression of a process. In this article we propose two jackknife and bootstrap methods, which aid in the estimation of fractional parameter d. These methods involve non-overlapping blocks and moving blocks with random starting point and length. We have conducted several simulations and the results show that the estimations obtained are very close to the real parameter value.