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Articles 331 - 360 of 1091
Full-Text Articles in Statistical Theory
Estimation For The Parameters Of The Exponentiated Exponential Distribution Using A Median Ranked Set Sampling, Monjed H. Samuh, Areen Qtait
Estimation For The Parameters Of The Exponentiated Exponential Distribution Using A Median Ranked Set Sampling, Monjed H. Samuh, Areen Qtait
Journal of Modern Applied Statistical Methods
The method of maximum likelihood estimation based on Median Ranked Set Sampling (MRSS) was used to estimate the shape and scale parameters of the Exponentiated Exponential Distribution (EED). They were compared with the conventional estimators. The relative efficiency was used for comparison. The amount of information (in Fisher's sense) available from the MRSS about the parameters of the EED were be evaluated. Confidence intervals for the parameters were constructed using MRSS.
Estimating The Strength Of An Association Based On A Robust Smoother, Rand Wilcox
Estimating The Strength Of An Association Based On A Robust Smoother, Rand Wilcox
Journal of Modern Applied Statistical Methods
It is known that the more obvious parametric approaches to fitting a regression line to data are often not flexible enough to provide an adequate approximation of the true regression line. Many nonparametric regression estimators, often called smoothers, have been derived that are aimed at dealing with this problem. The paper deals with the issue of estimating the strength of an association based on the fit obtained by a robust smoother. A simple approach, already known, is to estimate explanatory power in a fairly obvious manner. This approach has been found to perform reasonably well when using the smoother LOESS. …
Per Family Or Familywise Type I Error Control: "Eether, Eyether, Neether, Nyther, Let's Call The Whole Thing Off!", H. J. Keselman
Per Family Or Familywise Type I Error Control: "Eether, Eyether, Neether, Nyther, Let's Call The Whole Thing Off!", H. J. Keselman
Journal of Modern Applied Statistical Methods
Frane (2015) pointed out the difference between per-family and familywise Type I error control and how different multiple comparison procedures control one method but not necessarily the other. He then went on to demonstrate in the context of a two group multivariate design containing different numbers of dependent variables and correlations between variables how the per-family rate inflates beyond the level of significance. In this article I reintroduce other newer better methods of Type I error control. These newer methods provide more power to detect effects than the per-family and familywise techniques of control yet maintain the overall rate of …
Comparison Of Bayesian Credible Intervals To Frequentist Confidence Intervals, Kathy Gray, Brittany Hampton, Tony Silveti-Falls, Allison Mcconnell, Casey Bausell
Comparison Of Bayesian Credible Intervals To Frequentist Confidence Intervals, Kathy Gray, Brittany Hampton, Tony Silveti-Falls, Allison Mcconnell, Casey Bausell
Journal of Modern Applied Statistical Methods
Frequentist confidence intervals were compared with Bayesian credible intervals under a variety of scenarios to determine when Bayesian credible intervals outperform frequentist confidence intervals. Results indicated that Bayesian interval estimation frequently produces results with precision greater than or equal to the frequentist method.
Special Education Distributions And Analysis, Valerie Felder, Shlomo S. Sawilowsky
Special Education Distributions And Analysis, Valerie Felder, Shlomo S. Sawilowsky
Journal of Modern Applied Statistical Methods
Micceri (1989) examined the distributional characteristics of 440 large sample general education achievement and psychometric measures. All the distributions were found to be statistically significantly different from the normal distribution. In this study, 395 special education datasets were examined. Although there were some normally distributed datasets, most were not, and some were markedly different in shape from those found by Micceri (1989). Implications for statistical testing and making special education policy decisions were given.
Vol. 14, No. 1 (Full Issue), Jmasm Editors
Vol. 14, No. 1 (Full Issue), Jmasm Editors
Journal of Modern Applied Statistical Methods
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A Comparison Of Semi-Parametric And Nonparametric Methods For Estimating Mean Time To Event For Randomly Left Censored Data, Farzana Chowdhury, Jahida Gulshan, Syed Shahadat Hossain
A Comparison Of Semi-Parametric And Nonparametric Methods For Estimating Mean Time To Event For Randomly Left Censored Data, Farzana Chowdhury, Jahida Gulshan, Syed Shahadat Hossain
Journal of Modern Applied Statistical Methods
The aim of this study was to make a comparison among existing estimation methods (Kaplan-Meier, Nelson-Aalen and Regression on Ordered Statistics (ROS)) for randomly left censored time to event data under selected distributions and for different level of censoring and sample sizes in order to determine the strength of these methods based on simulated data. Comparisons among the methods are made on the basis of unbiasedness and Monte Carlo Standard Error of the summary statistics (mean time to event) obtained by those methods under different conditions.
Retained-Components Factor Transformation: Factor Loadings And Factor Score Predictors In The Column Space Of Retained Components, André Beauducel, Frank Spohn
Retained-Components Factor Transformation: Factor Loadings And Factor Score Predictors In The Column Space Of Retained Components, André Beauducel, Frank Spohn
Journal of Modern Applied Statistical Methods
Factor loadings optimally account for the non-diagonal elements of the covariance matrix of observed variables. Principal component analysis leads to components accounting for a maximum of the variance of the observed variables. Retained-components factor transformation is proposed in order to combine the advantages of factor analysis and principal component analysis.
Pairwise Comparison In Repeated Measures, I.C.A. Oyeka, C. C. Nnanatu
Pairwise Comparison In Repeated Measures, I.C.A. Oyeka, C. C. Nnanatu
Journal of Modern Applied Statistical Methods
Sometimes a random sample of subjects or patients may be exposed to a battery of diagnostic tests or medication over time and interest is on determining whether there is progressive remission of condition, disease or symptom. Also perhaps early in a program or experiment, subjects or candidates may be required to significantly improve in their performance rates at the current trial relative to an immediately preceding trial, otherwise they may have to withdraw from or drop out. The research interest would then be to determine some critical minimum marginal success rate to guide the management in decision making as well …
A Comparison Of Methods For Group Prediction With High Dimensional Data, Holmes Finch
A Comparison Of Methods For Group Prediction With High Dimensional Data, Holmes Finch
Journal of Modern Applied Statistical Methods
High dimensional data is the situation in which the number of variables included in an analysis approaches or exceeds the sample size. In the context of group classification, researchers are typically interested in finding a model that can be used to correctly place an individual into their appropriate group; e.g. correctly diagnose individuals with depression. However, when the size of the training sample is small and the number of predictors used to differentiate the groups is larger, standard approaches such as discriminant analysis may not work well. In order to address this issue, statisticians have developed a number of tools …
Objective Priors For Estimation Of Extended Exponential Geometric Distribution, Pedro L. Ramos, Fernando A. Moala, Jorge A. Achcar
Objective Priors For Estimation Of Extended Exponential Geometric Distribution, Pedro L. Ramos, Fernando A. Moala, Jorge A. Achcar
Journal of Modern Applied Statistical Methods
A Bayesian analysis was developed with different noninformative prior distributions such as Jeffreys, Maximal Data Information, and Reference. The aim was to investigate the effects of each prior distribution on the posterior estimates of the parameters of the extended exponential geometric distribution, based on simulated data and a real application.
Some General Guidelines For Choosing Missing Data Handling Methods In Educational Research, Jehanzeb R. Cheema
Some General Guidelines For Choosing Missing Data Handling Methods In Educational Research, Jehanzeb R. Cheema
Journal of Modern Applied Statistical Methods
The effect of a number of factors, such as the choice of analytical method, the handling method for missing data, sample size, and proportion of missing data, were examined to evaluate the effect of missing data treatment on accuracy of estimation. A methodological approach involving simulated data was adopted. One outcome of the statistical analyses undertaken in this study is the formulation of easy-to-implement guidelines for educational researchers that allows one to choose one of the following factors when all others are given: sample size, proportion of missing data in the sample, method of analysis, and missing data handling method.
Bayesian Inference For Volatility Of Stock Prices, Juliet G. D'Cunha, K. A. Rao
Bayesian Inference For Volatility Of Stock Prices, Juliet G. D'Cunha, K. A. Rao
Journal of Modern Applied Statistical Methods
Lognormal distribution is widely used in the analysis of failure time data and stock prices. Maximum likelihood and Bayes estimator of the coefficient of variation of lognormal distribution along with confidence/credible intervals are developed. The utility of Bayes procedure is illustrated by analyzing prices of selected stocks.
Local Bandwidths For Improving Performance Statistics Of Model-Robust Regression 2, Efosa Edionwe, Julian L. Mbegbu
Local Bandwidths For Improving Performance Statistics Of Model-Robust Regression 2, Efosa Edionwe, Julian L. Mbegbu
Journal of Modern Applied Statistical Methods
Model-Robust Regression 2 (MRR2) method is a semi-parametric regression approach that combines parametric and nonparametric fits. The bandwidth controls the smoothness of the nonparametric portion. We present a methodology for deriving data-driven local bandwidth that enhances the performance of MRR2 method for fitting curves to data generated from designed experiments.
Contrast Of Bayesian And Classical Sample Size Determination, Farhana Sadia, Syed S. Hossain
Contrast Of Bayesian And Classical Sample Size Determination, Farhana Sadia, Syed S. Hossain
Journal of Modern Applied Statistical Methods
Sample size determination is a prerequisite for statistical surveys. A comprehensive overview of the Bayesian approach for computation of the sample size, and a comparison with classical approaches, is presented. Two surveys are taken as example to illustrate the accuracy and efficiency of each approach, and to make recommendations about which method is preferred. The Bayesian approach of sample size determination may require fewer subjects if proper prior information is available.
The Information Criterion, Masume Ghahramani
The Information Criterion, Masume Ghahramani
Journal of Modern Applied Statistical Methods
The Akaike information criterion, AIC, is widely used for model selection. Using the AIC as the estimator of asymptotic unbias for the second term Kullbake-Leibler risk considers the divergence between the true model and offered models. However, it is an inconsistent estimator. A proposed approach the problem is the use of A'IC, a consistently offered information criterion. Model selection of classic and linear models are considered by a Monte Carlo simulation.
Gumbel-Weibull Distribution: Properties And Applications, Raid Al-Aqtash, Carl Lee, Felix Famoye
Gumbel-Weibull Distribution: Properties And Applications, Raid Al-Aqtash, Carl Lee, Felix Famoye
Journal of Modern Applied Statistical Methods
Some properties of the Gumbel-Weibull distribution including the mean deviations and modes are studied. A detailed discussion of regions of unimodality and bimodality is given. The method of maximum likelihood is proposed for estimating the distribution parameters and a simulation is conducted to study the performance of the method. Three tests are given for testing the significance of a distribution parameter. The applications of Gumbel-Weibull distribution are emphasized. Five data sets are used to illustrate the flexibility of the distribution in fitting unimodal and bimodal data sets.
Fitting Stereotype Logistic Regression Models For Ordinal Response Variables In Educational Research (Stata), Xing Liu
Journal of Modern Applied Statistical Methods
The stereotype logistic (SL) model is an alternative to the proportional odds (PO) model for ordinal response variables when the proportional odds assumption is violated. This model seems to be underutilized. One major reason is the constraint of current statistical software packages. Statistical Package for the Social Sciences (SPSS) cannot perform the SL regression analysis, and SAS does not have the procedure developed to directly estimate the model. The purpose of this article was to illustrate the stereotype logistic (SL) regression model, and apply it to estimate mathematics proficiency level of high school students using Stata. In addition, it compared …
Optimal Location Design For Prediction Of Spatial Correlated Environmental Functional Data, Mahdi Rasekhi, B. Jamshidi, F. Rivaz
Optimal Location Design For Prediction Of Spatial Correlated Environmental Functional Data, Mahdi Rasekhi, B. Jamshidi, F. Rivaz
Journal of Modern Applied Statistical Methods
The optimal choice of sites to make spatial prediction is critical for a better understanding of really spatio-temporal data. It is important to obtain the essential spatio-temporal variability of the process in determining optimal design, because these data tend to exhibit both spatial and temporal variability. Two new methods of prediction for spatially correlated functional data are considered. The first method models spatial dependency by fitting variogram to empirical variogram, similar to ordinary kriging (univariate approach). The second method models spatial dependency by linear model co-regionalization (multivariate approach). The variance of prediction method was chosen as the optimization design criterion. …
Missing Data And The Statistical Modeling Of Adolescent Pregnancy, Dudley L. Poston Dr., Eugenia Conde Dr.
Missing Data And The Statistical Modeling Of Adolescent Pregnancy, Dudley L. Poston Dr., Eugenia Conde Dr.
Journal of Modern Applied Statistical Methods
Missing data is a pervasive problem in social science research. Many techniques have been developed to handle the problem. Different ways of handling missing data were shown to lead to different results in statistical models. A demonstration was given based on statistical modeling of the likelihood of a woman reporting having had an adolescent pregnancy by handling missing data with several different approaches. Results indicate that many of the independent variables in the model vary in whether they are, or are not, statistically significant in predicting the log odds of a woman having a teen pregnancy, and in the ranking …
Conover’S F Test As An Alternative To Durbin’S Test, Donald J. Best, John Charles Rayner
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.
A Bivariate Distribution With Conditional Gamma And Its Multivariate Form, Sumen Sen, Rajan Lamichhane, Norou Diawara
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.
Reliability Estimates Of Generalized Poisson Distribution And Generalized Geometric Series Distribution, Adil H. Khan, T R. Jan
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 …
Front Matter, Jmasm Editors
Improved Randomization Tests For A Class Of Single-Case Intervention Designs, Joel R. Levin, John M. Ferron, Boris S. Gafurov
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.
Robust Winsorized Shrinkage Estimators For Linear Regression Model, Nileshkumar H. Jadhav, D N. Kashid
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.
Discrete Generalized Burr-Type Xii Distribution, B. A. Para, T. R. Jan
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. …
Bayesian Estimation Of The Parameters Of Two-Component Mixture Of Rayleigh Distribution Under Doubly Censoring, Tahassum N. Sindhu, Navid Feroze, Muhammad Aslam
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.
Survival Estimation Using Bootstrap, Jackknife And K-Repeated Jackknife Methods, Johnson A. Adewara, Ugochukwu A. Mbata
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 …
Some Methods Of Estimation From Censored Samples In Exponential And Gamma Models, R R. L Kantam, B Sriram
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.