Applied Statistics Commons^™

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 …

Robustness Of Several Estimators Of The Acf Of Ar(1) Process With Non-Gaussian Errors, A A. Smadi, J J. Jaber, A G. Al-Zu'bi

Journal of Modern Applied Statistical Methods

The autocorrelation function (ACF) plays an important role in the context of ARMA modeling, especially for their identification and estimation. This study considers the robust estimation of the ACF of the AR(1) model if the white noise (WN) process is non- Gaussian. Three estimators including the ordinary moment estimator and two other (robust) estimators are considered. The impacts of the deviation from normality of the WN process on those estimators in terms of bias, MSE and distribution via Monte-Carlo simulation are examined. The empirical distribution of those estimators when the errors are normal, t, Cauchy and exponential are studied. …

Two Parameter Modified Ratio Estimators With Two Auxiliary Variables For Estimation Of Finite Population Mean With Known Skewness, Kurtosis And Correlation Coefficient, Jambulingam Subramani, G Prabavathy

Journal of Modern Applied Statistical Methods

Consider the two parameter modified ratio estimators for the estimation of finite population mean using the skewness, kurtosis and correlation coefficient of two auxiliary variables. The efficiencies of the proposed modified ratio estimators are assessed with that of the simple random sampling without replacement (SRSWOR) sample mean and some of the existing ratio estimators in terms of mean squared errors. The entire above is explained with the help of certain natural populations available in the literature.

Change Point Estimation For Pareto Type-Ii Model, Gyan Prakash

Journal of Modern Applied Statistical Methods

Some Bayes estimators of the change point for the Pareto Type-II model under right item failure-censoring scheme are proposed. The Bayes estimators are obtained here in two cases, the first is when one parameter is known and second when both parameters are considered as the random variable. The performances of the procedures are illustrated by simulation technique.

Comparison Of Three Calculation Methods For A Bayesian Inference Of Two Poisson Parameters, Yohei Kawasaki, Etsuo Miyaoka

Journal of Modern Applied Statistical Methods

The statistical inference drawn from the difference between two independent Poisson parameters is often discussed in medical literature. Kawasaki and Miyaoka (2012) proposed an index θ = P(λ_1,post < λ_2,post), where λ_1,post and λ_2,post denote Poisson parameters following posterior density. A new calculation method is proposed using MCMC and an approximate expression and exact expression for θ are compared.

Likelihood Ratio Type Test For Linear Failure Rate Distribution Vs. Exponential Distribution, R R. L. Kantam, M C. Priya, M S. Ravikumar

Journal of Modern Applied Statistical Methods

The Linear Failure Rate Distribution (LFRD) is considered. The graphs of its probability density function are examined for selected parameter combinations. Some of them are similar to the well-known exponential distribution. Incidentally exponential distribution is one of the two component models of the LFRD model. In view of the simpler form of exponential model as applicable in inference, looking at the frequency curves of LFRD, a test statistic is proposed based on ratio of likelihood functions containing the standard forms of the density functions of both LFRD and Exponential to discriminate between LFRD and exponential models. The critical values and …

A Comparison Of Shape And Scale Estimators Of The Two-Parameter Weibull Distribution, Florence George

Journal of Modern Applied Statistical Methods

Weibull distributions are widely used in reliability and survival analysis. In this paper, different methods to estimate the shape and scale parameters of the two-parameter Weibull distribution have been reviewed and compared, based on the bias, mean square error and variance. Because a theoretical comparison is not possible, an extensive simulation study has been conducted to compare the performance of different estimators. Based on the simulation study it was observed that MLE consistently performs better than other methods.

An Alternative Test For The Equality Of Intraclass Correlation Coefficients Under Unequal Family Sizes For Several Populations, Madhusudan Bhandary, Koji Fujiwara

Journal of Modern Applied Statistical Methods

An alternative test for the equality of several intraclass correlation coefficients under unequal family sizes based on several independent multinormal samples is proposed. It was found that the alternative test consistently and reliably produced results superior to those of Likelihood ratio test (LRT) proposed by Bhandary and Alam (2000) and F_max test proposed by Bhandary and Fujiwara (2006) in terms of power for various combinations of intraclass correlation coefficient values and also the alternative test stays closer to the significance level under null hypothesis compared to the Likelihood ratio test and F_max test. This alternative test is computationally …

Inference For The Rayleigh Distribution Based On Progressive Type-Ii Fuzzy Censored Data, Abbas Pak, Gholam Ali Parham, Mansour Saraj

Journal of Modern Applied Statistical Methods

Classical statistical analysis of the Rayleigh distribution deals with precise information. However, in real world situations, experimental performance results cannot always be recorded or measured precisely, but each observable event may only be identified with a fuzzy subset of the sample space. Therefore, the conventional procedures used for estimating the Rayleigh distribution parameter will need to be adapted to the new situation. This article discusses different estimation methods for the parameters of the Rayleigh distribution on the basis of a progressively type-II censoring scheme when the available observations are described by means of fuzzy information. They include the maximum likelihood …

Distance Correlation Coefficient: An Application With Bayesian Approach In Clinical Data Analysis, Atanu Bhattacharjee

Journal of Modern Applied Statistical Methods

The distance correlation coefficient – based on the product-moment approach – is one method by which to explore the relationship between variables. The Bayesian approach is a powerful tool to determine statistical inferences with credible intervals. Prior information about the relationship between BP and Serum cholesterol was applied to formulate the distance correlation between the two variables. The conjugate prior is considered to formulate the posterior estimates of the distance correlations. The illustrated method is simple and is suitable for other experimental studies.

A Comparison Of Prenatal Alcohol, Tobacco, And Other Drug Use Between San Luis Obispo County And Ventura County, Dana M. Williamson

Statistics

Prenatal substance abuse is a growing issue in America. It can lead to fetal alcohol spectrum disorder, long term growth, behavior, and executive functioning problems, and creates a predisposition for drug use for the child.

This project summarizes the statistical analyses comparing alcohol, tobacco, and other drug use by pregnant women between San Luis Obispo County and Ventura County. The main goal of these analyses is to determine if there is a difference between San Luis Obispo County and Ventura County. This is an interesting comparison because these counties are neighboring counties, and past data have shown that the rate …

Median Based Modified Ratio Estimators With Known Quartiles Of An Auxiliary Variable, Jambulingam Subramani, G Prabavathy

Journal of Modern Applied Statistical Methods

New median based modified ratio estimators for estimating a finite population mean using quartiles and functions of an auxiliary variable are proposed. The bias and mean squared error of the proposed estimators are obtained and the mean squared error of the proposed estimators are compared with the usual simple random sampling without replacement (SRSWOR) sample mean, ratio estimator, a few existing modified ratio estimators, the linear regression estimator and median based ratio estimator for certain natural populations. A numerical study shows that the proposed estimators perform better than existing estimators; in addition, it is shown that the proposed median based …

On The Exponentiated Weibull Distribution For Modeling Wind Speed In South Western Nigeria, Olanrewaju I. Shittu, K A. Adepoju

Journal of Modern Applied Statistical Methods

One of the bases for assessment of wind energy potential for a specified region is the probability distribution of wind speed. Thus, appropriate and adequate specification of the probability distribution of wind speed becomes increasingly important. Several distributions have been proposed for describing wind distribution. Among the most popular distributions is the Weibull whose choice is due to its flexibility. An exponentiated Weibull distribution is proposed as an alternative to model wind speed data with a view to comparing it with the existing Weibull distribution. Results indicate that the proposed distribution outperforms the existing Weibull distribution for modeling wind speed …

Robust Regression Analysis For Non-Normal Situations Under Symmetric Distributions Arising In Medical Research, S S. Ganguly

Journal of Modern Applied Statistical Methods

In medical research, while carrying out regression analysis, it is usually assumed that the independent (covariates) and dependent (response) variables follow a multivariate normal distribution. In some situations, the covariates may not have normal distribution and instead may have some symmetric distribution. In such a situation, the estimation of the regression parameters using Tiku’s Modified Maximum Likelihood (MML) method may be more appropriate. The method of estimating the parameters is discussed and the applications of the method are illustrated using real sets of data from the field of public health.

Jmasm 33: A Two Dependent Samples Maximum Test Calculator: Excel, Saverpierre Maggio, Shlomo Sawilowsky

Journal of Modern Applied Statistical Methods

An Excel Macro was created to provide researchers with an easy to use resource in order to calculate the two dependent samples maximum test as provided in Maggio and Sawilowsky (2014), which permits conducting both the two dependent samples t-test and Wilcoxon signed-ranks test on the same data while eliminating concerns related to Type I error inflation and choice of statistical tests.

Vol. 13, No. 1 (Full Issue), Jmasm Editors

Journal of Modern Applied Statistical Methods

No abstract provided.

Relative Importance Of Predictors In Multilevel Modeling, Yan Liu, Bruno D. Zumbo, Amery D. Wu

Journal of Modern Applied Statistical Methods

The Pratt index is a useful and practical strategy for day-to-day researchers when ordering predictors in a multiple regression analysis. The purposes of this study are to introduce and demonstrate the use of the Pratt index to assess the relative importance of predictors for a random intercept multilevel model.

Predicting Survival Time Of Localized Melanoma Patients Using Discrete Survival Time Method, Taysseer Sharaf, Chris P. Tsokos

Journal of Modern Applied Statistical Methods

Melanoma is the most fatal type of skin cancer. It is ranked first in death of skin cancer diseases. This study establishes a statistical model that can predict the survival time of localized melanoma patients, as a function of age at diagnosis, tumor thickness, and extension of the tumor (tumor invasion). The discrete time survival method was used to build the statistical model. The patients involved in the current study were observed from the SEER database. Patients were divided into nine groups according to age at diagnosis. Variation in survival time was found to be significant among some of the …

Population Mean Estimation With Sub Sampling The Non-Respondents Using Two Phase Sampling, Sunil Kumar, M Viswanathaiah

Journal of Modern Applied Statistical Methods

The problem of non-response in double (or two phase) sampling is dealt with combined ratio, product and regression estimators. Expressions of bias and MSE for these estimators are obtained. Comparisons of a proposed strategy with a usual unbiased estimator and other estimators are carried out and results obtained are illustrated numerically using an empirical sample.

Estimation And Testing In Type-Ii Generalized Half Logistic Distribution, R R. L. Kantam, V Ramakrishna, M S. Ravikumar

Journal of Modern Applied Statistical Methods

A generalization of the Half Logistic Distribution is developed through exponentiation of its survival function and named the Type II Generalized Half Logistic Distribution (GHLD). The distributional characteristics are presented and estimation of its parameters using maximum likelihood and modified maximum likelihood methods is studied with comparisons. Discrimination between Type II GHLD and exponential distribution in pairs is conducted via likelihood ratio criterion.