Journal of Statistical Theory and Applications

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262 articles

The Gumbel-Lomax Distribution: Properties and Applications

M.H. Tahir, M. Adnan Hussain, Gauss M. Cordeiro, G.G. Hamedani, M. Mansoor, M. Zubair
Pages: 61 - 79
We introduce a new four-parameter model called the Gumbel-Lomax distribution arising from the Gumbel- X generator recently proposed by Al-Aqtash (2013). Its density function can be right-skewed and reversed-J shaped, and can have decreasing and upside-down bathtub shaped hazard rate....

Multi-stage Optional Unrelated Question RRT Model

Anu Chhabra, B.K. Dass, Samridhi Mehta
Pages: 80 - 95
Sihm et al. (2014) introduced modified optional unrelated question RRT model in both binary and quantitative response situations wherein the prevalence of the sensitive variable and the sensitivity level of the underlying sensitive question could be estimated simultaneously without using a split sample...

On the Parametric Maximum Likelihood Estimator for Independent but Non-identically Distributed Observations with Application to Truncated Data

Fanny Leroy, Jean-Yves Dauxois, Pascale Tubert-Bitter
Pages: 96 - 107
We investigate the parametric maximum likelihood estimator for truncated data when the truncation value is different according to the observed individual or item. We extend Lehmann’s proof (1983) of the asymptotic properties of the parametric maximum likelihood estimator in the case of independent nonidentically...

Characterizing Distributions by Linearity of Regression of Generalized Order Statistics

Abbas Rasouli, S. Samadi, Mohammad Ahsanullah
Pages: 108 - 114
Let X1,..., Xn be a random sample from an absolutely continuous (with respect to Lebesgue measure) distribution with the corresponding generalized order statistics X(1, n, m~, k),..., X(n, n, m~,...

Moments of Record Values and Characterizations of Marshall-Olkin Extended Distribution

G.G. Hamedani, Miroslav M. Ristić
Pages: 115 - 124
Moments of the mth upper record value XU(m), m≥1, and the joint moments of the mth and nth upper record values XU(m) and XU(n), n>m≥1,...

The Additive Weibull-Geometric Distribution: Theory and Applications

I. Elbatal, M.M. Mansour, Mohammad Ahsanullah
Pages: 125 - 141
In this paper, we introduce a new class of lifetime distributions which is called the additive Weibull geometric (AWG) distribution. This distribution obtained by compounding the additive Weibull and geometric distributions. The new distribution has a number of well-known lifetime special sub-models...

Some Modified Mean Estimators in Ranked Set Sampling Using a Covariate

Ehsan Zamanzade, Mohammad Mohammadi
Pages: 142 - 152
In this paper we modify nonparametric regression-based mean estimators in ranked set sampling using a covariate. We will show that our modified mean estimators perform well in comparison with their leading competitors.

Tail dependence of perturbed copulas

Jozef Komorník, Magda Komorníková, Jana Kalická, Cuong Nguyen
Pages: 153 - 160
In this paper, we extend our investigations of a special class of perturbations of copulas introduced in [7]. Despite a surprising fact that this kind of perturbations does not change the value of tail dependence of the original copulas, their use yielded models with considerably improved fitting qualities.

Testing

A.M. Gadallah
Pages: 161 - 168
Based on the goodness of fit approach, a new test is presented for testing exponentiality against "exponential Better than Used in moment generating function ordering class" (EBUmgf). The critical values and the powers of this test are calculated. It is shown that the proposed test...

Exponential-Discrete Generalized Exponential Distribution: A New Compound Model

Vahid Nekoukhou, Hamid Bidram
Pages: 169 - 180
In this paper, the researchers attempt to introduce a new generalization of the exponential distribution. This new model is obtained by compounding the exponential distribution and discrete generalized exponential distribution of a second type, which is a generalization of the geometric distribution....

Estimating the parameter of Exponential distribution under Type-II censoring from fuzzy data

Nayereh Bagheri Khoolenjani, Fateme Shahsanaie
Pages: 181 - 195
Statistical analysis of lifetime distributions under Type-II censoring scheme is based on precise lifetime data. However, in real situations all observations and measurements of Type-II censoring scheme are not precise numbers but more or less non-precise, also called fuzzy. This paper deals with the...

A note on the Fisher information matrix of the Birnbaum–Saunders distribution

Artur J. Lemonte
Pages: 196 - 205
We show that the Fisher information matrix of the Birnbaum–Saunders distribution can present numerical problems for some values of the shape parameter. To overcome this problem, we provide a simple analytical approximation which works very well.

Some Inferences on Semicircular Distribution

M. Ahsanullah
Pages: 207 - 213
Several distributional properties of semicircular distribution are presented. The limiting distributions of the standardized extreme order statistics are given. Some characterizations of the distribution are shown.

RKHS approach for signal detection in rotation and scale space random fields

K. Shafie, Akbar Abravesh
Pages: 214 - 220
Two important papers of Worsley, Siegmund and coworkers consider rotation and scale space random fields for detecting signals in fMRI (functional magnetic resonance imaging) brain images. They use the global maxima of images for detection of a signal. In the current work, we utilize a reproducing kernel...

Missing Value Imputation for RNA-Sequencing Data Using Statistical Models: A Comparative Study

Taban Baghfalaki, Mojtaba Ganjali, Damon Berridge
Pages: 221 - 236
RNA-seq technology has been widely used as an alternative approach to traditional microarrays in transcript analysis. Sometimes gene expression by sequencing, which generates RNA-seq data set, may have missing read counts. These missing values can adversely affect downstream analyses. Most of the methods...

A generalized asymmetry model for square contingency tables with ordered categories

Kiyotaka Iki, Takahiro Suto, Sadao Tomizawa
Pages: 237 - 247
For square contingency tables with ordered categories, the present paper proposes an asymmetry model with m-additional parameters, which indicates (1) the generalized marginal homogeneity and (2) the structure of quasi-symmetry for cumulative probabilities. The proposed model includes a modified...

Ordered extreme ranked set sampling and its application in parametric estimation

Manoj Chacko
Pages: 248 - 258
Ranked set sampling (RSS) is applicable whenever ranking of a set of sampling units can be done easily by a judgment method or based on the measurement of an auxiliary variable which can be measured easily. In this work, a modification of RSS called ordered extreme ranked set sampling is considered for...

Recurrence Relations for Marginal and Joint Moment Generating Functions of Generalized Order Statistics from a New Class of Pareto Distributions

Jagdish Saran, Kamal Nain
Pages: 259 - 272
In this paper, we establish some recurrence relations for marginal and joint moment generating functions of generalized order statistics from a new class of Pareto distributions. For a particular case these results verify the corresponding results of Athar et al. (2012).

The Alpha-Logarithmic Series Distribution of Order

C. Satheesh Kumar, A. Riyaz
Pages: 273 - 285
Here we develop an order k version of the alpha-logarithmic series distribution of Kumar and Riyaz (South African Statist. J., 2014) through its probability generating function and derive its probability mass function, mean and variance. The parameters of the model are estimated by the method...

A Note on Kumaraswamy Exponentiated Rayleigh distribution

Nasr Ibrahim Rashwan
Pages: 286 - 295
In this paper, a new four parameter continuous distribution, called the Kumaraswamy Rayleigh (KW-ER) distribution is proposed and studied. Some mathematical properties are presented and discussed, these properties involve expansions for the cumulative and density functions, skewness and kurtosis based...

Three parameter Transmuted Rayleigh distribution with application to Reliability data

Muhammad Shuaib Khan, Robert King, Irene Lena Hudson
Pages: 296 - 312
This research introduces the three parameter transmuted Rayleigh distribution with an application to fatigue fracture data. Using the quadratic rank transmutation map method proposed by Shaw et al. [25] we develop the three parameter transmuted Rayleigh distribution. This research also introduces the...

Geometric Power Lindley Poisson Distribution: Properties and Applications

Mahmoud M. Mansour, Mohammad Ahsanullah, Zohdy M. Nofal, Omar H. Khalaf
Pages: 313 - 325
In this Paper, a new four-parameter distribution motivated mainly by dealing with series-parallel system is introduced. Moments, conditional moments and moment generating function of the new distribution including are presented. Estimation of its parameters is studied. characterization of the new model...

The ExponentiatedWeibull-Pareto Distribution with Application

Ahmed Z. Afify, Haitham M. Yousof, G.G. Hamedani, Gokarna R. Aryal
Pages: 326 - 344
A new generalization of the Weibull-Pareto distribution called the exponentiated Weibull-Pareto distribution is defined and studied. Various structural properties including ordinary moments, quantiles, R´enyi and q-entropies and order statistics are derived. We proposed the method of maximum likelihood...

One-sequence and two-sequence prediction for future Weibull records

Omar M. Bdair, Mohammad Z. Raqab
Pages: 345 - 366
Based on record data, prediction of the future records from the two-parameter Weibull distribution is studied. First we consider the sampling based procedure to compute the Bayes estimates and also to construct symmetric credible intervals. Secondly, we consider one-sequence and two-sequence Bayes prediction...

Characterizations of Geometric and Discrete Pareto Distributions Based on the Conditional Distribution of

Sevgi Yurt Oncel, Fazil Aliev
Pages: 367 - 372
The poblem of characterizing of discrete probability distributions is an important problem. Recently many new results are obtained in characterization of distributions using kth records. Based on the distributional properties of kth weak and ordinary records some characterizations of geometric...

A Bayesian Joint Modeling Using Gaussian Linear Latent Variables for Mixed Correlated Outcomes with Possibility of Missing Values

Sayed Jamal Mirkamali, Mojtaba Ganjali
Pages: 373 - 386
This paper proposes a Bayesian approach for the analysis of mixed correlated nominal, ordinal and continuous outcomes with possibility of missing values using a variation of Markov Chain Monte Carlo (MCMC) method named Parameter Expanded and Reparamerized Metropolis Hastings (PX-RPMH) method. A general...

New approach to Forecasting Agro-based statistical models

Muhammad Akram, M. Ishaq Bhatti, Muhammad Ashfaq, Asif Ali Khan
Pages: 387 - 399
This paper uses various forecasting methods to forecast future crop production levels using time series data for four major crops in Pakistan: wheat, rice, cotton and pulses. These different forecasting methods are then assessed based on their out-of-sample forecast accuracies. We empirically compare...

Characterizing Non-nesting for the Neyman-Pearson Family of Tests

Rahul Bhattacharya
Pages: 400 - 404
For testing a simple null hypothesis against a simple alternative using Neyman-Pearson theory, examples of most powerful non-randomized critical regions are constructed, which are overlapping for varying sizes. A likelihood ratio based criterion, characterizing such critical regions, is also provided....

Shrinkage Estimation of Linear Regression Models with GARCH Errors

S. Hossain, M. Ghahramani
Pages: 405 - 423
This paper introduces shrinkage estimators for the parameter vector of a linear regression model with con- ditionally heteroscedastic errors such as the class of generalized autoregressive conditional heteroscedastic (GARCH) errors when some of the regression parameters are restricted to a subspace....

Diagnostics of a Multiresponse Regression Model with Autocorrelated Errors

Sibnarayan Guria, Sugata Sen Roy
Pages: 424 - 433
In this paper we study the diagnostics of a multiresponse regression model with a first-order autoregressive error sequence. The deletion technique is used to identify the outliers taking account of the dependence structure of the errors. Besides the usual measures, some scalar measures to gauge the...

On Marshall-Olkin Extended Weibull Distribution

Hanan Haj Ahmad, Omar M. Bdair, M. Ahsanullah
Pages: 1 - 17
In this paper, we introduce a new form of distributions called ”Marshall-Olkin Extended Weibull distribution” MOEW. We study some of its structural properties and the shape of its hazard rate function. We provide some methods of point estimation for the unknown parameters and discuss its asymptotic properties....

Characterizations of the Generalized Beta-generated family of distributions

G. G. Hamedani, V. Mameli
Pages: 18 - 25
Several characterizations of Generalized Beta-generated family of distributions, introduced by Alexander et al. (2012), are presented, giving special emphasis to the Kumaraswamy skew-normal distribution and the Beta skew-normal distribution, special cases of this family. These characterizations are based...

An Efficient Estimation Procedure in Two-Occasion Successive Sampling

G. N. Singh, A. K. Singh
Pages: 26 - 37
In this paper an efficient estimation procedure to estimate the current population mean in two-occasion successive sampling has been developed. An exponential regression type estimator of current population mean is proposed and corresponding optimum replacement strategy has been suggested. The superiority...

On Some New Results of Poverty Orderings and Their Applications

Mervat Mahdy
Pages: 38 - 52
The paper proposes to derive some new poverty indices which depend on aging classes. We also give some properties of it and show the connection between economic measure and new poverty measures these based on the concept of reversed residual incomes. In addition, the characterization of Pareto distribution...

Bayesian analysis of hierarchical heteroscedastic linear models using Dirichlet-Laplace priors

S. K. Ghoreishi
Pages: 53 - 64
From practical point of view, in a two-level hierarchical model, the variance of second-level usually has a tendency to change through sub-populations. The existence of this kind of local (or intrinsic ) heteroscedasticity is a major concern in the application of statistical modeling. The main purpose...

Transmuted Generalized Gompertz distribution with application

Muhammad Shuaib Khan, Robert King, Irene Lena Hudson
Pages: 65 - 80
This paper introduces the four parameter transmuted generalized Gompertz distribution which includes the transmuted Gompertz, transmuted generalized exponential, transmuted exponential, Gompertz, generalized exponential and exponential distributions as special cases and studies its statistical properties....

A study of methods for estimating in the exponentiated Gumbel distribution

K. Fathi, S.F. Bagheri, M. Alizadeh, M. Alizadeh
Pages: 81 - 95
The exponentiated Gumbel model has been shown to be useful in climate modeling including global warming problem, flood frequency analysis, offshore modeling, rainfall modeling and wind speed modeling. Here, we consider estimation of the PDF and the CDF of the exponentiated Gumbel distribution. The following...

Optimal Structure (k) Designs for Comparing Test Treatments with a Control

M. A. Chowdhury, S. Mandal, D. K. Ghosh, S. C. Bagui
Pages: 96 - 107
Mukerjee (1979) introduced structure (k) property of a factorial design. In this article, we introduce structure (k1), structure (k2) and structure (k1k2) properties of a factorial design. We establish properties of each of...

Likelihood Inference in A Multivariate Spatial GLMM with Skew Gaussian Random Effects Using the Slice-SAB Algorithm

Firoozeh Rivaz, Majid Jafari Khaledi
Pages: 108 - 116
This paper introduces a multivariate skew Gaussian process and uses it to extend the family of multivariate spatial generalized linear mixed models to include skew Gaussian random effects. In this setting, the param- eter estimation encounters problems because the likelihood function involves high dimensional...

Bayesian Analysis of a 3-Component Mixture of Rayleigh Distributions under Type-I Right Censoring Scheme

Muhammad Tahir, Muhammad Aslam, Zawar Hussain
Pages: 117 - 136
Since the last few decades, constructing flexible parametric classes of probability distributions has been the most popular approach in the Bayesian analysis. As compared to simple probability models, a mixture model of some suitable lifetime distributions may be more capable of capturing the heterogeneity...

Recurrence Relations for Moments of Generalized Order Statistics for Inverse Weibull Distribution and Some Characterizations

Saman Hanif Shahbaz, Mohammad Ahsanullah, Muhammad Qaiser Shahabaz
Pages: 137 - 149
We present recurrence relations for single, inverse, product and ratio moments of Generalized Order Statistics when sample is available from an Inverse Weibull Distribution. These relations enable computation of higher order moments using corresponding lower order moments. Some Characterizations of the...

Cure Rate Models Considering The Burr XII Distribution in Presence of Covariate

Emílio A. Coelho-Barros, Jorge Alberto Achcar, Josmar Mazucheli
Pages: 150 - 164
This paper presents estimates for the parameters included in long-term mixture and non-mixture lifetime models, applied to analyze survival data when some individuals may never experience the event of interest. We consider the case where the lifetime data have a three-parameter Burr XII distribution,...

An Extension of Generalized Cumulative Residual Entropy

Saeid Tahmasebi, Maryam Eskandarzadeh, Ali Akbar Jafari
Pages: 165 - 177
In this paper, a new extension of cumulative residual entropy is proposed. It contain the generalized cumulative residual entropy introduced by Psarrakos and Navarro (2013) and is related with the k-record values. We also consider a dynamic version of this new cumulative residual entropy using the residual...

Statistical Inference for Lindley Model based on Type II Censored Data

A. Asgharzadeh, H.K.T. Ng, R. Valiollahi, M. Azizpour
Pages: 178 - 197
In this paper, the moment-based, maximum likelihood and Bayes estimators for the unknown parameter of the Lindley model based on Type II censored data are discussed. The expectation maximization (EM) algorithm and direct maximization methods are used to obtained the maximum likelihood estimator (MLE)....

A New Bivariate Distribution Obtained by Compounding the Bivariate Normal and Geometric Distributions

Eisa Mahmoudi, Hamed Mahmoodian
Pages: 198 - 208
Recently, Mahmoudi and Mahmoodian [7] introduced a new class of distributions which contains univariate normal–geometric distribution as a special case. This class of distributions are very flexible and can be used quite effectively to analyze skewed data. In this paper we propose a new bivariate distribution...

Comparing Two MLEs of The Change Point When an X̄ Control Chart Is Used

Mohammad E. Dehghan Monfared, Fazlollah Lak
Pages: 209 - 218
To find the change point of a normal process monitored by an X control chart, the first and most important step is to find a good estimate of the change point. Different from all the previous studies in which the MLE of the change point is computed...

Stochastic Comparisons of Extreme Order Statistics in the Heterogeneous Exponentiated Scale Model

Esmaeil Bashkar, Hamzeh Torabi, Rasool Roozegar
Pages: 219 - 238
The effect of heterogeneity on order statistics has attracted much attention in recent decades. In this paper, first, we discuss stochastic comparisons of extreme order statistics from independent heterogeneous exponentiated scale samples. These comparisons are made with respect to usual stochastic,...

E-Bayesian Estimation for Rayleigh Model Using Progressive Type-II Censoring Data

Rashad Mohamed EL-Sagheer
Pages: 239 - 247
This article deals with using E-Bayesian method under progressively type-II censored sample from the Rayleigh distribution (RD) for computing the estimates of the parameter. The Bayesian and E-Bayesian estimators are obtained under squared error and LINEX loss functions. A comparison between E-Bayesian...

Bayesian Estimation of the Kumaraswamy InverseWeibull Distribution

Felipe R.S. de Gusmão, Vera L.D. Tomazella, Ricardo S. Ehlers
Pages: 248 - 260
The Kumaraswamy InverseWeibull distribution has the ability to model failure rates that have unimodal shapes and are quite common in reliability and biological studies. The three-parameter Kumaraswamy InverseWeibull distribution with decreasing and unimodal failure rate is introduced. We provide a comprehensive...