Journal of Statistical Theory and Applications

+ Advanced search
291 articles
Research Article

Concomitants of Order Statistics and Record Values from Generalization of FGM Bivariate-Generalized Exponential Distribution

H. M. Barakat, E. M. Nigm, M. A. Alawady, I. A. Husseiny
Pages: 309 - 322
We introduce the generalized Farlie–Gumbel–Morgenstern (FGM) type bivariate-generalized exponential distribution. Some distributional properties of concomitants of order statistics as well as record values for this family are studied. Recurrence relations between the moments of concomitants are obtained,...
Research Article

Characterizations of distributions via record values with random exponential shifts

Mohammad Ahsanullah, Valery B. Nevzorov, Ludmila Nevzorova
Pages: 311 - 316
Some new characterizations of probability distributions based on properties of record values shifted by independent exponential variables are obtained. Explicit expressions for the inverse functions of the corresponding variables are presented. Among others some characterizations of exponential distributions...
Research Article

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...
Research Article

A Bayesian Shared Parameter Model for Incomplete Semicontinuous longitudinal Data: An Application To Toenail Dermatophyte Onychomycosis Study

Samaneh Eftekhari Mahabadi
Pages: 317 - 332
Most of statistical analysis for longitudinal data are based on normality assumption for the continuous response of interest which might be violated in some practical areas due to skewed data which possibly contain excess zeros. Some authors have proposed frequentist and Bayesian approaches to model...
Research Article

Characterizations of probability distributions via bivariate regression of generalized order statistics

M.S. Kotb, M. Ahsanullah
Pages: 321 - 329
Let Xi,n,m,k, i = 1, ...,n are n generalized order statistics (gos) based on an absolutely continuous distribution function F. Suppose that ? (x) is an absolutely continuous and monotonically increasing function in (a,b), ???a
Research Article

Generalized Sichel Distribution and Associated Inference

Yeh Ching Low, Seng Huat Ong, Ramesh C. Gupta
Pages: 322 - 336
In this paper, we propose a generalized form of Sichel distribution which is obtained by mixing the Poisson distribution with the extended generalized inverse Gaussian distribution. This distribution models over dispersed, zero-inflated and heavy-tailed count data sets. These characteristics are examined...
Research Article

On the Asymptotic Behavior in Random Fields: The Central Limit Theorem

Mohammad Mehdi Saber, Zohreh Shishebor, Behnam Amiri
Pages: 323 - 328
The aim of this paper is to provide an applicable version of Central Limit Theorem for strictly stationary m-dependent random fields on a lattice. The type of sampling is considered increasing domain sampling.
Research Article

A class of Bivariate SURE estimators in heteroscedastic hierarchical normal models

S.K. Ghoreishi
Pages: 324 - 339
In this paper, we first propose a class of bivariate shrinkage estimators based on Steins unbiased estimate of risk (SURE). Then, we study the effect of correlation coefficients on their performance. Moreover, under some mild assumptions on the model correlations, we set up the optimal asymptotic properties...
Research Article

Estimation of the Parameters of a Bivariate Geometric Distribution

U.J. Dixit, S. Annapurna
Pages: 324 - 349
The uniformly minimum variance unbiased estimators (UMVUE) of the parameters and reliability functions of a bivariate geometric distribution(BGD) have been derived.The exact variances of the maximum likelihood estimator (MLE) and of UMVUE have been derived and the corresponding mean square errors have...
Research Article

The Exponentiated Weibull-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...
Research Article

The Generalized Kumaraswamy-G Family of Distributions

Zohdy M. Nofal, Emrah Altun, Ahmed Z. Afify, M. Ahsanullah
Pages: 329 - 342
We propose a new class of continuous distributions called the generalized Kumaraswamy-G family which extends the Kumaraswamy-G family defined by Cordeiro and de Castro [1]. Some special models of the new family are provided. Some of its mathematical properties including explicit expressions for the ordinary...
Research Article

The Log-Beta Generalized Half-Normal Regression Model

Rodrigo R. Pescim, Edwin M.M. Ortega, Gauss M. Cordeiro, Clarice G.B. Demtrio, G.G. Hamedani
Pages: 330 - 347
We introduce a log-linear regression model based on the beta generalized half-normal distribution (Pescim et al., 2010).We formulate and develop a log-linear model using a new distribution so-called the log-beta general- ized half normal distribution.We derive expansions for the cumulative distribution...
Research Article

Estimation of Population Mean Using Known Correlation Coefficient And Median

J. Subramani, G. Kumarapandiyan
Pages: 333 - 343
The present paper deals with the two modified ratio estimators for estimation of population mean of the study variable using the linear combination of the known population values of the Correlation Coefficient and the Median of the auxiliary variable. The biases and the mean squared errors of the proposed...
Research Article

Least Squares Parameter Estimation for Sparse Functional Varying Coefficient Model

Behdad Mostafaiy, Mohammad Reza Faridrohani
Pages: 337 - 344
In the present paper, we study functional varying coefficient model in which both the response and the predictor are functions. We give estimates of the intercept and the slope functions in the case that the observations are sparse and noise-contaminated longitudinal data by using least squares representation...
Research Article

Joint Modeling of Linear Degradation and Multiple Dependent Competing Risks Data under a Step-Stress Accelerated Degradation Test

Somayeh Mireh, Ahmad Khodadadi, Firoozeh Haghighi
Pages: 340 - 358
The step-stress accelerated degradation test (SSADT) is one of the most commonly used time-dependent types of stress loading tests that enables a shorter test duration. This test is more economical and flexible compared to accelerated degradation test or accelerated failure time (ADT/AFT) test plans....
Research Article

A Modified Negative Binomial Distribution: Properties, Overdispersion and Underdispersion

Ghobad Barmalzan, Hadi Saboori, Sajad Kosari
Pages: 343 - 350
In this paper, we introduce a new and useful discrete distribution (modified negative binomial distribution) and its statistical and probabilistic properties are discussed. This distribution is a three-parameter extension of the negative binomial distribution that generalizes some well-known discrete...
Research Article

On Finite Mixtures of Modified Intervened Poisson Distribution And Its Applications

C. Satheesh Kumar, D.S. Shibu
Pages: 344 - 355
Kumar and Shibu proposed a modified version of intervened Poisson distribution (IPD), namely the modified intervened Poisson distribution (MIPD) for tackling situations of further interventions useful for certain practical problems. Here we consider some finite mixtures of MIPD and study some of its...
Research Article

Improved Confidence Intervals for the Ratio of Coefficients of Variation of Two Lognormal Distributions

Md Sazib Hasan, K. Krishnamoorthy
Pages: 345 - 353
The problem of estimating the ratio of coefficients of variation of two independent lognormal populations is considered. We propose two closed-form approximate confidence intervals (CIs), one is based on the method of variance estimate recovery (MOVER), and another is based on the fiducial approach....
Research Article

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...
Research Article

Wrapped Geometric Distribution: A new Probability Model for Circular Data

Sophy Jacob, K. Jayakumar
Pages: 348 - 355
We propose a new family of circular distributions, obtained by wrapping geometric distribution on Z+ = 0, 1, . . ., around a unit circle. The properties of this new family of distributions are studied.
Research Article

Characterizations of Distributions Via Conditional Expectation of Function of Generalized Order Statistics

Mohammad Ahsanullah, G.G. Hamedani, Indranil Ghosh
Pages: 350 - 358
Characterizations of probability distributions by different regression conditions on generalized order statistics have attracted the attention of many researchers. We present here, characterization of distributions based on the conditional expectation of generalized order statistics extending the characterization...
Research Article

Improved Randomized Response in Optional Scrambling Models

Zawar Hussain, Muhammad Imran Shahid
Pages: 351 - 360
In the present study, we discuss the issue of increasing the respondents cooperation in sensitive surveys. When the question is highly sensitive then the cooperation from the respondents is decreased. We propose two optional randomized response models (ORRMs) to increase the respondents cooperation....
Research Article

Slashed Moment Exponential Distribution

Yuri A. Iriarte, Juan M. Astorga, Osvaldo Venegas, Héctor W. Gómez
Pages: 354 - 365
The problem of estimating the ratio of coefficients of variation of two independent lognormal populations is considered. We propose two closed-form approximate confidence intervals (CIs), one is based on the method of variance estimate recovery (MOVER), and another is based on the fiducial approach....
Research Article

Nonparametric Estimation of the Interval Reliability

Angel Mathew, N. Balakrishna
Pages: 356 - 366
The interval reliability of a repairable system is the probability that the system is operating at a specified time and will continue to operate for a specified interval of time. This quantity is especially important for equipment, which must be working when an emergency situation arises. The present...
Research Article

Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics

M. Maswadah, Ali M. Seham, M. Ahsanullah
Pages: 356 - 377
In this paper, the confidence intervals for the generalized gamma distribution parameters are derived based on the Bayesian approach using the informative and non-informative priors and the classical approach, via the Asymptotic Maximum likelihood estimation, based on the generalized order statistics....
Research Article

On Hilbert C*-module-valued Random Variables

K. Shafie
Pages: 359 - 367
In this paper random variables that take their values from a Hilbert C*-module are defined and three definitions for the mean, covariance operator, and Gaussian distribution of these random variables are given and it is shown that these definitions are equivalent. Furthermore, the concept of covariance...
Research Article

BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION

Kawsar Fatima, S.P Ahmad*
Pages: 359 - 374
In this paper, Bayes estimators of the unknown shape parameter of the exponentiated moment exponential distribution (EMED)have been derived by using two informative (gamma and chi-square) priors and two non-informative (Jeffrey’s and uniform) priors under different loss functions, namely, Squared Error...
Research Article

An Application of Hermite Distribution in Sensitive Surveys

Said Farooq Shah, Zawar Hussain
Pages: 361 - 366
In this article, we proposed an efficient estimator for estimating population proportion of individuals possessing sensitive attribute in a finite dichotomous population. We used the Hermite distribution to randomize the responses in the randomization design of Kuk [1]. The relative efficiency results...
Research Article

Large Sample Inference about the Ratio of Means in Two Independent Populations

Mohammad Reza Mahmoudi, Javad Behboodian, Mohsen Maleki
Pages: 366 - 374
In a number of situations, for example in biology, psychology and neurosciences, researchers are interested in the ratio of two measured quantities. In this paper, we give an overview of different methods to constructing confidence limits for the ratios. Then by using the limiting theorems, a pivotal...
Research Article

On Moments Properties of Generalized Order Statistics from Marshall-Olkin-Extended General Class of Distribution

M. A. Khan, Nayabuddin
Pages: 367 - 374
Marshall and Olkin [Biometrika. 84 (1997), 641–652. https://doi.org/10.1093/biomet/84.3.641] introduced a new method of adding parameter to expand a family of distribution. In this paper the Marshall-Olkin extended general class of distribution is used. Further, some recurrence relations for single and...
Research Article

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

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...
Research Article

A Weibull Generated Exponentiated Exponential Model: Properties and Bayes Interval Prediction

Essam K. AL-Hussaini, Alaa H. Abdel-Hamid
Pages: 368 - 382
Motivated by the fact that the so-called Weibull generated exponentiated exponential distribution (WGEED) accommodates for non-monotone as well as monotone hazard rate functions (HRFs), we give some properties of this WGEED and explore its use in life testing by obtaining Bayes prediction intervals of...
Research Article

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...
Research Article

Bayesian Analysis of Inverse Gaussian Stochastic Conditional Duration Model

C.G. Sri Ranganath, N. Balakrishna
Pages: 375 - 386
This paper discusses Bayesian analysis of stochastic conditional duration model when the innovations follow inverse Gaussian distribution. Estimation is carried out by the methods of Markov Chain Monte Carlo. Applications of the model and methods are illustrated through simulation and data analysis.
Research Article

Tail dependence coefficient of generalized hyperbolic distribution

Mohalilou Aleiyouka, Alexandre Berred, Mohammad Ahsanullah
Pages: 375 - 381
The tail dependence describes the limiting proportion of exceeding one margin over a certain threshold given that the other margin has already exceeded that threshold. In this paper, we obtain the limit tail dependence coefficient for the generalized hyperbolic distribution.
Research Article

Two New Lifetime Distributions of X–Weibull Family: Theories and Applications

Abouzar Bazyari, Monjed H. M. Samuh
Pages: 375 - 392
In this paper, two new distributions, weibull-rayleigh and weibull-exponential of X–weibull family are introduced. The various properties of theses distributions, for example, the density functions, distribution functions, hazard rate functions, moment functions and Shannon entropy are investigated and...
Research Article

Beta-Cauchy Distribution: Some Properties and Applications

Etaf Alshawarbeh, Felix Famoye, Carl Lee
Pages: 378 - 391
Some properties of the four-parameter beta-Cauchy distribution such as the mean deviation and Shannon’s entropy are obtained. The method of maximum likelihood is proposed to estimate the parameters of the distribution. A simulation study is carried out to assess the performance of the maximum likelihood...
Research Article

The Odd Log-Logistic Marshall-Olkin Lindley Model for Lifetime Data

Morad Alizadeh, Gamze Ozel, Emrah Altun, Mousa Abdi, G.G. Hamedani
Pages: 382 - 400
A new three parameter model called the odd log-logistic Marshall-Olkin-Lindley (OLLMO-L) distribution is proposed and studied. This distribution is symmetric, platykurtic, leptokurtic and unimodal. Various structural properties are derived, including explicit expressions for the ordinary and conditional...
Research Article

Likelihood-based inference for the power half-normal distribution

Yolanda M. Gómez, Heleno Bolfarine
Pages: 383 - 398
In this paper we consider an extension of the half-normal distribution based on the distribution of the maximum of a random sample. It is shown that this distribution belongs to the family of beta generalized half-normal distributions. Properties of its density are investigated, maximum likelihood estimation...
Research Article

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...
Research Article

Odd Hyperbolic Cosine-FG Family of Lifetime Distributions

Omid Kharazmi, Ali Saadatinik, Morad Alizadeh, G. G. Hamedani
Pages: 387 - 401
In the present paper, a new family of lifetime distributions is introduced via odd ratio function, the well-known concept in survival analysis and reliability engineering. Some important properties of the proposed model including survival function, quantile function, hazard function, order statistic...
Research Article

Interval Mapping Using Nonparametric Accelerated Failure Time Cure Model

Devrim Bilgili, Nader Ebrahimi
Pages: 392 - 402
Many important problems in evolutionary biology begin with observations of phenotypic variation. Suppose time to an event-data are used to map quantitative trait loci (QTL) and underlying population is a mixture of susceptible and non-susceptible subjects. If the cured subjects are ignored we may fail...
Research Article

On the Characterizations of Chen’s Two-Parameter Exponential Power Life-Testing Distribution

M. Shakil, M. Ahsanullah, B. M. Golam Kibria
Pages: 393 - 407
Characterizations of probability distributions play important roles in probability and statistics. Before a particular probability distribution model is applied to fit the real world data, it is essential to confirm whether the given probability distribution satisfies the underlying requirements by its...
Research Article

Dynamic Cumulative Residual and Past Inaccuracy Measures

Vikas Kumar, H.C. Taneja
Pages: 399 - 412
In this paper, we have developed measures of dynamic cumulative residual and past inaccuracy. We have studied characterization results under proportional hazard model in case of dynamic cumulative residual inaccuracy and under proportional reversed hazard model in case of dynamic cumulative past inaccuracy...
Research Article

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....
Research Article

The new family of distributions and applications in heteroscedastic regression analysis

Gauss M. Cordeiro, Thiago G. Ramires, Edwin M.M. Ortega, Morad Alizadeh
Pages: 401 - 418
First we introduce and study some general mathematical properties of a new generator of continuous distributions with two extra shape parameters called the odd generalized half-Cauchy family. A second goal, we introduce the new log-generalized odd half-Cauchy heteroscedastic regression model with censored...
Research Article

Relations for Moments of Dual Generalized Order Statistics from Exponentiated Rayleigh Distribution and Associated Inference

M. A. Khan, R. U. Khan, B. Singh
Pages: 402 - 415
In this paper we obtain exact expressions and some recurrence relations satisfied by single and product moments of dual generalized order statistics from exponentiated Rayleigh distribution. These relations are deduced for moments of order statistics and lower record values. Further, conditional expectation,...
Research Article

Assessment of Non-Response under Ratio Method of Imputation in Two- Occasion Successive Sampling

G.N. Singh, D. Majhi, S. Prasad, F. Homa
Pages: 403 - 418
This paper considers the problem of estimation of the population mean of the study character under ratio method of imputation when some observations in the sample data are missing at random and the information on an auxiliary variable is readily available on both the occasions in two-occasion successive...
Research Article

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....
Research Article

Characterizations of Exponential Distribution Based on Two-Sided Random Shifts

Santanu Chakraborty, George P. Yanev
Pages: 408 - 418
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a recently developed technique including the Maclaurin series expansion...