291 articles

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,...

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...

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...

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...

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

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...

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.

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...

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...

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...

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...

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...

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...

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...

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....

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...

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...

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....

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...

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.

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...

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....

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....

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...

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....

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...

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...

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...

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...

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...

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 *k*th records. Based on the distributional properties of *k*th weak and ordinary records some characterizations of geometric...

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...

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...

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.

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.

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...

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...

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...

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...

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...

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...

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...

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...

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...

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....

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...

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,...

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...

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....

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...