Journal of Statistical Theory and Applications

Volume 19, Issue 3, September 2020
Research Article

1. EBC-Estimator of Multidimensional Bayesian Threshold in Case of Two Classes

Oksana Kubaychuk
Pages: 342 - 351
Some threshold-based classification rules in case of two classes are defined. In assumption, that a learning sample is obtained from a mixture with varying concentration, the empirical-Bayesian classification (EBC)-estimator of multidimensional Bayesian threshold is constructed. The conditions of convergence...
Research Article

2. Inferences for the Type-II Exponentiated Log-Logistic Distribution Based on Order Statistics with Application

Devendra Kumar, Maneesh Kumar, Sanku Dey
Pages: 352 - 367
In this paper, we first derive the exact explicit expressions for the single and product moments of order statistics from the type-II exponentiated log-logistic distribution, and then use these results to compute the means, variances, skewness and kurtosis of rth order statistics. Besides, best linear...
Research Article

3. On Examining Complex Systems Using the q-Weibull Distribution in Classical and Bayesian Paradigms

Nasir Abbas
Pages: 368 - 382
The q-Weibull distribution is a generalized form of the Weibull distribution and has potential to model complex systems and life time datasets. Bayesian inference is the modern statistical technique that can accommodate uncertainty associated with the model parameters in the form of prior distributions....
Research Article

4. Deriving Mixture Distributions Through Moment-Generating Functions

Subhash Bagui, Jia Liu, Shen Zhang
Pages: 383 - 390
This article aims to make use of moment-generating functions (mgfs) to derive the density of mixture distributions from hierarchical models. When the mgf of a mixture distribution doesn't exist, one can extend the approach to characteristic functions to derive the mixture density. This article uses...
Research Article

5. Model-Based Filtering via Finite Skew Normal Mixture for Stock Data

Solmaz Yaghoubi, Rahman Farnoosh
Pages: 391 - 396
This paper proposes a flexible finite mixture model framework using multivariate skew normal distribution for banking and credit institutions’ stock data in Iran. This method clusters time series stocks data of Iranian banks and credit institutions to filter those data into four groups. The proposed...
Research Article

6. A Note on Topp-Leone Odd Log-Logistic Inverse Exponential Distribution

Salman Abbas, Fakhar Mustafa, Syed Ali Taqi, Selen Cakmakyapan, Gamze Ozel
Pages: 397 - 407
The inverse exponential distribution is widely used in the field of reliability. In this article, we present a generalization of the inverse exponential distribution in formation of Topp-Leone odd log-logistic inverse exponential distribution. We provide a comprehensive account of some mathematical properties...
Research Article

7. Reliability Analysis of Weighted- k-out-of- n: G System Consisting of Two Different Types of Nonidentical Components Each with its Own Positive Integer-Valued Weight

Eisa Mahmoudi, RahmatSadat Meshkat
Pages: 408 - 414
This paper introduces a special case of weighted- k-out-of- n:G system formed from two types of nonidentical components with different weights. This system consists of n nonidentical components each with its own positive integer-valued weight which are categorized into two groups with respect to their...
Research Article

8. First-Order Integer-Valued Moving Average Process with Power Series Innovations

Eisa Mahmoudi, Ameneh Rostami
Pages: 415 - 431
In this paper, we introduce a first-order nonnegative integer-valued moving average process with power series innovations based on a Poisson thinning operator (PINMAPS(1)) for modeling overdispersed, equidispersed and underdispersed count time series. This process contains the PINMA process with geometric,...
Research Article

9. A New Stochastic Process with Long-Range Dependence

Sung Ik Kim, Young Shin Kim
Pages: 432 - 438
In this paper, we introduce a fractional Generalized Hyperbolic process, a new stochastic process with long-range dependence obtained by subordinating fractional Brownian motion to a fractional Generalized Inverse Gaussian process. The basic properties and covariance structure between the elements of...
Research Article

10. Modeling Investment Trends: A Logarithmic-Modified Markov Chain Approach

Imoh Udo Moffat, James Augustine Ukpabio, Emmanuel Alphonsus Akpan
Pages: 439 - 445
The study aimed at stabilizing the changing variance using the logarithmic transformation to achieve a significant proportion of stability and a faster rate of convergence of the steady state transition probability in Markov chains. The traditional Markov chain and logarithmic-modified Markov chain were...
Research Article

11. Poly-Weighted Exponentiated Gamma Distribution with Application

E. B. Nkemnole, E. M. Ikegwu
Pages: 446 - 459
This paper proposes a weighting of the exponentiated gamma distribution with a polynomial function called the poly-weighted exponentiated gamma distribution (PWEGD). It shows that the modified distribution harnesses the multi-dimensional effects of the distribution. We provided an extensive mathematical...
Research Article

12. Local Linear Regression Estimator on the Boundary Correction in Nonparametric Regression Estimation

Langat Reuben Cheruiyot
Pages: 460 - 471
The precision and accuracy of any estimation can inform one whether to use or not to use the estimated values. It is the crux of the matter to many if not all statisticians. For this to be realized biases of the estimates are normally checked and eliminated or at least minimized. Even with this in mind...