Some New Copula Based Distribution-free Tests of Independence among Several Random VariablesSankhya A - Tập 84 - Trang 556-596 - 2020
Angshuman Roy, Anil K. Ghosh, Alok Goswami, C. A. Murthy
Over the last couple of decades, several copula based methods have been proposed
in the literature to test for independence among several random variables. But
these existing tests are not invariant under monotone transformations of the
variables, and they often perform poorly if the dependence among the variables
is highly non-monotone in nature. In this article, we propose a copula based
measure... hiện toàn bộ
Estimation Parameters for the Continuous q-DistributionsSankhya A - Tập 85 - Trang 948-979 - 2022
Bouzida Imed, Zitouni Mouna
In this paper, we are basically interested in the issue of estimation parameters
for continuous q-distributions. The parameters estimation and simulation studies
of three classical continuous Lindley, gamma and exponential q-distributions are
elaborated. For the parameters estimation problem the moment method is used. The
effectiveness of the proposed models are highlighted through simulation stud... hiện toàn bộ
Design and Analysis of Accelerated Life Testing and its Application Under Rebate WarrantySankhya A - Tập 83 - Trang 393-407 - 2020
Showkat Ahmad Lone, Aquil Ahmed
The study deals with the advancement of accelerated life testing in the field of
product warranty. The expected total cost and expected cost rate for age
replacement is estimated under warranty policy using accelerated life testing
(ALT) plans. Under constant stress, the lifetimes of the units are assumed to
follow generalised exponential distribution. The estimation process is carried
through max... hiện toàn bộ
The Alpha Power Gompertz Distribution: Characterization, Properties, and ApplicationsSankhya A - Tập 83 - Trang 449-475 - 2020
Joseph Thomas Eghwerido, Lawrence Chukwudumebi Nzei, Friday Ikechukwu Agu
A new three-parameter model called the Alpha power Gompertz is derived, studied
and proposed for modeling lifetime Poisson processes. The advantage of the new
model is that, it has left skew, decreasing, unimodal density with a bathtub
shaped hazard rate function. The statistical structural properties of the
proposed model such as probability weighted moments, moments, order statistics,
entropies,... hiện toàn bộ
Bayesian P-Splines Applied to Semiparametric Models with Errors Following a Scale Mixture of NormalsSankhya A - Tập 85 - Trang 1331-1355 - 2022
Marcelo M. Taddeo, Pedro A. Morettin
This work is about semiparametric models assuming that the error follows a scale
mixture of gaussian distributions and such that the functional relation between
the response and explanatory variables is unknown. This class of distributions
is particularly interesting since it includes heavy tailed distributions such as
the Student’s t, symmetric stable distributions and double exponential. They ar... hiện toàn bộ
Posterior Contraction Rates for Stochastic Block ModelsSankhya A - Tập 82 - Trang 448-476 - 2019
Prasenjit Ghosh, Debdeep Pati, Anirban Bhattacharya
With the advent of structured data in the form of social networks, genetic
circuits and protein interaction networks, statistical analysis of networks has
gained popularity over recent years. The stochastic block model constitutes a
classical cluster-exhibiting random graph model for networks. There is a
substantial amount of literature devoted to proposing strategies for estimating
and inferring ... hiện toàn bộ
Gibbs sampling, conjugate priors and couplingSankhya A - Tập 72 - Trang 136-169 - 2010
Persi Diaconis, Kshitij Khare, Laurent Saloff-Coste
We give a large family of simple examples where a sharp analysis of the Gibbs
sampler can be proved by coupling. These examples involve standard statistical
models — exponential families with conjugate priors or location families with
natural priors. Our main approach uses a single eigenfunction (always explicitly
available in the examples in question) and stochastic monotonicity. We give a
satisf... hiện toàn bộ