Modeling Investment Trends: A Logarithmic-Modified Markov Chain ApproachSpringer Science and Business Media LLC - Tập 19 - Trang 439-445 - 2020
Imoh Udo Moffat, James Augustine Ukpabio, Emmanuel Alphonsus Akpan
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
considered. On exploring the yearly data on the stock prices from 2015 to 2018
as obtained from... hiện toàn bộ
A Multivariate Skew-Normal Mean-Variance Mixture Distribution and Its Application to Environmental Data with Outlying ObservationsSpringer Science and Business Media LLC - Tập 18 - Trang 244-258 - 2019
M. Tamandi, N. Balakrishnan, A. Jamalizadeh, M. Amiri
The presence of outliers, skewness, kurtosis, and dependency are well-known
challenges while fitting distributions to many data sets. Developing
multivariate distributions that can properly accomodate all these aspects has
been the aim of several researchers. In this regard, we introduce here a new
multivariate skew-normal mean-variance mixture based on Birnbaum-Saunders
distribution. The resultin... hiện toàn bộ
The Kumaraswamy Pareto distributionSpringer Science and Business Media LLC - Tập 12 - Trang 129-144 - 2013
Marcelo Bourguignon, Rodrigo B. Silva, Luz M. Zea, Gauss M. Cordeiro
The modeling and analysis of lifetimes is an important aspect of statistical
work in a wide variety of scientific and technological fields. For the first
time, the called Kumaraswamy Pareto distribution, is introduced and studied. The
new distribution can have a decreasing and upside-down bathtub failure rate
function depending on the values of its parameters. It includes as special
sub-models the... hiện toàn bộ
Dynamic Cumulative Residual and Past Inaccuracy MeasuresSpringer Science and Business Media LLC - Tập 14 - Trang 399-412 - 2015
Vikas Kumar, H. C. Taneja
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
measure. We have characterized certain specific lifetime distributions using the
measures pr... hiện toàn bộ
Record Ranges for Samples From Asymmetrical Laplace DistributionsSpringer Science and Business Media LLC - Tập 17 - Trang 206-212 - 2018
I. V. Belkov, M. Ahsanullah, V. B. Nevzorov
The representations of record ranges via sums of independent identically
distributed exponential random variables are obtained for asymmetrical Laplace
distributions. This result generalizes the corresponding relations for record
values in the cases of exponential and negative exponential distributions
Measure of Departure from Marginal Homogeneity for the Analysis of Collapsed Square Contingency Tables with Ordered CategoriesSpringer Science and Business Media LLC - Tập 19 - Trang 212-222 - 2020
Kouji Yamamoto, Itsumi Iwama, Sadao Tomizawa
For square contingency tables with ordered categories, there would be some
situations that one would like to analyze them by using collapsed 3 ×3 tables
combining some adjacent categories in the original table. This paper considers
the marginal homogeneity for collapsed tables and proposes a measure which
represents the degree of departure from the marginal homogeneity. The proposed
measure lies b... hiện toàn bộ
Modified Clopper-Pearson Confidence Interval for Binomial ProportionSpringer Science and Business Media LLC - Tập 13 - Trang 296-310 - 2014
Desale Habtzghi, Chand K. Midha, Ashish Das
We introduce expected coverage probability as a measure for constructing
confidence intervals for the binomial proportion, π. We propose a model based
confidence interval for π using the expected coverage probabilities of the
Clopper-Pearson interval. The method provides intervals comparable or better
than the alternative intervals, such as the Wilson, Agresti-Coull and Jeffreys
intervals.
Behavior of OC Curve of Generalized Exponentiated DataSpringer Science and Business Media LLC - Tập 19 - Trang 332-341 - 2020
Anwar Hassan, Mehraj Ahmad, Najmus Saquib Hassan
In this paper a generalized exponential distribution is considered for analyzing
left-censored lifetime data as such mechanisms are applicable when the
observations become available in an ordered manner with some cases where the
origin and the event both occur prior to the start of follow-up. In the present
study a test procedure is developed which will approximate a prescribed
operating character... hiện toàn bộ
Interval-Valued Uncertainty Based on Entropy and Dempster-Shafer TheorySpringer Science and Business Media LLC - Tập 17 - Trang 627-635 - 2018
F. Khalaj, E. Pasha, R. Tavakkoli-Moghaddam, M. Khalaj
This paper presents a new structure as a simple method at two uncertainties
(i.e., aleatory and epistemic) that result from variabilities inherent in nature
and a lack of knowledge. Aleatory and epistemic uncertainties use the concept of
the entropy and Dempster-Shafer (D-S) theory, respectively. Accordingly, we
propose the generalized Shannon entropy in the D-S theory as a measure of
uncertainty.... hiện toàn bộ