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
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
Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling ProcedureSpringer Science and Business Media LLC - Tập 18 - Trang 222-235 - 2019
Eisa Mahmoudi, Ghahraman Roughani, Ashkan Khalifeh
We consider the purely sequential procedure for estimating the scale parameter of a gamma distribution with known shape parameter, when the risk function is bounded by the known preassigned number. In this paper, we provide asymptotic formulas for the expectation of the total sample size. Also, we propose how to adjust the stopping variable so that the risk is uniformly bounded by a known preassig...... hiện toàn bộ
A Class of Exponential Regression Type Estimators for Population Variance in Two-Phase SamplingSpringer Science and Business Media LLC - Tập 16 - Trang 565-575 - 2017
A. Chatterjee, G. N. Singh, A. Bandyopadhyay
This article deals with the problems of efficient estimation of population variance in two-phase (double) sampling. Using information on two auxiliary variables, a class of chain exponential to regression type estimators has been proposed and its properties are studied under two different structures of two-phase sampling. Superiority of suggested class of estimators over some existing ones is esta...... hiện toàn bộ
Generalized Exponential Estimator for the Estimation of Clustered Population Variance in Adaptive Cluster SamplingSpringer Science and Business Media LLC - Tập 18 - Trang 416-424 - 2019
Muhammad Nouman Qureshi, Ayesha Iftikhar, Muhammad Hanif
In this paper, we proposed a generalized exponential estimator with two auxiliary variables for the estimation of highly clumped population variance under adaptive cluster sampling design. The expressions of approximate bias and minimum mean square error are derived. A family of exponential ratio and exponential product estimator is obtained by using different values of generalized and optimized c...... hiện toàn bộ
Laws of the iterated logarithm for nonparametric sequential density estimatorsSpringer Science and Business Media LLC - Tập 12 - Trang 145-151 - 2013
Karima Lagha, Smail Adjabi
In this note, we establish a law of iterated logarithm for a triangular array of a random number of independent random variables and apply it to obtain laws of iterated logarithm for the sequential nonparametric density estimators. We consider the case of Rosenblatt-Parzen kernel estimators and orthogonal polynomial estimators. We point out that we obtain in the present paper sharp pointwise rates...... hiện toàn bộ
Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order StatisticsSpringer Science and Business Media LLC - Tập 12 - Trang 356-377 - 2013
M. Maswadah, Ali M. Seham, M. Ahsanullah
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. For measuring the performance of the Bayesian approach comparing to the classical approach, the c...... hiện toàn bộ
Interval Estimation of the Overlapping Coefficient of Two Exponential DistributionsSpringer Science and Business Media LLC - Tập 18 - Trang 26-32 - 2019
Sibil Jose, Seemon Thomas, Thomas Mathew
For the overlapping coefficient between two one-parameter or two-parameter exponential distributions, confidence intervals are developed using generalized pivotal quantities. The accuracy of the proposed solutions are assessed using estimated coverage probabilities, and are also compared with other approximate solutions. The results are illustrated with examples.