Journal of Statistical Theory and Applications

This article has been retracted: please see the Atlantis Press Policy on Article Retraction and Withdrawal (https://www.atlantis-press.com/policies/article-retraction-and-withdrawal). This article has been retracted at the request of the Editor-in-Chief of JSTA. This article was a duplication of a paper...

This paper considers simple tree order restriction in 2×k cohort study and provides a consistent test in which the usual multiple comparison test statistics are modified by using the characteristic roots of a consistent estimator of the associated correlation matrix. The relevant performance measures...

In this paper we propose a new three-parameters lifetime distribution with increasing, decreasing and bathtub failure rate depending on its parameters. The properties of the proposed distribution are discussed, including explicit algebraic formulae for its reliability and failure rate functions, quantiles...

We obtain some mathematical properties of a new generator of continuous distributions with two additional shape parameters called the odd log-logistic geometric family. We present some special models and investigate the asymptotes and shapes. The family density function can be expressed as a linear combination...

Analytical determination of reliability of a complex system is item dependent and setup dependent and a very difficult task. In this paper we propose reliability approximation based on reliability bounds for one such engineering item - a Resistor with independent components having the Weibull distribution....

In this paper, estimation of entropy for Weibull distribution based on record values is considered. Maximum likelihood estimation and Bayes estimation for Shannon entropy and Renyi entropy have been considered based on record values. Bayes estimators are obtained using Markov Chain Monte Carlo method....

The representation of record values based on sequences of non-identically distributed exponential random variables in terms of independent exponential summands is suggested.

In sample surveys, collection of auxiliary information together with the main variable of interest is very important to increase the efficiency of the estimators of population parameters of interest. Regression and ratio estimation are very popular and are widely used methods that benefit from the use...

In this paper, a new four parameter continuous distribution, called the Kumaraswamy Rayleigh (KW-ER) distribution is proposed and studied. Some mathematical properties are presented and discussed, these properties involve expansions for the cumulative and density functions, skewness and kurtosis based...

The paper considers a linear regression model in high-dimension for which the predictive variables can change the influence on the response variable at unknown times (called change-points). Moreover, the particular case of the heavy-tailed errors is considered. In this case, least square method with...

In this paper, we introduce a new class of distributions called the Burr X family. Some of its mathematical and structural properties are derived. The maximum likelihood is used for estimating the model parameters. The importance and flexibility of the new family are illustrated by means of an application...

The Probabilistic Latent Semantic Analysis has been related with the Singular Value Decomposition. Several problems occur when this comparative is done. Data class restrictions and the existence of several local optima mask the relation, being a formal analogy without any real significance. Moreover,...

Record is used to reduce the time and cost of running experiments (Doostparast and Balakrishnan, 2010). It is important to check the adequacy of models upon which inferences or actions are based (Lawless, 2003, Chapter 10, p. 465). In the area of goodness of fit based on record data, there are a few...

Discounted central limit theorem was proved for i.i.d. random variables by Gerber (Theorem 2.1). This work is intended to extend the work of Gerber to the case where {??} is a periodic sequence of independent variables and ?i are periodic scalars. A simulation study was performed in order to support...

In this paper, we derive the exact expressions as well as recurrence relations for single and product moment of generalized upper record values from the four-parameter generalized linear exponential distribution. Further, we characterize the given distribution through conditional expectation and recurrence...

Pitman closeness criterion is a coverage probability-based criterion to examine the relative performances of estimators. Usually, the performance of the standard Graybill-Deal estimator of the common mean has been examined with respect to the mean squared error (variance). In this study we examine its...

In literature, Lindley distribution is considered as an alternate to the exponential distribution. In the present work, a methodology is developed to discriminate between exponential and Lindley distributions based on the ratio of the maximum likelihoods. Asymptotic distribution of the test statistic...

This research introduces the three parameter transmuted Rayleigh distribution with an application to fatigue fracture data. Using the quadratic rank transmutation map method proposed by Shaw et al. [25] we develop the three parameter transmuted Rayleigh distribution. This research also introduces the...

We introduce expected coverage probability as a measure for constructing confidence intervals for the binomial proportion, p. We propose a model based confidence interval for p using the expected coverage probabilities of the Clopper-Pearson interval. The method provides intervals comparable or better...

In this study, we have focused to propose a flexible model that demonstrates increasing, decreasing and upside-down bathtub-shaped density and failure rate functions. The proposed model refers to as the exponentiated power function (EPF) distribution. Some mathematical and reliability measures are developed...

We consider the problem of nonparametric estimation of the conditional hazard function for functional mixing data. More precisely, given a strictly stationary random variables Zi = (Xi; Yi)i2N, we investigate a kernel estimate of the conditional hazard function of univariate response variable Yi given...

In this paper, exponential distribution is characterized by normalized spacing of generalized order statistics (gos) using Meijer's G-function. While the necessary part of the theorem was given by U. Kamps, E. Cramer, Statistics. 35 (2001), 269–280, we have given an easy proof of sufficient part...

In this paper, we derive explicit expressions for Bonferroni Curve (BC), Bonferroni index (BI), Lorenz Curve (LC) and Gini index (GI) for the Marshall-Olikn Exponential (MOE) distribution, which have mainly concern with some aspects like poverty, welfare, decomposability, reliability, sampling and inference.We...

Generalized order statistics unify the study of order statistics, record values, k-records, Pfeifer’s records and several other cases of ordered random variables. In this paper, we first provide several comparison results for generalized order statistics in terms of the dynamic cumulative residual quantile...

Consider the problem of modeling datasets such as numbers of accidents in a population of insured persons, or incidences of an illness in a population. Various levels of detail or granularity may be considered in describing the parent population. The levels used in fitting data and hence in describing...

In this paper, we present a new class of distribution called generalized Hermite–Genocchi distribution (GHGD). This model is obtained by compounding generalized Hermite–Genocchi polynomials given by Gould and Hopper with powers series distribution. Statistical properties and reliability characteristics...

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,...

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...

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...

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...

Circular regular graph designs play an important role in the design of experiments where most of the balanced incomplete block designs require a large number of blocks. In this article, circular regular graph designs are constructed in blocks of size four through cyclic shifts. Without studying the complete...

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

This paper proposes a new distribution called XLindley distribution (XLD), this distribution is generated as a special mixture of two distributions: exponential and Lindley and hence the name proposed. Also, the statistical properties like stochastic ordering, quantile function, the maximum likelihood...

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...

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...

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...

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.

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...

This paper we introduced a new distribution namely the multivariate Esscher transformed Laplace distribution. Various properties of the distribution are studied and the applications are discussed. Further we develop an autoregressive process with multivariate ETL marginal and study its properties. A...

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...

In this study a new mixture copula has been obtained by creating a linear combination of product copula with copula which is obtained with marginal distributions of order statistics which was proposed by Dolati and Úbeda-Flores, Kybernetika. 45 (2009), 992–1002. In addition, a new form of Farlie-Gumbel-Morgenstern...

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...

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...

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...

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...

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....

This paper considers three special cases: Exponential, Rayleigh and Lindley of a family of generalized distributions, called alpha power Weibull G (APW-G) family. Some essential and valuable statistical properties of the family of distributions are obtained. The proposed distributions are very flexible...

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...

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....

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...

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...

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...

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.

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...

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....

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....

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...

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....

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...

Frailty models are survival models, which are designed to explore the properties of the unobserved heterogeneity in individuals pertaining to disease and death. In this paper, we propose the new frailty model called Birnbaum–Saunders frailty model with Weibull, Pareto, and exponential power as baseline...

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...

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...

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...

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...

The poblem of characterizing of discrete probability distributions is an important problem. Recently many new results are obtained in characterization of distributions using kth records. Based on the distributional properties of kth weak and ordinary records some characterizations of geometric and discrete...

In this paper, step-stress accelerated life test is considered to obtain the failure time data of highly reliable units in specified conditions. It is assumed that the lifetime data of such units follow Lomax distribution with a scale parameter depends on the stress level and the shape parameter remains...

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...

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...

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....

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...

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.

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...

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...

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.

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...

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...

In this paper, we consider generalized inverted exponential distribution which is capable of modeling various shapes of failure rates and aging processes. Based on progressive Type-I censored data, we consider the problem of estimation of parameters under classical and Bayesian approaches. In this regard,...

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...

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...

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...

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...

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...

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...

Weighted distributions are used widely in many fields of real life such as medicine, ecology, reliability, and so on. The idea of weighted distributions was given by Fisher and studied by Rao in a unified manner who pointed out that in many situations the recorded observations cannot be considered as...

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...

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....

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...

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...

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...

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....

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,...

Recently, El-Sherpieny et al., (2020), suggested Type-II hybrid censoring method for parametric estimation of Lomax distribution (LD) without due regard being given to the choice of priors and posterior risk associated with the model. This paper fills this gap and derived the new LD model with minimum...

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...

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...

This paper introduces some new estimators for estimating ridge parameter, based on correlation between response and regressor variables for ridge regression analysis. A simulation study has been made to evaluate the performance of proposed estimators based on the minimum mean squared error (MSE) criterion...

In this paper, we study the Bayesian estimation of functions of parameters of some power series distributions. These estimators are better than the classical minimum variance unbiased estimators (MVUE) as given by Patil and Joshi (1970), in the sense that these increase the range of the estimation and...

Understanding the properties of Skew distributions is important in many statistical applications. The Student-t distribution is widely used in statistics. Skew-t distribution is a useful model to describe data with heavy tails. In this paper several distributional properties of Skew-t distribution are...

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,...

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...

Pareto distributions provides models for many applications in the social, natural and physical sciences. In this paper, we derive the Shannon information contained in upper (lower) k-record values and associated k-record times of Pareto-type distributions for a finite sample of fixed size and for an...