Journal of Statistical Theory and Applications

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...

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...

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...

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...

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...

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...

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....

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 study the diagnostics of a multiresponse regression model with a first-order autoregressive error sequence. The deletion technique is used to identify the outliers taking account of the dependence structure of the errors. Besides the usual measures, some scalar measures to gauge the...