Journal of Statistical Theory and Applications
Volume 17, Issue 2, June 2018
Pages: 193 - 205
The foundations of statistics have evolved over many centuries, perhaps millennia, with major paradigm shifts of the form described in Kuhn (1962). We briefly consider these important transitions and how they have led to major shifts in the foundations of statistical inference. Clearly there is no conventional...
I.V. BELKOV, M. AHSANULLAH, V. B. NEVZOROV
Pages: 206 - 212
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
Ahmed Z. Afify, Mohamed Zayed, Mohammad Ahsanullah
Pages: 213 - 229
We introduce a new three-parameter extension of the exponential distribution called the odd exponentiated half-logistic exponential distribution. Various of its properties including quantile and generating functions, ordinary and incomplete moments, mean residual life, mean inactivity time and some characterizations...
Avishek Mallick, Indranil Ghosh, G. G. Hamedani
Pages: 230 - 241
Explicit expressions for the densities of S = X1 + X2 , D = X1 − X2 , P = X1X2 and R = X1/X2 are derived when X1 and X2 are independent or sub-independent Kumaraswamy random variables. The expressions appear to involve the incomplete gamma functions. Some possible real life scenarios are mentioned in...
5. Estimating the Modified Weibull Parameters in Presence of Constant-Stress Partially Accelerated Life Testing
Mohamed A. W. Mahmoud, Rashad M. EL-Sagheer, Amr M. Abou-Senna
Pages: 242 - 260
Accelerated life testing is very important in life testing experiments because it saves time and cost. In this paper, assuming that the lifetime of items under use condition follows the modified Weilbull distribution, partially accelerated life tests based on progressive Type-II censored samples are...
Pages: 261 - 270
Marshall and Olkin [Biometrika199784641652] introduced a method for constructing a new distribution by adding a new parameter, called tilt parameter, to a parent distribution. It is observed that adding this parameter leads to a more flexible model than the parent model. In this paper, different estimators...
Parthasarathi Chakrabarti, Uttam Bandyopadhyay
Pages: 271 - 282
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...
Muhammad Nouman Qureshi, Sadia Khalil, Muhammad Hanif
Pages: 283 - 290
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...
Keyu Nie, Bikas.K. Sinha, A.S. Hedayat
Pages: 291 - 306
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...
STANLEY L. SCLOVE
Pages: 307 - 323
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...
Pages: 324 - 339
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...
12. Joint Modeling of Linear Degradation and Multiple Dependent Competing Risks Data under a Step-Stress Accelerated Degradation Test
Somayeh Mireh, Ahmad Khodadadi, Firoozeh Haghighi
Pages: 340 - 358
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....
13. BAYESIAN APPROACH IN ESTIMATION OF SHAPE PARAMETER OF THE EXPONENTIATED MOMENT EXPONENTIAL DISTRIBUTION
Kawsar Fatima, S.P Ahmad*
Pages: 359 - 374
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...
Abouzar Bazyari, Monjed H. M. Samuh
Pages: 375 - 392
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...