Journal of Statistical Theory and Applications

Latest Articles

Research Article

Inferences for the Type-II Exponentiated Log-Logistic Distribution Based on Order Statistics with Application

Devendra Kumar, Maneesh Kumar, Sanku Dey
Volume 19, Issue 3, September 2020, Pages 352-367
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...
Research Article

Model-Based Filtering via Finite Skew Normal Mixture for Stock Data

Solmaz Yaghoubi, Rahman Farnoosh
Volume 19, Issue 3, September 2020, Pages 391-396
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...
Research Article

EBC-Estimator of Multidimensional Bayesian Threshold in Case of Two Classes

Oksana Kubaychuk
Volume 19, Issue 3, September 2020, Pages 342-351
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...
Research Article

A Note on Topp-Leone Odd Log-Logistic Inverse Exponential Distribution

Salman Abbas, Fakhar Mustafa, Syed Ali Taqi, Selen Cakmakyapan, Gamze Ozel
Volume 19, Issue 3, September 2020, Pages 397-407
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...
Research Article

On Examining Complex Systems Using the q-Weibull Distribution in Classical and Bayesian Paradigms

Nasir Abbas
Volume 19, Issue 3, September 2020, Pages 368-382
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....
Research Article

Deriving Mixture Distributions Through Moment-Generating Functions

Subhash Bagui, Jia Liu, Shen Zhang
Volume 19, Issue 3, September 2020, Pages 383-390
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...
Research Article

Multivariate Escher Transformed Laplace Distribution and Its Generalization

H Rimsha, Dais George
Volume 19, Issue 2, June 2020, Pages 325-331
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...
Research Article

Behavior of OC Curve of Generalized Exponentiated Data

Mehraj Ahmad, Najmus Saquib Hassan, Anwar Hassan, Mehraj Ahmad, Najmus Saquib Hassan
Volume 19, Issue 2, June 2020, Pages 332-341
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...
Research Article

Construction of Some Circular Regular Graph Designs in Blocks of Size Four Using Cyclic Shifts

Rashid Ahmed, Farrukh Shehzad, Muhammad Jamil, H. M. Kashif Rasheed
Volume 19, Issue 2, June 2020, Pages 314-324
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...
Research Article

Exponentiated Power Function Distribution: Properties and Applications

Muhammad Zeshan Arshad, Muhammad Zafar Iqbal, Munir Ahmad
Volume 19, Issue 2, June 2020, Pages 297-313
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...
Research Article

Comparing Two Means Using Partially Paired and Unpaired Data

Nizam Uddin, Mohamad S. Hasan
Volume 19, Issue 2, June 2020, Pages 238-247
A new test statistic is proposed to test the equality of two normal means when the data is partially paired and partially unpaired. The test statistic is based on a linear combination of the differences of both paired and unpaired sample means. Using t-distribution as the approximate null distribution,...
Research Article

Tests for Comparing Several Two-Parameter Exponential Distributions Based on Uncensored/Censored Samples

K. Krishnamoorthy, Thu Nguyen, Yongli Sang
Volume 19, Issue 2, June 2020, Pages 248-260
The problems of comparing several exponential distributions based on type II censored samples are considered. Likelihood ratio tests (LRTs) for comparing several location parameters, comparing several scale parameters and for homogeneity of distributions are derived. The LRTs for all three problems are...
Research Article

On the Probabilistic Latent Semantic Analysis Generalization as the Singular Value Decomposition Probabilistic Image

Pau Figuera Vinué, Pablo García Bringas
Volume 19, Issue 2, June 2020, Pages 286-296
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,...
Research Article

The Exponentiated Poisson-Exponential Distribution: A Distribution with Increasing, Decreasing and Bathtub Failure Rate

Francisco Louzada, Vicente G. Cancho, Paulo H. Ferreira
Volume 19, Issue 2, June 2020, Pages 274-285
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...
Research Article

Properties of Shannon Entropy for Double Truncated Random Variables and its Applications

Rajesh Moharana, Suchandan Kayal
Volume 19, Issue 2, June 2020, Pages 261-273
Doubly truncated data are sometimes encountered in several applications, mainly in survival and astronomical data analysis. This occurs when the data falls between two points. In this study, we focus on the Shannon entropy measure of doubly truncated random variables. We propose ordering and various...
Research Article

Empirical Estimation for Sparse Double-Heteroscedastic Hierarchical Normal Models

Vida Shantia, S. K. Ghoreishi
Volume 19, Issue 2, June 2020, Pages 148-161
The available heteroscedastic hierarchical models perform well for a wide range of real-world data, but for the data sets which exhibit heteroscedasticity mainly due to the lack of constant means rather than unequal variances, the existing models tend to overestimate the variance of the second level...
Research Article

Modeling Vehicle Insurance Loss Data Using a New Member of T-X Family of Distributions

Zubair Ahmad, Eisa Mahmoudi, Sanku Dey, Saima K. Khosa
Volume 19, Issue 2, June 2020, Pages 133-147
In actuarial literature, we come across a diverse range of probability distributions for fitting insurance loss data. Popular distributions are lognormal, log-t, various versions of Pareto, log-logistic, Weibull, gamma and its variants and a generalized beta of the second kind, among others. In this...
Research Article

An Asymptotic Two-Sided Test in a Family of Multivariate Distribution

Abouzar Bazyari, Mahmoud Afshari, Monjed H. Samuh
Volume 19, Issue 2, June 2020, Pages 162-172
In the present paper, a two-sided test in a family of multivariate distribution according to the Mahalanobis distance with mean vector and positive definite matrix is considered. First, a family of multivariate distribution is introduced, then using the likelihood ratio method a test statistic is computed....
Research Article

Measure of Departure from Marginal Homogeneity for the Analysis of Collapsed Square Contingency Tables with Ordered Categories

Kouji Yamamoto, Itsumi Iwama, Sadao Tomizawa
Volume 19, Issue 2, June 2020, Pages 212-222
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...
Research Article

Bayesian Analysis of Misclassified Generalized Power Series Distributions Under Different Loss Functions

Peer Bilal Ahmad
Volume 19, Issue 2, June 2020, Pages 173-184
In certain experimental investigations involving discrete distributions external factors may induce measurement error in the form of misclassification. For instance, a situation may arise where certain values are erroneously reported; such a situation termed as modified or misclassified has been studied...
Research Article

Generalized Chain Exponential-Type Estimators under Stratified Two-Phase Sampling with Subsampling the Nonrespondents

Aamir Sanaullah, Muhammad Hanif
Volume 19, Issue 2, June 2020, Pages 185-195
In this paper some generalized exponential-type chain estimators have been proposed for the finite population mean in the presence of nonresponse under stratified two-phase sampling when mean of another auxiliary variable is readily available. The expressions for the bias and mean square error of proposed...
Research Article

Marshall–Olkin Power Generalized Weibull Distribution with Applications in Engineering and Medicine

Ahmed Z. Afify, Devendra Kumar, I. Elbatal
Volume 19, Issue 2, June 2020, Pages 223-237
This paper proposes a new flexible four-parameter model called Marshall–Olkin power generalized Weibull (MOPGW) distribution which provides symmetrical, reversed-J shaped, left-skewed and right-skewed densities, and bathtub, unimodal, increasing, constant, decreasing, J shaped, and reversed-J shaped...
Research Article

A 3-Component Mixture of Exponential Distribution Assuming Doubly Censored Data: Properties and Bayesian Estimation

Muhammad Tahir, Muhammad Aslam, Muhammad Abid, Sajid Ali, Mohammad Ahsanullah
Volume 19, Issue 2, June 2020, Pages 197-211
The output of an engineering process is the result of several inputs, which may be homogeneous or heterogeneous and to study them, we need a model which should be flexible enough to summarize efficiently the nature of such processes. As compared to simple models, mixture models of underlying lifetime...
Research Article

Robust Mixture Regression Based on the Mixture of Slash Distributions

Hadi Saboori, Ghobad Barmalzan, Mahdi Doostparast
Volume 19, Issue 2, June 2020, Pages 118-132
The traditional estimation of Mixture regression models is based on the normal assumption of component errors and thus is sensitive to outliers and heavy-tailed errors. In this paper, we propose a robust Mixture regression models in which a mixture of slash distributions is assumed for the errors. Using...
Research Article

The Hjorth's IDB Generator of Distributions: Properties, Characterizations, Regression Modeling and Applications

Mustafa Ç. Korkmaz, Emrah Altun, Haitham M. Yousof, G. G. Hamedani
Volume 19, Issue 1, March 2020, Pages 59-74
We introduce a new flexible class of continuous distributions via the Hjorth's IDB model. We provide some mathematical properties of the new family. Characterizations based on two truncated moments, conditional expectation as well as in terms of the hazard function are presented. The maximum likelihood...