Journal of Statistical Theory and Applications

Latest Articles

Analysis of Count Data by Transmuted Geometric Distribution

Subrata Chakraborty, Deepesh Bhati
Volume 18, Issue 4, December 2019, Pages 450-463
Transmuted geometric distribution (TGD) was recently introduced and investigated by Chakraborty and Bhati [Stat. Oper. Res. Trans. 40 (2016), 153–176]. This is a flexible extension of geometric distribution having an additional parameter that determines its zero inflation as well as the tail length....

A New F-Test Applicable to Large-Scale Data

Mohsen Salehi, Adel Mohammadpour, Kerrie Mengersen
Volume 18, Issue 4, December 2019, Pages 439-449
In large-scale multiple testing, the permutation test based on making a null statistic has been widely employed in the literature. Because it enables us to use the null permuted samples and estimate the p-value more accurately. Some test statistics, which can be modified to a null statistic, have been...

Generalized Componentwise Splitting Scheme For Option Pricing Under The Heston-Cox-Ingersoll-Ross Model

Maryam Safaei, Abodolsadeh Neisy, Nader Nematollahi
Volume 18, Issue 4, December 2019, Pages 425-438
In this paper, we consider a numerical pricing of European call and put options under the Heston-Cox-Ingersoll-Ross (HCIR) model. Based on this model, the prices of options are derived by solving a three-dimensional partial differential equation. We generalize a componentwise splitting scheme for solving...

Generalized Exponential Estimator for the Estimation of Clustered Population Variance in Adaptive Cluster Sampling

Muhammad Nouman Qureshi, Ayesha Iftikhar, Muhammad Hanif
Volume 18, Issue 4, December 2019, Pages 416-424
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...

A Modified Negative Binomial Distribution: Properties, Overdispersion and Underdispersion

Ghobad Barmalzan, Hadi Saboori, Sajad Kosari
Volume 18, Issue 4, December 2019, Pages 343-350
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...

Improved Randomized Response in Optional Scrambling Models

Zawar Hussain, Muhammad Imran Shahid
Volume 18, Issue 4, December 2019, Pages 351-360
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....

Odd Hyperbolic Cosine-FG Family of Lifetime Distributions

Omid Kharazmi, Ali Saadatinik, Morad Alizadeh, G. G. Hamedani
Volume 18, Issue 4, December 2019, Pages 387-401
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...

On Moments Properties of Generalized Order Statistics from Marshall-Olkin-Extended General Class of Distribution

M. A. Khan, Nayabuddin
Volume 18, Issue 4, December 2019, Pages 367-374
Marshall and Olkin [Biometrika. 84 (1997), 641–652.] 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...

An Application of Hermite Distribution in Sensitive Surveys

Said Farooq Shah, Zawar Hussain
Volume 18, Issue 4, December 2019, Pages 361-366
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...

The Generalized Kumaraswamy-G Family of Distributions

Zohdy M. Nofal, Emrah Altun, Ahmed Z. Afify, M. Ahsanullah
Volume 18, Issue 4, December 2019, Pages 329-342
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...

Bayesian Analysis of Inverse Gaussian Stochastic Conditional Duration Model

C.G. Sri Ranganath, N. Balakrishna
Volume 18, Issue 4, December 2019, Pages 375-386
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.

Relations for Moments of Dual Generalized Order Statistics from Exponentiated Rayleigh Distribution and Associated Inference

M. A. R. Khan, R. U. Khan, B. Singh
Volume 18, Issue 4, December 2019, Pages 402-415
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,...

On the Asymptotic Behavior in Random Fields: The Central Limit Theorem

Mohammad Mehdi Saber, Zohreh Shishebor, Behnam Amiri
Volume 18, Issue 3, September 2019, Pages 323-328
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.

Concomitants of Order Statistics and Record Values from Generalization of FGM Bivariate-Generalized Exponential Distribution

H. M. Barakat, E. M. Nigm, M. A. Alawady, I. A. Husseiny
Volume 18, Issue 3, September 2019, Pages 309-322
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,...

Bivariate and Multivariate Weighted Kumaraswamy Distributions: Theory and Applications

Indranil Ghosh
Volume 18, Issue 3, September 2019, Pages 198-211
Weighted distributions (univariate and bivariate) have received widespread attention over the last two decades because of their flexibility for analyzing skewed data. In this paper, we derive the bivariate and multivariate weighted Kumaraswamy distributions via the construction method as discussed in...

Simultaneous Optimization of Multiple Responses That Involve Correlated Continuous and Ordinal Responses According to the Gaussian Copula Models

Fatemeh Jiryaie, Ahmad Khodadadi
Volume 18, Issue 3, September 2019, Pages 212-221
This study investigates the simultaneous optimization of multiple correlated responses that involve mixed ordinal and continuous responses. The proposed approach is applicable for responses that have either an all ordinal categorical form are continuous but have different marginal distributions, or when...

Discriminating Between Exponential and Lindley Distributions

V. S. Vaidyanathan, A Sharon Varghese
Volume 18, Issue 3, September 2019, Pages 295-302
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...

The Odd Log-Logistic Geometric Family with Applications in Regression Models with Varying Dispersion

Maria do Carmo S. Lima, Fábio Prataviera, Edwin M. M. Ortega, Gauss M. Cordeiro
Volume 18, Issue 3, September 2019, Pages 278-294
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...

E-Bayesian Estimation for the Exponential Model Based on Record Statistics

Hassan M. Okasha
Volume 18, Issue 3, September 2019, Pages 236-243
This paper is concerned with using the E-Bayesian method for computing estimates for the parameter and reliability function of the Exponential distribution based on a set of upper record statistics values. The estimates are derived based on a conjugate prior for the scale parameter and squared error...

Characterization of Exponential Distribution Through Normalized Spacing of Generalized Order Statistics

M. J. S. Khan, S. Iqrar, M. Faizan
Volume 18, Issue 3, September 2019, Pages 303-308
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...

On a Generalized Burr Life-Testing Model: Characterization, Reliability, Simulation, and Akaike Information Criterion

M. Ahsanullah, M. Shakil, B. M. Golam Kibria, M. Elgarhy
Volume 18, Issue 3, September 2019, Pages 259-269
For a continuous random variable X, M. Shakil, B.M.G. Kibria, J. Stat. Theory Appl. 9 (2010), 255–282, introduced a generalized Burr increasing, decreasing, and upside-down bathtub failure rate life-testing model. In this paper, we provide some characterizations of this life-testing model by truncated...

On the Influence Function for the Theil-Like Class of Inequality Measures

Tchilabalo Abozou Kpanzou, Diam Ba, Pape Djiby Mergane, Gane Samb LO
Volume 18, Issue 3, September 2019, Pages 270-277
On one hand, a large class of inequality measures, which includes the generalized entropy, the Atkinson, the Gini, etc., for example, has been introduced in P.D. Mergane, G.S. Lo, Appl. Math. 4 (2013), 986–1000. On the other hand, the influence function (IF) of statistics is an important tool in the...

Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure

Eisa Mahmoudi, Ghahraman Roughani, Ashkan Khalifeh
Volume 18, Issue 3, September 2019, Pages 222-235
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...

Gaussian Copula–based Regression Models for the Analysis of Mixed Outcomes: An Application on Household's Utilization of Health Services Data

Z. Rezaei Ghahroodi, R. Aliakbari Saba, T. Baghfalaki
Volume 18, Issue 3, September 2019, Pages 182-197
In analyzing most correlated outcomes, the popular multivariate Gaussian distribution is very restrictive and therefore dependence modeling using copulas is nowadays very common to take into account the association among mixed outcomes. In this paper, we use Gaussian copula to construct a joint distribution...

A Multivariate Skew-Normal Mean-Variance Mixture Distribution and Its Application to Environmental Data with Outlying Observations

M. Tamandi, N. Balakrishnan, A. Jamalizadeh, M. Amiri
Volume 18, Issue 3, September 2019, Pages 244-258
The presence of outliers, skewness, kurtosis, and dependency are well-known challenges while fitting distributions to many data sets. Developing multivariate distributions that can properly accomodate all these aspects has been the aim of several researchers. In this regard, we introduce here a new multivariate...