2015: Vol. 39, Núm. 1http://hdl.handle.net/2117/833802023-06-05T07:02:47Z2023-06-05T07:02:47ZThe exponentiated discrete Weibull DistributionNekoukhou, VahidBidram, Hamidhttp://hdl.handle.net/2117/885232020-07-22T22:08:53Z2016-07-05T13:33:37ZThe exponentiated discrete Weibull Distribution
Nekoukhou, Vahid; Bidram, Hamid
In this paper, the exponentiated discrete Weibull distribution is introduced. This new generalization of the discrete Weibull distribution can also be considered as a discrete analogue of the exponentiated Weibull distribution. A special case of this exponentiated discrete Weibull distribution defines a new generalization of the discrete Rayleigh distribution for the first time in the literature. In addition, discrete generalized exponential and geometric distributions are some special sub-models of the new distribution. Here, some basic distributional properties, moments, and order statistics of this new discrete distribution are studied. We will see that the hazard rate function can be in- creasing, decreasing, bathtub, and upside-down bathtub shaped. Estimation of the parameters is illustrated using the maximum likelihood method. The model with a real data set is also examined
2016-07-05T13:33:37ZNekoukhou, VahidBidram, HamidIn this paper, the exponentiated discrete Weibull distribution is introduced. This new generalization of the discrete Weibull distribution can also be considered as a discrete analogue of the exponentiated Weibull distribution. A special case of this exponentiated discrete Weibull distribution defines a new generalization of the discrete Rayleigh distribution for the first time in the literature. In addition, discrete generalized exponential and geometric distributions are some special sub-models of the new distribution. Here, some basic distributional properties, moments, and order statistics of this new discrete distribution are studied. We will see that the hazard rate function can be in- creasing, decreasing, bathtub, and upside-down bathtub shaped. Estimation of the parameters is illustrated using the maximum likelihood method. The model with a real data set is also examinedA comparison of computational approaches for maximum likelihood estimation of the Dirichlet parameters on high-dimensional dataGiordan, MarcoWehrens, Ronhttp://hdl.handle.net/2117/885222020-07-22T22:08:52Z2016-07-05T13:31:50ZA comparison of computational approaches for maximum likelihood estimation of the Dirichlet parameters on high-dimensional data
Giordan, Marco; Wehrens, Ron
Likelihood estimates of the Dirichlet distribution parameters can be obtained only through numerical algorithms. Such algorithms can provide estimates outside the correct range for the parameters and/or can require a large amount of iterations to reach convergence. These problems can be aggravated if good starting values are not provided. In this paper we discuss several approaches that can partially avoid these problems providing a good trade-off between efficiency and stability. The performances of these approaches are compared on high-dimensional real and simulated data.
2016-07-05T13:31:50ZGiordan, MarcoWehrens, RonLikelihood estimates of the Dirichlet distribution parameters can be obtained only through numerical algorithms. Such algorithms can provide estimates outside the correct range for the parameters and/or can require a large amount of iterations to reach convergence. These problems can be aggravated if good starting values are not provided. In this paper we discuss several approaches that can partially avoid these problems providing a good trade-off between efficiency and stability. The performances of these approaches are compared on high-dimensional real and simulated data.A mathematical programming approach for different scenarios of bilateral barteringNasini, StefanoCastro Pérez, JordiFonseca, Pauhttp://hdl.handle.net/2117/885212020-07-22T22:08:53Z2016-07-05T13:30:09ZA mathematical programming approach for different scenarios of bilateral bartering
Nasini, Stefano; Castro Pérez, Jordi; Fonseca, Pau
The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This paper provides a novel mathematical programming based approach to study pure exchange economies where discrete amounts of commodities are exchanged at fixed prices. Barter processes, consisting in sequences of elementary reallocations of couple of commodities among couples of agents, are formalized as local searches converging to equilibrium allocations. A direct application of the analysed processes in the context of computational economics is provided, along with a Java implementation of the described approaches.
2016-07-05T13:30:09ZNasini, StefanoCastro Pérez, JordiFonseca, PauThe analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This paper provides a novel mathematical programming based approach to study pure exchange economies where discrete amounts of commodities are exchanged at fixed prices. Barter processes, consisting in sequences of elementary reallocations of couple of commodities among couples of agents, are formalized as local searches converging to equilibrium allocations. A direct application of the analysed processes in the context of computational economics is provided, along with a Java implementation of the described approaches.Discrete alpha-skew-Laplace DistributionHarandi, S. ShamsAlamatsaz, M. H.http://hdl.handle.net/2117/885202020-07-22T22:08:53Z2016-07-05T13:28:24ZDiscrete alpha-skew-Laplace Distribution
Harandi, S. Shams; Alamatsaz, M. H.
Classical discrete distributions rarely support modelling data on the set of whole integers. In this paper, we shall introduce a flexible discrete distribution on this set, which can, in addition, cover bimodal as well as unimodal data sets. The proposed distribution can also be fitted to positive and negative skewed data. The distribution is indeed a discrete counterpart of the continuous alpha-skew-Laplace distribution recently introduced in the literature. The proposed distribution can also be viewed as a weighted version of the discrete Laplace distribution. Several distributional properties of this class such as cumulative distribution function, moment generating function, moments, modality, infinite divisibility and its truncation are studied. A simulation study is also performed. Finally, a real data set is used to show applicability of the new model comparing to several rival models, such as the discrete normal and Skellam distributions.
2016-07-05T13:28:24ZHarandi, S. ShamsAlamatsaz, M. H.Classical discrete distributions rarely support modelling data on the set of whole integers. In this paper, we shall introduce a flexible discrete distribution on this set, which can, in addition, cover bimodal as well as unimodal data sets. The proposed distribution can also be fitted to positive and negative skewed data. The distribution is indeed a discrete counterpart of the continuous alpha-skew-Laplace distribution recently introduced in the literature. The proposed distribution can also be viewed as a weighted version of the discrete Laplace distribution. Several distributional properties of this class such as cumulative distribution function, moment generating function, moments, modality, infinite divisibility and its truncation are studied. A simulation study is also performed. Finally, a real data set is used to show applicability of the new model comparing to several rival models, such as the discrete normal and Skellam distributions.Diagnostic plot for the Identification of high leverage collinearity-influential observationsBagheri, ArezooMidi, Habshahhttp://hdl.handle.net/2117/885192020-07-22T22:08:52Z2016-07-05T13:26:03ZDiagnostic plot for the Identification of high leverage collinearity-influential observations
Bagheri, Arezoo; Midi, Habshah
High leverage collinearity influential observations are those high leverage points that change the multicollinearity pattern of a data. It is imperative to identify these points as they are responsible for misleading inferences on the fitting of a regression model. Moreover, identifying these observations may help statistics practitioners to solve the problem of multicollinearity, which is caused by high leverage points. A diagnostic plot is very useful for practitioners to quickly capture abnormalities in a data. In this paper, we propose new diagnostic plots to identify high leverage collinearity influential observations. The merit of our proposed diagnostic plots is confirmed by some well-known examples and Monte Carlo simulations.
2016-07-05T13:26:03ZBagheri, ArezooMidi, HabshahHigh leverage collinearity influential observations are those high leverage points that change the multicollinearity pattern of a data. It is imperative to identify these points as they are responsible for misleading inferences on the fitting of a regression model. Moreover, identifying these observations may help statistics practitioners to solve the problem of multicollinearity, which is caused by high leverage points. A diagnostic plot is very useful for practitioners to quickly capture abnormalities in a data. In this paper, we propose new diagnostic plots to identify high leverage collinearity influential observations. The merit of our proposed diagnostic plots is confirmed by some well-known examples and Monte Carlo simulations.A new class of Skew-Normal-Cauchy DistributionArrué, JaimeGómez, Héctor W.Salinas, Hugo S.Bolfarine, Helenohttp://hdl.handle.net/2117/885182020-07-22T22:08:54Z2016-07-05T13:23:53ZA new class of Skew-Normal-Cauchy Distribution
Arrué, Jaime; Gómez, Héctor W.; Salinas, Hugo S.; Bolfarine, Heleno
In this paper we study a new class of skew-Cauchy distributions inspired on the family extended two-piece skew normal distribution. The new family of distributions encompasses three well known families of distributions, the normal, the two-piece skew-normal and the skew-normal-Cauchy distributions. Some properties of the new distribution are investigated, inference via maximum likelihood estimation is implemented and results of a real data application, which reveal good performance of the new model, are reported
2016-07-05T13:23:53ZArrué, JaimeGómez, Héctor W.Salinas, Hugo S.Bolfarine, HelenoIn this paper we study a new class of skew-Cauchy distributions inspired on the family extended two-piece skew normal distribution. The new family of distributions encompasses three well known families of distributions, the normal, the two-piece skew-normal and the skew-normal-Cauchy distributions. Some properties of the new distribution are investigated, inference via maximum likelihood estimation is implemented and results of a real data application, which reveal good performance of the new model, are reportedSmall area estimation of poverty indicators under partitioned area-level time modelsMorales, DomingoPagliarella, Maria ChiaraSalvatore, Renatohttp://hdl.handle.net/2117/885172020-07-22T22:08:54Z2016-07-05T13:21:44ZSmall area estimation of poverty indicators under partitioned area-level time models
Morales, Domingo; Pagliarella, Maria Chiara; Salvatore, Renato
This paper deals with small area estimation of poverty indicators. Small area estimators of these quantities are derived from partitioned time-dependent area-level linear mixed models. The introduced models are useful for modelling the different behaviour of the target variable by sex or any other dichotomic characteristic. The mean squared errors are estimated by explicit formulas. An application to data from the Spanish Living Conditions Survey is given.
2016-07-05T13:21:44ZMorales, DomingoPagliarella, Maria ChiaraSalvatore, RenatoThis paper deals with small area estimation of poverty indicators. Small area estimators of these quantities are derived from partitioned time-dependent area-level linear mixed models. The introduced models are useful for modelling the different behaviour of the target variable by sex or any other dichotomic characteristic. The mean squared errors are estimated by explicit formulas. An application to data from the Spanish Living Conditions Survey is given.Inference on the parameters of the Weibull distribution using recordsJafari, Ali AkbarZakerzadeh, Hojatollahhttp://hdl.handle.net/2117/885162020-07-22T22:08:53Z2016-07-05T13:19:23ZInference on the parameters of the Weibull distribution using records
Jafari, Ali Akbar; Zakerzadeh, Hojatollah
The Weibull distribution is a very applicable model for lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a confidence interval for the shape parameter. Then, in addition to a generalized confidence interval, a generalized test variable is derived for the scale parameter when the shape parameter is unknown. The paper presents a simple and exact joint confidence region as well. In all cases, simulation studies show that the proposed approaches are more satisfactory and reliable than previous methods. All proposed approaches are illustrated using a real example.
2016-07-05T13:19:23ZJafari, Ali AkbarZakerzadeh, HojatollahThe Weibull distribution is a very applicable model for lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a confidence interval for the shape parameter. Then, in addition to a generalized confidence interval, a generalized test variable is derived for the scale parameter when the shape parameter is unknown. The paper presents a simple and exact joint confidence region as well. In all cases, simulation studies show that the proposed approaches are more satisfactory and reliable than previous methods. All proposed approaches are illustrated using a real example.