scholarly journals A Family of Bayesian Estimators for the Two-Parametric Burr Type II Distribution

2022 ◽  
Vol 2022 ◽  
pp. 1-12
Author(s):  
R. Alshenawy ◽  
Navid Feroze ◽  
Ali Al-Alwan ◽  
Mahreen Saleem ◽  
Sahidul Islam
Keyword(s):  
Goodness Of Fit ◽  
Real Data ◽  
Information Criteria ◽  
Type Ii ◽  
Chi Square ◽  
Lifetime Distributions ◽  
Inverse Gamma ◽  
Kolmogorov Smirnov ◽  
Log Normal ◽  
Posterior Estimation

This study discusses the posterior estimation for the parameters of the Burr type II distribution (BIID). The informative and noninformative priors along with different loss functions have also been assumed for the posterior estimation. The applicability of the proposed distribution has also been discussed. The modeling capability of the proposed model has been compared with seven classes of the lifetime distributions using real data. The generalizations of Weibull, exponential, Rayleigh, gamma, log normal, Pareto, Maxwell, Levy, Laplace, inverse gamma, Gompertz, chi-square, inverse chi-square, half normal, and log-logistic distributions have been considered for the comparison. The comparison has been made based on different goodness-of-fit criteria, such as Akaike information criteria (AIC), Bayesian information criteria (BIC), and Kolmogorov-Smirnov (KS) test. Based on the results from the study, it can be suggested that the BIID can efficiently replace commonly used lifetime distributions and their modifications. The results under this model were comparable with different conventional/modified distributions having up to six parameters.

Prediction of Haemoglobin Level by Some Probability Distribution

2020 ◽  
Vol 9 (1) ◽  
pp. 84-88
Author(s):  
Govinda Prasad Dhungana ◽  
Laxmi Prasad Sapkota
Keyword(s):  
Probability Distribution ◽  
Normal Distribution ◽  
Goodness Of Fit ◽  
Continuous Variable ◽  
Hemoglobin Level ◽  
Chi Square ◽  
Chi Square Test ◽  
Log Normal ◽  
Two Parameters ◽  
Best Fit

 Hemoglobin level is a continuous variable. So, it follows some theoretical probability distribution Normal, Log-normal, Gamma and Weibull distribution having two parameters. There is low variation in observed and expected frequency of Normal distribution in bar diagram. Similarly, calculated value of chi-square test (goodness of fit) is observed which is lower in Normal distribution. Furthermore, plot of PDFof Normal distribution covers larger area of histogram than all of other distribution. Hence Normal distribution is the best fit to predict the hemoglobin level in future.

scholarly journals Container Throughput Forecasting Using Dynamic Factor Analysis and ARIMAX Model

2017 ◽  
Vol 29 (5) ◽  
pp. 529-542 ◽  
Author(s):  
Marko Intihar ◽  
Tomaž Kramberger ◽  
Dejan Dragan
Keyword(s):  
Factor Analysis ◽  
Goodness Of Fit ◽  
Moving Average ◽  
Real Data ◽  
Information Criteria ◽  
Dynamic Factor Analysis ◽  
Forecasting Model ◽  
Dynamic Factor ◽  
Macroeconomic Indicators ◽  
The Impact

The paper examines the impact of integration of macroeconomic indicators on the accuracy of container throughput time series forecasting model. For this purpose, a Dynamic factor analysis and AutoRegressive Integrated Moving-Average model with eXogenous inputs (ARIMAX) are used. Both methodologies are integrated into a novel four-stage heuristic procedure. Firstly, dynamic factors are extracted from external macroeconomic indicators influencing the observed throughput. Secondly, the family of ARIMAX models of different orders is generated based on the derived factors. In the third stage, the diagnostic and goodness-of-fit testing is applied, which includes statistical criteria such as fit performance, information criteria, and parsimony. Finally, the best model is heuristically selected and tested on the real data of the Port of Koper. The results show that by applying macroeconomic indicators into the forecasting model, more accurate future throughput forecasts can be achieved. The model is also used to produce future forecasts for the next four years indicating a more oscillatory behaviour in (2018-2020). Hence, care must be taken concerning any bigger investment decisions initiated from the management side. It is believed that the proposed model might be a useful reinforcement of the existing forecasting module in the observed port.

scholarly journals Estimating the Best-Fitted Probability Distribution for Monthly Maximum Temperature at the Sylhet Station in Bangladesh

2021 ◽  
Vol 2 (2) ◽  
pp. 60-67
Author(s):  
Rashidul Hasan Rashidul Hasan
Keyword(s):  
Probability Distribution ◽  
Goodness Of Fit ◽  
Probability Distributions ◽  
Probability Model ◽  
Temperature Data ◽  
Maximum Temperature ◽  
Chi Square ◽  
Goodness Of Fit Tests ◽  
Anderson Darling ◽  
Log Normal

The estimation of a suitable probability model depends mainly on the features of available temperature data at a particular place. As a result, existing probability distributions must be evaluated to establish an appropriate probability model that can deliver precise temperature estimation. The study intended to estimate the best-fitted probability model for the monthly maximum temperature at the Sylhet station in Bangladesh from January 2002 to December 2012 using several statistical analyses. Ten continuous probability distributions such as Exponential, Gamma, Log-Gamma, Beta, Normal, Log-Normal, Erlang, Power Function, Rayleigh, and Weibull distributions were fitted for these tasks using the maximum likelihood technique. To determine the model’s fit to the temperature data, several goodness-of-fit tests were applied, including the Kolmogorov-Smirnov test, Anderson-Darling test, and Chi-square test. The Beta distribution is found to be the best-fitted probability distribution based on the largest overall score derived from three specified goodness-of-fit tests for the monthly maximum temperature data at the Sylhet station.

scholarly journals PEMILIHAN DISTRIBUSI PROBABILITAS PADA ANALISA HUJAN DENGAN METODE GOODNESS OF FIT TEST

2016 ◽  
Vol 18 (2) ◽  
pp. 139-148
Author(s):  
Togani Cahyadi Upomo ◽  
Rini Kusumawardani
Keyword(s):  
Normal Distribution ◽  
Goodness Of Fit ◽  
Gumbel Distribution ◽  
Rainfall Event ◽  
Goodness Of Fit Test ◽  
Chi Square ◽  
Chi Square Test ◽  
Log Normal ◽  
Log Normal Distribution ◽  
Pearson Iii Distribution

Rainfall event is a stochastic process, so to explain and analyze this processes the probability theory and frequency analysisare used. There are four types of probability distributions.They are normal, log normal, log Pearson III and Gumbel. To find the best probabilities distribution, it will used goodness of fit test. The tests consist of chi-square and smirnov-kolmogorov. Results of the chi-square test for normal distribution, log normal and log Pearson III was 0.200, while for the Gumbel distribution was 2.333. Results of Smirnov Kolmogorov test for normal distribution D = 0.1554, log-normal distribution D = 0.1103, log Pearson III distribution D = 0.1177 and Gumbel distribution D = 0.095. All of the distribution can be accepted with a confidence level of 95%, but the best distribution is log normal distribution.Kejadian hujan merupakan proses stokastik, sehingga untuk keperluan analisa dan menjelaskan proses stokastik tersebut digunakan teori probabilitas dan analisa frekuensi. Terdapat empat jenis distribusi probabilitas yaitu distribusi normal, log normal, log pearson III dan gumbel. Untuk mencari distribusi probabilitas terbaik maka akan digunakan pengujian metode goodness of fit test. Pengujian tersebut meliputi uji chi-kuadrat dan uji smirnov kolmogorov. Hasil pengujian chi kuadrat untuk distribusi normal, log normal dan log pearson III adalah 0.200, sedangkan untuk distribusi gumbel 2.333. Hasil pengujian smirnov kolmogorov untuk distribusi normal dengan nilai D = 0.1554, distribusi log normal dengan nilai D = 0.1103, distribusi log pearson III dengan nilai D = 0.1177 dan distribusi gumbel dengan nilai D = 0.095. Seluruh distribusi dapat diterima dengan tingkat kepercayaan 95%, tetapi distribusi terbaik adalah distribusi log normal.

scholarly journals Statistical Analysis of Natural Events in the United States

1991 ◽  
Vol 21 (2) ◽  
pp. 253-276 ◽  
Author(s):  
Charles Levi ◽  
Christian Partrat
Keyword(s):  
United States ◽  
Statistical Analysis ◽  
Negative Binomial ◽  
The United States ◽  
Normal Model ◽  
Chi Square ◽  
Expected Frequency ◽  
Kolmogorov Smirnov ◽  
Anderson Darling ◽  
Log Normal

AbstractA statistical analysis is performed on natural events which can produce important damages to insurers. The analysis is based on hurricanes which have been observed in the United States between 1954 et 1986.At first, independence between the number and the amount of the losses is examined. Different distributions (Poisson and negative binomial for frequency and exponential, Pareto and lognormal for severity) are tested. Along classical tests as chi-square, Kolmogorov-Smirnov and non parametric tests, a test with weights on the upper tail of the distribution is used: the Anderson – Darling test.Confidence intervals for the probability of occurrence of a claim and expected frequency for different potential levels of claims are derived. The Poisson Log-normal model gives a very good fit to the data.

scholarly journals Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data

2003 ◽  
Vol 33 (2) ◽  
pp. 365-381 ◽  
Author(s):  
Vytaras Brazauskas ◽  
Robert Serfling
Keyword(s):  
Goodness Of Fit ◽  
Real Data ◽  
Efficient Estimation ◽  
Small Samples ◽  
Robust Estimators ◽  
Trade Offs ◽  
Pareto Model ◽  
Kolmogorov Smirnov ◽  
Anderson Darling ◽  
Von Mises

Several recent papers treated robust and efficient estimation of tail index parameters for (equivalent) Pareto and truncated exponential models, for large and small samples. New robust estimators of “generalized median” (GM) and “trimmed mean” (T) type were introduced and shown to provide more favorable trade-offs between efficiency and robustness than several well-established estimators, including those corresponding to methods of maximum likelihood, quantiles, and percentile matching. Here we investigate performance of the above mentioned estimators on real data and establish — via the use of goodness-of-fit measures — that favorable theoretical properties of the GM and T type estimators translate into an excellent practical performance. Further, we arrive at guidelines for Pareto model diagnostics, testing, and selection of particular robust estimators in practice. Model fits provided by the estimators are ranked and compared on the basis of Kolmogorov-Smirnov, Cramér-von Mises, and Anderson-Darling statistics.

scholarly journals Determinação de equações de chuvas intensas para a encosta superior do nordeste do Rio Grande do Sul

2020 ◽  
Vol 42 ◽  
pp. e83
Author(s):  
Taison Anderson Bortolin ◽  
Clauber Corso ◽  
Ludmilson Abritta Mendes ◽  
Alan De Gois Barbosa ◽  
Vania Elisabete Schneider
Keyword(s):  
Rio Grande ◽  
Distribution Data ◽  
Rio Grande Do Sul ◽  
Chi Square ◽  
Significance Level ◽  
Gumbel’S Distribution ◽  
Kolmogorov Smirnov ◽  
Intensity Duration Frequency ◽  
Log Normal ◽  
The Relationship

The relationship intensity, duration and frequency is very important for the hydraulic project’s development, mainly in regions where there is no study updated data. This paper objective was to determine the intensity-duration-frequency curves at Rio Grande do Sul hillside, in order to provide tools for hydraulic structures design and hydrological studies in the region. For the return periods 2, 5, 10, 20, 25, 50 and 100 - year precipitation determination was used Gumbel’s and log-normal statistical distributions, using the Rain Relationship Duration Method for 20 rainfall stations. For Gumbel’s distribution data adherence verification, was used the Kolmogorov-Smirnov adhesion tests and Chi-Square adhesion, with, 5% significance level. The general IDF equation coefficients a, b, c and d were obtained through non-linear regression and the adjustment quality was measured by both determination coefficient and standard error. Different intense rainfall curves were obtained with the methodology applied, for the region, each one shows a good parameters adjustment, important tool for extreme precipitations estimating.

scholarly journals Probabilistic Modeling of Monthly Temperature Historical Series in Mossoró, Northeastern Brazil

2018 ◽  
Vol 10 (12) ◽  
pp. 534
Author(s):  
Janilson Pinheiro de Assis ◽  
Roberto Pequeno de Sousa ◽  
Ben Deivide de Oliveira Batista ◽  
Paulo César Ferreira Linhares ◽  
Eudes de Almeida Cardoso ◽  
...  
Keyword(s):  
Goodness Of Fit ◽  
Northeastern Brazil ◽  
Chi Square ◽  
Empirical Distributions ◽  
Monthly Temperature ◽  
Small Series ◽  
Pearson Type ◽  
Historical Series ◽  
Kolmogorov Smirnov ◽  
Von Mises

We fitted the following seven distribution probabilities to the data of monthly average temperature in Mossoró, northeastern Brazil: Normal, Log-Normal, Beta, Gamma, Log-Pearson (Type III), Gumbel, and Weibull. To assess the goodness of fit the empirical distributions to the theoretical distribution, we applied the tests of Kolmogorov-Smirnov, Chi-square, Cramer-von Mises, Anderson-Darling, Kuiper, and Logarithm of Maximum Likelihood, at 10% of probability. The temperature series were obtained from 1970 to 2007. The Normal distribution provided the best fit to the historical series of average monthly temperature. Although the Kolmogorov-Smirnov test showed a very high level of approval, which generated some uncertainty regarding the test criteria, it is the more recommended to studies with approximately symmetric data and small series.

Stochastic model of contractions at a point in the duodenum

1975 ◽  
Vol 229 (3) ◽  
pp. 613-617 ◽  
Author(s):  
RB Singerman ◽  
EO Macagno ◽  
Glover ◽  
J Christensen
Keyword(s):  
Slow Wave ◽  
Goodness Of Fit ◽  
Human Subjects ◽  
Real Data ◽  
Type Model ◽  
Chi Square ◽  
Frequency Distributions ◽  
The Real ◽  
Goodness Of Fit Tests ◽  
Wave Cycle

Contractions at one point in the human duodenum were studied as a time series. Manometric records were made over long time periods from the duodenum in fed human subjects. A 5-s grid was superimposed on the time axis of the records. Each 5-s interval was treated as a slow-wave cycle within which either a contraction or a no-contraction could occur. The resulting series of alternating runs of contractions and no-contractions was tested for the existence of trends. Trends were found indicating possible temporal dependence. A Markov-type model was used to try to generate data similar to the real data. Success was achieved by a model that assumed a probability of contraction dependent on the three previous slow-wave cycles. The frequency distributions obtained from the real and generated data were compared using Chi-square goodness-of-fit tests and found to be statistically similar. The correlations in time found for the contractions might be due to a time dependency in the controls for contraction over four successive slow-wave periods, 20 s in humans.

scholarly journals On Markov Earth Mover's Distance

2014 ◽  
Vol 14 (04) ◽  
pp. 1450016 ◽  
Author(s):  
Jie Wei
Keyword(s):  
Goodness Of Fit ◽  
Empirical Studies ◽  
Earth Mover’S Distance ◽  
Long Distance ◽  
Chi Square ◽  
Earth Mover's Distance ◽  
The Earth ◽  
Order Of Magnitude ◽  
Kolmogorov Smirnov ◽  
System Nodes

In statistics, pattern recognition and signal processing, it is of utmost importance to have an effective and efficient distance to measure the similarity between two distributions and sequences. In statistics this is referred to as goodness-of-fit problem. Two leading goodness of fit methods are chi-square and Kolmogorov–Smirnov distances. The strictly localized nature of these two measures hinders their practical utilities in patterns and signals where the sample size is usually small. In view of this problem Rubner and colleagues developed the earth mover's distance (EMD) to allow for cross-bin moves in evaluating the distance between two patterns, which find a broad spectrum of applications. EMD-L1 was later proposed to reduce the time complexity of EMD from super-cubic by one order of magnitude by exploiting the special L1 metric. EMD-hat was developed to turn the global EMD to a localized one by discarding long-distance earth movements. In this work, we introduce a Markov EMD (MEMD) by treating the source and destination nodes absolutely symmetrically. In MEMD, like hat-EMD, the earth is only moved locally as dictated by the degree d of neighborhood system. Nodes that cannot be matched locally is handled by dummy source and destination nodes. By use of this localized network structure, a greedy algorithm that is linear to the degree d and number of nodes is then developed to evaluate the MEMD. Empirical studies on the use of MEMD on deterministic and statistical synthetic sequences and SIFT-based image retrieval suggested encouraging performances.

Sign in / Sign up

Export Citation Format

Share Document