scholarly journals Robust Bayesian Analysis of Lifetime Data from Maxwell Distribution

2018 ◽  
Vol 48 (1) ◽  
pp. 38-55
Author(s):  
M. S. Panwar ◽  
Sanjeev K Tomer
Keyword(s):  
Bayesian Analysis ◽  
Real Data ◽  
Type I ◽  
Lifetime Data ◽  
Maxwell Distribution ◽  
Data Set ◽  
Squared Error ◽  
Robust Bayesian Analysis ◽  
Linex Loss ◽  
Mean Lifetime

In this paper, we consider robust Bayesian analysis of lifetime data from the Maxwell distribution assuming an $\varepsilon$-contamination class of prior distributions for the parameter. We obtain robust Bayes estimates of the parameter and mean lifetime under squared error and LINEX loss functions in presence of uncensored as well as Type-I progressively hybrid censored lifetime data. A real data set is analysed for numerical illustrations.

scholarly journals Bayesian Estimation of Weighted Inverse Maxwell Distribution under Different Loss Functions

2021 ◽  
pp. 189-203
Author(s):  
Aijaz Ahmad ◽  
Rajnee Tripathi
Keyword(s):  
Loss Function ◽  
Loss Functions ◽  
Posterior Distributions ◽  
Maxwell Distribution ◽  
Linex Loss Function ◽  
Data Set ◽  
Squared Error Loss Function ◽  
Bayesian Techniques ◽  
Squared Error ◽  
Linex Loss

In this study, the shape parameter of the weighted Inverse Maxwell distribution is estimated by employing Bayesian techniques. To produce posterior distributions, the extended Jeffery's prior and the Erlang prior are utilised. The estimators are derived from the squared error loss function, the entropy loss function, the precautionary loss function, and the Linex loss function. Furthermore, an actual data set is studied to assess the effectiveness of various estimators under distinct loss functions.

scholarly journals Bayesian and E-Bayesian Estimations of Bathtub-Shaped Distribution under Generalized Type-I Hybrid Censoring

Entropy ◽  
2021 ◽  
Vol 23 (8) ◽  
pp. 934
Author(s):  
Yuxuan Zhang ◽  
Kaiwei Liu ◽  
Wenhao Gui
Keyword(s):  
Bayesian Method ◽  
Real Data ◽  
Loss Functions ◽  
Type I ◽  
Statistical Efficiency ◽  
Unknown Parameters ◽  
Data Set ◽  
Hybrid Censoring ◽  
Bayesian Estimations ◽  
Generalized Type

For the purpose of improving the statistical efficiency of estimators in life-testing experiments, generalized Type-I hybrid censoring has lately been implemented by guaranteeing that experiments only terminate after a certain number of failures appear. With the wide applications of bathtub-shaped distribution in engineering areas and the recently introduced generalized Type-I hybrid censoring scheme, considering that there is no work coalescing this certain type of censoring model with a bathtub-shaped distribution, we consider the parameter inference under generalized Type-I hybrid censoring. First, estimations of the unknown scale parameter and the reliability function are obtained under the Bayesian method based on LINEX and squared error loss functions with a conjugate gamma prior. The comparison of estimations under the E-Bayesian method for different prior distributions and loss functions is analyzed. Additionally, Bayesian and E-Bayesian estimations with two unknown parameters are introduced. Furthermore, to verify the robustness of the estimations above, the Monte Carlo method is introduced for the simulation study. Finally, the application of the discussed inference in practice is illustrated by analyzing a real data set.

scholarly journals Parametric and Semiparametric Estimations of Bivariate Truncated Type I Generalized Logistic Models driven from Copulas

2017 ◽  
Vol 7 (1) ◽  
pp. 72 ◽  
Author(s):  
Lamya A Baharith
Keyword(s):  
Logistic Models ◽  
Real Data ◽  
Information Criterion ◽  
Logistic Distribution ◽  
Type I ◽  
Copula Functions ◽  
Data Set ◽  
Monte Carlo Simulation Study ◽  
Generalized Logistic Distribution ◽  
Weibull Models

Truncated type I generalized logistic distribution has been used in a variety of applications. In this article, a new bivariate truncated type I generalized logistic (BTTGL) distributional models driven from three different copula functions are introduced. A study of some properties is illustrated. Parametric and semiparametric methods are used to estimate the parameters of the BTTGL models. Maximum likelihood and inference function for margin estimates of the BTTGL parameters are compared with semiparametric estimates using real data set. Further, a comparison between BTTGL, bivariate generalized exponential and bivariate exponentiated Weibull models is conducted using Akaike information criterion and the maximized log-likelihood. Extensive Monte Carlo simulation study is carried out for different values of the parameters and different sample sizes to compare the performance of parametric and semiparametric estimators based on relative mean square error.

scholarly journals Estimating the Entropy for Lomax Distribution Based on Generalized Progressively Hybrid Censoring

Symmetry ◽  
2019 ◽  
Vol 11 (10) ◽  
pp. 1219 ◽  
Author(s):  
Shuhan Liu ◽  
Wenhao Gui
Keyword(s):  
Incomplete Data ◽  
Real Data ◽  
Unknown Parameters ◽  
Data Set ◽  
Hybrid Censoring ◽  
Lomax Distribution ◽  
Bayesian Estimates ◽  
Squared Error ◽  
General Entropy Loss Function ◽  
Two Parameter

As it is often unavoidable to obtain incomplete data in life testing and survival analysis, research on censoring data is becoming increasingly popular. In this paper, the problem of estimating the entropy of a two-parameter Lomax distribution based on generalized progressively hybrid censoring is considered. The maximum likelihood estimators of the unknown parameters are derived to estimate the entropy. Further, Bayesian estimates are computed under symmetric and asymmetric loss functions, including squared error, linex, and general entropy loss function. As we cannot obtain analytical Bayesian estimates directly, the Lindley method and the Tierney and Kadane method are applied. A simulation study is conducted and a real data set is analyzed for illustrative purposes.

scholarly journals A novel gene-set association test based on variance-gamma distribution

2018 ◽  
Vol 28 (9) ◽  
pp. 2868-2875
Author(s):  
Zhongxue Chen ◽  
Qingzhong Liu ◽  
Kai Wang
Keyword(s):  
Gamma Distribution ◽  
Type I Error ◽  
Null Distribution ◽  
Real Data ◽  
Association Test ◽  
P Value ◽  
Type I ◽  
Test Statistic ◽  
Data Set ◽  
Variance Gamma

Several gene- or set-based association tests have been proposed recently in the literature. Powerful statistical approaches are still highly desirable in this area. In this paper we propose a novel statistical association test, which uses information of the burden component and its complement from the genotypes. This new test statistic has a simple null distribution, which is a special and simplified variance-gamma distribution, and its p-value can be easily calculated. Through a comprehensive simulation study, we show that the new test can control type I error rate and has superior detecting power compared with some popular existing methods. We also apply the new approach to a real data set; the results demonstrate that this test is promising.

Computing Bonus–Malus Premiums under Partial Prior Information

2005 ◽  
Vol 11 (2) ◽  
pp. 361-374 ◽  
Author(s):  
E. Gómez-Déniz ◽  
L. Bermúdez ◽  
I. Morillo
Keyword(s):  
Bayesian Analysis ◽  
Structure Function ◽  
Loss Function ◽  
Prior Information ◽  
Real Data ◽  
Numerical Example ◽  
Robust Bayesian Analysis ◽  
Very High

ABSTRACTThe use of classical bonus–malus systems entails very high maluses and other problems which, during recent years, have been criticised by actuaries. To avoid these problems, new bonus–malus models have been developed. For instance, it is well known that the use of an exponential loss function reduces the differences between overcharges and undercharges, solving the problem of high maluses. In order to measure the sensitivity of the exponential bonus–malus system, and according to robust Bayesian analysis, we first model the structure function by specifying a subclass of the generalised moments class. We then examine the range of relativities for each prior. Finally, we illustrate our method with a numerical example based on real data.

Testing equality of means in partially paired data with incompleteness in single response

2018 ◽  
Vol 28 (5) ◽  
pp. 1508-1522 ◽  
Author(s):  
Qianya Qi ◽  
Li Yan ◽  
Lili Tian
Keyword(s):  
Type I Error ◽  
Real Data ◽  
The Cancer Genome Atlas ◽  
P Value ◽  
Type I ◽  
Paired Data ◽  
Data Set ◽  
Equality Of Means ◽  
Breast Cancer Study ◽  
Single Response

In testing differentially expressed genes between tumor and healthy tissues, data are usually collected in paired form. However, incomplete paired data often occur. While extensive statistical researches exist for paired data with incompleteness in both arms, hardly any recent work can be found on paired data with incompleteness in single arm. This paper aims to fill this gap by proposing some new methods, namely, P-value pooling methods and a nonparametric combination test. Simulation studies are conducted to investigate the performance of the proposed methods in terms of type I error and power at small to moderate sample sizes. A real data set from The Cancer Genome Atlas (TCGA) breast cancer study is analyzed using the proposed methods.

scholarly journals Inverted Topp-Leone Distribution: Contribution to a Family of J-Shaped Frequency Functions in Presence of Random Censoring

2021 ◽  
Author(s):  
Hiba Zeyada Muhammed ◽  
Essam Abd Elsalam Muhammed
Keyword(s):  
Monte Carlo ◽  
Real Data ◽  
Posterior Density ◽  
Data Set ◽  
Bayes Estimates ◽  
Squared Error ◽  
Distribution Shape ◽  
Highest Posterior Density Intervals ◽  
Metropolis Hasting Algorithm ◽  
Highest Posterior Density

In this paper, Bayesian and non-Bayesian estimation of the inverted Topp-Leone distribution shape parameter are studied when the sample is complete and random censored. The maximum likelihood estimator (MLE) and Bayes estimator of the unknown parameter are proposed. The Bayes estimates (BEs) have been computed based on the squared error loss (SEL) function and using Markov Chain Monte Carlo (MCMC) techniques. The asymptotic, bootstrap (p,t), and highest posterior density intervals are computed. The Metropolis Hasting algorithm is proposed for Bayes estimates. Monte Carlo simulation is performed to compare the performances of the proposed methods and one real data set has been analyzed for illustrative purposes.

scholarly journals HALF LOGISTIC MODIFIED EXPONENTIAL DISTRIBUTION: PROPERTIES AND APPLICATIONS

2020 ◽  
pp. 276-287
Author(s):  
Arun Kumar Chaudhary ◽  
Vijay Kumar
Keyword(s):  
Exponential Distribution ◽  
Likelihood Estimation ◽  
Real Data ◽  
Least Square ◽  
Estimation Methods ◽  
Logistic Distribution ◽  
Model Parameters ◽  
Type I ◽  
Data Set ◽  
Von Mises

In this study, we have introduced a three-parameter probabilistic model established from type I half logistic-Generating family called half logistic modified exponential distribution. The mathematical and statistical properties of this distribution are also explored. The behavior of probability density, hazard rate, and quantile functions are investigated. The model parameters are estimated using the three well known estimation methods namely maximum likelihood estimation (MLE), least-square estimation (LSE) and Cramer-Von-Mises estimation (CVME) methods. Further, we have taken a real data set and verified that the presented model is quite useful and more flexible for dealing with a real data set. KEYWORDS— Half-logistic distribution, Estimation, CVME ,LSE, , MLE

scholarly journals Bound lengths for type-I progressive hybrid burr type-XII censored data under SS-PALT

2021 ◽  
Vol 10 (1) ◽  
pp. 4-22
Author(s):  
Gyan Prakash
Keyword(s):  
Confidence Intervals ◽  
Asymptotic Variance ◽  
Real Data ◽  
Accelerated Life Test ◽  
Type I ◽  
Unknown Parameters ◽  
Data Set ◽  
Ml Estimation ◽  
Hybrid Censoring ◽  
Burr Type Xii

Our main focus on combining two different approaches, Step-Stress Partially Accelerated Life Test and Type-I Progressive Hybrid censoring criteria in the present article. The fruitfulness of this combination has been investigated by bound lengths for unknown parameters of the Burr Type-XII distribution. Approximate confidence intervals, Bootstrap confidence intervals and One-Sample Bayes prediction bound lengths have been obtained under the above scenario. Particular cases of Type-I Progressive Hybrid censoring (Type-I and Progressive Type-II censoring) has also evaluated under SS-PALT. Optimal stress change time also measured by minimizing the asymptotic variance of ML Estimation. A simulation study based on Metropolis-Hastings algorithm have carried out along with a real data set example.

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