scholarly journals A Modified Chi-square Type Test Statistic for the Double Burr X Model with Applications to Right Censored Medical and Reliability Data

2021 ◽  
pp. 615-623
Author(s):  
Khaoula Aidi ◽  
Nadeem Shafique Butt ◽  
Mir Masoom Ali ◽  
Mohamed Ibrahim ◽  
Haitham M. Yousof ◽  
...  
Keyword(s):  
Censored Data ◽  
Goodness Of Fit ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Data Sets ◽  
Test Statistic ◽  
Goodness Of Fit Test ◽  
Chi Square ◽  
Right Censored Data ◽  
The Right

A new modified version of the Bagdonavičius-Nikulin goodness-of-fit test statistic is presented for validity for the right censor case under the double Burr type X distribution. The maximum likelihood estimation method in censored data case is used and applied. Simulations via the algorithm of Barzilai-Borwein is performed for assessing the right censored estimation method. Another simulation study is presented for testing the null hypothesis under the modified version of the Bagdonavičius and Nikulin goodness-of-fit statistical test. Four right censored data sets are analyzed under the new modified test statistic for checking the distributional validation.

scholarly journals A Modified Chi-square Type Test for Distributional Validity with Applications to Right Censored Reliability and Medical Data

2021 ◽  
pp. 1113-1121 ◽  
Author(s):  
Haitham M. Yousof ◽  
Abdullah H. Al-nefaie ◽  
Khaoula Aidi ◽  
M. Masoom Ali ◽  
Mohamed ibrahim Mohamed
Keyword(s):  
Censored Data ◽  
Goodness Of Fit ◽  
Data Sets ◽  
Test Statistic ◽  
Goodness Of Fit Test ◽  
Chi Square ◽  
Right Censored Data ◽  
Type Test ◽  
The Right ◽  
New Distribution

In this paper, a modified Chi-square goodness-of-fit test called the modified Bagdonavičius-Nikulin goodness-of-fit test statistic is investigated and the applied for distributional validation under the right censored case. The new modified goodness-of-fit test is presented and applied for the right censored data sets. The algorithm of the censored Barzilai-Borwein is employed via a comprehensive simulation study for assessing validity of the new test. The modified Bagdonavičius-Nikulin test is applied to four real and right censored data sets. A new distribution is compared with many other competitive distributions under the new modified Bagdonavičius-Nikulin goodness-of-fit test statistic.

scholarly journals A new parametric lifetime model with modified chi-square type test for right censored validation, characterizations and different estimation methods

2021 ◽  
pp. 399-425
Author(s):  
Haitham Yousof ◽  
Khaoula Aidi ◽  
G.G. Hamedani ◽  
Mohamed Ibrahim
Keyword(s):  
Censored Data ◽  
Goodness Of Fit ◽  
Real Data ◽  
Estimation Methods ◽  
Goodness Of Fit Test ◽  
Chi Square ◽  
Data Set ◽  
Right Censored Data ◽  
New Model ◽  
The Right

A new three-parameter extension of the generalized Nadarajah-Haghighi model is introduced and studied. Some of its statistical properties are derived. Characterization results are presented. The failure rate can be "increasing", "decreasing", "bathtub", "upside-down", "upside-down-constant", "increasing-constant" or "constant". Different non-Bayesian estimation methods under uncensored scheme are considered. Numerical simulations are performed for comparing the estimation methods using different sample sizes. The censored Barzilai-Borwein algorithm is employed via a simulation study. Using the approach of the Bagdonavicius-Nikulin chi-square goodness-of-fit test for validation under the right censored data, we propose a modified chi-square goodness-of-fit test for the new model. Based on the maximum likelihood estimators on initial data, the modified Bagdonavicius-Nikulin chi-square goodness-of-fit test recovers the loss in information. The modified Bagdonavicius-Nikulin test for validation under the right censored data is applied to four real and right censored data sets. The new model is compared with many other competitive models by means of a real data set.

scholarly journals A Least Squares Estimation Method for the Linear Learning Model

1978 ◽  
Vol 15 (1) ◽  
pp. 145-153
Author(s):  
Berend Wierenga
Keyword(s):  
Least Squares ◽  
Simulation Study ◽  
Goodness Of Fit ◽  
Least Squares Method ◽  
Estimation Method ◽  
Learning Model ◽  
New Method ◽  
Data Sets ◽  
Goodness Of Fit Test ◽  
Chi Square

The author presents a new method for estimating the parameters of the linear learning model. The procedure, essentially a least squares method, is easy to carry out and avoids certain difficulties of earlier estimation procedures. Applications to three different data sets are reported, as well as results from a goodness-of-fit test. A simulation study was carried out to validate the method. The outcomes are compared with those obtained from the minimum chi square estimation method. The results of the new method appear to be satisfactory.

scholarly journals Expanded Fréchet Model: Mathematical Properties, Copula, Different Estimation Methods, Applications and Validation Testing

Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 1949
Author(s):  
Mukhtar M. Salah ◽  
M. El-Morshedy ◽  
M. S. Eliwa ◽  
Haitham M. Yousof
Keyword(s):  
Maximum Likelihood ◽  
Goodness Of Fit ◽  
Estimation Method ◽  
Least Square ◽  
Estimation Methods ◽  
Goodness Of Fit Test ◽  
Least Square Estimation ◽  
Chi Square ◽  
Anderson Darling ◽  
The Right

The extreme value theory is expanded by proposing and studying a new version of the Fréchet model. Some new bivariate type extensions using Farlie–Gumbel–Morgenstern copula, modified Farlie–Gumbel–Morgenstern copula, Clayton copula, and Renyi’s entropy copula are derived. After a quick study for its properties, different non-Bayesian estimation methods under uncensored schemes are considered, such as the maximum likelihood estimation method, Anderson–Darling estimation method, ordinary least square estimation method, Cramér–von-Mises estimation method, weighted least square estimation method, left-tail Anderson–Darling estimation method, and right-tail Anderson–Darling estimation method. Numerical simulations were performed for comparing the estimation methods using different sample sizes for three different combinations of parameters. The Barzilai–Borwein algorithm was employed via a simulation study. Three applications were presented for measuring the flexibility and the importance of the new model for comparing the competitive distributions under the uncensored scheme. Using the approach of the Bagdonavicius–Nikulin goodness-of-fit test for validation under the right censored data, we propose a modified chi-square goodness-of-fit test for the new model. The modified goodness-of-fit statistic test was applied for the right censored real data set, called leukemia free-survival times for autologous transplants. Based on the maximum likelihood estimators on initial data, the modified goodness-of-fit test recovered the loss in information while the grouping data and followed chi-square distributions. All elements of the modified goodness-of-fit criteria tests are explicitly derived and given.

scholarly journals Modelling the number of olive groves in Spanish municipalities

2016 ◽  
Vol 14 (1) ◽  
pp. e0201
Author(s):  
Maria-Dolores Huete ◽  
Juan A. Marmolejo
Keyword(s):  
Goodness Of Fit ◽  
Likelihood Estimation ◽  
External Factors ◽  
Discrete Distributions ◽  
Future Research ◽  
Total Output ◽  
Goodness Of Fit Test ◽  
Chi Square ◽  
Total Variability ◽  
Olive Groves

<p>The univariate generalized Waring distribution (UGWD) is presented as a new model to describe the goodness of fit, applicable in the context of agriculture. In this paper, it was used to model the number of olive groves recorded in Spain in the 8,091 municipalities recorded in the 2009 Agricultural Census, according to which the production of oil olives accounted for 94% of total output, while that of table olives represented 6% (with an average of 44.84 and 4.06 holdings per Spanish municipality, respectively). UGWD is suitable for fitting this type of discrete data, with strong left-sided asymmetry. This novel use of UGWD can provide the foundation for future research in agriculture, with the advantage over other discrete distributions that enables the analyst to split the variance. After defining the distribution, we analysed various methods for fitting the parameters associated with it, namely estimation by maximum likelihood, estimation by the method of moments and a variant of the latter, estimation by the method of frequencies and moments. For oil olives, the chi-square goodness of fit test gives <em>p</em>-values of 0.9992, 0.9967 and 0.9977, respectively. However, a poor fit was obtained for the table olive distribution. Finally, the variance was split, following Irwin, into three components related to random factors, external factors and internal differences. For the distribution of the number of olive grove holdings, this splitting showed that random and external factors only account about 0.22% and 0.05%. Therefore, internal differences within municipalities play an important role in determining total variability.</p>

scholarly journals Maximum Likelihood Estimation for the Generalized Pareto Distribution and Goodness-of-Fit Test with Censored Data

2019 ◽  
Vol 17 (2) ◽  
Author(s):  
Minh H. Pham ◽  
Chris Tsokos ◽  
Bong-Jin Choi
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Censored Data ◽  
Goodness Of Fit ◽  
Pareto Distribution ◽  
Generalized Pareto Distribution ◽  
Likelihood Estimation ◽  
R Package ◽  
Goodness Of Fit Test ◽  
Generalized Pareto

The generalized Pareto distribution (GPD) is a flexible parametric model commonly used in financial modeling. Maximum likelihood estimation (MLE) of the GPD was proposed by Grimshaw (1993). Maximum likelihood estimation of the GPD for censored data is developed, and a goodness-of-fit test is constructed to verify an MLE algorithm in R and to support the model-validation step. The algorithms were composed in R. Grimshaw’s algorithm outperforms functions available in the R package ‘gPdtest’. A simulation study showed the MLE method for censored data and the goodness-of-fit test are both reliable.

scholarly journals Giniinc: A Stata Package for Measuring Inequality from Incomplete Income and Survival Data

2018 ◽  
Vol 18 (3) ◽  
pp. 692-715
Author(s):  
Long Hong ◽  
Guido Alfani ◽  
Chiara Gigliarano ◽  
Marco Bonetti
Keyword(s):  
Censored Data ◽  
Survival Data ◽  
Gini Index ◽  
Simulated Data ◽  
Likelihood Estimation ◽  
Right Censoring ◽  
Parametric Models ◽  
Test Statistic ◽  
Right Censored Data ◽  
Nonparametric Bounds

Often, observed income and survival data are incomplete because of left- or right-censoring or left- or right-truncation. Measuring inequality (for instance, by the Gini index of concentration) from incomplete data like these will produce biased results. We describe the package giniinc, which contains three independent commands to estimate the Gini concentration index under different conditions. First, survgini computes a test statistic for comparing two (survival) distributions based on the nonparametric estimation of the restricted Gini index for right-censored data, using both asymptotic and permutation inference. Second, survbound computes nonparametric bounds for the unrestricted Gini index from censored data. Finally, survlsl implements maximum likelihood estimation for three commonly used parametric models to estimate the unrestricted Gini index, both from censored and truncated data. We briefly discuss the methods, describe the package, and illustrate its use through simulated data and examples from an oncology and a historical income study.

scholarly journals Validation of the Odd Lindley Exponentiated Exponential by a ModiÖed Goodness of Fit Test with Applications to Censored and Complete Data

2019 ◽  
pp. 745-771 ◽  
Author(s):  
Hafida Goual ◽  
Haitham M. Yousof ◽  
Mir Masoom Ali
Keyword(s):  
Goodness Of Fit ◽  
Maximum Likelihood Estimators ◽  
Real Data ◽  
Complete Data ◽  
Data Sets ◽  
Grouped Data ◽  
Goodness Of Fit Test ◽  
Right Censored Data ◽  
Mathematical Properties ◽  
Chi Squared

In this paper, we Örst introduse a new extension of the exponentiated exponential distribution along with its several mathematical properties. Second, we construct a modiÖed Chi-squared goodness-of-Öt test based on the Nikulin-Rao-Robson statistic in presence of censored and complete data. We describe the theory and the mechanism of the Y 2 n statistic test which can be used in survival and reliability data analysis. We use the maximum likelihood estimators based on the initial non grouped data sets. Then, we conduct numerical simulations to reinforce the results. For showing the applicability of our model in various Öelds, we illustrate it and the proposed test by applications to two real data sets for complete data case and two other right censored data sets.

scholarly journals Evaluating Rank Histograms Using Decompositions of the Chi-Square Test Statistic

2008 ◽  
Vol 136 (6) ◽  
pp. 2133-2139 ◽  
Author(s):  
Ian T. Jolliffe ◽  
Cristina Primo
Keyword(s):  
Goodness Of Fit ◽  
Ensemble Forecasting ◽  
Test Statistic ◽  
Goodness Of Fit Test ◽  
Chi Square ◽  
Chi Square Test ◽  
Forecasting System ◽  
Rank Histogram ◽  
Von Mises ◽  
Cramer Von Mises

Abstract Rank histograms are often plotted to evaluate the forecasts produced by an ensemble forecasting system—an ideal rank histogram is “flat” or uniform. It has been noted previously that the obvious test of “flatness,” the well-known χ2 goodness-of-fit test, spreads its power thinly and hence is not good at detecting specific alternatives to flatness, such as bias or over- or underdispersion. Members of the Cramér–von Mises family of tests do much better in this respect. An alternative to using the Cramér–von Mises family is to decompose the χ2 test statistic into components that correspond to specific alternatives. This approach is described in the present paper. It is arguably easier to use and more flexible than the Cramér–von Mises family of tests, and does at least as well as it in detecting alternatives corresponding to bias and over- or underdispersion.

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