scholarly journals Three-Stage Sequential Estimation of the Inverse Coefficient of Variation of the Normal Distribution

Computation ◽  
2019 ◽  
Vol 7 (4) ◽  
pp. 69 ◽  
Author(s):  
Ali Yousef ◽  
Hosny Hamdy
Keyword(s):  
Confidence Interval ◽  
Normal Distribution ◽  
Coefficient Of Variation ◽  
Sequential Estimation ◽  
Point Estimation ◽  
Squared Error Loss Function ◽  
Fixed Sample ◽  
Sampling Cost ◽  
Better Than ◽  
Inverse Coefficient

This paper sequentially estimates the inverse coefficient of variation of the normal distribution using Hall’s three-stage procedure. We find theorems that facilitate finding a confidence interval for the inverse coefficient of variation that has pre-determined width and coverage probability. We also discuss the sensitivity of the constructed confidence interval to detect a possible shift in the inverse coefficient of variation. Finally, we find the asymptotic regret encountered in point estimation of the inverse coefficient of variation under the squared-error loss function with linear sampling cost. The asymptotic regret provides negative values, which indicate that the three-stage sampling does better than the optimal fixed sample size had the population inverse coefficient of variation been known.

scholarly journals Three-Stage Estimation of the Mean and Variance of the Normal Distribution with Application to an Inverse Coefficient of Variation with Computer Simulation

Mathematics ◽  
2019 ◽  
Vol 7 (9) ◽  
pp. 831 ◽  
Author(s):  
Yousef ◽  
Hamdy
Keyword(s):  
Confidence Interval ◽  
Normal Distribution ◽  
Coefficient Of Variation ◽  
Point Estimation ◽  
Squared Error Loss Function ◽  
Sampling Cost ◽  
The Mean ◽  
Interval Problems ◽  
Stage Estimation ◽  
Inverse Coefficient

This paper considers sequentially two main problems. First, we estimate both the mean and the variance of the normal distribution under a unified one decision framework using Hall’s three-stage procedure. We consider a minimum risk point estimation problem for the variance considering a squared-error loss function with linear sampling cost. Then we construct a confidence interval for the mean with a preassigned width and coverage probability. Second, as an application, we develop Fortran codes that tackle both the point estimation and confidence interval problems for the inverse coefficient of variation using a Monte Carlo simulation. The simulation results show negative regret in the estimation of the inverse coefficient of variation, which indicates that the three-stage procedure provides better estimation than the optimal.

scholarly journals Multistage Estimation of the Rayleigh Distribution Variance

Symmetry ◽  
2020 ◽  
Vol 12 (12) ◽  
pp. 2084
Author(s):  
Ali Yousef ◽  
Ayman A. Amin ◽  
Emad E. Hassan ◽  
Hosny I. Hamdy
Keyword(s):  
Confidence Interval ◽  
Sample Size ◽  
Interval Estimation ◽  
Sequential Estimation ◽  
Rayleigh Distribution ◽  
Point Estimation ◽  
Asymptotic Results ◽  
Squared Error Loss Function ◽  
Estimation Problems ◽  
Width Confidence Interval

In this paper we discuss the multistage sequential estimation of the variance of the Rayleigh distribution using the three-stage procedure that was presented by Hall (Ann. Stat. 9(6):1229–1238, 1981). Since the Rayleigh distribution variance is a linear function of the distribution scale parameter’s square, it suffices to estimate the Rayleigh distribution’s scale parameter’s square. We tackle two estimation problems: first, the minimum risk point estimation problem under a squared-error loss function plus linear sampling cost, and the second is a fixed-width confidence interval estimation, using a unified optimal stopping rule. Such an estimation cannot be performed using fixed-width classical procedures due to the non-existence of a fixed sample size that simultaneously achieves both estimation problems. We find all the asymptotic results that enhanced finding the three-stage regret as well as the three-stage fixed-width confidence interval for the desired parameter. The procedure attains asymptotic second-order efficiency and asymptotic consistency. A series of Monte Carlo simulations were conducted to study the procedure’s performance as the optimal sample size increases. We found that the simulation results agree with the asymptotic results.

scholarly journals The Bayesian Confidence Interval for Coefficient of Variation of Zero-inflated Poisson Distribution with Application to Daily COVID-19 Deaths in Thailand

2021 ◽  
Vol 5 ◽  
pp. 62-76
Author(s):  
Sunisa Junnumtuam ◽  
Sa-Aat Niwitpong ◽  
Suparat Niwitpong
Keyword(s):  
Confidence Interval ◽  
Coefficient Of Variation ◽  
Average Length ◽  
Simulated Data ◽  
Posterior Density ◽  
The World ◽  
Bayesian Confidence Interval ◽  
Percentile Bootstrap ◽  
Highest Posterior Density ◽  
Better Than

Coronavirus disease 2019 (COVID-19) has spread rapidly throughout the world and has caused millions of deaths. However, the number of daily COVID-19 deaths in Thailand has been low with most daily records showing zero deaths, thereby making them fit a Zero-Inflated Poisson (ZIP) distribution. Herein, confidence intervals for the Coefficient Of Variation (CV) of a ZIP distribution are derived using four methods: the standard bootstrap (SB), percentile bootstrap (PB), Markov Chain Monte Carlo (MCMC), and the Bayesian-based highest posterior density (HPD), for which using the variance of the CV is unnecessary. We applied the methods to both simulated data and data on the number of daily COVID-19 deaths in Thailand. Both sets of results show that the SB, MCMC, and HPD methods performed better than PB for most cases in terms of coverage probability and average length. Overall, the HPD method is recommended for constructing the confidence interval for the CV of a ZIP distribution. Doi: 10.28991/esj-2021-SPER-05 Full Text: PDF

scholarly journals Confidence Intervals for the Coefficient of Variation in a Normal Distribution with a Known Population Mean

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Wararit Panichkitkosolkul
Keyword(s):  
Confidence Interval ◽  
Normal Distribution ◽  
Confidence Intervals ◽  
Coefficient Of Variation ◽  
Coverage Probability ◽  
Normal Approximation ◽  
Monte Carlo Simulation Study ◽  
Population Mean ◽  
Expected Length ◽  
Simulation Results

This paper presents three confidence intervals for the coefficient of variation in a normal distribution with a known population mean. One of the proposed confidence intervals is based on the normal approximation. The other proposed confidence intervals are the shortest-length confidence interval and the equal-tailed confidence interval. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. Simulation results have shown that all three proposed confidence intervals perform well in terms of coverage probability and expected length.

scholarly journals A Bayesian Approach for Estimation of Coefficients of Variation of Normal Distributions

2021 ◽  
Vol 50 (1) ◽  
pp. 261-278
Author(s):  
Warisa Thangjai ◽  
Sa-Aat Niwitpong ◽  
Suparat Niwitpong
Keyword(s):  
Confidence Interval ◽  
Normal Distribution ◽  
Confidence Intervals ◽  
Coefficient Of Variation ◽  
Bayesian Approaches ◽  
Normal Distributions ◽  
Generalized Confidence Interval ◽  
Coefficients Of Variation ◽  
The Difference ◽  
Highest Posterior Density

The coefficient of variation is widely used as a measure of data precision. Confidence intervals for a single coefficient of variation when the data follow a normal distribution that is symmetrical and the difference between the coefficients of variation of two normal populations are considered in this paper. First, the confidence intervals for the coefficient of variation of a normal distribution are obtained with adjusted generalized confidence interval (adjusted GCI), computational, Bayesian, and two adjusted Bayesian approaches. These approaches are compared with existing ones comprising two approximately unbiased estimators, the method of variance estimates recovery (MOVER) and generalized confidence interval (GCI). Second, the confidence intervals for the difference between the coefficients of variation of two normal distributions are proposed using the same approaches, the performances of which are then compared with the existing approaches. The highest posterior density interval was used to estimate the Bayesian confidence interval. Monte Carlo simulation was used to assess the performance of the confidence intervals. The results of the simulation studies demonstrate that the Bayesian and two adjusted Bayesian approaches were more accurate and better than the others in terms of coverage probabilities and average lengths in both scenarios. Finally, the performances of all of the approaches for both scenarios are illustrated via an empirical study with two real-data examples.

Using Connectionist Modules for Decision Support

1990 ◽  
Vol 29 (03) ◽  
pp. 167-181 ◽  
Author(s):  
G. Hripcsak
Keyword(s):  
Decision Support ◽  
Standard Deviation ◽  
Confidence Interval ◽  
Posterior Probability ◽  
Back Propagation ◽  
Connectionist Model ◽  
Test Set ◽  
The Third ◽  
Independent Test ◽  
Better Than

AbstractA connectionist model for decision support was constructed out of several back-propagation modules. Manifestations serve as input to the model; they may be real-valued, and the confidence in their measurement may be specified. The model produces as its output the posterior probability of disease. The model was trained on 1,000 cases taken from a simulated underlying population with three conditionally independent manifestations. The first manifestation had a linear relationship between value and posterior probability of disease, the second had a stepped relationship, and the third was normally distributed. An independent test set of 30,000 cases showed that the model was better able to estimate the posterior probability of disease (the standard deviation of residuals was 0.046, with a 95% confidence interval of 0.046-0.047) than a model constructed using logistic regression (with a standard deviation of residuals of 0.062, with a 95% confidence interval of 0.062-0.063). The model fitted the normal and stepped manifestations better than the linear one. It accommodated intermediate levels of confidence well.

Research of the activity and viability of spermatozoa at different concentrations and proportions of diluents after incubation

2020 ◽  
pp. 88-95
Author(s):  
Svitlana Lobchenko ◽  
Tetiana Husar ◽  
Viktor Lobchenko
Keyword(s):  
Plasma Concentration ◽  
Incubation Time ◽  
Coefficient Of Variation ◽  
Incubation Medium ◽  
Wide Range ◽  
Series Of Experiments ◽  
The Subject ◽  
Boar Spermatozoa ◽  
Native Plasma ◽  
Better Than

The results of studies of the viability of spermatozoa with different incubation time at different concentrations and using different diluents are highlighted in the article. (Un) concentrated spermatozoa were diluented: 1) with their native plasma; 2) medium 199; 3) a mixture of equal volumes of plasma and medium 199. The experiment was designed to generate experimental samples with spermatozoa concentrations prepared according to the method, namely: 0.2; 0.1; 0.05; 0.025 billion / ml. The sperm was evaluated after 2, 4, 6 and 8 hours. The perspective of such a study is significant and makes it possible to research various aspects of the subject in a wide range. In this regard, a series of experiments were conducted in this area. The data obtained are statistically processed and allow us to highlight the results that relate to each stage of the study. In particular, in this article it was found out some regularities between the viability of sperm, the type of diluent and the rate of rarefaction, as evidenced by the data presented in the tables. As a result of sperm incubation, the viability of spermatozoa remains at least the highest trend when sperm are diluted to a concentration of 0.1 billion / ml, regardless of the type of diluent used. To maintain the viability of sperm using this concentration of medium 199 is not better than its native plasma, and its mixture with an equal volume of plasma through any length of time incubation of such sperm. Most often it is at this concentration of sperm that their viability is characterized by the lowest coefficient of variation, regardless of the type of diluent used, which may indicate the greatest stability of the result under these conditions. The viability of spermatozoa with a concentration of 0.1 billion / ml is statistically significantly reduced only after 6 or even 8 hours of incubation. If the sperm are incubated for only 2 hours, regardless of the type of diluent used, the sperm concentrations tested do not affect the viability of the sperm. Key words: boar, spermatozoa, sperm plasma, concentration, incubation, medium 199, activity, viability, rarefaction.

Features of accumulation of amounts of measurement error

2017 ◽  
Vol 928 (10) ◽  
pp. 58-63 ◽  
Author(s):  
V.I. Salnikov
Keyword(s):  
Measurement Error ◽  
Confidence Interval ◽  
Normal Distribution ◽  
Confidence Level ◽  
Measurement Errors ◽  
Truncated Normal Distribution ◽  
Truncated Normal ◽  
The Law ◽  
Normal Law

The initial subject for study are consistent sums of the measurement errors. It is assumed that the latter are subject to the normal law, but with the limitation on the value of the marginal error Δpred = 2m. It is known that each amount ni corresponding to a confidence interval, which provides the value of the sum, is equal to zero. The paradox is that the probability of such an event is zero; therefore, it is impossible to determine the value ni of where the sum becomes zero. The article proposes to consider the event consisting in the fact that some amount of error will change value within 2m limits with a confidence level of 0,954. Within the group all the sums have a limit error. These tolerances are proposed to use for the discrepancies in geodesy instead of 2m*SQL(ni). The concept of “the law of the truncated normal distribution with Δpred = 2m” is suggested to be introduced.

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