scholarly journals A New Inference Approach for Type-II Generalized Birnbaum-Saunders Distribution

Stats ◽  
2019 ◽  
Vol 2 (1) ◽  
pp. 148-163
Author(s):  
Naijun Sha
Keyword(s):  
Simulation Study ◽  
Real Data ◽  
Type Ii ◽  
Sample Sizes ◽  
Extensive Simulation ◽  
Convenient Procedure ◽  
Parameter Values

The Birnbaum-Saunders (BS) distribution, with its generalizations, has been successfully applied in a wide variety of fields. One generalization, type-II generalized BS (denoted as GBS-II), has been developed and attracted considerable attention in recent years. In this article, we propose a new simple and convenient procedure of inference approach for GBS-II distribution. An extensive simulation study is carried out to assess performance of the methods under various settings of parameter values with different sample sizes. Real data are analyzed for illustrative purposes to display the efficiency of the proposed method.

scholarly journals Transforming variables to central normality

2021 ◽  
Author(s):  
Jakob Raymaekers ◽  
Peter J. Rousseeuw
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimator ◽  
Simulation Study ◽  
Real Data ◽  
Data Sets ◽  
Transformation Parameter ◽  
Likelihood Estimator ◽  
Extensive Simulation ◽  
Highly Sensitive

AbstractMany real data sets contain numerical features (variables) whose distribution is far from normal (Gaussian). Instead, their distribution is often skewed. In order to handle such data it is customary to preprocess the variables to make them more normal. The Box–Cox and Yeo–Johnson transformations are well-known tools for this. However, the standard maximum likelihood estimator of their transformation parameter is highly sensitive to outliers, and will often try to move outliers inward at the expense of the normality of the central part of the data. We propose a modification of these transformations as well as an estimator of the transformation parameter that is robust to outliers, so the transformed data can be approximately normal in the center and a few outliers may deviate from it. It compares favorably to existing techniques in an extensive simulation study and on real data.

scholarly journals Nonparametric estimation of directional highest density regions

2021 ◽  
Author(s):  
Paula Saavedra-Nieves ◽  
Rosa M. Crujeiras
Keyword(s):  
Simulation Study ◽  
Hausdorff Distance ◽  
Level Sets ◽  
Kernel Smoothing ◽  
Real Data ◽  
Confidence Regions ◽  
Data Sets ◽  
Extensive Simulation ◽  
Bandwidth Selector ◽  
Animal Orientation

AbstractHighest density regions (HDRs) are defined as level sets containing sample points of relatively high density. Although Euclidean HDR estimation from a random sample, generated from the underlying density, has been widely considered in the statistical literature, this problem has not been contemplated for directional data yet. In this work, directional HDRs are formally defined and plug-in estimators based on kernel smoothing and associated confidence regions are proposed. We also provide a new suitable bootstrap bandwidth selector for plug-in HDRs estimation based on the minimization of an error criteria that involves the Hausdorff distance between the boundaries of the theoretical and estimated HDRs. An extensive simulation study shows the performance of the resulting estimator for the circle and for the sphere. The methodology is applied to analyze two real data sets in animal orientation and seismology.

scholarly journals A comprehensive evaluation of methods for Mendelian randomization using realistic simulations and an analysis of 38 biomarkers for risk of type 2 diabetes

2021 ◽  
Author(s):  
Guanghao Qi ◽  
Nilanjan Chatterjee
Keyword(s):  
Type 2 Diabetes ◽  
Mendelian Randomization ◽  
Association Studies ◽  
Real Data ◽  
Causal Effects ◽  
Type I ◽  
Genome Wide Association Studies ◽  
Simulation Studies ◽  
Sample Sizes

Abstract Background Previous studies have often evaluated methods for Mendelian randomization (MR) analysis based on simulations that do not adequately reflect the data-generating mechanisms in genome-wide association studies (GWAS) and there are often discrepancies in the performance of MR methods in simulations and real data sets. Methods We use a simulation framework that generates data on full GWAS for two traits under a realistic model for effect-size distribution coherent with the heritability, co-heritability and polygenicity typically observed for complex traits. We further use recent data generated from GWAS of 38 biomarkers in the UK Biobank and performed down sampling to investigate trends in estimates of causal effects of these biomarkers on the risk of type 2 diabetes (T2D). Results Simulation studies show that weighted mode and MRMix are the only two methods that maintain the correct type I error rate in a diverse set of scenarios. Between the two methods, MRMix tends to be more powerful for larger GWAS whereas the opposite is true for smaller sample sizes. Among the other methods, random-effect IVW (inverse-variance weighted method), MR-Robust and MR-RAPS (robust adjust profile score) tend to perform best in maintaining a low mean-squared error when the InSIDE assumption is satisfied, but can produce large bias when InSIDE is violated. In real-data analysis, some biomarkers showed major heterogeneity in estimates of their causal effects on the risk of T2D across the different methods and estimates from many methods trended in one direction with increasing sample size with patterns similar to those observed in simulation studies. Conclusion The relative performance of different MR methods depends heavily on the sample sizes of the underlying GWAS, the proportion of valid instruments and the validity of the InSIDE assumption. Down-sampling analysis can be used in large GWAS for the possible detection of bias in the MR methods.

scholarly journals Modeling and Forecasting of COVID-19 Spreading by Delayed Stochastic Differential Equations

Axioms ◽  
2021 ◽  
Vol 10 (1) ◽  
pp. 18
Author(s):  
Marouane Mahrouf ◽  
Adnane Boukhouima ◽  
Houssine Zine ◽  
El Mehdi Lotfi ◽  
Delfim F. M. Torres ◽  
...  
Keyword(s):  
Real Data ◽  
Economic Damage ◽  
Population Parameter ◽  
The Novel ◽  
First Case ◽  
Epidemiological Trend ◽  
Modeling And Forecasting ◽  
Novel Coronavirus ◽  
Parameter Values ◽  
Stochastic Time

The novel coronavirus disease (COVID-19) pneumonia has posed a great threat to the world recent months by causing many deaths and enormous economic damage worldwide. The first case of COVID-19 in Morocco was reported on 2 March 2020, and the number of reported cases has increased day by day. In this work, we extend the well-known SIR compartmental model to deterministic and stochastic time-delayed models in order to predict the epidemiological trend of COVID-19 in Morocco and to assess the potential role of multiple preventive measures and strategies imposed by Moroccan authorities. The main features of the work include the well-posedness of the models and conditions under which the COVID-19 may become extinct or persist in the population. Parameter values have been estimated from real data and numerical simulations are presented for forecasting the COVID-19 spreading as well as verification of theoretical results.

scholarly journals The CSS and The Two-Staged Methods for Parameter Estimation in SARFIMA Models

2011 ◽  
Vol 2011 ◽  
pp. 1-11 ◽  
Author(s):  
Erol Egrioglu ◽  
Cagdas Hakan Aladag ◽  
Cem Kadilar
Keyword(s):  
Time Series ◽  
Parameter Estimation ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Simulation Study ◽  
Long Memory ◽  
Moving Average ◽  
Mean Square ◽  
Sample Sizes ◽  
Advantages And Disadvantages

Seasonal Autoregressive Fractionally Integrated Moving Average (SARFIMA) models are used in the analysis of seasonal long memory-dependent time series. Two methods, which are conditional sum of squares (CSS) and two-staged methods introduced by Hosking (1984), are proposed to estimate the parameters of SARFIMA models. However, no simulation study has been conducted in the literature. Therefore, it is not known how these methods behave under different parameter settings and sample sizes in SARFIMA models. The aim of this study is to show the behavior of these methods by a simulation study. According to results of the simulation, advantages and disadvantages of both methods under different parameter settings and sample sizes are discussed by comparing the root mean square error (RMSE) obtained by the CSS and two-staged methods. As a result of the comparison, it is seen that CSS method produces better results than those obtained from the two-staged method.

MODELING THE TRANSMISSION DYNAMICS OF DAIRY CATTLE BRUCELLOSIS IN JILIN PROVINCE, CHINA

2014 ◽  
Vol 22 (04) ◽  
pp. 533-554 ◽  
Author(s):  
JING NIE ◽  
GUI-QUAN SUN ◽  
XIANG-DONG SUN ◽  
JUAN ZHANG ◽  
NAN WANG ◽  
...  
Keyword(s):  
Dairy Cattle ◽  
Rapid Development ◽  
Real Data ◽  
Jilin Province ◽  
Annual Number ◽  
Bacterial Disease ◽  
Increasing Trend ◽  
Milk Cows ◽  
Parameter Values ◽  
Globally Stable

Dairy cattle brucellosis is a chronic bacterial disease, which is caused by Brucella abortus and mainly characterized by abortion in dairy cattle. With the rapid development of breeding industry of milk cows in China, the infectious cases of dairy cattle brucellosis show an increasing trend. Particularly in Jilin province, the annual number of the positive cases of dairy cattle was only 3 cows in 1987, and went up to 168 cows in 2005. Based on the situation of the brucellosis infection in Jilin province, we propose an Susceptible-Exposed-Infected-Virus (SEIV) dynamical model with outside transferred amount to describe the transmission of brucellosis amongst dairy cattle in this paper. We calculate the basic reproduction number R0 and prove that the equilibria are globally stable. Moreover, using the real data of nearly 20 years in Jilin province, we estimate the parameter values in the system. As a result, we can predict the number of infections as time increases. According to the prediction for the next 30 years, we can conclude that the disease will persist if we just take existing measures. If culling, sterilizing and decreasing the number of outer importing are used together, dairy cattle brucellosis will be well controlled.

scholarly journals Novel bounds for causal effects based on sensitivity parameters on the risk difference scale

2021 ◽  
Vol 9 (1) ◽  
pp. 190-210
Author(s):  
Arvid Sjölander ◽  
Ola Hössjer
Keyword(s):  
Risk Ratio ◽  
Simulation Study ◽  
Observational Studies ◽  
Causal Effect ◽  
Real Data ◽  
Risk Difference ◽  
Causal Effects ◽  
Ratio Scale ◽  
Unmeasured Confounding ◽  
Range Of Values

Abstract Unmeasured confounding is an important threat to the validity of observational studies. A common way to deal with unmeasured confounding is to compute bounds for the causal effect of interest, that is, a range of values that is guaranteed to include the true effect, given the observed data. Recently, bounds have been proposed that are based on sensitivity parameters, which quantify the degree of unmeasured confounding on the risk ratio scale. These bounds can be used to compute an E-value, that is, the degree of confounding required to explain away an observed association, on the risk ratio scale. We complement and extend this previous work by deriving analogous bounds, based on sensitivity parameters on the risk difference scale. We show that our bounds can also be used to compute an E-value, on the risk difference scale. We compare our novel bounds with previous bounds through a real data example and a simulation study.

scholarly journals A comparative study of the Gini coefficient estimators based on the linearization and U-statistics Methods

2017 ◽  
Vol 40 (2) ◽  
pp. 205-221 ◽  
Author(s):  
Shahryar Mirzaei ◽  
Gholam Reza Mohtashami Borzadaran ◽  
Mohammad Amini
Keyword(s):  
Comparative Study ◽  
Simulation Study ◽  
Gini Coefficient ◽  
Gini Index ◽  
Real Data ◽  
Linearization Method ◽  
U Statistics ◽  
The Gini Coefficient

In this paper, we consider two well-known methods for analysis of the Gini index, which are U-statistics and linearization for some incomedistributions. In addition, we evaluate two different methods for some properties of their proposed estimators. Also, we compare two methods with resampling techniques in approximating some properties of the Gini index. A simulation study shows that the linearization method performs 'well' compared to the Gini estimator based on U-statistics. A brief study on real data supports our findings.

scholarly journals Comparison of Statistical Methods for Estimating Continuous Paediatric Reference Intervals: A Simulation Study

2021 ◽  
Author(s):  
Monsurul Hoq ◽  
Susan Donath ◽  
Paul Monagle ◽  
John Carlin
Keyword(s):  
Statistical Methods ◽  
Simulation Study ◽  
Assessment Tool ◽  
Polynomial Regression ◽  
Reference Intervals ◽  
Performance Measure ◽  
Parametric Models ◽  
New Method ◽  
Sample Sizes ◽  
Generalised Additive Model

Abstract Background: Reference intervals (RIs), which are used as an assessment tool in laboratory medicine, change with age for most biomarkers in children. Addressing this, RIs that vary continuously with age have been developed using a range of curve-fitting approaches. The choice of statistical method may be important as different methods may produce substantially different RIs. Hence, we developed a simulation study to investigate the performance of statistical methods for estimating continuous paediatric RIs.Methods: We compared four methods for estimating age-varying RIs. These were Cole’s LMS, the Generalised Additive Model for Location Scale and Shape (GAMLSS), Royston’s method based on fractional polynomials and exponential transformation, and a new method applying quantile regression using power variables in age selected by fractional polynomial regression for the mean. Data were generated using hypothetical true curves based on five biomarkers with varying complexity of association with age, i.e. linear or nonlinear, constant or nonconstant variation across age, and for four sample sizes (100, 200, 400 and 1000). Root mean square error (RMSE) was used as the primary performance measure for comparison. Results: Regression-based parametric methods performed better in most scenarios. Royston’s and the new method performed consistently well in all scenarios for sample sizes of at least 400, while the new method had the smallest average RMSE in scenarios with nonconstant variation across age. Conclusions: We recommend methods based on flexible parametric models for estimating continuous paediatric RIs, irrespective of the complexity of the association between biomarkers and age, for at least 400 samples.

scholarly journals Statistical inferences for type-II hybrid censoring data from the alpha power exponential distribution

PLoS ONE ◽  
2021 ◽  
Vol 16 (1) ◽  
pp. e0244316
Author(s):  
Mukhtar M. Salah ◽  
Essam A. Ahmed ◽  
Ziyad A. Alhussain ◽  
Hanan Haj Ahmed ◽  
M. El-Morshedy ◽  
...  
Keyword(s):  
Exponential Distribution ◽  
Information Matrix ◽  
Expectation Maximization Algorithm ◽  
Location Parameter ◽  
Real Data ◽  
Estimation Methods ◽  
Invariance Property ◽  
Alpha Power ◽  
Type Ii ◽  
Hazard Functions

This paper describes a method for computing estimates for the location parameter μ > 0 and scale parameter λ > 0 with fixed shape parameter α of the alpha power exponential distribution (APED) under type-II hybrid censored (T-IIHC) samples. We compute the maximum likelihood estimations (MLEs) of (μ, λ) by applying the Newton-Raphson method (NRM) and expectation maximization algorithm (EMA). In addition, the estimate hazard functions and reliability are evaluated by applying the invariance property of MLEs. We calculate the Fisher information matrix (FIM) by applying the missing information rule, which is important in finding the asymptotic confidence interval. Finally, the different proposed estimation methods are compared in simulation studies. A simulation example and real data example are analyzed to illustrate our estimation methods.

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