Calcutta Statistical Association Bulletin
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Published By Sage Publications

2456-6462, 0008-0683

2021 ◽  
pp. 000806832110558
Author(s):  
Shovan Chowdhury ◽  
Amarjit Kundu ◽  
Surja Kanta Mishra

In this article, we compare extreme order statistics through vector majorization arising from heterogeneous Poisson and geometric random variables. These comparisons are carried out with respect to usual stochastic ordering. AMS 2010 subject classifications: 62G30, 60E15, 60K10


2021 ◽  
pp. 000806832110511
Author(s):  
Nitis Mukhopadhyay

We begin with an overview on variance stabilizing transformations (VST) along with three classical examples for completeness: the arcsine, square-root and Fisher's z-transformations (Examples 1–3). Then, we construct three new examples (Examples 4–6) of VST-based and central limit theorem (CLT)’based large-sample confidence interval methodologies. These are special examples in the sense that in each situation, we also have an exact confidence interval procedure for the parameter of interest. Tables 1–3 obtained exclusively under Examples 4–6 via exact calculations show that the VST-based (a) large-sample confidence interval methodology wins over the CLT-based large-sample confidence interval methodology, (b) confidence intervals’ exact coverage probabilities are better than or nearly same as those associated with the exact confidence intervals and (c) intervals are never wider (in the log-scale) than the CLT-based intervals across the board. A possibility of such a surprising behaviour of the VST-based confidence intervals over the exact intervals was not on our radar when we began this investigation. Indeed the VST-based inference methodologies may do extremely well, much more so than the existing literature reveals as evidenced by the new Examples 4–6. AMS subject classifications: 62E20; 62F25; 62F12


2021 ◽  
Vol 73 (2) ◽  
pp. 106-126
Author(s):  
G. Asha ◽  
C. S. Soorya

Modelling time to event data, when there is always a proportion of the individuals, commonly referred to as immunes who do not experience the event of interest, is of importance in many biomedical studies. Improper distributions are used to model these situations and they are generally referred to as cure rate models. In the literature, two main families of cure rate models have been proposed, namely the mixture cure models and promotion time cure models. Here we propose a new model by extending the mixture model via a generating function by considering a shifted Bernoulli distribution. This gives rise to a new class of popular distributions called the transmuted class of distributions to model survival data with a cure fraction. The properties of the proposed model are investigated and parameters estimated. The Bayesian approach to the estimation of parameters is also adopted. The complexity of the likelihood function is handled through the Metropolis-Hasting algorithm. The proposed method is illustrated with few examples using different baseline distributions. A real life data set is also analysed. AMS subject classifications: 62N02, 62F15


2021 ◽  
pp. 000806832110372
Author(s):  
Farhana Yeasmin ◽  
Ranadeep Daw ◽  
Bratati Chakraborty ◽  
Arindam Gupta ◽  
Sabyasachi Bhattacharya ◽  
...  

Growth is a fundamental aspect of a living organism. Growth curves play an important role in explaining the complex dynamics of growth trajectories. The development of a large class of growth models provides more choices to explain complex growth dynamics. However, identifying a suitable growth curve from a broad class of growth models becomes a challenging task. Relative Growth Rate (RGR) is the most popular measure in the growth-related study. It serves many purposes in growth curve literature, including constructing any goodness-of-fit index of some growth dynamics. However, the goodness-of-fit test based on RGR is restricted to only simple growth models. This study aims to develop a new growth rate function, instantaneous maturity rate (IMR), which can play an important role in identifying growth models. We have explored that the measure has synergy in mathematical form with IMR. However, unlike the hazard rate, IMR is a random variable when the size/RGR variable is stochastic. We have derived the exact and asymptotic distribution of this measure under the Gaussian setup of both the size and RGR variables. We have constructed a goodness-of-fit test for the extended Gompertz growth model based on the instantaneous maturity rate. We have checked the performance of the test through simulation studies as well as real data. AMS 2010 subject classifications: 62Mxx, 92Bxx, 62P10


2021 ◽  
Vol 73 (1) ◽  
pp. 62-67
Author(s):  
Ibrahim A. Ahmad ◽  
A. R. Mugdadi

For a sequence of independent, identically distributed random variable (iid rv's) [Formula: see text] and a sequence of integer-valued random variables [Formula: see text], define the random quantiles as [Formula: see text], where [Formula: see text] denote the largest integer less than or equal to [Formula: see text], and [Formula: see text] the [Formula: see text]th order statistic in a sample [Formula: see text] and [Formula: see text]. In this note, the limiting distribution and its exact order approximation are obtained for [Formula: see text]. The limiting distribution result we obtain extends the work of several including Wretman[Formula: see text]. The exact order of normal approximation generalizes the fixed sample size results of Reiss[Formula: see text]. AMS 2000 subject classification: 60F12; 60F05; 62G30.


2021 ◽  
Vol 73 (1) ◽  
pp. 53-61
Author(s):  
Tapas K. Chandra ◽  
Tien-Chung Hu ◽  
Andrew Rosalsky

Chandra, Hu and Rosalsky [1] introduced the notion of a sequence of random variables being uniformly nonintegrable and they established a de La Vallée Poussin type criterion for this notion. Inspired by the Chandra, Hu and Rosalsky [1] article, Hu and Peng [2] introduced the weaker notion of a sequence of random variables being weakly uniformly nonintegrable and they also established a de La Vallée Poussin type criterion for this notion using a modification of the Chandra, Hu and Rosalsky [1] argument. In this correspondence, we introduce the more general notion of uniform nonintegrability and weak uniform nonintegrability with respect to an array of nonnegative real numbers together with a de La Vallée Poussin type criterion for this notion. This criterion immediately yields as particular cases the criteria of Chandra, Hu and Rosalsky [1] and Hu and Peng [2] , and it has a substantially simpler and more straightforward proof.


2021 ◽  
Vol 73 (1) ◽  
pp. 7-23
Author(s):  
Aniket Biswas ◽  
Subrata Chakraborty

The unit-Lindley distribution has recently been introduced in the literature as an alternative to the beta and the Kumaraswamy distributions in support (0,1). This distribution enjoys many virtuous properties over the mentioned distributions. In this article, we address the issue of parameter estimation from a Bayesian perspective and study relative performance of different estimators through extensive simulation experiments. Significant emphasis is given to the estimation of stress–strength reliability employing classical as well as Bayesian approach. Application of an intuitive metric of discrepancy derived from stress–strength reliability is considered and computed for two different geographic regions with respect to an important public health indicator. AMS 2010 subject classifications: 62F10, 62P05.


2021 ◽  
pp. 000806832199252
Author(s):  
Rohan D. Koshti ◽  
Kirtee K. Kamalja

Ranked set sampling (RSS) is an efficient technique for estimating parameters and is applicable whenever ranking on a set of sampling units can be done easily by a judgment method or based on an auxiliary variable. In this paper, we assume [Formula: see text]to have bivariate Lomax distribution where a study variable [Formula: see text]is difficult and/or expensive to measure and is correlated with an auxiliary variable [Formula: see text] which is readily measurable. The auxiliary variable is used to rank the sampling units. In this article, we propose an estimator for the scale parameter of bivariate Lomax distribution using some of the modified RSS schemes. Efficiency comparison of the proposed estimators is performed numerically as well as graphically. A simulation study is also performed to demonstrate the performance of the proposed estimators. Finally, we implement the results to real-life datasets. AMS classification codes: 62D05, 62F07, 62G30


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