http://www.ccsenet.org/journal/index.php/ijsp/issue/feedInternational Journal of Statistics and Probability2017-02-21T21:52:57-08:00Wendy Smithijsp@ccsenet.orgOpen Journal Systems<em><strong>International Journal of Statistics and Probability</strong> </em>(ISSN: 1927-7032; E-ISSN: 1927-7040) is an open-access, international, double-blind peer-reviewed journal published by the Canadian Center of Science and Education. This journal, published <strong>bimonthly</strong> (<span>January, March, May, July, September and November</span>) in both<strong> print and online versions</strong>, keeps readers up-to-date with the latest developments in all areas of statistics and probability.<img src="/journal/public/site/images/ijsp/ijsp.jpg" alt="ijsp" width="201" height="264" align="right" hspace="20" vspace="20" /><p><strong>The scopes of the journal </strong>include, but are not limited to, the following topics: computational statistics, design of experiments, sample survey, statistical modelling, statistical theory, probability theory.</p><p>This journal accepts article submissions<strong> <a href="/journal/index.php/ijsp/information/authors">online</a> or by <a href="mailto:ijsp@ccsenet.org">e-mail</a> </strong>(ijsp@ccsenet.org).</p><p><strong><strong>ABSTRACTING AND INDEXING:</strong></strong></p><ul><li>BASE (Bielefeld Academic Search Engine)<strong><br /></strong></li><li>Google Scholar</li><li>JournalTOCs</li><li>Library and Archives Canada</li><li>LOCKSS</li><li>PKP Open Archives Harvester</li><li>SHERPA/RoMEO</li><li>Standard Periodical Directory</li><li><strong>Ulrich's</strong></li></ul>http://www.ccsenet.org/journal/index.php/ijsp/article/view/64392Justification of Wold’s Theorem and the Unbiasedness of a Stable Vector Autoregressive Time Series Model Forecasts2017-02-21T21:35:57-08:00Iberedem A. Iwokibywok@gmail.com<p><span lang="EN-US">In this work, the multivariate analogue to the univariate Wold’s theorem for</span><span lang="EN-US"> a purely non-deterministic stable vector time series process was presented and justified using the method of undetermined coefficients. By this method, a finite vector autoregressive process of order </span><span lang="EN-US"><span> </span>[</span><span lang="EN-US">] was represented as an infinite vector moving average (</span><span lang="EN-US">) process which was found to be the same as the Wold’s representation. Thus, obtaining the properties of a </span><span lang="EN-US"><span> </span>process is equivalent to obtaining the properties of an infinite </span><span lang="EN-US"><span> </span>process. The proof of the unbiasedness of forecasts followed immediately based on the fact that a stable VAR process can be represented as an infinite VEMA process.</span></p>2017-02-13T00:00:00-08:00Copyright (c) 2017 Iberedem Aniefiok Iwokhttp://www.ccsenet.org/journal/index.php/ijsp/article/view/66355Evaluating the Influence of Taxi Subsidy Programs on Mitigating Difficulty Getting a Taxi in Basis of Taxi Empty-loaded Rate2017-02-21T21:35:57-08:00Jialin Wen1094886064@qq.comMin Zou1094886064@qq.comYikai Ma1094886064@qq.comHao Luo1094886064@qq.com<span lang="EN-US">With the advent of the “Internet plus” era, a number of companies have established the service platform of taxi-hailing apps relying on the mobile Internet, which builds up a communication bridge between passengers and taxi drivers. Besides, taxi companies have initiated many subsidy programs. Based on the prediction model of passenger waiting time built in this paper, it has been proved that</span><span lang="EN-US">there exists a negative correlation between passenger waiting time and taxi empty-loaded rate. This paper also analyzes the influencing factors of taxi empty-loaded rate. The results show that the higher the taxi sharing rate is, the lower the taxi empty-loaded rate is. And the longer the average operation time is, the higher the taxi empty-loaded rate is. By comparing various taxi subsidy programs, this paper finally draws a conclusion that it will be much more difficult to take a taxi if taxi companies provide subsidies for passengers. But the difficulty in taking a taxi can be alleviated if taxi companies provide subsidies for taxi drivers.</span>2017-02-13T00:00:00-08:00Copyright (c) 2017 Jialin Wen, Min Zou, Yikai Ma, Hao Luohttp://www.ccsenet.org/journal/index.php/ijsp/article/view/47050Ratio Type Estimation Using the Knowledge of the Auxiliary Variable for Ranking and Estimating2017-02-21T21:35:57-08:00Carlos N. Bouzabouza@matcom.uh.cuAmer Ibrahim Al-Omarialomari_amer@yahoo.comAgustín Santiagoasantiago@uagro.mxJose M. Sauttosautto1128@yahoo.com.mx<p><span lang="EN-US"><span style="font-family: 宋体; font-size: medium;">In this paper, the behavior of ranked set sampling is analyzed considering the knowledge of the auxiliary variable. The suggested estimators are compared with their simple random sampling counterparts. A numerical study is developed using data from a study developed on the contamination due to burning compost from solid waste from hospitals.</span></span></p>2017-02-13T00:00:00-08:00Copyright (c) 2017 Carlos N. Bouza, Amer I. Al-Omari, Agustin Santiago Moreno, José Maclovio Sautto Vallejohttp://www.ccsenet.org/journal/index.php/ijsp/article/view/66356Modeling Conditional Dependence of Stock Returns Using a Copula-based GARCH Model2017-02-21T21:35:57-08:00Eun-Joo Leeslee2@iwu.eduNoah Klumpeslee2@iwu.eduJonathan Vlkslee2@iwu.eduSeung-Hwan Leeslee2@iwu.edu<span lang="EN-US">Investigating dependence structures of stocks that are related to one another should be an important consideration in managing a stock portfolio, among other investment strategies. To capture various dependence features, we employ copula to overcome the limitations of traditional linear correlations. Financial time series data is typically characterized by volatility clustering of returns that influences an estimate of a stock’s future price. To deal with the volatility and dependence of stock returns, this paper provides procedures of combining a copula with a GARCH model which leads to the construction of a multivariate distribution. Using the copula-based GARCH approach that describes the tail dependences of stock returns, we carry out Monte Carlo simulations to predict a company’s movements in the stock market. The procedures are illustrated in two technology stocks, Apple and Samsung.</span>2017-02-13T00:00:00-08:00Copyright (c) 2017 Eun-Joo Lee, Noah Klumpe, Jonathan Vlk, Seung-Hwan Leehttp://www.ccsenet.org/journal/index.php/ijsp/article/view/63242A Classroom Approach to Illustrate Transformation and Bootstrap Confidence Interval Techniques Using the Poisson Distribution2017-02-21T21:35:57-08:00Per Gösta Anderssonpergosta@stat.su.se<p style="margin: 0px; text-indent: 0px; -qt-block-indent: 0; -qt-paragraph-type: empty;">The Poisson distribution is here used to illustrate transformation and bootstrap techniques in order to construct a confidence interval for a mean. A comparison is made between the derived intervals and the Wald and score confidence intervals. The discussion takes place in a classroom, where the teacher and the students have previously discussed and evaluated the Wald and score confidence intervals. While step by step interactively getting acquainted with new techniques, the students will learn about the effects of e.g. bias and asymmetry and ways of dealing with such phenomena. The primary purpose of this teacher-student communication is therefore not to find the best possible interval estimator for this particular case, but rather to provide a study displaying a teacher and her/his students interacting with each other in an efficient and rewarding way. The teacher has a strategy of encouraging the students to take initiatives. This is accomplished by providing the necessary background of the problem and some underlying theory after which the students are confronted with questions and problem solving. From this the learning process starts. The teacher has to be flexible according to how the students react. The students are supposed to have studied mathematical statistics for at least two semesters. </p>2017-02-15T00:00:00-08:00Copyright (c) 2017 Per Gösta Anderssonhttp://www.ccsenet.org/journal/index.php/ijsp/article/view/66429Invariance Test: Detecting Difference Between Latent Variables Structure in Partial Least Squares Path Modeling2017-02-21T21:35:57-08:00Giuseppe Lambertigiuseppelamb@hotmail.comTomas Aluja Banetgiuseppelamb@hotmail.comIn the context of heterogeneity, almost all partial least squares path modeling (PLS-PM) approaches focus on differences in the causal relationships between the latent variables. The principal goal is to detect segments that have different path coefficients in the structural model, yet inadequate attention is generally given to the measurement model. Thus, anytime that we define specific sub-models for different groups of individuals, we may wonder if the latent variables are the same in all detected sub-models. Taking this into consideration, the problem of invariance arises, meaning that if the estimation of latent variables are specific in each sub-model, there is reasonable doubt regarding whether we can compare the distinct behavior of individuals who belong to two different segments. In this paper, we present an invariance test as a possible solution, whereby the goal is to verify whether or not the measurement models of each sub-model may be assumed equal among themselves.2017-02-16T00:00:00-08:00Copyright (c) 2017 Giuseppe Lamberti, Tomas Aluja Banethttp://www.ccsenet.org/journal/index.php/ijsp/article/view/66509A Model to Approximate the Distribution of Rank Order Associations2017-02-21T21:35:57-08:00Agostino Tarsitanoagostino.tarsitano@unical.itIlaria L. Ameriseagostino.tarsitano@unical.itThe relationship between two set of ranks can be evaluated by several coefficient of rank-order association. To judge the significance of an observed value of one of these statistics we need a reliable procedure for determining the $p$-value of the test. In several works the $t$-Student has been suggested as being relevant for the description of the null distribution of many coefficients. In this article, we propose a new model of density function, the generalized Gaussian on a finite range, which can be used to model data exhibiting a symmetrical unimodal density with a bounded domain. Several simulations illustrate the advantages of this technique over conventional methods. This is particularly useful in the case the number of ranks is larger than the threshold for which the exact null distribution is known, but lower than the threshold for which the asymptotic Gaussian approximation becomes valid.2017-02-20T00:00:00-08:00Copyright (c) 2017 Agostino Tarsitano, Ilaria L. Amerisehttp://www.ccsenet.org/journal/index.php/ijsp/article/view/64605Dagum Distribution: Properties and Different Methods of Estimation2017-02-21T21:35:57-08:00Sanku Deysanku_dey2k2003@yahoo.co.inBander Al-Zahranibmalzahrani@kau.edu.saSamerah Basloombmalzahrani@kau.edu.saThis article addresses the various properties and different methods of estimation of the unknown parameters of a three-parameter Dagum distribution from the frequentist point of view. Although, our main focus is on estimation from frequentist point of view, yet, various mathematical and statistical properties of the Dagum distribution (such as quantiles, moments, moment generating function, hazard rate, mean residual lifetime, mean past lifetime, mean deviation about mean and median, various entropies, Bonferroni and Lorenz curves and order statistics) are derived. We briefly describe different frequentist approaches, namely, maximum likelihood estimators, moments estimators, L-moment estimators, percentile based estimators, least squares estimators, maximum product of spacings estimators, minimum distances estimators, Cram\'{e}r-von-Mises estimators, Anderson-Darling and right-tail Anderson-Darling estimators and compare them using extensive numerical simulations. Monte Carlo simulations are performed to compare the performances of the proposed methods of estimation for both small and large samples. Finally, a real data set have been analyzed for illustrative purposes.2017-02-20T00:00:00-08:00Copyright (c) 2017 Bander Al-Zahrani, Sanku Dey, Samerah Basloomhttp://www.ccsenet.org/journal/index.php/ijsp/article/view/65562Reliability of a Clustered-Task Server under Modulated Correlation2017-02-21T21:44:24-08:00Rachel Lunde Traylorrachel.traylor@dell.comAndrzej Korzeniowskikorzeniowski@uta.eduServer resource allocation and traffic management is a large area of research and business concern in order to ensure proper functionality and maintenance procedures. As a result, good server reliability models that can incorporate workload and traffic stress are necessary. This paper generalizes previous dynamic server reliability models for partitioned servers with clustered-task selection by relaxing the assumption that the correlation between channels in the server remain constant. We allow the correlation to vary deterministically with time, or as a function of a random process in discrete or continuous time. The explicit form of the survival function is derived in such cases. Numerical illustrations demonstrate the dangers of erroneously assuming independence among channels, which can lead to costly and unnecessary interventions in the system. In addition, we numerically explore the effects of a variable correlation on the survival function.2017-02-21T00:00:00-08:00Copyright (c) 2017 Rachel Lunde Traylor, Andrzej Korzeniowskihttp://www.ccsenet.org/journal/index.php/ijsp/article/view/66542Tests of Independence for a $2 \times 2$ Contingency Table with Random Margins2017-02-21T21:52:57-08:00Yuan Yudhiman@iima.ac.inDhiman Bhadradhiman@iima.ac.inBalgobin Nandramdhiman@iima.ac.inFisher's exact test is commonly used for testing the hypothesis of independence between the row and column variables in a $r \times c$ contingency table. It is a ``small-sample'' test since it is used when the sample size is not large enough for the Pearsonian chi-square test to be valid. Fisher's exact test conditions on both margins of a $2 \times 2$ table leading to a hypergeometric distribution of the cell counts under independence. Moreover, it is conservative in the sense that its actual significance level falls short of the nominal level. In this paper, we modify Fisher's exact test by lifting the restriction of fixed margins and allow the margins to be random. In doing so, we propose two new tests - a likelihood ratio test in a frequentist framework and a Bayes factor test in a Bayesian framework, both of which are based on a new multinomial distributional framework. We apply the three tests on data from the Worcester Heart Attack study and compare their power functions in assessing gender difference in the therapeutic management of patients with acute myocardial infarction (AMI).2017-02-21T00:00:00-08:00Copyright (c) 2017 Yuan Yu, Dhiman Bhadra, Balgobin Nandram