International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp
<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><strong>EBSCOhost</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><strong>ProQuest</strong></li><li>SHERPA/RoMEO</li><li>Standard Periodical Directory</li><li><strong>Ulrich's</strong></li></ul>en-US<p>Submission of an article implies that the work described has not been published previously (except in the form of an abstract or as part of a published lecture or academic thesis), that it is not under consideration for publication elsewhere, that its publication is approved by all authors and tacitly or explicitly by the responsible authorities where the work was carried out, and that, if accepted, will not be published elsewhere in the same form, in English or in any other language, without the written consent of the Publisher. The Editors reserve the right to edit or otherwise alter all contributions, but authors will receive proofs for approval before publication.</p><p><br />Copyrights for articles published in CCSE journals are retained by the authors, with first publication rights granted to the journal. The journal/publisher is not responsible for subsequent uses of the work. It is the author's responsibility to bring an infringement action if so desired by the author.</p>ijsp@ccsenet.org (Wendy Smith)ijsp@ccsenet.org (Technical Support)Sat, 11 Jun 2016 00:00:00 -0700OJS 2.4.6.0http://blogs.law.harvard.edu/tech/rss60On the Estimation of Reliability of Weighted Weibull Distribution: A Comparative Study
http://www.ccsenet.org/journal/index.php/ijsp/article/view/59454
The paper gives a description of estimation for the reliability function of weighted Weibull distribution. The maximum likelihood estimators for the unknown parameters are obtained. Nonparametric methods such as empirical method, kernel density estimator and a modified shrinkage estimator are provided. The Markov chain Monte Carlo method is used to compute the Bayes estimators assuming gamma and Jeffrey priors. The performance of the maximum likelihood, nonparametric methods and Bayesian estimators is assessed through a real data set.Bander Al-Zahrani
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/59454Sat, 11 Jun 2016 06:07:00 -0700Gradient and Likelihood Ratio Tests in Cure Rate Models
http://www.ccsenet.org/journal/index.php/ijsp/article/view/58419
In some survival studies part of the population may be no longer subject to the event of interest. The called <em>cure rate models</em> take this fact into account. They have been extensively studied for several authors who have proposed extensions and applications in real lifetime data. Classic large sample tests are usually considered in these applications, especially the likelihood ratio. Recently a new test called \textit{gradient test} has been proposed. The gradient statistic shares the same asymptotic properties with the classic likelihood ratio and does not involve knowledge of the information matrix, which can be an advantage in survival models. Some simulation studies have been carried out to explore the behavior of the gradient test in finite samples and compare it with the classic tests in different models. However little is known about the properties of these large sample tests in finite sample for cure rate models. In this work we performed a simulation study based on the promotion time model with Weibull distribution, to assess the performance of likelihood ratio and gradient tests in finite samples. An application is presented to illustrate the results.Hérica P. A. Carneiro, Dione M. Valença
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/58419Sat, 11 Jun 2016 06:07:00 -0700Alternative Second-Order N-Point Spherical Response Surface Methodology Design and Their Efficiencies
http://www.ccsenet.org/journal/index.php/ijsp/article/view/58860
<p>The equiradial designs are studied as alternative second-order N-point spherical Response Surface Methodology designs in two variables, for design radius ρ = 1.0. These designs are seen comparable with the standard second-order response surface methodology designs, namely the Central Composite Designs. The D-efficiencies of the equiradial designs are evaluated with respect to the spherical Central Composite Designs. Furthermore, D-efficiencies of the equiradial designs are evaluated with respect to the D-optimal exact designs defined on the design regions of the Circumscribed Central Composite Design, the Inscribed Central Composite Design and the Face-centered Central Composite Design. The D-efficiency values reveal that the alternative second-order N-point spherical equiradial designs are better than the Inscribed Central Composite Design though inferior to the Circumscribed Central Composite Design with efficiency values less than 50% in all cases studied. Also, D-efficiency values reveal that the alternative second-order N-point spherical equiradial designs are better than the N-point D-optimal exact designs defined on the design region supported by the design points of the Inscribed Central Composite Design. However, the N-point spherical equiradial designs are inferior to the N-point D-optimal exact designs defined on the design region supported by the design points of the Circumscribed Central Composite Design and those of the Face-centered Central Composite Design, with worse cases with respect to the design region of the Circumscribed Central Composite Design.</p>Mary Paschal Iwundu
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/58860Sat, 11 Jun 2016 06:07:01 -0700Collapsed Double Symmetry Model and Its Decomposition for Square Contingency Tables
http://www.ccsenet.org/journal/index.php/ijsp/article/view/57386
For a square contingency table with ordinal categories, there may be a case that one wants to analyze several collapsed tables obtained by combining some adjacent categories of the original table. This paper proposes some new models which indicate double symmetry, quasi double symmetry and marginal double symmetry for the collapsed square tables. It also gives a decomposition of the double symmetry model for collapsed tables. Two kinds of occupational mobility data are analyzed using new models.Kouji Yamamoto, Yuya Matsuda, Sadao Tomizawa
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/57386Sat, 11 Jun 2016 06:07:01 -0700Diagonal Exponent Conditional Symmetry Model for Square Contingency Tables with Ordered Categories
http://www.ccsenet.org/journal/index.php/ijsp/article/view/57598
<p>For square contingency tables with ordered categories, this article proposes new models which indicate that in addition to the structure of asymmetry of the probabilities with respect to the main diagonal of the table, the expected frequency has an exponential form along every subdiagonal of the table. Also it gives the new three kinds of decompositions using the proposed model and proves the orthogonality of the test statistics.</p>Kiyotaka Iki, Akira Shibuya, Sadao Tomizawa
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/57598Sat, 11 Jun 2016 06:07:02 -0700Dynamic Reliability of a Cluster Server
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60558
Suppose a single server has $K$ channels, each of which performs a different task. Customers arrive to the server via a nonhomogenous Poisson process with intensity $\lambda(t)$ and select $0$ to $K$ tasks for the server to perform. Each channel services the tasks in its queue independently, and the customer's job is complete when the last task selected is complete. The stress to the server is a constant multiple $\eta$ of the number of tasks selected by each customer, and thus the stress added to the server by each customer is random. Under this model, we provide the survival function for such a server in both the case of independently selected channels and correlated channels. A numerical comparison of expected lifetimes for various arrival rates is given, and the relationship between the dependency of channel selection and expected server lifetime is presented.Andrzej Korzeniowski, Rachel Traylor
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60558Sat, 11 Jun 2016 06:07:02 -0700The Probability of Pathogenicity in Clinical Genetic Testing: A Solution for the Variant of Uncertain Significance
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60559
We present a direct calculation for determining the probability that a rare genetic variant is the cause of an observed disease, under appropriate assumptions, in terms of the joint prevalence of the disease and of rare variants. Our calculation provides a resolution of the so-called ``variant of unknown (or uncertain) significance'' problem, which has plagued medical genetics researchers.Michael Gollob, Jeffrey S. Rosenthal, Kevin Thorpe
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60559Sat, 11 Jun 2016 06:07:03 -0700On the Dichotomy between the Psychological or Empirical Aspect of Subjective Probability and the Logical or Geometrical One
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60560
<p>In the domain of the logic of certainty we examine the objective notions of the subjective probability with the clear aim of identifying their fundamental characteristics before the assignment, by the individual, of the probabilistic evaluation. Probability is an additional and subjective notion that one applies within the range of possibility, thus giving rise to those gradations, more or less probable, that are meaningless in the logic of certainty. Each criterion for evaluations under conditions of uncertainty is a device or instrument for obtaining a measurement; it furnishes an operational definition of probability or prevision <strong>P </strong>and together with the corresponding conditions of coherence can be taken as a foundation for the entire theory of probability. When we examine these criteria and their corresponding conditions of coherence we show the inevitable dichotomy between the subjective or psychological or empirical aspect of probability and the objective or logical or geometrical one.</p>Pierpaolo Angelini, Antonio Maturo
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60560Sat, 11 Jun 2016 06:07:03 -0700Multivariate Kurtosis as a Tool for Comparing Copula Models
http://www.ccsenet.org/journal/index.php/ijsp/article/view/58463
<p><span lang="EN-US">This paper studies the effectiveness of the Multivariate Kurtosis in comparing the Clayton Copula and the Farleigh-Gumbel-Morgenstern Copula in modeling when the actual populations follow either the bivariate exponential distribution or the bivariate normal distribution. The study shows that the Multivariate Kurtosis (as defined by Mardia) is a very effective tool in comparing Copulas and that Farleigh-Gumbel-Morgenstern Copula is slightly more accurate than the Clayton Copula for modeling.</span></p>Ampalavanar Nanthakumar
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/58463Tue, 21 Jun 2016 19:30:29 -0700The Principle of Indifference Does Not Lead to Contradictions
http://www.ccsenet.org/journal/index.php/ijsp/article/view/59617
<p>The Principle of Indifference says that if there are a finite number of propositions and a state of knowledge according to which none of the propositions is more plausible than any other, then, conditional on that knowledge, all of them have the same probability. Most researchers reject the principle because there exist counterexamples believed to prove that it leads to contradictions. We analyse three examples representative of the objections to the principle and show that, rather than disproving it, they suffer from a common error in applying it. From this and the fact that the Principle of Indifference complies with plausible reasoning we conclude that it does not lead to contradictions.</p><p> </p>Wolfgang Tschirk
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/59617Tue, 21 Jun 2016 19:33:31 -0700On the Existence Conditions for Balanced Fractional $2^{m}$ Factorial Designs of Resolution $\mathrm{R}^{\ast}(\{1\}|\mathrm{\Omega}_{\ell})$ with $N<\nu_{\ell}(m)$
http://www.ccsenet.org/journal/index.php/ijsp/article/view/56892
<p>We consider a fractional $2^{m}$ factorial design derived from a simple array (SA) such that the $(\ell+1)$-factor and higher-order interactions are assumed to be negligible, where $2\ell\le m$. Under these situations, if at least the main effect is estimable, then a design is said to be of resolution $\mathrm{R}^{\ast}(\{1\}|\mathrm{\Omega}_{\ell})$. In this paper, we give a necessary and sufficient condition for an SA to be a balanced fractional $2^{m}$ factorial design of resolution $\mathrm{R}^{\ast}(\{1\}|\mathrm{\Omega}_{\ell})$ for $\ell=2,3$, where the number of assemblies is less than the number of non-negligible factorial effects. Such a design is concretely characterized by the suffixes of the indices of an SA.</p>Yoshifumi Hyodo, Masahide Kuwada, Hiromu Yumiba
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/56892Tue, 21 Jun 2016 19:35:49 -0700Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60912
In an efficient stock market, the log-returns and their time-dependent variances are often jointly modelled by stochastic volatility models (SVMs). Many SVMs assume that errors in log-return and latent volatility process are uncorrelated, which is unrealistic. It turns out that if a non-zero correlation is included in the SVM (e.g., \cite{Shephard05}), then the expected log-return at time $t$ conditional on the past returns is non-zero, which is not a desirable feature of an efficient stock market. In this paper, we propose a mean-correction for such an SVM for discrete-time returns with non-zero correlation. We also find closed form analytical expressions for higher moments of log-return and its lead-lag correlations with the volatility process. We compare the performance of the proposed and classical SVMs on S\&P 500 index returns obtained from NYSE.Sujay Mukhoti, Pritam Ranjan
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60912Thu, 23 Jun 2016 00:00:00 -0700The Effect of Age on Road Traffic Fatality Index in Ghana
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60834
<p>In this paper, data on road traffic casualties by age groups, from 2009 to 2013, will be used. Using published road traffic casualty statistics from the National Road Safety Commission of Ghana, a 2 ´ 8 contingency table is used to determine whether road traffic casualty and age group are independent. A one factor analysis of variance tests shall be used to conduct a comparative analysis of the rate of road traffic fatalities per 100 casualties across the various age groups in Ghana. A multiple comparison test, using the Fisher least significance difference (LSD) method, shall be conducted to determine which pairs of age groups are significantly different.</p>The study will show that road traffic casualty is not independent of age group. The analysis of variance will show that there are significant differences in road traffic fatality indices (fatality per 100 casualties) among various age groups in Ghana. The risks of dying in a road traffic accident among children under 6 years and older population who are over 65 years are both significantly higher than those of other age groups. This points to the fact that, although smaller number of children under 6 years and older population who are over 65 years die in road traffic accidents each year, more and more people as a proportion of the recorded number of casualties, are being killed through road traffic accidents among these two categories of age groups. Thus, the probability of being killed in a fatal road traffic accident is significantly high in each of these two age groups.Christian A. Hesse, John B. Ofosu, Samuel K. Darkwah
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60834Tue, 21 Jun 2016 00:00:00 -0700Computation of the Survival Probability of Brownian Motion with Drift When the Absorbing Boundary is a Piecewise Affine or Piecewise Exponential Function of Time
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60989
<p><span lang="EN-US">A closed form formula is provided for the probability, in a closed time interval, that an arithmetic Brownian motion remains under or above a sequence of three affine, one-sided boundaries (equivalently, for the probability that a geometric Brownian motion remains under or above a sequence of three exponential, one-sided boundaries). The numerical evaluation of this formula can be done instantly and with the accuracy required for all practical purposes. The method followed can be extended to sequences of absorbing boundaries of higher dimension. It is also applied to sequences of two-sided boundaries.</span></p>Tristan Guillaume
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60989Mon, 27 Jun 2016 00:00:00 -0700On Shifted Weibull-Pareto Distribution
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60990
The Lomax distribution, known as Pareto (type II) distribution, is a heavy tail probability distribution used extensively in business, economics and in actuarial modeling. The Weibull-Pareto distribution defined by Alzaatreh et al. (2013a) has shown high bias and standard error for the ML estimates when the parameter $c>>1$. In this paper we use the Lomax distribution to construct the Weibull-Lomax distribution. It is observed that the Weibull-Lomax distribution performs significantly better in terms of the ML estimations. Some structural properties of the Weibull-Lomax distribution are discussed.Ahmad Alzaghal, Indranil Ghosh, Ayman Alzaatreh
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/60990Mon, 27 Jun 2016 00:00:00 -0700Estimation of Smooth Functions via Convex Programs
http://www.ccsenet.org/journal/index.php/ijsp/article/view/59900
One of the numerically preferred methods for fitting a function to noisy data when the underlying function is known to be smooth is to minimize the roughness of the fit while placing a limit on the sum of squared errors. We show that the fit can be formulated as a solution to a convex program. Since convex programs can be solved by various methods with guaranteed convergence, our formulation enables one to use these methods to compute the fit numerically. Numerical results show that our formulation is successfully applied to the problem of sensitivity estimation of option prices as functions of the underlying stock price.Eunji Lim, Mina Attallah
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/59900Mon, 27 Jun 2016 18:31:17 -0700Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 5, No. 4
http://www.ccsenet.org/journal/index.php/ijsp/article/view/61024
<p><em>International Journal of Statistics and Probability</em> wishes to acknowledge the following individuals for their assistance with peer review of manuscripts for this issue. Their help and contributions in maintaining the quality of the journal is greatly appreciated.</p><p>Many authors, regardless of whether <em>International Journal of Statistics and Probability</em> publishes their work, appreciate the helpful feedback provided by the reviewers.</p><p><strong>Reviewers for Volume 5, Number 4</strong></p><p>Abdullah A. SMADI</p><p>Afsin Sahin</p><p>Anwar H Joarder</p><p>Bibi Abdelouahab</p><p>Chin-Shang Li</p><p>Encarnación Alvarez-Verdejo</p><p>Farida Kachapova</p><p>Gabriel A. Okyere</p><p>Gane Samb Lo</p><p>Hongsheng Dai</p><p>Jiannan Lu</p><p>Marcelo Bourguignon</p><p>Mirko D'Ovidio</p><p>Nicolas MARIE</p><p>Philip Westgate</p><p>Vyacheslav Abramov</p><p>Wei Zhang</p><p>Wojciech Gamrot</p><p>Yimei Li</p><p>Yulei Pang</p><p> </p>Wendy Smith
Copyright (c) 2016 International Journal of Statistics and Probability
http://www.ccsenet.org/journal/index.php/ijsp/article/view/61024Tue, 28 Jun 2016 00:00:00 -0700