International Journal of Statistics and Probability, Issue: Vol.9, No.5IJSPThu, 24 Sep 2020 20:55:03 +0000Zend_Feed_Writer 2 (http://framework.zend.com)
http://www.ccsenet.org/journal/index.php/ijsp
ijsp@ccsenet.org (International Journal of Statistics and Probability)International Journal of Statistics and ProbabilityEstimation of the Parameters for the Exponentiated Weibull Distribution Based on Progressive Type-II Censoring SchemeThe main objective of the present study is to find the estimation of the two Exponentiated Weibull distribution parameters, based on progressive Type II censored samples. The maximum likelihood and Bayes estimators for the two shape parameters and the scale parameter of the exponentiated Weibull lifetime model were derived. Bayes estimators was obtained by using both the symmetric and asymmetric loss functions via squared error loss and linex loss functions This was done with respect to the conjugate priors for two shape parameters. We used an approximation based on the Lindley (Trabajos de Estadistca) method for obtaining Bayes estimates under these loss functions. The different proposed estimators have been compared through an extensive simulation studies. Bayes ratings also turned out to be better than MLE. Whatever the sample sizes are, we get the same results.]]>Tue, 28 Jul 2020 05:42:52 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43344
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/433440Sinh Inverted Exponential Distribution: Simulation & Application to Neck Cancer DiseaseTue, 28 Jul 2020 06:00:55 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43345
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/433450A Real Time and Interactive Web-Based Platform for Visualizing and Analyzing COVID-19 in CanadaIn the midst of the global outbreak with over 300,000 worldwide death cases of COVID-19, Canada has reported 79,101 confirmed cases of the novel coronavirus (COVID-19) as of May 19, 2020, in which the severity differs from region to region. To provide a timely view and understanding of the evolving pandemic in Canada, we develop a real time interactive web-based platform which primarily includes data visualization and statistical analysis. The website highlights real time tracking of the development of COVID-19 with visualized graphs and forecasts future trends with applications of different statistical predictive models. By providing research-based statistical analysis, we are able to shed the light on the epidemiological characteristics of COVID-19. We also provide timely social news and preventive measures from the government on the website.]]>Fri, 28 Aug 2020 06:39:13 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43346
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/433460A New Transformed t-test for Skewed Data: A Goodness-of-fit ApproachA new transformed two-sample t-test has been proposed for testing equality of two population means for skewed distributions by means of a univariate normal goodness of fit to the combined sample. The small sample performance of the proposed test is compared with untransformed t-test and the non-parametric analogue of t-test via Wilcoxon rank sum test using real-life examples and simulation from skewed distributions with varying values of skewness, empirically. It reveals that the proposed new test is appropriate for estimating the level of significance and is more powerful than the untransformed t-test and the Wilcoxon rank sum test for skewed distributions.]]>Fri, 28 Aug 2020 07:04:38 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43347
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/433470Estimating Smooth and Convex FunctionsWe propose a new method for estimating an unknown regression function $f_*:[\alpha, \beta] \rightarrow \mathbb{R}$ from a dataset $(X_1, Y_1), \dots, (X_n,$ $Y_n)$ when the only information available on $f_*$ is the fact that $f_*$ is convex and twice differentiable. In the proposed method, we fit a convex function to the dataset that minimizes the sum of the roughness of the fitted function and the average squared differences between the fitted function and $f_*$. We prove that the proposed estimator can be computed by solving a convex quadratic programming problem with linear constraints. Numerical results illustrate the superior performance of the proposed estimator compared to existing methods when i) $f_*$ is the price of a stock option as a function of the strike price and ii) $f_*$ is the steady-state mean waiting time of a customer in a single server queue.]]>Fri, 28 Aug 2020 07:38:30 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43351
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/433510Logistic Model to Predict the Contagion of Covid-19 in MexicoThe objective of this work is to predict the risk of contracting Covid - 19 in the Mexican population, by means of the construction of a multilogistical model, based on the Ministry of Health applied to patients who presented with the symptoms that encompass the disease. With this probabilistic model, it was possible to estimate the degree of contracting Covid -19, taking as a reference the health conditions of the patients, and with it, medically influence to counteract the disease.]]>Wed, 12 Aug 2020 02:53:21 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43440
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/434400Functional Time Series Analysis of Land Surface TemperatureParametric modeling imposes rigid assumption on abstraction of physical characteristics of a phenomenon, which in case of model misspecification could give erroneous results. To address the drawbacks, efforts have been channeled on semi-parametric and nonparametric modeling and inference. This study focuses on constructing an estimator and consequently modeling a meteorological temperature time series first by constructing a penalized spline estimator based on cubic splines. The penalized spline estimator proposed, which are known to impose very minimal restrictions on estimation process, provides good fits to observed data with very attractive properties namely consistent as observed in values of the Mean Squared Error from the analysis. The results of our simulations compared favorably with the empirical analysis on average monthly meteorological temperature data obtained from Climate Knowledge Portal World Bank Organization on Ghana for periods 1901-2016.]]>Mon, 31 Aug 2020 02:48:19 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43556
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/435560Revisit the Wishart DistributionmIf S_pxp can be written as S=X' X , where X_nxp is a data matrix from N_p(0,V) , then S is said to have a Wishart distribution with scale matrix V of degree of freedom parameter n. We write S~W_p(V,n). When V=I, the distribution is said to be in standard form. When p=1, the W_1(σ^2, n) distribution is found to be Σ^n_i=1(x^2_i) , where the elements of x_i are identically independently distributed unit normal variables; being the σ^2(x_n)^2 distribution. Although Anderson (1984, p248~249) has presented two theorems for the Wishart distribution. In the following we give an alternative proof. ]]>Tue, 25 Aug 2020 06:25:05 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43557
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/435570Statistical Analysis to Bitcoin Transactions NetworkThere is abundantly documented scientific evidence that the financial transactions that have grown rapidly recently, in conjuction with the interest of the public, were due to the sharp rise in the price of Bitcoin in December 2017. As a consequence, a freshly emerging dataset in the research community has emerged. Therefore, the aim of the present investigation was to examine the analyses of data in this newly emerging dataset in the research community. In order to achieve the extraction of data, their conversion to network and finally their fragmentation, the studied variables were analyzed by using two parts of analysis, namely, statistical network analyses and economic activity analyses. Network statistical analyses was employed aiming to analyze, in a holistic approach, the complex systems of modern times which are represented as networks, as it is impossible to analyze them partially, in order to avoid incorrect conclusions. Additionally, the analyses of economic activity, which is related to indicators from the stock market and the economics of science, was used, after it had been transferred and matched with the economic model represented by Bitcoin. The results distinguished the extent of the data generated by the statistical analyses of the networks and the analyses of economic activity. With respect to data presented, we established that the daily transaction networks were scale free networks which were not evolving like ER random networks and they were not defined as the small world. Also, it was demonstrated that daily transaction networks cannot be reproduced in a random way like ER random networks. Furthermore, the opportunities and problems encountered in conducting the present research were briefly presented. ]]>Fri, 28 Aug 2020 07:56:08 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43581
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/435810Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 9, No. 5Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 9, No. 5, 2020]]>Mon, 31 Aug 2020 05:53:10 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43624
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/436240