International Journal of Statistics and Probability, Issue: Vol.9, No.6IJSPMon, 23 Nov 2020 15:54:51 +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 ProbabilityThe New Bivariate Conway-Maxwell-Poisson Distribution Obtained by the Crossing MethodKimberly et al. had proposed in 2016 a bivariate function as a bivariate Conway-Maxwell-Poisson distribution (COM-Poisson) using the generalized bivariate Poisson distribution and the probability generating functions of the follow distributions: bivariate bernoulli, bivariate Poisson, bivariate geometric and bivariate binomial. By examining this paper we have shown that this bivariate function is constant and it double series is divergent, when it should have been 1. To overcome this deadlock, we propose a new bivariate Conway-Maxwell-Poisson distribution which is definetely a probability distribution based on the crossing method, method highlighted by Elion et al. in 2016 and revisited by Batsindila et al. and Mandangui et al. in 2019. And this is the purpose of this paper. To this bivariate distribution is attached two generalized linear models (GLM) whose resolution allows us to highlight, not only the independence between the variables forming the couple, but also the effect of the factors (or predictors) on these variables. The resulting correlation is negative, zero or positive depending on the values of a parameter; in particular for the bivariate Poisson distribution according to Berkhout and Plug. A simulation of data will be given at the end of the article to illustrate the model.]]>Wed, 28 Oct 2020 02:46:48 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43714
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/437140Confidence Interval for Change Point in Hazard Rate With Staggered EntryWe consider the construction of a con?dence region (interval) for a change point in hazard rate of the patients survival distribution when the patients enter the trial at random times. We show that the local- likelihood ratio process converges weakly to a certain process and obtain the maximum distribution of the process which does not depend on the change point, and thus can be used to construct the confidence region for the change point. We also compare the limiting density function to the empirical density and discuss the empirical coverage probability of the confidence interval by simulation. Stanford Heart Transplant data are used for illustration.]]>Wed, 28 Oct 2020 02:54:41 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43715
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/437150Evaluating Safety of Type-A Weaving Sections Using Geometric and Traffic Operational FactorsThe efficiency and safety of type-A freeway weaving sections in urban areas are constrained by recurrent bottlenecks. Limited space in freeway weaving sections cause traffic congestion and crashes during peak-hours. Various factors, including length of weaving section, continuity of lanes, and number of lanes will have significant effects on the level of service and safety performance of the weaving sections. Eight years (2010-2017) of crash data in the type-A weaving sections was used in this analysis. The objective of this study aims to evaluate geometric design factors and operational factors on total crashes and each of the four crash types: rear-end, sideswipe, angle, and single-vehicle in type-A weaving sections using traditional negative binomial approach and develop crash modification factors (CMFs) to improve safety in the type-A weaving section. The results revealed that on-ramp traffic per hour, off-ramp traffic per hour, non-weaving traffic per hour, weaving ratio, length of the weaving section, direction of the freeway, width of inside shoulder, and width of outside shoulder were influencing crashes in type-A weaving sections. Furthermore, the estimated crash modification factors (CMFs) result revealed that total crashes gradually decrease as inside shoulder width increases. This implies that widening inside shoulder width have positive effects on weaving section safety. In addition, ramp metering, and advisory warning signs could improve safety in type-A weaving sections.]]>Fri, 25 Sep 2020 06:28:48 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43798
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/437980Estimation of the Shape Parameter of a Wear-Out Failure Period for a Three-Parameter Weibull Distribution in a Small SampleWe propose a method to estimate a shape parameter for a three-parameter Weibull distribution. The proposed method first derives an unbiased estimator for the shape parameter independent of the location and scale parameters and then estimates the shape parameter using a minimum-variance linear unbiased estimator. Since the proposed method is expressed using a hyperparameter, its optimal hyperparameter is searched using Monte Carlo simulations. The recommended hyperparameter used for estimating the shape parameter depends on the sample size, and this causes no problems since the sample size is known when data is obtained. The proposed method is evaluated using a bias and a root mean squared error, and the results are very promising when the population shape parameter is 2 or more in the Weibull distribution representing the wear-out failure period. A numerical dataset is analyzed to demonstrate the practical use of the proposed method.]]>Fri, 25 Sep 2020 07:40:38 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43799
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/437990An Introduction to Sequential PentualsIn this paper we introduce the idea of a pentual which is a 5-player extension of the well-known idea of a duel. We find the elimination probabilities of players under the assumption that each player tries to eliminate the strongest survivor at every stage. We focus mainly on the winning probability of the strongest player among the five and show that in many plausible situations this player does not even have a 20% chance of winning the game.]]>Wed, 30 Sep 2020 07:39:55 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43853
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/438530New Test Statistics for One and Two Mean Vectors with Two-step Monotone Missing DataThu, 15 Oct 2020 09:09:34 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43943
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/439430Statistical Modeling and Forecast of the Corona-Virus Disease (Covid-19) in Burkina FasoIn this paper, we present and discuss a statistical modeling framework for the coronavirus COVID-19 epidemic in Burkina Faso. We give a detailed analysis of well-known models, the ARIMA and the Exponential Smoothing model.
The main purpose is to provide a prediction of the cumulative number of confirmed cases to help authorities to take better decision.
We made prediction of the cumulative number of cases from 4th may to 2nd June.]]>Wed, 28 Oct 2020 03:08:04 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43967
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/439670Properties, Inference and Applications of Alpha Power Extended Inverted Weibull DistributionIn this work, we introduce a new generalization of the Inverted Weibull distribution called the alpha power Extended Inverted Weibull distribution using the alpha power transformation method. This approach adds an extra parameter to the baseline distribution. The statistical properties of this distribution including the mean, variance, coefficient of variation, quantile function, median, ordinary and incomplete moments, skewness, kurtosis, moment and moment generating functions, reliability analysis, Lorenz and Bonferroni and curves, Rényi of entropy and order statistics are studied. We consider the method of maximum likelihood for estimating the model parameters and the observed information matrix is derived. Simulation method and three real life data sets are presented to demonstrate the effectiveness of the new model.]]>Fri, 06 Nov 2020 01:30:06 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43989
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/439890Two Explicit Characterizations of the General Nonnegative-Definite Covariance Matrix Structure for Equality of BLUEs, WLSEs, and LSEsWe provide a new, concise derivation of necessary and sufficient conditions for the explicit characterization of the general nonnegative-definite covariance structure V of a general Gauss-Markov model with E(y) and Var(y) such that the best linear unbiased estimator, the weighted least squares estimator, and the least squares estimator of Xβ are identical. In addition, we derive a representation of the general nonnegative-definite covariance structure V defined above in terms of its Moore-Penrose pseudo-inverse.]]>Wed, 28 Oct 2020 03:22:06 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/43990
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/439900Estimation of VECM Parameter Using Bayesian Approach: An Application to Analysis of Macroeconomic VariablesTue, 27 Oct 2020 02:38:24 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/44018
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/440180Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 9, No. 6Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 9, No. 6, 2020]]>Thu, 29 Oct 2020 05:52:38 +0000
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/44048
http://www.ccsenet.org/journal/index.php/ijsp/article/view/0/440480