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    Wyświetlanie 1-14 z 14
    Tytuł:
    Statistical inference of exponential record data under Kullback-Leiber divergence measure
    Autorzy:
    Awwad, Raed R. Abu
    Abufoudeh, Ghassan K.
    Bdair, Omar M.
    Powiązania:
    https://bibliotekanauki.pl/articles/1194465.pdf
    Data publikacji:
    2019-07-02
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Bayes estimation
    Bayes prediction
    record values
    Kullback-Leibler divergence measure
    exponential distribution
    Opis:
    Based on one parameter exponential record data, we conduct statistical inferences (maximum likelihood estimator and Bayesian estimator) for the suggested model parameter. Our second aim is to predict the future (unobserved) records and to construct their corresponding prediction intervals based on observed set of records. In the estimation and prediction processes, we consider the square error loss and the Kullback-Leibler loss functions. Numerical simulations were conducted to evaluate the Bayesian point predictor for the future records. Finally, data analyses involving the times (in minutes) to breakdown of an insulating fluid between electrodes at voltage 34 kv have been performed to show the performance of the methods thus developed on estimation and prediction.
    Źródło:
    Statistics in Transition new series; 2019, 20, 2; 1-14
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Estimation of Parameters for Small Areas Using Hierarchical Bayes Method in the Case of Known Model Hyperparameters
    Autorzy:
    Kubacki, Jan
    Powiązania:
    https://bibliotekanauki.pl/articles/465703.pdf
    Data publikacji:
    2012
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Small area estimation
    hierarchical Bayes estimation WinBUGS
    Opis:
    In the paper the method of parameters estimation using hierarchical Bayes (HB) method in the case of known model hyperparameters for a priori conditionals was presented. This approach has some advantage in comparison with subjective model parameters selection because of more simulation stability and allows obtaining estimates that has more regular distribution. As an example the data about average per capita income from Polish Household Budget Survey for counties (NUTS4) and auxiliary variables from Polish Tax Register (POLTAX) were used. The computation was done using WinBUGS software and R-project environment with R2WinBUGS package, which control the simulations in WinBUGS, and coda package, which allows performing the analysis of simulation results. In the paper sample code in R-project that can be used as a pattern for further similar applications was also presented. The efficiency of hierarchical Bayes estimation with other small area methods was compared. Such comparison was done for HB and EBLUP techniques, for which some consistency related to the precision of estimates obtained using both techniques was achieved.
    Źródło:
    Statistics in Transition new series; 2012, 13, 2; 261-278
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Development of Small Area Estimationin Official Statistics
    Autorzy:
    Kordos, Jan
    Powiązania:
    https://bibliotekanauki.pl/articles/466085.pdf
    Data publikacji:
    2016
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    small area estimation
    official statistics
    sampling survey
    direct estimation
    indirect estimation
    empirical Bayes estimator
    hierarchical Bayes estimator
    data quality
    Opis:
    The author begins with a general assessment of the mission of the National Statistics Institutes (NSIs), main producers of official statistics, which are obliged to deliver high quality statistical information on the state and evolution of the population, the economy, the society and the environment. These statistical results must be based on scientific principles and methods. They must be made available to the public, politics, economy and research for decision-making and information purposes. Next, before discussing general issues of small area estimation (SAE) in official statistics, the author reminds: the methods of sampling surveys, data collection, estimation procedures, and data quality assessment used for official statistics. Statistical information is published in different breakdowns with stable or even decreasing budget while being legally bound to control the response burden. Special attention is paid, from a practitioner point of view, to synthetic development of small area estimation in official statistics, beginning with international seminars and conferences devoted to SAE procedures and methods (starting with the Canadian symposium, 1985, and the Warsaw conference, 1992, to the Poznan conference, Poland, 2014), and some international projects (EURAREA, SAMPLE, BIAS, AMELI, ESSnet). Next, some aspects of development of SAE in official statistics are discussed. At the end some conclusions regarding quality of SAE procedures are considered.
    Źródło:
    Statistics in Transition new series; 2016, 17, 1; 105-132
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Unreported standard errors in meta-analysis
    Autorzy:
    Longford, Nicholas T.
    Powiązania:
    https://bibliotekanauki.pl/articles/1917016.pdf
    Data publikacji:
    2021-12-08
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    empirical Bayes
    imputation
    meta-analysis
    missing value
    sensitivity analysis
    Opis:
    A study that would otherwise be eligible is commonly excluded from a meta-analysis when the standard error of its treatment-effect estimator, or the estimate of the variance of the outcomes, is not reported and cannot be recovered from the available information. This is wasteful when the estimate of the treatment effect is reported. We assess the loss of information caused by this practice and explore methods of imputation for the missing variance. The methods are illustrated on two sets of examples, one constructed specifically for illustration and another based on a published systematic review.
    Źródło:
    Statistics in Transition new series; 2021, 22, 4; 1-17
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A Bayesian estimation of the Gini index and the Bonferroni index for the Dagum distribution with the application of different priors
    Autorzy:
    Arora, Sangeeta
    Mahajan, Kalpana K.
    Jangra, Vikas
    Powiązania:
    https://bibliotekanauki.pl/articles/2107043.pdf
    Data publikacji:
    2022-06-14
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Inequality measures
    Bayes estimator
    credible interval
    LINEX loss function
    Opis:
    Bayesian estimators and highest posterior density credible intervals are obtained for two popular inequality measures, viz. the Gini index and the Bonferroni index in the case of the Dagum distribution. The study considers informative and non-informative priors, i.e. the Mukherjee-Islam prior and the extension of Jeffrey’s prior, respectively, under the presumption of the Linear Exponential (LINEX) loss function. A Monte Carlo simulation study is carried out in order to obtain the relative efficiency of both the Gini and Bonferroni indices while taking into consideration different priors and loss functions. The estimated loss proves lower when using the Mukherjee-Islam prior in comparison to the extension of Jeffrey’s prior and the LINEX loss function outperforms the squared error loss function (SELF) in terms of the estimated loss. Highest posterior density credible intervals are also obtained for both these measures. The study used real-life data sets for illustration purposes.
    Źródło:
    Statistics in Transition new series; 2022, 23, 2; 49-68
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Computerised Recommendations On E-Transaction Finalisation By Means Of Machine Learning
    Autorzy:
    Budnikas, Germanas
    Powiązania:
    https://bibliotekanauki.pl/articles/466046.pdf
    Data publikacji:
    2015
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    online behaviour
    Google Analytics
    Naïve Bayes classifier
    artificial neural network
    Opis:
    Nowadays a vast majority of businesses are supported or executed online. Website-to-user interaction is extremely important and user browsing activity on a website is becoming important to analyse. This paper is devoted to the research on user online behaviour and making computerised advices. Several problems and their solutions are discussed: to know user behaviour online pattern with respect to business objectives and estimate a possible highest impact on user online activity. The approach suggested in the paper uses the following techniques: Business Process Modelling for formalisation of user online activity; Google Analytics tracking code function for gathering statistical data about user online activities; Naïve Bayes classifier and a feedforward neural network for a classification of online patterns of user behaviour as well as for an estimation of a website component that has the highest impact on a fulfilment of business objective by a user and which will be advised to be looked at. The technique is illustrated by an example.
    Źródło:
    Statistics in Transition new series; 2015, 16, 2; 309-322
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A study on exponentiated Gompertz distribution under Bayesian discipline using informative priors
    Autorzy:
    Aslam, Muhammad
    Afzaal, Mehreen
    Bhatti, M. Ishaq
    Powiązania:
    https://bibliotekanauki.pl/articles/1917073.pdf
    Data publikacji:
    2021-12-08
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    exponentiated Gompertz distribution
    loss functions
    informative priors
    Bayes estimators
    posterior risks
    Opis:
    The exponentiated Gompertz (EGZ) distribution has been recently used in almost all areas of human endeavours, starting from modelling lifetime data to cancer treatment. Various applications and properties of the EGZ distribution are provided by Anis and De (2020). This paper explores the important properties of the EGZ distribution under Bayesian discipline using two informative priors: the Gamma Prior (GP) and the Inverse Levy Prior (ILP). This is done in the framework of five selected loss functions. The findings show that the two best loss functions are the Weighted Balance Loss Function (WBLF) and the Quadratic Loss Function (QLF). The usefulness of the model is illustrated by the use of reallife data in relation to simulated data. The empirical results of the comparison are presented through a graphical illustration of the posterior distributions.
    Źródło:
    Statistics in Transition new series; 2021, 22, 4; 101-119
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Policy-oriented inference and the analyst-client cooperation. An example from small-area statistics
    Autorzy:
    Longford, Nicholas T.
    Powiązania:
    https://bibliotekanauki.pl/articles/465834.pdf
    Data publikacji:
    2015
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    composition
    empirical Bayes
    expected loss
    borrowing strength
    exploiting similarity
    shrinkage
    small-area estimation
    Opis:
    We show on an application to small-area statistics that efficient estimation is not always conducive to good policy decisions because the established inferential procedures have no capacity to incorporate the priorities and preferences of the policy makers and the related consequences of incorrect decisions. A method that addresses these deficiencies is described. We argue that elicitation of the perspectives of the client (sponsor) and their quantification are essential elements of the analysis because different estimators (decisions) are appropriate for different perspectives. An example of planning an intervention in a developing country’s districts with high rate of illiteracy is described. The example exposes the deficiencies of the general concept of efficiency and shows that the criterion for the quality of an estimator has to be formulated specifically for the problem at hand. In the problem, the established small-area estimators perform poorly because the minimum mean squared error is an inappropriate criterion.
    Źródło:
    Statistics in Transition new series; 2015, 16, 1; 65-82
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A new generalization of the Pareto distribution and its applications
    Autorzy:
    Almetwally, Ehab M.
    Ahmad, Hanan A. Haj
    Powiązania:
    https://bibliotekanauki.pl/articles/1059040.pdf
    Data publikacji:
    2020-12-04
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Marshall-Olkin distribution
    alpha power transformation
    maximum likelihood estimator
    maximum product spacings
    bayes estimation
    simulation
    Opis:
    This paper introduces a new generalization of the Pareto distribution using the Marshall Olkin generator and the method of alpha power transformation. This new model has several desirable properties appropriate for modelling right skewed data. The Authors demonstrate how the hazard rate function and moments are obtained. Moreover, an estimation for the new model parameters is provided, through the application of the maximum likelihood and maximum product spacings methods, as well as the Bayesian estimation. Approximate confidence intervals are obtained by means of an asymptotic property of the maximum likelihood and maximum product spacings methods, while the Bayes credible intervals are found by using the Monte Carlo Markov Chain method under different loss functions. A simulation analysis is conducted to compare the estimation methods. Finally, the application of the proposed new distribution to three real-data examples is presented and its goodness-of-fit is demonstrated. In addition, comparisons to other models are made in order to prove the efficiency of the distribution in question.
    Źródło:
    Statistics in Transition new series; 2020, 21, 5; 61-84
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Small Area Estimation of Income Under Spatial SAR Model
    Autorzy:
    Kubacki, Jan
    Jędrzejczak, Alina
    Powiązania:
    https://bibliotekanauki.pl/articles/465667.pdf
    Data publikacji:
    2016
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    small area estimation (SAE)
    SAR model
    hierarchical Bayes estimation
    spatial empirical best linear unbiased predictor
    Opis:
    The paper presents the method of hierarchical Bayes (HB) estimation under small area models with spatially correlated random effects and a spatial structure implied by the Simultaneous Autoregressive (SAR) process. The idea was to improve the spatial EBLUP by incorporating the HB approach into the estimation algorithm. The computation procedure applied in the paper uses the concept of sampling from a posterior distribution under generalized linear mixed models implemented in WinBUGS software and adapts the idea of parameter estimation for small areas by means of the HB method in the case of known model hyperparameters. The illustration of the approach mentioned above was based on a real-world example concerning household income data. The precision of the direct estimators was determined using own three-stage procedure which employs Balanced Repeated Replication, bootstrap and Generalized Variance Function. Additional simulations were conducted to show the influence of the spatial autoregression coefficient on the estimation error reduction. The computations performed by ‘sae’ package for R project and a special procedure for WinBUGS reveal that the method provides reliable estimates of small area means. For high spatial correlation between domains, noticeable MSE reduction was observed, which seems more evident for HB-SAR method as compared with the traditional spatial EBLUP. In our opinion, the Gibbs sampler, revealing the simultaneous nature of processes, especially for random effects, can be a good starting point for the simulations based on stochastic SAR processes.
    Źródło:
    Statistics in Transition new series; 2016, 17, 3; 365-390
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A Two-Component Normal Mixture Alternative to the Fay-Herriot Model
    Autorzy:
    Chakraborty, Adrijo
    Datta, Gauri Sankar
    Mandal, Abhyuday
    Powiązania:
    https://bibliotekanauki.pl/articles/465632.pdf
    Data publikacji:
    2016
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Hierarchical Bayes
    heavy-tail distribution
    non-informative priors
    robustness to outliers
    small area estimation
    Opis:
    This article considers a robust hierarchical Bayesian approach to deal with random effects of small area means when some of these effects assume extreme values, resulting in outliers. In the presence of outliers, the standard Fay-Herriot model, used for modeling area-level data, under normality assumptions of random effects may overestimate the random effects variance, thus providing less than ideal shrinkage towards the synthetic regression predictions and inhibiting the borrowing of information. Even a small number of substantive outliers of random effects results in a large estimate of the random effects variance in the Fay-Herriot model, thereby achieving little shrinkage to the synthetic part of the model or little reduction in the posterior variance associated with the regular Bayes estimator for any of the small areas. While the scale mixture of normal distributions with a known mixing distribution for the random effects has been found to be effective in the presence of outliers, the solution depends on the mixing distribution. As a possible alternative solution to the problem, a two-component normal mixture model has been proposed, based on non-informative priors on the model variance parameters, regression coefficients and the mixing probability. Data analysis and simulation studies based on real, simulated and synthetic data show an advantage of the proposed method over the standard Bayesian Fay-Herriot solution derived under normality of random effects.
    Źródło:
    Statistics in Transition new series; 2016, 17, 1; 67-90
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A Comparison of Small Area Estimation Methods for Poverty Mapping
    Autorzy:
    Guadarrama, María
    Molina, Isabel
    Rao, J. N. K.
    Powiązania:
    https://bibliotekanauki.pl/articles/465671.pdf
    Data publikacji:
    2016
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    area level model
    non-linear parameters
    empirical best estimator
    hierarchical Bayes
    poverty mapping
    unit level models
    Opis:
    We review main small area estimation methods for the estimation of general nonlinear parameters focusing on FGT family of poverty indicators introduced by Foster, Greer and Thorbecke (1984). In particular, we consider direct estimation, the Fay-Herriot area level model (Fay and Herriot, 1979), the method of Elbers, Lanjouw and Lanjouw (2003) used by the World Bank, the empirical Best/Bayes (EB) method of Molina and Rao (2010) and its extension, the Census EB, and finally the hierarchical Bayes proposal of Molina, Nandram and Rao (2014). We put ourselves in the point of view of a practitioner and discuss, as objectively as possible, the benefits and drawbacks of each method, illustrating some of them through simulation studies.
    Źródło:
    Statistics in Transition new series; 2016, 17, 1; 41-66
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Generalized Bayes Estimation of Spatial Autoregressive Models
    Autorzy:
    Chaturvedi, Anoop
    Mishra, Sandeep
    Powiązania:
    https://bibliotekanauki.pl/articles/1194464.pdf
    Data publikacji:
    2019-07-02
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    spatial autoregressive model
    prior and posterior distributions
    generalized Bayes estimator
    admissibility and minimaxity
    total fertility rate (TFR)
    Opis:
    The spatial autoregressive (SAR) models are widely used in spatial econometrics for analyzing spatial data involving spatial autocorrelation structure. The present paper derives a Generalized Bayes estimator for estimating the parameters of a SAR model. The admissibility and minimaxity properties of the estimator have been discussed. For investigating the finite sample behaviour of the estimator, the results of a simulation study have been presented. The results of the paper are applied to demographic data on total fertility rate for selected Indian states.
    Źródło:
    Statistics in Transition new series; 2019, 20, 2; 15-31
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Bayesian estimation of fertility rates under imperfect age reporting
    Autorzy:
    Verma, Vivek
    Nath, Dilip C.
    Dwivedi, S. N.
    Powiązania:
    https://bibliotekanauki.pl/articles/14761323.pdf
    Data publikacji:
    2023-03-15
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Fisher information
    square error loss function
    age-specific marital fertility rate
    Bayes estimator
    maximum likelihood principle
    Opis:
    This article outlines the application of the Bayesian method of parameter estimation to situations where the probability of age misreporting is high, leading to transfers of an individual from one age group to another. An essential requirement for Bayesian estimation is prior distribution, derived for both perfect and imperfect age reporting. As an alternative to the Bayesian methodology, a classical estimator based on the maximum likelihood principle has also been discussed. Here, the age misreporting probability matrix has been constructed using a performance indicator, which incorporates the relative performance of estimators based on age when reported correctly instead of misreporting. The initial guess of performance indicators can either be empirically or theoretically derived. The method has been illustrated by using data on Empowered Action Group (EAG) states of India from National Family Health Survey-3 (2005-2006) to estimate the total marital fertility rates. The present study reveals through both a simulation and real-life set-up that the Bayesian estimation method has been more promising and reliable in estimating fertility rates, even in situations where age misreporting is higher than in case of classical maximum likelihood estimates.
    Źródło:
    Statistics in Transition new series; 2023, 24, 2; 39-57
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-14 z 14

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