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Wyświetlanie 1-6 z 6
Tytuł:
Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution
Autorzy:
Hassan, Amal S.
Assar, Salwa M.
Ali, Kareem A.
Nagy, Heba F.
Powiązania:
https://bibliotekanauki.pl/articles/1917020.pdf
Data publikacji:
2021-12-08
Wydawca:
Główny Urząd Statystyczny
Tematy:
exponentiated Burr Type XII model
least squares estimator
maximum likelihood estimator
uniform minimum variance unbiased estimator
weighted least squares estimator
Opis:
The exponentiated Burr Type XII (EBXII) distribution has wide applications in reliability and economic studies. In this article, the estimation of the probability density function and the cumulative distribution function of EBXII distribution is considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares estimator, the weighted least squares estimator, the maximum product spacing estimator, the Cramér–von-Mises estimator, and the Anderson–Darling estimator. We derive analytical forms for the bias and mean square error. A simulation study is performed to investigate the consistency of the suggested methods of estimation. Data relating to the wind speed and service times of aircraft windshields are used with the studied methods. The simulation studies and real data applications have revealed that the maximum likelihood estimator performs more efficiently than its remaining counterparts.
Źródło:
Statistics in Transition new series; 2021, 22, 4; 171-189
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Finite Mixtures Model Approach to Sensitive Questions in Surveys
Autorzy:
Artem, Shcherbina
Rostyslav, Maiboroda
Powiązania:
https://bibliotekanauki.pl/articles/465798.pdf
Data publikacji:
2011
Wydawca:
Główny Urząd Statystyczny
Tematy:
anonymous survey
sensitive questions
maximum likelihood
weighted mean
weighted least squares
Opis:
Observations from mixtures of different subpopulations are common in biological and sociological studies. We consider the case, when the observations are taken from a set of groups containing subjects, which belong to different subpopulations. Proportion of each subpopulation in a group is known and can vary from group to group. Our aim is to estimate the means of an observed variable for subjects, which belong to each subpopulation. In this paper we consider the case, when subpopulations are defined by answers on so called “sensitive questions”. We consider some parametric and nonparametric estimates of the subpopulation means, such as weighted means, maximum likelihood and weighted least squares estimates. Finite sample properties of these estimates are analyzed. Mean square errors of the estimates are compared on simulated data. Some asymptotic results are also given.
Źródło:
Statistics in Transition new series; 2011, 12, 2; 331-344
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
General linear model – an effective tool for analysis of claim severity in motor third party liability insurance
Autorzy:
Šoltés, Erik
Zelinová, Silvia
Bilíková, Mária
Powiązania:
https://bibliotekanauki.pl/articles/1186927.pdf
Data publikacji:
2019-12-10
Wydawca:
Główny Urząd Statystyczny
Tematy:
general linear model
claim severity
motor third party liability insurance
least squares means
Opis:
The paper focuses on the analysis of claim severity in motor third party liability insurance under the general linear model. The general linear model combines the analyses of variance and regression and makes it possible to measure the influence of categorical factors as well as the numerical explanatory variables on the target variable. In the paper, simple, main and interaction effects of relevant factors have been quantified using estimated regression coefficients and least squares means. Statistical inferences about least-squares means are essential in creating tariff classes and uncovering the impact of categorical factors, so the authors used the LSMEANS, CONTRAST and ESTIMATE statements in the GLM procedure of the Statistical Analysis Software (SAS). The study was based on a set of anonymised data of an insurance company operating in Slovakia; however, because each insurance company has its own portfolio subject to changes over time, the results of this research will not apply to all insurance companies. In this context, the authors feel that what is most valuable in their work, is the demonstration of practical applications that could be used by actuaries to estimate both the claim severity and the claim frequency, and, consequently, to determine net premiums for motor insurance (regardless of whether for motor third party liability insurance or casco insurance.
Źródło:
Statistics in Transition new series; 2019, 20, 4; 13-31
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An alternative matrix transformation to the F test statistic for clustered data
Autorzy:
Intarapak, Sukanya
Supapakorn, Thidaporn
Powiązania:
https://bibliotekanauki.pl/articles/1359200.pdf
Data publikacji:
2019-04-25
Wydawca:
Główny Urząd Statystyczny
Tematy:
adjusted Householder
clustered data
F test statistic
generalized least squares
intra-cluster correlation
Opis:
For the regression analysis of clustered data, the error of cluster data violates the independence assumption. Consequently, the test statistic based on the ordinary least square method leads to incorrect inferences. To overcome this issue, the transformation is required to apply to the observations. In this paper we propose an alternative matrix transformation that adjusts the intra-cluster correlation with Householder matrix and apply it to the F test statistic based on generalized least squares procedures for the regression coefficients hypothesis. By Monte Carlo simulations of the balanced and unbalanced data, it is found that the F test statistic based on generalized least squares procedures with Adjusted Householder transformation performs well in terms of the type I error rate and power of the test.
Źródło:
Statistics in Transition new series; 2019, 20, 1; 153-169
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Distribution Approximations for Cusum and Cusumsq Statistics
Autorzy:
Habibi, Reza
Powiązania:
https://bibliotekanauki.pl/articles/465719.pdf
Data publikacji:
2010
Wydawca:
Główny Urząd Statystyczny
Tematy:
Beta approximated
Change point
Cumulative sum
Cumulative sum of squares Multivariate normal
Response surface regression
Opis:
The cumulative sum (cusum) is an important statistics in testing for a change point. This paper is concerned with the distribution approximations to the cusum statistic under the null and alternative hypotheses. We also consider distribution approximations for the cumulative sum of squares (cusumsq) test statistics. Finally, a discussion section is given.
Źródło:
Statistics in Transition new series; 2010, 11, 3; 158-168
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new reciprocal Rayleigh extension: properties, copulas, different methods of estimation and a modified right-censored test for validation
Autorzy:
Yousof, Haitham M.
Ali, M. Masoom
Goual, Hafida
Ibrahim, Mohamed
Powiązania:
https://bibliotekanauki.pl/articles/1827545.pdf
Data publikacji:
2021-09-06
Wydawca:
Główny Urząd Statystyczny
Tematy:
Xgamma model
reciprocal Rayleigh model
simulations
bootstrapping
Farlie Gumbel Morgenstern copula
least squares
Cramer-Von-Mises
Ali-Mikhail-Haq copula
convexity
concavi
Opis:
In this article, a new reciprocal Rayleigh extension called the Xgamma reciprocal Rayleigh model is defined and studied. The relevant statistical properties are derived, and the useful results related to the convexity and concavity are addressed. We discussed the estimation of the parameters using different estimation methods such as the maximum likelihood estimation method, the ordinary least squares estimation method, the weighted least squares estimation method, the Cramer-Von-Mises estimation method, and the bootstrapping method. A simulation study was conducted to assess the performances of the proposed estimation methods are investigated through a simulation study. Many bivariate and multivariate type model have also been derived based on Farlie-Gumbel-Morgenstern copula, the Clayton copula, Renyi's entropy copula and the Ali-Mikhail-Haq copula. A modified Nikulin-Rao-Robson test for right-censored validation is applied to a censored real data set.
Źródło:
Statistics in Transition new series; 2021, 22, 3; 99-121
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-6 z 6

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