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Wyświetlanie 1-15 z 24
Tytuł:
Jackknife winsorized variance estimator under imputed data
Autorzy:
Sohil, Fariha
Sohail, Muhammad Umair
Shabbir, Javid
Gupta, Sat
Powiązania:
https://bibliotekanauki.pl/articles/2106879.pdf
Data publikacji:
2022-06-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
adjusted imputation
jackknife variance estimators
linearized jackknife
missing values
winsorized variance
Opis:
In the present study, we consider the problem of missing and extreme values for the estimation of population variance. The presence of extreme values either in the study variable, or the auxiliary variable, or in both of them, can adversely affect the performance of the estimation procedure. We consider three different situations for the presence of extreme values and also consider jackknife variance estimators for the population variance by handling these extreme values under stratified random sampling. Bootstrap technique ABB is carried out to understand the relative relationship more precisely.
Źródło:
Statistics in Transition new series; 2022, 23, 2; 17-32
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Variability of Household Disposable Income Per Capita by Types of Residence in Poland
Autorzy:
Turczak, Anna
Zwiech, Patrycja
Powiązania:
https://bibliotekanauki.pl/articles/465896.pdf
Data publikacji:
2014
Wydawca:
Główny Urząd Statystyczny
Tematy:
disposable income per capita
type of residence
within-group variance
between-group variance
Opis:
The dispersion of household disposable income per capita in each class of residence (i.e. six) was estimated for households in Poland. Then, the dispersion of income between the classes was analysed. The computation was carried out separately for subsequent years from 1998 to 2012. The study shows that the households in Poland are differentiated with regard to income per capita by types of residence, however, the differences within the groups are much bigger than the differences between the groups. What is particularly surprising, the share of between-group variance in total variance in the population under study was negligible small (just a few percent) compared to the share of the mean within-group variance (more than 90 percent).
Źródło:
Statistics in Transition new series; 2014, 15, 4; 573-590
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimating the confidence interval of the regression coefficient of the blood sugar model through a multivariable linear spline with known variance
Autorzy:
Islamiyati, Anna
Raupong, Raupong
Kalondeng, Anisa
Sari, Ummi
Powiązania:
https://bibliotekanauki.pl/articles/2019723.pdf
Data publikacji:
2022-03-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
confidence interval
diabetes
known variance
spline
Opis:
Estimates from confidence intervals are more powerful than point estimates, because there are intervals for parameter values used to estimate populations. In relation to global conditions, involving issues such as type 2 diabetes mellitus, it is very difficult to make estimations limited to one point only. Therefore, in this article, we estimate confidence intervals in a truncated spline model for type 2 diabetes data. We use a non-parametric regression model through a multi-variable spline linear estimator. The use of the model results from the irregularity of the data, so it does not form a parametric pattern. Subsequently, we obtained the interval from beta parameter values for each predictor. Body mass index, HDL cholesterol, LDL cholesterol and triglycerides all have two regression coefficients at different intervals as the number of the found optimal knot points is one. This value is the interval for multivariable spline regression coefficients that can occur in a population of type 2 diabetes patients.
Źródło:
Statistics in Transition new series; 2022, 23, 1; 201-212
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of Quadratic Finite Population Functions Using Calibration
Autorzy:
Pumputis, Dalius
Čiginas, Andrius
Powiązania:
https://bibliotekanauki.pl/articles/465643.pdf
Data publikacji:
2011
Wydawca:
Główny Urząd Statystyczny
Tematy:
calibrated estimator
penalized calibration
auxiliary variables
approximate variance
Opis:
Since the quadratic finite population functions can be expressed as totals over a synthetic population consisting of some ordered pairs of elements of the initial population, the traditional and penalized calibration technique is used to derive some calibrated estimators of the quadratic finite population functions. A linear combination of estimators discussed is considered as well. A comparison of approximate variances of the calibrated estimators is also presented. A simulation study is performed to analyze the empirical properties of the calibrated estimators of the finite population variance and covariance which appear as special cases of the quadratic functions. It is shown also how the calibrated estimators of the population covariance (variance) can be applied in regression estimation of the finite population total.
Źródło:
Statistics in Transition new series; 2011, 12, 2; 309-330
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of Income Inequality and the Poverty Rate in Poland, by Region and Family Type
Autorzy:
Jędrzejczak, Alina
Kubacki, Jan
Powiązania:
https://bibliotekanauki.pl/articles/466014.pdf
Data publikacji:
2014
Wydawca:
Główny Urząd Statystyczny
Tematy:
income inequality
poverty
variance estimation
small area statistics
Opis:
High income inequality can be a source of serious socio-economic problems, such as increasing poverty, social stratification and polarization. Periods of pronounced economic growth or recession may impact different groups of earners differently. Growth may not be shared equally and economic crises may further widen gaps between the wealthiest and poorest sectors. Poverty affects all ages but children are disproportionately affected by it. The reliable inequality and poverty analysis of both total population of households and subpopulations by various family types can be a helpful piece of information for economists and social policy makers. The main objective of the paper was to present some income inequality and poverty estimates with the application to the Polish data coming from the Household Budget Survey. Besides direct estimation methods, the model based approach was taken into regard. Standard errors of estimates were also considered in the paper.
Źródło:
Statistics in Transition new series; 2014, 15, 3; 359-378
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the generalisation of Quatembers bootstrap
Autorzy:
Żądło, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/1363616.pdf
Data publikacji:
2021-03-03
Wydawca:
Główny Urząd Statystyczny
Tematy:
bootstrap for complex sampling designs
variance estimation
MSE estimation
Opis:
The problem of the estimation of the design-variance and the design-MSE of different estimators and predictors is considered. Bootstrap algorithms applicable to complex sampling designs are used. A generalisation of the bootstrap procedure studied by Quatember (2014) is proposed. In most of the cases considered in our simulation study it leads to more accurate estimates (or to very similar ones in remaining cases) of the designMSE and the design-variance compared with the original algorithm and its other counteparts.
Źródło:
Statistics in Transition new series; 2021, 22, 1; 163-178
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Variance estimation in stratified adaptive cluster sampling
Autorzy:
Yasmeen, Uzma
Noor-ul-Amin, Muhammad
Hanif, Muhammad
Powiązania:
https://bibliotekanauki.pl/articles/2034098.pdf
Data publikacji:
2022
Wydawca:
Główny Urząd Statystyczny
Tematy:
variance estimator
stratified sampling
stratified adaptive cluster sampling (SACS)
Opis:
In many sampling surveys, the use of auxiliary information at either the design or estimation stage, or at both these stages is usual practice. Auxiliary information is commonly used to obtain improved designs and to achieve a high level of precision in the estimation of population density. Adaptive cluster sampling (ACS) was proposed to observe rare units with the purpose of obtaining highly precise estimations of rare and specially clustered populations in terms of least variances of the estimators. This sampling design proved to be more precise than its more conventional counterparts, including simple random sampling (SRS), stratified sampling, etc. In this paper, a generalised estimator is anticipated for a finite population variance with the use of information of an auxiliary variable under stratified adaptive cluster sampling (SACS). The bias and mean square error expressions of the recommended estimators are derived up to the first degree of approximation. A simulation study showed that the proposed estimators have the least estimated mean square error under the SACS technique in comparison to variance estimators in stratified sampling.
Źródło:
Statistics in Transition new series; 2022, 23, 1; 173-184
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Best Linear Unbiased Estimators of Population Mean on Current Occasion in Two-Occasion Rotation Patterns
Autorzy:
Singh, G. N.
Prasad, S.
Powiązania:
https://bibliotekanauki.pl/articles/465782.pdf
Data publikacji:
2013
Wydawca:
Główny Urząd Statystyczny
Tematy:
successive sampling
auxiliary information
unbiased
variance
optimum replacement policy
Opis:
Best linear unbiased estimators have been proposed to estimate the population mean on current occasion in two-occasion successive (rotation) sampling. Behavior of the proposed estimators have been studied and their respective optimum replacement policies are discussed. Empirical studies are carried out to examine the performance of the proposed estimators and consequently the suitable recommendations are made.
Źródło:
Statistics in Transition new series; 2013, 14, 1; 57-74
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of P(X ≤ Y ) for discrete distributions with non-identical support
Autorzy:
Mouli Choudhury, Mriganka
Bhattacharya, Rahul
Maiti, Sudhansu S.
Powiązania:
https://bibliotekanauki.pl/articles/2107147.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
stress-strength model
uniformly minimum variance unbiased
maximum likelihood
Opis:
The Uniformly Minimum Variance Unbiased (UMVU) and the Maximum Likelihood (ML) estimations of R = P(X ≤ Y ) and the associated variance are considered for independent discrete random variables X and Y. Assuming a discrete uniform distribution for X and the distribution of Y as a member of the discrete one parameter exponential family of distributions, theoretical expressions of such quantities are derived. Similar expressions are obtained when X and Y interchange their roles and both variables are from the discrete uniform distribution. A simulation study is carried out to compare the estimators numerically. A real application based on demand-supply system data is provided.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 43-64
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An empirical study of hierarchical Bayes small area estimators using different priors for model variances
Autorzy:
You, Yong
Powiązania:
https://bibliotekanauki.pl/articles/19938261.pdf
Data publikacji:
2023-09-08
Wydawca:
Główny Urząd Statystyczny
Tematy:
CPO
flat prior
inverse gamma prior
relative error
variance component
Opis:
In this paper, we study hierarchical Bayes (HB) estimators based on different priors for small area estimation. In particular, we use inverse gamma and flat priors for variance components in the HB small area models of You and Chapman (2006) and You (2021). We evaluate the HB estimators through a simulation study and real data analysis. Our results indicate that using the inverse gamma prior for the variance components in the HB models can be very effective.
Źródło:
Statistics in Transition new series; 2023, 24, 4; 169-178
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Linear Model for Uniformity Trial Experiments
Autorzy:
Shukla, Alok K.
Yadav, Subhash K.
Misra, Govind Ch.
Powiązania:
https://bibliotekanauki.pl/articles/465826.pdf
Data publikacji:
2013
Wydawca:
Główny Urząd Statystyczny
Tematy:
Fairfield Smith’s Variance Law
linear model
uniformity trial experiments
Opis:
Uniformity trial experiments are required to assess fertility variation in agricultural land. Several models have appeared in literature, of which Fairfield Smith’s Variance Law assuming a nonlinear relationship between the coefficient of variation (C.V.) and a plot size has been extensively used in uniformity trial studies. A linear model has been proposed for uniformity trial experiments and it has shown better results as compared to existing models. The expression for point of maximum curvature for the proposed model is much simpler as compared to the model of Fairfield Smith. The appropriateness of the proposed model has also been verified with the help of a data set.
Źródło:
Statistics in Transition new series; 2013, 14, 1; 161-170
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modified Estimators of Population Variance in Presence of Auxiliary Information
Autorzy:
Tailor, Rajesh
Sharma, Balkishan
Powiązania:
https://bibliotekanauki.pl/articles/465891.pdf
Data publikacji:
2012
Wydawca:
Główny Urząd Statystyczny
Tematy:
Finite population variance
Bias
Mean squared error Auxiliary information and Efficiency
Opis:
This paper proposes estimator of population variance using information on known parameters of auxiliary variable. The variances of the proposed estimators are obtained. It has been shown that using modified sampling fraction the proposed estimators are more efficient than the usual unbiased estimator of population variance and usual ratio estimator for population variance under certain given conditions. Empirical study is also carried out to demonstrate the merits of the proposed estimators of population variance over other estimators considered in this paper.
Źródło:
Statistics in Transition new series; 2012, 13, 1; 37-46
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New linear model for optimal cluster size in cluster sampling
Autorzy:
Shukla, Alok Kumar
Yadav, Subhash Kumar
Powiązania:
https://bibliotekanauki.pl/articles/1363544.pdf
Data publikacji:
2020-06-05
Wydawca:
Główny Urząd Statystyczny
Tematy:
Non-linear models
optimum cluster size
four-parameter model
variance function
Opis:
In this paper, a nonlinear model is proposed for improving the relationship between the size of a cluster and the variance within the cluster. This model describes the most appropriate functional relation between the within-cluster variance and the cluster size. Through this model, we can obtain the optimum size of a cluster and an estimate of the variance between clusters. The proposed model leads to further improvement in the estimation of the optimum size of a cluster, and the formula for the determination of optimum cluster size leads to explicit solution of models.
Źródło:
Statistics in Transition new series; 2020, 21, 2; 189-200
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Cost Efficiency of Sampling Designs
Autorzy:
Liberts, Mārtiņš
Powiązania:
https://bibliotekanauki.pl/articles/466071.pdf
Data publikacji:
2013
Wydawca:
Główny Urząd Statystyczny
Tematy:
cost efficiency
simulation study
survey cost estimation
survey methodology
variance of estimators
Opis:
The aim of a sample survey is to obtain high quality estimates of population parameters with low cost. The expected precision of estimates and the expected data collection cost are usually unknown making the choice of sampling design a complicated task. Analytical methods can not be used often because of the complexity of the sampling design or data collection process. The aim of this paper is to develop a mathematical framework to compare chosen sampling designs with respect to the expected precision of estimates and the data collection cost. As a result a framework is developed which employs artificial population data generation, survey sampling techniques, survey cost modelling, Monte Carlo simulation experiments and other techniques. The framework is applied to analyse the cost efficiency of the sampling design currently used for the Latvian Labour Force Survey.
Źródło:
Statistics in Transition new series; 2013, 14, 1; 7-30
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations
Wielowymiarowy model DCC-GARCH z uwzględnieniem współzależności między rynkami w zakresie warunkowej wariancji
Autorzy:
Fałdziński, Marcin
Pietrzak, Michał Bernard
Powiązania:
https://bibliotekanauki.pl/articles/1364901.pdf
Data publikacji:
2015-12-31
Wydawca:
Główny Urząd Statystyczny
Tematy:
DCC-GARCH model
interdependence
conditional variance
model DCC-GARCH
współzależności
warunkowa wariancja
Opis:
The article seeks to investigate the issue of interdependence that during crisis periods in the capital markets is of particular importance due to the likelihood of causing a crisis in the real economy. The research objective of the article is to identify this interdependence in volatility. Therefore, first we propose our own modification of the DCC-GARCH model which is so designed as to test for interdependence in conditional variance. Then, the DCC-GARCH-In model was used to study interdependence in volatility of selected stock market indices. The results of the research confirmed the presence of interdependence among the selected markets.
W artykule podjęto zagadnienie współzależności między rynkami, które w sytuacjach kryzysowych na rynkach kapitałowych nabiera szczególnego znaczenia, ze względu na możliwość spowodowania kryzysu w sferze realnej. Celem proponowanego artykułu jest identyfikacja współzależności w zakresie zmienności. W związku z tym, zaprezentowano najpierw autorską modyfikację modelu DCC-GARCH, w którego konstrukcji uwzględniono wpływ zmienności ze strony innych rynków. Zaproponowana specyfikacja modelu DCC-GARCH-In pozwala na badanie współzależności między zmiennymi w zakresie wariancji warunkowej. Następnie model DCC-GARCH-In zastosowany został do badania współzależności w zakresie zmienności dla wybranych indeksów giełdowych. Wyniki przeprowadzonych badań pozwoliły na potwierdzenie występowania wzajemnego oddziaływania między wybranymi rynkami w zakresie zmienności.
Źródło:
Przegląd Statystyczny; 2015, 62, 4; 397-413
0033-2372
Pojawia się w:
Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 24

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