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    Wyświetlanie 1-9 z 9
    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:
    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:
    Estimating normal density and normal distribution function: is Kolmogorovs estimator admissible?
    Autorzy:
    Rukhin, Andrew
    Powiązania:
    https://bibliotekanauki.pl/articles/1340688.pdf
    Data publikacji:
    1993
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    point estimation
    normal density
    Bayes estimator
    quadratic loss
    admissibility
    normal distribution function
    Opis:
    The statistical estimation problem of the normal distribution function and of the density at a point is considered. The traditional unbiased estimators are shown to have Bayes nature and admissibility of related generalized Bayes procedures is proved. Also inadmissibility of the unbiased density estimator is demonstrated.
    Źródło:
    Applicationes Mathematicae; 1993-1995, 22, 1; 103-115
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Bayesian and Non Bayesian Method of Estimation of Scale Parameter of Gamma Distribution under Symmetric and Asymmetric Loss Functions
    Autorzy:
    Gupta, Isha
    Gupta, Rahul
    Powiązania:
    https://bibliotekanauki.pl/articles/1177726.pdf
    Data publikacji:
    2018
    Wydawca:
    Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
    Tematy:
    Bayes Estimator
    Linex Loss Function
    Precautionary Loss Function
    Risk Function
    Squared Error Loss Function
    Opis:
    In this investigation, we consider Bayesian and Non-Bayesian estimation problems of unknown scale parameter of Gamma distribution assuming the shape parameter as known and derive Bayes and Classical (Non-Bayes) estimators of the scale parameter. Bayes estimators are obtained under symmetric (squared error) and asymmetric (linex and precautionary) loss functions using a non-informative prior. The risk efficiency of Bayes estimators is also obtained under these loss functions. Finally, the simulation study is done to compare the performance of these estimators using MATLAB software.
    Źródło:
    World Scientific News; 2018, 101; 172-191
    2392-2192
    Pojawia się w:
    World Scientific News
    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
    Tytuł:
    On the Bayes estimators of the parameters of inflated modified power series distributions
    Autorzy:
    Murat, Małgorzata
    Szynal, Dominik
    Powiązania:
    https://bibliotekanauki.pl/articles/729948.pdf
    Data publikacji:
    2000
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    posterior distributions
    posterior moments
    Bayes estimator
    inflated distribution
    generalized Pareto distribution
    generalized Poisson distribution
    generalized negative binomial distribution
    lost games distribution
    Opis:
    In this paper, we study the class of inflated modified power series distributions (IMPSD) where inflation occurs at any of support points. This class includes among others the generalized Poisson,the generalized negative binomial and the lost games distributions. We derive the Bayes estimators of parameters for these distributions when a parameter of inflation is known. First, we take as the prior distribution the uniform, Beta and Gamma distribution. In the second part of this paper, the prior distribution is the generalized Pareto distribution.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2000, 20, 2; 189-209
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    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:
    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
      Wyświetlanie 1-9 z 9

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