Now showing items 1-18 of 18
Abstract: | In this paper, a family of bivariate distributions whose marginals are weighted distributions in the original variables is studied. The relationship between the failure rates of the derived and original models are obtained. These relationships are used to provide some characterizations of specific bivariate models |
Description: | Bulletin of the Calcutta Statistical Association,Vol 57 (227-228),pp 179-194 |
URI: | http://dyuthi.cusat.ac.in/purl/4285 |
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Bivariate distr ... d reliablity modelling.pdf | (58.24Kb) |
Abstract: | In this paper, the residual Kullback–Leibler discrimination information measure is extended to conditionally specified models. The extension is used to characterize some bivariate distributions. These distributions are also characterized in terms of proportional hazard rate models and weighted distributions. Moreover, we also obtain some bounds for this dynamic discrimination function by using the likelihood ratio order and some preceding results. |
Description: | Statistics and Probability Letters 81 (2011) 1594–1598 |
URI: | http://dyuthi.cusat.ac.in/purl/4279 |
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Characterizatio ... iscrimination measures.pdf | (203.1Kb) |
Abstract: | In this article, we study some relevant information divergence measures viz. Renyi divergence and Kerridge’s inaccuracy measures. These measures are extended to conditionally specifiedmodels and they are used to characterize some bivariate distributions using the concepts of weighted and proportional hazard rate models. Moreover, some bounds are obtained for these measures using the likelihood ratio order |
Description: | Communications in Statistics—Theory and Methods, 43: 1939–1948, 2014 |
URI: | http://dyuthi.cusat.ac.in/purl/4287 |
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Characterizatio ... on Divergence Measures.pdf | (118.4Kb) |
Abstract: | In this paper, we examine the relationships between log odds rate and various reliability measures such as hazard rate and reversed hazard rate in the context of repairable systems. We also prove characterization theorems for some families of distributions viz. Burr, Pearson and log exponential models. We discuss the properties and applications of log odds rate in weighted models. Further we extend the concept to the bivariate set up and study its properties. |
Description: | Statistics, Vol. 41, No. 5, October 2007, 443–451 |
URI: | http://dyuthi.cusat.ac.in/purl/4283 |
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Characterizatio ... ns using log odds rate.pdf | (111.4Kb) |
Abstract: | In this article, we study reliability measures such as geometric vitality function and conditional Shannon’s measures of uncertainty proposed by Ebrahimi (1996) and Sankaran and Gupta (1999), respectively, for the doubly (interval) truncated random variables. In survival analysis and reliability engineering, these measures play a significant role in studying the various characteristics of a system/component when it fails between two time points. The interrelationships among these uncertainty measures for various distributions are derived and proved characterization theorems arising out of them |
Description: | Communications in Statistics—Theory and Methods, 38: 1441–1452, 2009 |
URI: | http://dyuthi.cusat.ac.in/purl/4273 |
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Characterizatio ... Expectations of Doubly.pdf | (133.5Kb) |
Abstract: | Inthis paper,we define partial moments for a univariate continuous random variable. A recurrence relationship for the Pearson curve using the partial moments is established. The interrelationship between the partial moments and other reliability measures such as failure rate, mean residual life function are proved. We also prove some characterization theorems using the partial moments in the context of length biased models and equilibrium distributions |
Description: | METRON - International Journal of Statistics 2004, vol. LXII, n. 3, pp. 353-362 |
URI: | http://dyuthi.cusat.ac.in/purl/4277 |
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Characterizatio ... using partial moments.pdf | (96.08Kb) |
Abstract: | Recently, cumulative residual entropy (CRE) has been found to be a new measure of information that parallels Shannon’s entropy (see Rao et al. [Cumulative residual entropy: A new measure of information, IEEE Trans. Inform. Theory. 50(6) (2004), pp. 1220–1228] and Asadi and Zohrevand [On the dynamic cumulative residual entropy, J. Stat. Plann. Inference 137 (2007), pp. 1931–1941]). Motivated by this finding, in this paper, we introduce a generalized measure of it, namely cumulative residual Renyi’s entropy, and study its properties.We also examine it in relation to some applied problems such as weighted and equilibrium models. Finally, we extend this measure into the bivariate set-up and prove certain characterizing relationships to identify different bivariate lifetime models |
Description: | Statistics, Vol. 46, No. 1, February 2012, 41–56 |
URI: | http://dyuthi.cusat.ac.in/purl/4281 |
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Dynamic cumulative residual Renyi’s entropy.pdf | (185.6Kb) |
Abstract: | In this paper the class of continuous bivariate distributions that has form-invariant weighted distribution with weight function w(x1, x2) ¼ xa1 1 xa2 2 is identified. It is shown that the class includes some well known bivariate models. Bayesian inference on the parameters of the class is considered and it is shown that there exist natural conjugate priors for the parameters |
Description: | Statistics, 2003, Vol. 37(3), pp. 259–269 |
URI: | http://dyuthi.cusat.ac.in/purl/4278 |
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Form-invariant bivariate weighted.pdf | (165.5Kb) |
Abstract: | In this paper, we study the relationship between the failure rate and the mean residual life of doubly truncated random variables. Accordingly, we develop characterizations for exponential, Pareto 11 and beta distributions. Further, we generalize the identities for fire Pearson and the exponential family of distributions given respectively in Nair and Sankaran (1991) and Consul (1995). Applications of these measures in file context of lengthbiased models are also explored |
Description: | Statistical Papers 45, 97-109 (2004) |
URI: | http://dyuthi.cusat.ac.in/purl/4276 |
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Identification ... cated random variables.pdf | (393.9Kb) |
Abstract: | Quantile functions are efficient and equivalent alternatives to distribution functions in modeling and analysis of statistical data (see Gilchrist, 2000; Nair and Sankaran, 2009). Motivated by this, in the present paper, we introduce a quantile based Shannon entropy function. We also introduce residual entropy function in the quantile setup and study its properties. Unlike the residual entropy function due to Ebrahimi (1996), the residual quantile entropy function determines the quantile density function uniquely through a simple relationship. The measure is used to define two nonparametric classes of distributions |
Description: | Statistics and Probability Letters 82 (2012) 1049–1053 |
URI: | http://dyuthi.cusat.ac.in/purl/4280 |
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Quantile based entropy function.pdf | (207.9Kb) |
Abstract: | Di Crescenzo and Longobardi (2002) introduced a measure of uncertainty in past lifetime distributions and studied its relationship with residual entropy function. In the present paper, we introduce a quantile version of the entropy function in past lifetime and study its properties. Unlike the measure of uncertainty given in Di Crescenzo and Longobardi (2002) the proposed measure uniquely determines the underlying probability distribution. The measure is used to study two nonparametric classes of distributions. We prove characterizations theorems for some well known quantile lifetime distributions |
Description: | Statistics and Probability Letters 83 (2013) 366–372 |
URI: | http://dyuthi.cusat.ac.in/purl/4284 |
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Quantile based ... ction in past lifetime.pdf | (227.4Kb) |
Abstract: | Partial moments are extensively used in literature for modeling and analysis of lifetime data. In this paper, we study properties of partial moments using quantile functions. The quantile based measure determines the underlying distribution uniquely. We then characterize certain lifetime quantile function models. The proposed measure provides alternate definitions for ageing criteria. Finally, we explore the utility of the measure to compare the characteristics of two lifetime distributions |
Description: | Journal of the Korean Statistical Society 42 (2013) 329–342 |
URI: | http://dyuthi.cusat.ac.in/purl/4289 |
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Quantile based ... cts of partial moments.pdf | (253.9Kb) |
Abstract: | Partial moments are extensively used in actuarial science for the analysis of risks. Since the first order partial moments provide the expected loss in a stop-loss treaty with infinite cover as a function of priority, it is referred as the stop-loss transform. In the present work, we discuss distributional and geometric properties of the first and second order partial moments defined in terms of quantile function. Relationships of the scaled stop-loss transform curve with the Lorenz, Gini, Bonferroni and Leinkuhler curves are developed |
Description: | Stat Methods Appl (2013) 22:167–182 DOI 10.1007/s10260-012-0213-4 |
URI: | http://dyuthi.cusat.ac.in/purl/4290 |
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Quantile based ... m and its applications.pdf | (183.4Kb) |
Abstract: | In the present paper, we introduce a quantile based Rényi’s entropy function and its residual version. We study certain properties and applications of the measure. Unlike the residual Rényi’s entropy function, the quantile version uniquely determines the distribution |
Description: | Statistics and Probability Letters 85 (2014) 114–121 |
URI: | http://dyuthi.cusat.ac.in/purl/4288 |
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Rényi’s residual entropy A quantile approach.pdf | (378.5Kb) |
Abstract: | Lower partial moments plays an important role in the analysis of risks and in income/poverty studies. In the present paper, we further investigate its importance in stochastic modeling and prove some characterization theorems arising out of it. We also identify its relationships with other important applied models such as weighted and equilibrium models. Finally, some applications of lower partial moments in poverty studies are also examined |
Description: | METRON - International Journal of Statistics 2008, vol. LXVI, n. 2, pp. 223-242 |
URI: | http://dyuthi.cusat.ac.in/purl/4282 |
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The role of low ... in stochastic modeling.pdf | (139.5Kb) |
Abstract: | In this paper, we study some dynamic generalized information measures between a true distribution and an observed (weighted) distribution, useful in life length studies. Further, some bounds and inequalities related to these measures are also studied |
Description: | Statistica,VOL 68(1),pp 71-84 |
URI: | http://dyuthi.cusat.ac.in/purl/4275 |
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Some Dynamic Ge ... ext Of Weighted Models.pdf | (350.4Kb) |
Abstract: | In this article we introduce some structural relationships between weighted and original variables in the context of maintainability function and reversed repair rate. Furthermore, we prove some characterization theorems for specific models such as power, exponential, Pareto II, beta, and Pearson system of distributions using the relationships between the original and weighted random variables |
Description: | Communications in Statistics—Theory and Methods, 35: 223–228, 2006 |
URI: | http://dyuthi.cusat.ac.in/purl/4274 |
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Some Properties ... of Repairable Systems.pdf | (95.90Kb) |
Abstract: | Recently, reciprocal subtangent has been used as a useful tool to describe the behaviour of a density curve. Motivated by this, in the present article we extend the concept to the weighted models. Characterization results are proved for models viz. gamma, Rayleigh, equilibrium, residual lifetime, and proportional hazards. An identity under weighted distribution is also obtained when the reciprocal subtangent takes the form of a general class of distributions. Finally, an extension of reciprocal subtangent for the weighted models in the bivariate and multivariate cases are introduced and proved some useful results |
Description: | Communications in Statistics—Theory and Methods, 41: 1397–1410, 2012 |
URI: | http://dyuthi.cusat.ac.in/purl/4286 |
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Some Results on ... ext of Weighted Models.pdf | (170.9Kb) |
Now showing items 1-18 of 18
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