Now showing items 1-20 of 28
Next Page| 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: | A bivariate semi-Pareto distribution is introduced and characterized using geometric minimization. Autoregressive minification models for bivariate random vectors with bivariate semi-Pareto and bivariate Pareto distributions are also discussed. Multivariate generalizations of the distributions and the processes are briefly indicated. |
| URI: | http://dyuthi.cusat.ac.in/xmlui/purl/2104 |
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| Bivariate semi-Pareto distributions....pdf | (446.2Kb) |
| 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: | We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data. |
| URI: | http://dyuthi.cusat.ac.in/purl/2856 |
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| Dyuthi-P00399.pdf | (427.5Kb) |
| 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: | This paper proposes different estimators for the parameters of SemiPareto and Pareto autoregressive minification processes The asymptotic properties of the estimators are established by showing that the SemiPareto process is α-mixing. Asymptotic variances of different moment and maximum likelihood estimators are compared. |
| URI: | http://dyuthi.cusat.ac.in/xmlui/purl/2107 |
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| ESTIMATION FOR THE SEMIPARETO PROCESSES.pdf | (587.3Kb) |
| 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: | This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the estimators behave well. The insample analysis shows that return models with gamma autoregressive stochastic volatility processes capture the leptokurtic nature of return distributions and the slowly decaying autocorrelation functions of squared stock index returns for the USA and UK. In comparison with GARCH and EGARCH models, the gamma autoregressive model picks up the persistence in volatility for the US and UK index returns but not the volatility persistence for the Canadian and Japanese index returns. The out-of-sample analysis indicates that the gamma autoregressive model has a superior volatility forecasting performance compared to GARCH and EGARCH models. |
| URI: | http://dyuthi.cusat.ac.in/xmlui/purl/2106 |
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| Gamma Stochastic Volatility Models.pdf | (262.5Kb) |
| 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: | The average availability of a repairable system is the expected proportion of time that the system is operating in the interval [0, t]. The present article discusses the nonparametric estimation of the average availability when (i) the data on 'n' complete cycles of system operation are available, (ii) the data are subject to right censorship, and (iii) the process is observed upto a specified time 'T'. In each case, a nonparametric confidence interval for the average availability is also constructed. Simulations are conducted to assess the performance of the estimators. |
| URI: | http://dyuthi.cusat.ac.in/purl/2857 |
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| Dyuthi-P00400.pdf | (135.8Kb) |
| Abstract: | In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal properties of estimators for the parameters in the model. The problem of estimating the parameters in the exponential minification model is discussed in detail. |
| URI: | http://dyuthi.cusat.ac.in/xmlui/purl/2105 |
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| Parameter Estimation in Minification Processes.pdf | (212.4Kb) |
| Abstract: | When variables in time series context are non-negative, such as for volatility, survival time or wave heights, a multiplicative autoregressive model of the type Xt = Xα t−1Vt , 0 ≤ α < 1, t = 1, 2, . . . may give the preferred dependent structure. In this paper, we study the properties of such models and propose methods for parameter estimation. Explicit solutions of the model are obtained in the case of gamma marginal distribution |
| Description: | Statistics and Probability Letters 82 (2012) 1530–1537 |
| URI: | http://dyuthi.cusat.ac.in/purl/4725 |
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| Product autoreg ... non-negative variables.pdf | (260.7Kb) |
| 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) |
Now showing items 1-20 of 28
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