Sunoj, S M; Asok, Nanda K; Sankaran, P G(Elsevier, December 4, 2013)
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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
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
When simulation modeling is used for
performance improvement studies of complex systems such as
transport terminals, domain specific conceptual modeling
constructs could be used by modelers to create structured
models. A two stage procedure which includes identification of
the problem characteristics/cluster - ‘knowledge acquisition’
and identification of standard models for the problem cluster –
‘model abstraction’ was found to be effective in creating
structured models when applied to certain logistic terminal
systems. In this paper we discuss some methods and examples
related the knowledge acquisition and model abstraction stages
for the development of three different types of model categories
of terminal systems
Description:
Proceedings of the World Congress on Engineering and Computer Science 2012 Vol II
WCECS 2012, October 24-26, 2012, San Francisco, USA
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
Sunoj, S M; Maya, S S(Taylor & Francis, August 19, 2006)
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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
Sunoj, S M; Sreejith, T B(Taylor & Francis, March 12, 2012)
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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
The standard models for statistical signal extraction assume that the signal and noise are
generated by linear Gaussian processes. The optimum filter weights for those models are
derived using the method of minimum mean square error. In the present work we study
the properties of signal extraction models under the assumption that signal/noise are
generated by symmetric stable processes. The optimum filter is obtained by the method of
minimum dispersion. The performance of the new filter is compared with their Gaussian
counterparts by simulation.
In this paper we try to fit a threshold autoregressive (TAR) model to time series data of monthly coconut oil prices at Cochin market. The procedure proposed by Tsay [7] for fitting the TAR model is briefly presented. The fitted model is compared with a simple autoregressive (AR) model. The results are in favour of TAR process. Thus the monthly coconut oil prices exhibit a type of non-linearity which can be accounted for by a threshold model.