• Title/Summary/Keyword: asymptotic normality

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Asymptotic Normality of PL estimator for interval censored bivariate life-times

  • Kang, Shin-Soo
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.245-256
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    • 2000
  • Large sample properties of Life-Table estimator are discussed for interval censored bivariate survival data. We restrict out attention to the situation where response times within pairs are not distinguishable and the univariate survival distribution is the same for any individual within any pair.

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On Fitting Polynomial Measurement Error Models with Vector Predictor -When Interactions Exist among Predictors-

  • Myung-Sang Moon
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.1-12
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    • 1995
  • An estimator of coefficients of polynomial measurement error model with vector predictor and first-order interaction terms is derived using Hermite polynomial. Asymptotic normality of estimator is provided and some simulation study is performed to compare the small sample properties of derived estimator with those of OLS estimator.

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On Estimating the Zero Class from a Truncated Poisson Sample

  • Park, C. J.
    • Journal of the Korean Statistical Society
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    • v.7 no.2
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    • pp.89-94
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    • 1978
  • A procedure for estimating the zero class for a truncated Poisson sample is developed. Asymptotic normality of the estimator is established and a confidence interval for the missing zero class is obtained. This procedure is compared with the method obtained by Dahiya and Gross. Applications are given to illustrate the results obtained.

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Testing for Exponentiality Against Harmonic New Better than Used in Expectation Property of Life Distributions Using Kernel Method

  • Al-Ruzaiza A. S.;Abu-Youssef S. E.
    • International Journal of Reliability and Applications
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    • v.6 no.1
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    • pp.1-12
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    • 2005
  • A new test for testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential is presented based on the highly popular 'Kernel methods' of curve fitting. This new procedure is competitive with old one in the sense of Pitman's asymptotic relative efficiency, easy to compute and does not depend on the choice of either the band width or kernel. It also enjoys good power.

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Nonparametric Tests for Detecting Greater Residual Life Times

  • Lim, Jae-Hak;Ibrahim A. Ahmad;Park, Dong-Ho
    • Proceedings of the Korean Reliability Society Conference
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    • 2004.07a
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    • pp.167-175
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    • 2004
  • A nonparametric procedure is proposed to test the exponentiality against the hypothesis that one life distribution has a greater residual life times than the other life distribution. Such a hypothesis turns out to be equivalent to the one that one failure rate is greater than the other and so the proposed test works as a competitor to more IFR tests by Kochar (1979, 1981) and Cheng (1985). Our test statistic utilizes the U-statistics theory and a large sample nonpara metric test is established. The power of the proposed test is discussed by calculating the Pitman asymptotic relative efficiencies against several alter native hypotheses. A numerical example is presented to exemplify the proposed test.

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On NBUmgf class at specific age

  • Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • v.17 no.2
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    • pp.107-119
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    • 2016
  • A new concept of aging classes namely new better (worse) than used at age $t_0$ in moment generating function order, $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$) is introduced. For the classes $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$), preservation under convolution, mixture, mixing and the homogeneous Poisson shock model are studied. In the sequel, nonparametric test is proposed, the asymptotic normality of the class is established and the asymptotic null variance is estimated. The percentiles and powers of this test are tabulated. The asymptotic efficiencies for some alternatives distributions are derived. Finally sets of real data are used as examples to elucidate the use of the proposed test in practical application.

GOODNESS-OF-FIT TEST USING LOCAL MAXIMUM LIKELIHOOD POLYNOMIAL ESTIMATOR FOR SPARSE MULTINOMIAL DATA

  • Baek, Jang-Sun
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.313-321
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    • 2004
  • We consider the problem of testing cell probabilities in sparse multinomial data. Aerts et al. (2000) presented T=${{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2$ as a test statistic with the local least square polynomial estimator ${{p}_{i}}^{*}$, and derived its asymptotic distribution. The local least square estimator may produce negative estimates for cell probabilities. The local maximum likelihood polynomial estimator ${{\hat{p}}_{i}}$, however, guarantees positive estimates for cell probabilities and has the same asymptotic performance as the local least square estimator (Baek and Park, 2003). When there are cell probabilities with relatively much different sizes, the same contribution of the difference between the estimator and the hypothetical probability at each cell in their test statistic would not be proper to measure the total goodness-of-fit. We consider a Pearson type of goodness-of-fit test statistic, $T_1={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ instead, and show it follows an asymptotic normal distribution. Also we investigate the asymptotic normality of $T_2={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ where the minimum expected cell frequency is very small.

EVALUATION OF PARAMETER ESTIMATION METHODS FOR NONLINEAR TIME SERIES REGRESSION MODELS

  • Kim, Tae-Soo;Ahn, Jung-Ho
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.315-326
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    • 2009
  • The unknown parameters in regression models are usually estimated by using various existing methods. There are several existing methods, such as the least squares method, which is the most common one, the least absolute deviation method, the regression quantile method, and the asymmetric least squares method. For the nonlinear time series regression models, which do not satisfy the general conditions, we will compare them in two ways: 1) a theoretical comparison in the asymptotic sense and 2) an empirical comparison using Monte Carlo simulation for a small sample size.

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Nonparametric M-Estimation for Functional Spatial Data

  • Attouch, Mohammed Kadi;Chouaf, Benamar;Laksaci, Ali
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.193-211
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    • 2012
  • This paper deals with robust nonparametric regression analysis when the regressors are functional random fields. More precisely, we consider $Z_i=(X_i,Y_i)$, $i{\in}\mathbb{N}^N$ be a $\mathcal{F}{\times}\mathbb{R}$-valued measurable strictly stationary spatial process, where $\mathcal{F}$ is a semi-metric space and we study the spatial interaction of $X_i$ and $Y_i$ via the robust estimation for the regression function. We propose a family of robust nonparametric estimators for regression function based on the kernel method. The main result of this work is the establishment of the asymptotic normality of these estimators, under some general mixing and small ball probability conditions.

A Goodness of Fit Approach for Testing NBUFR (NWUFR) and NBAFR (NWAFR) Properties

  • Mahmoud, M.A.W.;Alim, N.A. Abdul
    • International Journal of Reliability and Applications
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    • v.9 no.2
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    • pp.125-140
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    • 2008
  • The new better than used failure rate (NBUFR), Abouammoh and Ahmed (1988), and new better than average failure rate (NBAFR) Loh (1984) classes of life distributions, have been considered in the literature as natural weakenings of NBU (NWU) property. The paper considers testing exponentiality against strictly NBUFR (NBAFR) alternatives, or their duals, based on goodness of fit approach that is possible in life testing problems and that it results in simpler procedures that are asymptotically equivalent or better than standard ones. They may also have superior finite sample behavior. The asymptotic normality are proved. Powers, Pitman asymptotic efficiency and critical points are computed. Dealing with censored data case also studied. Practical applications of our tests in the medical sciences are present.

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