• Title/Summary/Keyword: beta-binomial distribution

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Tilted beta regression and beta-binomial regression models: Mean and variance modeling

  • Edilberto Cepeda-Cuervo
    • Communications for Statistical Applications and Methods
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    • v.31 no.3
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    • pp.263-277
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    • 2024
  • This paper proposes new parameterizations of the tilted beta binomial distribution, obtained from the combination of the binomial distribution and the tilted beta distribution, where the beta component of the mixture is parameterized as a function of their mean and variance. These new parameterized distributions include as particular cases the beta rectangular binomial and the beta binomial distributions. After that, we propose new linear regression models to deal with overdispersed binomial datasets. These new models are defined from the proposed new parameterization of the tilted beta binomial distribution, and assume regression structures for the mean and variance parameters. These new linear regression models are fitted by applying Bayesian methods and using the OpenBUGS software. The proposed regression models are fitted to a school absenteeism dataset and to the seeds germination rate according to the type seed and root.

Reliability Demonstration Test for a Finite Population Based on the Conjugacy of the Beta-Binomial Distribution (베타-이항분포의 공액성을 근거로 한 유한 모집단의 신뢰성 입증 시험)

  • Jeon, Jong-Seon;Ahn, Sun-Eung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.2
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    • pp.98-105
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    • 2012
  • This paper describes the Bayesian approach for reliability demonstration test based on the samples from a finite population. The Bayesian approach involves the technical method about how to combine the prior distribution and the likelihood function to produce the posterior distribution. In this paper, the hypergeometric distribution is adopted as a likelihood function for a finite population. The conjugacy of the beta-binomial distribution and the hypergeometric distribution is shown and is used to make a decision about whether to accept or reject the finite population judging from a viewpoint of faulty goods. A numerical example is also given.

Development of a p Control Chart for Overdispersed Process with Beta-Binomial Model (베타-이항모형을 이용한 과산포 공정용 p 관리도의 개발)

  • Bae, Bong-Soo;Seo, Sun-Keun
    • Journal of Korean Society for Quality Management
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    • v.45 no.2
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    • pp.209-225
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    • 2017
  • Purpose: Since traditional p chart is unable to deal with the variation of attribute data, this paper proposes a new attribute control chart for nonconforming proportions incorporating overdispersion with a beta-binomial model. Methods: Statistical theories for control chart developed under the beta-binomial model and a new approach using this control chart are presented Results: False alarm probabilities of p chart with the beta-binomial model are evaluated and demerits of p chart under overdispersion are discussed from three examples. Hence a concrete procedure for the proposed control chart is provided and illustrated with examples Conclusion: The proposed chart is more useful than traditional p chart, individual chart to treat observed proportions nonconforming as variable data and Laney p' chart.

On Some Distributions Generated by Riff-Shuffle Sampling

  • Son M.S.;Hamdy H.I.
    • International Journal of Contents
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    • v.2 no.2
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    • pp.17-24
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    • 2006
  • The work presented in this paper is divided into two parts. The first part presents finite urn problems which generate truncated negative binomial random variables. Some combinatorial identities that arose from the negative binomial sampling and truncated negative binomial sampling are established. These identities are constructed and serve important roles when we deal with these distributions and their characteristics. Other important results including cumulants and moments of the distributions are given in somewhat simple forms. Second, the distributions of the maximum of two chi-square variables and the distributions of the maximum correlated F-variables are then derived within the negative binomial sampling scheme. Although multinomial theory applied to order statistics and standard transformation techniques can be used to derive these distributions, the negative binomial sampling approach provides more information and deeper insight regarding the nature of the relationship between the sampling vehicle and the probability distributions of these functions of chi-square variables. We also provide an algorithm to compute the percentage points of these distributions. We supplement our findings with exact simple computational methods where no interpolations are involved.

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The Role of Negative Binomial Sampling In Determining the Distribution of Minimum Chi-Square

  • Hamdy H.I.;Bentil Daniel E.;Son M.S.
    • International Journal of Contents
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    • v.3 no.1
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    • pp.1-8
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    • 2007
  • The distributions of the minimum correlated F-variable arises in many applied statistical problems including simultaneous analysis of variance (SANOVA), equality of variance, selection and ranking populations, and reliability analysis. In this paper, negative binomial sampling technique is employed to derive the distributions of the minimum of chi-square variables and hence the distributions of the minimum correlated F-variables. The work presented in this paper is divided in two parts. The first part is devoted to develop some combinatorial identities arised from the negative binomial sampling. These identities are constructed and justified to serve important purpose, when we deal with these distributions or their characteristics. Other important results including cumulants and moments of these distributions are also given in somewhat simple forms. Second, the distributions of minimum, chisquare variable and hence the distribution of the minimum correlated F-variables are then derived within the negative binomial sampling framework. Although, multinomial theory applied to order statistics and standard transformation techniques can be used to derive these distributions, the negative binomial sampling approach provides more information regarding the nature of the relationship between the sampling vehicle and the probability distributions of these functions of chi-square variables. We also provide an algorithm to compute the percentage points of the distributions. The computation methods we adopted are exact and no interpolations are involved.

POSTERIOR COMPUTATION OF SURVIVAL MODEL WITH DISCRETE APPROXIMATION

  • Lee, Jae-Yong;Kwon, Yong-Chan
    • Journal of the Korean Statistical Society
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    • v.36 no.2
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    • pp.321-333
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    • 2007
  • In the proportional hazard model with the beta process prior, the posterior computation with the discrete approximation is considered. The time period of interest is partitioned by small intervals. On each partitioning interval, the likelihood is approximated by that of a binomial experiment and the beta process prior is by a beta distribution. Consequently, the posterior is approximated by that of many independent binomial model with beta priors. The analysis of the leukemia remission data is given as an example. It is illustrated that the length of the partitioning interval affects the posterior and one needs to be careful in choosing it.

A Study on Optimal sampling acceptance plans with respect to a linear loss function and a beta-binomial distribution

  • Kim, Woo-chul;Kim, Sung-ho
    • Journal of Korean Society for Quality Management
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    • v.10 no.2
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    • pp.25-33
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    • 1982
  • We discuss a model for acceptance/rejection decision regarding finite populations. The model is based on a beta-binomial prior distribution and additive costs -- relative sampling costs, relative sorting costs and costs of accepted defectives. A substantial part of the paper is devoted to constructing a Bayes sequential sampling acceptance plan (BSSAP) for attributes under the model. It is shown that the Bayes fixed size sampling acceptance plans (BFSAP) are better than the Hald's (1960) single sampling acceptance plans based on a uniform prior. Some tables and examples are provided for comprisons of the minimum Bayes risks of the BSSAP and those of the BFSAP based on a uniform prior and the model.

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Reliability Estimation of Series-Parallel Systems Using Component Failure Data (부품의 고장자료를 이용하여 직병렬 시스템의 신뢰도를 추정하는 방법)

  • Kim, Kyung-Mee O.
    • IE interfaces
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    • v.22 no.3
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    • pp.214-222
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    • 2009
  • In the early design stage, system reliability must be estimated from life testing data at the component level. Previously, a point estimate of system reliability was obtained from the unbiased estimate of the component reliability after assuming that the number of failed components for a given time followed a binomial distribution. For deriving the confidence interval of system reliability, either the lognormal distribution or the normal approximation of the binomial distribution was assumed for the estimator of system reliability. In this paper, a new estimator is used for the component level reliability, which is biased but has a smaller mean square error than the previous one. We propose to use the beta distribution rather than the lognormal or approximated normal distribution for developing the confidence interval of the system reliability. A numerical example based on Monte Carlo simulation illustrates advantages of the proposed approach over the previous approach.

Bayes Estimators in Group Testing

  • Kwon, Se-Hyug
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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    • pp.619-629
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    • 2004
  • Binomial group testing or composite sampling is often used to estimate the proportion, p, of positive(infects, defectives) in a population when that proportion is known to be small; the potential benefits of group testing over one-at-a-time testing are well documented. The literature has focused on maximum likelihood estimation. We provide two Bayes estimators and compare them with the MLE. The first of our Bayes estimators uses an uninformative Uniform (0, 1) prior on p; the properties of this estimator are poor. Our second Bayes estimator uses a much more informative prior that recognizes and takes into account key aspects of the group testing context. This estimator compares very favorably with the MSE, having substantially lower mean squared errors in all of the wide range of cases we considered. The priors uses a Beta distribution, Beta ($\alpha$, $\beta$), and some advice is provided for choosing the parameter a and $\beta$ for that distribution.

Estimating Parameters in Overdispersed Binary Data

  • Lee, Sunho
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.269-276
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    • 2000
  • there are several methods available for estimating parameters in overdispersed binary response data with the litter effect. Simulations are performed to compare methods for estimating an overall mean and an overdispersion parameter using moments a maximum likelihood under a beta-binomial distribution a maximum quasi-likelihood and a maximum extended quasi-likelihood.

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