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The purpose of this note is to point out a problem related to stress-strength models in some published papers. This difficulty has occurred in the asymptotic variance of the maximum likelihood estimator of the stress-strength parameter. The asymptotic variance will be studied in general and then in the mentioned papers. Finally, the correct version of asymptotic variance is computed. [ABSTRACT FROM AUTHOR]

This document is a letter to the editor addressing a typographical error in the formulas for the double Pareto-lognormal distribution and the normal-Laplace distribution. The authors clarify that the formulas themselves are correct, but there was an error in the expression of the Mills ratio in the correction by Amini and Rabbani. The authors provide the correct formulas for both distributions and offer further explanation upon request. The authors are affiliated with Juraj Dobrila University of Pula in Croatia. [Extracted from the article]

In this paper new filters for removing unspecified form of heteroscedasticity are proposed. The filters build on the assumption that the variance of a pre-whitened time series can be viewed as a latent stochastic process by its own. This makes the filters flexible and useful in many situations. A simulation study shows that removing heteroscedasticity before fitting a model leads to efficiency gains and bias reductions when estimating the parameters of ARMA models. A real data study shows that pre-filtering can increase the forecasting precision of quarterly US GDP growth. [ABSTRACT FROM AUTHOR]

Confidence intervals Since the I t i test and the test based on the I K i SB 1 sb statistic are the same, the confidence intervals (CIs) that are obtained by inverting these two tests should be the same. Thus, if I t SB q sb i denotes the 100 I q i percentile of the I t i statistic, then Graph HT ht is the 100 I q i percentile of the I K i SB 1 sb statistic. [Extracted from the article]

Note, for instance, that the probabilities given by Castellares et al. ([1]) in page 4 are the same than those shown in expression (9.115) in the book by Johnson et al. ([3]), with the change of parameters Graph HT ht and Graph HT ht Neyman type A (NTA) distribution is frequently used in Biology, Biodosimetry, Environmental Sciences, Epidemiology, etc. A count random variable I X i is said to follow a stopped-sum Poisson, compound Poisson, multiple Poisson or clustered-Poisson distribution, if it can be represented as Graph HT ht where I N i is a Poisson random variable with parameter Graph HT ht and Graph HT ht are independent, identically distributed random variables that are also independent of I N i . [Extracted from the article]

In this paper, a new criterion is constructed for testing hypothesis about covariance function of Gaussian stationary stochastic process with an unknown mean. This criterion is based on the fact that we can estimate the deviation of covariance function from its estimator with a given accuracy and reliability in Lp metric. [ABSTRACT FROM AUTHOR]

The paper of Erich Lehmann (Lehmann 1953) is renowned for its ground-breaking contribution to rank tests within the area of nonparametric statistics. This work, in all likelihood, is known to every statistician. But, what is likely not known to many are some of the novel concepts and models that this paper succinctly introduced to the area of distribution theory. This, unfortunately, has led to some of these being rediscovered in the literature and then being referred to under different names. The purpose of this note is, therefore, two-fold: first to explain the key models that are contained in the mentioned work of Erich Lehmann, and second to point out how some of the known models discussed in the distribution theory and stochastic modeling literature are indeed present either explicitly or implicitly in the paper of Lehmann. [ABSTRACT FROM AUTHOR]

A bivariate zero-inflated Poisson control chart for rare events in an industrial process was presented in the paper of Fatahi et al. (2012). They used a specific copula to address the dependency between the bivariate counts. The copula that they provided did not satisfy the criteria for a copula when the correlation parameter is negative and they did not calculate the upper control limit for the sum of events correctly. We provide proper copula's and upper control limits and also discuss their choice of parameter estimators. We illustrate our results with simulations. [ABSTRACT FROM AUTHOR]

As the most widely-used data form in the field of finance, the open-high-low-close (OHLC) data is being collected by all kinds of financial trading systems all the time. This paper puts forward a pseudo-principal component analysis (PCA) for multi-dimensional OHLC data, which can extract their useful information in a comprehensible way for visualization and easy interpretation. Firstly, a novel feature-based representation for OHLC data is proposed, which contains fruitful and explicit economic implications. Next, we define a full set of numerical characteristics and variance-covariance structures for the feature-based OHLC data. Then, the pseudo-PCA procedure for OHLC data is deduced based on the proposed algebraic operators. Finally, the effectiveness and interpretability of the proposed pseudo-PCA method are verified through finite simulations and three typical empirical experiments. This paper enriches the application scenarios of classical PCA and contributes to the multivariate statistical modeling of symbolic data. The proposed applications can serve as models for related studies. [ABSTRACT FROM AUTHOR]

In this paper, we introduce the notion of strongly generalized convex functions which is called as strongly η-convex stochastic processes. We prove the Hermite-Hadamard, Ostrowski type inequality, and obtain some important inequalities for above processes. Some previous results are special cases of the results obtained in this paper. [ABSTRACT FROM AUTHOR]

In this paper, we propose to consider the dependence structure of the trade/no trade categorical sequence of individual illiquid stocks returns. The framework considered here is wide as constant and time-varying zero returns probability are allowed. The ability of our approach in highlighting illiquid stock's features is underlined for a variety of situations. More specifically, we show that long-run effects for the trade/no trade categorical sequence may be spuriously detected in presence of a non-constant zero returns probability. Monte Carlo experiments, and the analysis of stocks taken from the Chilean financial market, illustrate the usefulness of the tools developed in the paper. [ABSTRACT FROM AUTHOR]

This paper focuses on the likelihood ratio test (LRT) statistics for different hypothesis tests. Assuming that a random sample is from a normal population, we make the sample size n and the dimension p close to infinity and satisfy p < n − c for some 1 ≤ c ≤ 4. Based on this assumption, the moderate deviation principle (MDP) for the LRT will be given under the null hypothesis. The corresponding numerical simulation results are shown at the end of the paper. [ABSTRACT FROM AUTHOR]

In several papers, conditional variance and left truncated variance have been studied by several authors. Since one of the most important types of systems structures is the parallel structure, in this paper, we obtain conditional covariance and variance of this system consisting of n identical and independent components under the condition that, at time x, all components are still working. Moreover a lower bound for variance residual life is given and furthermore, we check its behavior. Furthermore, as an aplication, we obtain lower bounds for varextropy. Also we obtain varextropy of a parallel system and the results of the varextropy of order statistics are applied to construct a test for symmetry. A real dataset is examined to illustrate the empirical performance of the proposed test statistics. [ABSTRACT FROM AUTHOR]

In this paper, the seven equivalent conditions of complete moment convergence and complete integral convergence for m -asymptotic negatively associated ( m -ANA, for short) random variables are established. The results obtained in the paper extend and improve some corresponding ones for negatively associated (NA, for short) random variables and negatively orthant dependent (NOD, for short) random variables. As an application of our main results, we present a result on complete consistency for the weighted estimator in a nonparametric regression model based on m-ANA errors. We perform a numerical simulation to verify the validity of the theoretical results. [ABSTRACT FROM AUTHOR]

Record linkage is the process of matching together records from different data sources that belong to the same entity. Record linkage is increasingly being used by many organizations including statistical, health, government etc. to link administrative, survey, and other files to create a robust file for more comprehensive analysis. Therefore, it becomes necessary to assess the ability of a linking method to achieve high accuracy or compare between methods with respect to accuracy. In this paper, we evaluate the accuracy of individual link using varying block sizes and different cutoff values by utilizing a Markov Chain based Monte Carlo simulation approach (MaCSim). MaCSim utilizes two linked files to create an agreement matrix. The agreement matrix is simulated to generate re-sampled versions of the agreement matrix. A defined linking method is used in each simulation to link the files and the accuracy of the linking method is assessed. The aim of this paper is to facilitate optimal choice of block size and cutoff value to achieve high accuracy in terms of minimizing average False Discovery Rate and False Negative Rate. The analyses have been performed using a synthetic dataset provided by the Australian Bureau of Statistics (ABS) and indicated promising results. [ABSTRACT FROM AUTHOR]

This paper presents a flexible family of 2- and 3-parameter distributions whose support is the closed interval [0,1], with explicit density, cumulative density, and quantile functions. These distributions are suited to modeling quantiles, thereby expanding the toolbox of distributions for doubly-bounded random variables. The densities at the boundaries are determined by dispersion and skew parameters, and a third parameter exclusively influences location. The paper also discusses practical issues of parameter estimation and assesses estimation bias, Type I error-rate accuracy, and parameter-estimate collinearity. It also provides three examples of applications to real data using new packages implementing the distributions in R and Stata. [ABSTRACT FROM AUTHOR]

The redundancy allocation problem is to find an optimal allocation of redundant components by considering the set of resources and cost constraints. In this research, the satellite attitude determination and control system is studied and its components is introduced, then the reliability of this system is modeled and optimized based on a mathematical approach based on the redundancy allocation. The model studied in this paper is about the structure of a series-parallel system that is in the exact mode of a satellite attitude determination and control system. In this paper, a new approach for modeling and optimization is presented. The mathematical model presented in this paper is into the class of mixed integer non-linear programming (MINLP). Solving these problems is very important for various researchers due to the high mathematical complexity. In this research, a heuristic method is used to the problem exact solution, the results of which have been reported. [ABSTRACT FROM AUTHOR]

In this paper we show how a variant of Stone and Brook's continuum regression criterion may be used to define the least variance ratio estimator of the slope parameters of the simultaneous equations model of econometrics. As a by-product of this approach we identify a family of estimators (distinct from the family of k-class estimators) to which it and two variants of the orthogonal least squares estimator belong. We also take the opportunity to mention several features of linear unbiased scalar residuals omitted from an earlier paper. [ABSTRACT FROM AUTHOR]

In this paper, a three components repairable system with K-mixed redundancy strategy is proposed, in which the lifetimes of components, the repair time of failure components and the vacation time are distributed with different phase-type (PH) distributions. The different phases can represent different operational levels, repair levels and vacation levels. The multiple vacation policy is also adopted so that the human resources can be fully utilized. The repairable system is studied in both transient and stationary regimes with the matrix-analytic method, and not only some traditional reliability indexes are obtained, but also several new reliability indexes are obtained by employing Kronecker operator theory and aggregated stochastic theory. Finally, a numerical example is implemented to illustrate the results obtained in the paper. [ABSTRACT FROM AUTHOR]

This paper investigates the power performance of five tests, including improved versions of two existing tests, for jointly testing the equality of origin and scale parameters of two samples from a shifted (two-parameter) exponential distribution. The power of the test varies with a shift in either or both of the two parameters. Therefore, a power surface is observed for various tests. Different tests are optimal for different shift sizes. This paper also compares the volume under the five tests' power surfaces to determine an overall best when the shift size is unknown. The generalized likelihood ratio (GLR) test, the Bayoud and Kittaneh test based on Weitzman's overlapping coefficient, recently designed Max and Distance tests, and an improved likelihood-based procedure are compared. The shifted exponential distribution is often an appropriate probability model for the lifetime of a product with a warranty, high voltage current in specific semiconductor transistors, and military personnel vehicles' mileages that failed in operation. The number of survival days for patients with irreversible lung cancer often follows the same distribution. This distribution plays a vital role in the engineering and biomedical sciences. We observe that the newly designed tests and the exact GLR test are almost always preferable to the other tests. We illustrate the proposed exact test procedures with two practical examples. [ABSTRACT FROM AUTHOR]

Recently, multi-regional trials have attracted much attention from sponsors as well as regulatory authorities. For researchers, it is always concerned about how to design a multi-regional trial. The fixed effect model is usually used to design a multi-regional trial. These methods were based on the assumption that true effect size is uniform across regions. However, this assumption is based on no ethnic or environmental factor among regions. In practice, it is necessary to consider the existence of ethnic or environmental factor among regions for a multi-regional trial. The random effect model is employed to deal with the heterogeneous effect size among regions. However, Most papers focus on multi-regional trials for three regions. In this paper, the multi-regional trials by a fixed effect model and a random effect model for four or five regions are designed and evaluated. The design of the multi-regional trials is evaluated by the proposed criteria considering the number of the regions. The assurance probability of proposed criteria considering the number of the regions is employed to determine if the clinical design is suitable for a multi-regional trial. More regions in a multi-regional trial can detect the variation among the regions more easily. [ABSTRACT FROM AUTHOR]

First-order rotatable designs for the lifetime response with distributions such as lognormal, Weibull, gamma, and exponential, assuming autocorrelated errors have been studied. A first-order model in practice is an adequate approximation to the true unknown surface in a small region of the explanatory variables x's. For an unknown experimental region or a system with any curvature, then the second-order model is always appropriate. It is aimed herein to extend the above ideas in the current paper for second-order models. Second-order lifetime correlated models along with rotatability conditions have been derived in the paper. Invariant (independent of the above considered four distributions) robust (independent of the correlation parameter values) second-order rotatable designs have been derived for the autocorrelated error structure. The derived designs in the paper are robust second-order rotatable for all values of the autocorrelation coefficient, and for all the above considered four lifetime distributions. The present derived designs in the paper satisfy four lifetime distributions with autocorrelated errors, while the usual uncorrelated second-order designs are unable to satisfy the similar conditions. In this sense, the current designs are most appropriate for lifetime improvement experiments. [ABSTRACT FROM AUTHOR]

The logrank test is a well-known nonparametric test which is often used to compare the survival distributions of two samples including right-censored observations, it is also known as the Mantel-Haenszel test. The G ρ family of tests, generalizes the logrank test by using weights assigned to observations. In this paper, we present a switch monotonicity property for the G ρ family of tests, which was motivated by the need to derive bounds for the test statistic in case of imprecise data observations. This property states that, when all observations from two independent groups are ranked together, the value of the z-test statistic is monotonically increasing after switching a pair of adjacent values from the two groups. Two examples are provided to motivate and illustrate the result presented in this paper. [ABSTRACT FROM AUTHOR]

Various objective priors have been defined for the common correlation coefficient concerning several bivariate normal populations. In this paper, the proposed approach relies on the asymptotic matching of coverage probabilities corresponding to Bayesian credible intervals considering the corresponding frequentist ones. In the present paper, we focus on several matching criteria including quantile matching, distribution function matching, highest posterior density matching, and matching via inversion of test statistics. In addition, we consider reference priors for different groups of ordering. The proposed methods are investigated and compared between each other in terms of a frequentist coverage probability and then, they are illustrated through a simulation study and two real data examples. [ABSTRACT FROM AUTHOR]

Kageyama (1972) presented a survey of resolvable solutions of balanced incomplete block designs. Clatworthy (1973) produced tables of two associate classes partially balanced designs in the practical range of r, k ≤ 10 and presented resolvable solutions whenever possible. Here, the minimum α (≤1) – resolvable solutions of partially balanced designs not found in Clatworthy (1973) and Saurabh and Sinha (2020) are presented. This paper is in sequel to the paper by Saurabh and Sinha (2020). [ABSTRACT FROM AUTHOR]

Presents a response to a letter to the editor of the 'Communications in Statistics--Theory and Methods,' concerning the study 'A multivariate generalization of the power exponential family of distributions.' Reference to other studies on the symmetric Kotz type distribution; Characteristics functions of the power exponential distribution.

A correction to the article "A Note on Directional Dependence in Regression Setting," by Engin A. Sungur that was published in a previous issue is presented.

This paper discusses the parameter estimation in a partially linear model. We proposed a difference-based Liu-type estimator of the unknown parameters in the partially linear model. The asymptotically properties of the proposed estimator are discussed. We propose a iterative method to choose the biasing parameters. Finally, a simulation study and a numerical example are presented to explain the performance of the estimators. [ABSTRACT FROM AUTHOR]

The beta generator technique entails constructing a univariate distribution function as a composite function of two distribution functions. The success of this technique in the univariate setting has prompted research into the possibility of generalization to the bivariate case. Such a generalization, using copulas, has already been proposed in the literature. In this paper, we construct bivariate distribution functions by passing a bivariate distribution function as an argument to the univariate beta distribution function. The class of distributions obtained is identical to an existing class of distributions; however, the elementary elements of the two classes differ (i.e., some distributions are simple to construct using one of the techniques considered and difficult to construct using the other). This paper provides a rigorous derivation of the parameter space of the beta-generated distributions, as well as a result relating to the dependence structure of the marginals. Finally, a practical example is included demonstrating the use of a beta-generated distribution in the modeling of observed losses in the energy market. [ABSTRACT FROM AUTHOR]

This paper studies the problems of optimally allocating one/two active redundancies to series systems in the sense of stochastic orders. For the case of allocating one redundancy to a series system, we show that allocating the redundancy to the weaker component can lead a longer system's lifetime in the sense of the hazard rate and reversed hazard rate orders. For two redundancies case, we also demonstrate that allocating the relatively stronger redundancy to the weaker component can lead a longer system's lifetime in the sense of the hazard rate and reversed hazard rate orders. These results generalize and strengthen the results of several papers. Finally, two applications are also presented to illustrate our results. [ABSTRACT FROM AUTHOR]

The Tsallis entropy has high performance in handling uncertain information, which is the extension of information entropy. The extropy is a complementary dual of entropy, which is a research hot spot. This paper proposed the Tsallis eXtropy and maximum Tsallis eXtropy, which are the complementary of Tsallis entropy and maximum Tsallis entropy respectively. When the non-extensive parameter is equal to 1, then the Tsallis eXtropy and the maximum Tsallis eXtropy will degenerate into information extropy and maximum information extropy respectively. Some meaningful theorems and proofs of the Tsallis eXtropy and the maximum Tsallis eXtropy has been proposed. Numerical examples have been designed to prove the effectiveness of the proposed models in evaluating uncertainties. Comparison application has been applied to prove the superiority of the proposed models than other models. The experimental results have shown that the proposed models are very high effective in measuring unknown issues. [ABSTRACT FROM AUTHOR]

The Exchange Market Pressure Index (EMPI) is an indicator of pressure on a currency. Because of the presence of serial correlation, financial time series may not be normally distributed even for large sample sizes. They may have undefined parameters and hence parametric tests of normality may give misleading results. In this paper, we look at the time series of EMPI of eleven countries of the world, put the data to normality check using tests suggested by various scholars. We also apply a test used exclusively for serially correlated data. No one has used this test earlier. In this context, we also compare the power of these statistical tests, which is another novel contribution of this paper. On the basis of these tests the EMPI time series is found to be non-normal. Two tests are found to be the most powerful. The test which is designed exclusively for time series data is found to be powerful only for China and South Korea, the countries which had the lowest EMPI- standard- deviation in the group of all the eleven countries studied in this paper. [ABSTRACT FROM AUTHOR]