Results 21 to 30 of about 785 (90)

A note on the estimation of the Poisson parameter

International Journal of Mathematics and Mathematical Sciences, Volume 8, Issue 1, Page 193-196, 1985., 1985
This paper considers the problem of estimating the mean of a Poisson distribution when there are errors in observing the zeros and ones and obtains both the maximum likelihood and moments estimates of the Poisson mean and the error probabilities. It is interesting to note that either method fails to give unique estimates of these parameters unless the ...
S. S. Chitgopekar
wiley   +1 more source

Varieties with maximum likelihood degree one

, 2014
We show that algebraic varieties with maximum likelihood degree one are exactly the images of reduced A-discriminantal varieties under monomial maps with finite fibers.
Huh, June
core   +1 more source

Statistical inference and data analysis of the record-based transmuted Burr X model

Open Mathematics
Probability distribution has proven its usefulness in almost every discipline of human endeavors. A novel extension of Bur X distribution is developed in this study employing the record-based transmuted mapping technique, which can be used to fit skewed ...
Alrweili Hleil
doaj   +1 more source

Quantifying and estimating additive measures of interaction from case-control data

, 2017
In this paper we develop a general framework for quantifying how binary risk factors jointly influence a binary outcome. Our key result is an additive expansion of odds ratios as a sum of marginal effects and interaction terms of varying order.
Alfredsson, Lars, Hedström, Anna Karin, Hössjer, Ola, Kockum, Ingrid, Lekman, Magnus, Olsson, Tomas   +5 more
core   +1 more source

Theoretical Modeling by Addressing Nonresponse Complications to Improve the Population Mean Under Stratified Random Sampling: Application and Analysis

Journal of Mathematics, Volume 2026, Issue 1, 2026.
An important part of survey sampling is additional information, which allows for more precise estimates of population parameters such as population distribution function, mean, variance, and median. The best outcomes can be assured in this manner. Researchers using survey sampling face the risk of missing important details while attempting to compile ...
Abdullah Mohammed Alomair, Sohaib Ahmad, Nian-Sheng Tang   +2 more
wiley   +1 more source

Comparative Analysis and Practical Applications of Cubic Transmutations for the Pareto Distribution

International Journal of Mathematics and Mathematical Sciences, Volume 2025, Issue 1, 2025.
Transmutation is a technique for extending classical probability distributions in order to give them more flexibility. In this paper, we are interested in cubic transmutations of the Pareto distribution. We establish a general formula that unifies the three existing cubic transmuted Pareto (CTP) distributions and facilitates the derivation of three new
Edoh Katchekpele, Issa Cherif Geraldo, Tchilabalo Abozou Kpanzou, Marco Costa   +3 more
wiley   +1 more source

Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process

, 2016
We consider the fractional Ornstein-Uhlenbeck process with an unknown drift parameter and known Hurst parameter $H$. We propose a new method to test the hypothesis of the sign of the parameter and prove the consistency of the test.
Kukush, Alexander, Mishura, Yuliya, Ralchenko, Kostiantyn   +2 more
core   +1 more source

An Alternative Type II Claims Pareto Model for Reliability and Bimodal Risk Analysis: Copulas, Properties, Mathematical Modeling, and Actuarial Case Study

Journal of Mathematics, Volume 2025, Issue 1, 2025.
This article aims to present a new type‐II claims Pareto extension for statistical reliability and actuarial analysis. The new probabilistic density can be simplified in terms of the baseline densities. Some new bivariate types were developed under some copula approaches.
Atef F. Hashem, Haitham M. Yousof, M. A. Abdelkawy, M. A. Abd Elgawad, Abdisalam Hassan Muse, Mohamed G. Khalil, Pramita Mishra   +6 more
wiley   +1 more source

Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator

, 2007
We point out some pitfalls related to the concept of an oracle property as used in Fan and Li (2001, 2002, 2004) which are reminiscent of the well-known pitfalls related to Hodges' estimator.
Benedikt M. Pötscher, Bunea, Bunea, Cai, Fan, Fan, Fan, Fan, Foster, Frank, Hajek, Hajek, Hannes Leeb, Hosoya, Judge, Kabaila, Kabaila, Knight, Koul, Leeb, Leeb, Lehmann, Pötscher, Shibata, Shibata, Tibshirani, von Rosen, Yang, Zou   +28 more
core   +1 more source

Improved Efficiency in Generalized Poisson Hurdle Model Estimation Using Restricted and Shrinkage Methods

Journal of Mathematics, Volume 2025, Issue 1, 2025.
This paper investigates the use of shrinkage estimators in the generalized Poisson hurdle (GPH) model for count data analysis. The GPH model effectively handles data with both excess zeros and over‐ or underdispersion. We propose shrinkage estimators to improve parameter estimation in this model and analyze their asymptotic properties, including biases
Hayder Hasan Rahmah Al-Gharrawi, Hossein Bevrani, Basim Shlaibah Msallam, Antonio Di Crescenzo   +3 more
wiley   +1 more source