Results 21 to 30 of about 185 (77)

A negative binomial mixture integer-valued GARCH model

, 2018
This paper generalizes the negative binomial integer-valued GARCH model (NBINGARCH) to a negative binomial mixture integer-valued GARCH (NBMINGARCH) for modeling time series of counts with presence of overdispersion.
Mamadou Diop, A. Diop, A. Diongue
semanticscholar   +1 more source

ON THE MEAN OF SAMPLE-STANDARD-DEVIATION

International Journal of Apllied Mathematics, 2018
This paper studies the mean of the probability distribution of the sample-standard-deviation for all populations, numerically by examples in the main, but followed by analytical summary observations.
Gregory Light
semanticscholar   +1 more source

Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet

Journal of Applied Mathematics, Volume 2004, Issue 4, Page 293-309, 2004., 2004
Discrete‐time forward interest rate curve models are studied, where the curves are driven by a random field. Under the assumption of no‐arbitrage, the maximum likelihood estimator of the volatility parameter is given and its asymptotic behaviour is studied. First, the so‐called martingale models are examined, but we will also deal with the general case,
József Gáll, Gyula Pap, Martien C. A. van Zuijlen   +2 more
wiley   +1 more source

A note on Hammersley′s inequality for estimating the normal integer mean

International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 34, Page 2147-2156, 2003., 2003
Let X1, X2, …, Xn be a random sample from a normal N(θ, σ2) distribution with an unknown mean θ = 0, ±1, ±2, …. Hammersley (1950) proposed the maximum likelihood estimator (MLE) d=[X¯n], nearest integer to the sample mean, as an unbiased estimator of θ and extended the Cramér‐Rao inequality.
Rasul A. Khan
wiley   +1 more source

On hypergeometric generalized negative binomial distribution

International Journal of Mathematics and Mathematical Sciences, Volume 29, Issue 12, Page 727-736, 2002., 2002
It is shown that the hypergeometric generalized negative binomial distribution has moments of all positive orders, is overdispersed, skewed to the right, and leptokurtic. Also, a three‐term recurrence relation for computing probabilities from the considered distribution is given.
M. E. Ghitany, S. A. Al-Awadhi, S. L. Kalla   +2 more
wiley   +1 more source

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

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

Admissible and minimax estimation of the parameters of the selected normal population in two-stage adaptive designs under reflected normal loss function

, 2019
In clinical research, one of the key problems is to estimate the effect of the best treatment among the given k treatments in two-stage adaptive design.
Hasan Mazarei, N. Nematollahi
semanticscholar   +1 more source

Empirical Bayes and Bootstrap Inference for Multicomponent Stress–Strength Reliability Under Ordered Ranked Set Sampling

Journal of Mathematics, Volume 2026, Issue 1, 2026.
This paper develops a unified inferential framework for multicomponent stress–strength reliability when the number of active components is stochastic rather than fixed. The system size is modeled by a left‐truncated binomial distribution, while strength and stress information are collected through two complementary designs: ordered ranked set sampling ...
Haidy A. Newer, Bader S. Alanazi, Smritijit Sen   +2 more
wiley   +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