Results 31 to 40 of about 782 (91)

Estimation in spin glasses: A first step

, 2006
The Sherrington--Kirkpatrick model of spin glasses, the Hopfield model of neural networks and the Ising spin glass are all models of binary data belonging to the one-parameter exponential family with quadratic sufficient statistic.
Chatterjee, Sourav
core   +4 more sources

Bivariate Power Lindley Models Based on Copula Functions Under Type‐II Censored Samples With Applications in Industrial and Medical Data

Journal of Mathematics, Volume 2025, Issue 1, 2025.
This study introduces three innovative bivariate models to address complex dependencies between random variables in real‐world applications. Specifically, we develop bivariate power Lindley (BPL) distribution models utilizing the Gumbel, Frank, and Clayton copulas.
Ehab M. Almetwally, Aisha Fayomi, Maha E. Qura, Pramita Mishra   +3 more
wiley   +1 more source

Introducing the new arcsine-generator distribution family: An in-depth exploration with an illustrative example of the inverse weibull distribution for analyzing healthcare industry data

Journal of Radiation Research and Applied Sciences
The study is about a novel Arcsin-function based generator of new families of distributions. We chose the inverse Weibull distribution as the reference distribution to see if the generator could be employed.
Tabassum Naz Sindhu, Anum Shafiq, Muhammad Bilal Riaz, Tahani A. Abushal, Hijaz Ahmad, Ehab M. Almetwally, Sameh Askar   +6 more
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

Bayesian Estimation and Prediction of Inverse Power Lomax Model Under Censored Data With Applications

Journal of Mathematics, Volume 2025, Issue 1, 2025.
This study presents a comparative analysis of frequentist and Bayesian estimation techniques for the parameters of the inverse power Lomax distribution, employing an adaptive Type‐II progressive censoring approach. The maximum likelihood estimations (MLEs) and their corresponding asymptotic confidence intervals are derived.
Samah M. Ahmed, M. I. Khan, Abdelfattah Mustafa, Nian-Sheng Tang   +3 more
wiley   +1 more source

Median‐Based Unit Weibull (MBUW): A New Variants of Generalized Method of Moments and Percentile Estimators

Journal of Probability and Statistics, Volume 2025, Issue 1, 2025.
This paper introduces a new two‐parameter unit Weibull distribution defined on the interval (0, 1). It discusses the methodology for deriving its probability density function (PDF), explores various properties, and presents related functions. Numerous figures illustrate the distribution and demonstrate its effectiveness in fitting a wide range of ...
Iman M. Attia, Hyungjun Cho
wiley   +1 more source

Missing at random, likelihood ignorability and model completeness

, 2004
This paper provides further insight into the key concept of missing at random (MAR) in incomplete data analysis. Following the usual selection modelling approach we envisage two models with separable parameters: a model for the response of interest and a
Copas, John B., Lu, Guobing
core   +1 more source

Efficient parameter estimation for the Poisson–Ailamujia distribution under ranked set and simple random sampling

Applied Mathematics in Science and Engineering
This study presents a comparative analysis of parameter estimation methods for the discrete Poisson–Ailamujia distribution, a model suitable for rare-event data that has received limited attention in the statistical literature, under both simple random ...
Tenzile Erbayram, Ibrahim Elbatal, Yunus Akdoğan, Ahmed Z. Afify   +3 more
doaj   +1 more source

Application of Two-Phase Regression to Geotechnical Data [PDF]

, 2004
2000 Mathematics Subject Classification: 62F10, 62J05, 62P30A method for estimating a transition parameter in two-phase regression is described. The two phases are fitted and simultaneously the transition point is estimated. Practical application of the
Datcheva, M., Schanz, T., Stoimenova, E.
core  

The Garman-Klass volatility estimator revisited [PDF]

, 2009
The Garman-Klass unbiased estimator of the variance per unit time of a zero-drift Brownian Motion B, based on the usual financial data that reports for time windows of equal length the open (OPEN), minimum (MIN), maximum (MAX) and close (CLOSE) values ...
Meilijson, Isaac
core