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Showing 3 results for Subject:

Esmaeil Shirazi,
Volume 14, Issue 1 (8-2020)
Abstract

In this paper, we consider an adaptive wavelet estimation for quantile density function based on block thresholding method and obtain it's convergence rate under L2 loss function over Besove function spaces. This work is an extension of results in Chesneau et. al. (2016) and shows that the block threshold estimator gets better convergence rate (Optimal) than the estimators proposed by Chesneau et. al. (2016). The performance of the proposed estimator is investigated with a simulation study.

Mahdi Teimouri,
Volume 14, Issue 1 (8-2020)
Abstract

‎The class of α-stable distributions incorporates both heavy tails and skewness and so are the most widely used class of distributions in several fields of study which incorporates both the skewness and heavy tails‎. ‎Unfortunately‎, ‎there is no closed-form expression for the density function of almost all of the members of this class‎, ‎and so finding the maximum likelihood estimator for the parameters of this distribution is a challenging problem‎. ‎In this paper‎, ‎in order to tackle this issue‎, ‎we propose some type of EM algorithm‎. ‎The performance of the proposed EM algorithm is demonstrated via simulation and analyzing three sets of real data‎.

Abdol Saeed Toomaj,
Volume 18, Issue 1 (8-2024)
Abstract

In this paper, the entropy characteristics of the lifetime of coherent systems are investigated using the concept of system signature. The results are based on the assumption that the lifetime distribution of system components is independent and identically distributed. In particular, a formula for calculating the Tsallis entropy of a coherent system's lifetime is presented, which is used to compare systems with the same characteristics. Also, bounds for the lifetime Tsallis entropy of coherent systems are presented. These bounds are especially useful when the system has many components or a complex structure. Finally, a criterion for selecting the preferred system among coherent systems based on the relative Tsallis entropy is presented.

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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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