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Showing 7 results for Hosseini
Eisa Mahmoudi, Somayeh Abolhosseini, Volume 10, Issue 1 (8-2016)
Abstract
In this paper we propose a new two-parameters distribution, which is an extension of the Lindley distribution with increasing and bathtub-shaped failure rate, called as the Lindley-logarithmic (LL) distribution. The new distribution is obtained by compounding Lindley (L) and Logarithmic distributions. We obtain several properties of the new distribution such as its probability density function, its failure rate functions, quantiles and moments. The maximum likelihood estimation procedure via a EM-algorithm is presented in this paper. At the end, in order to show the flexibility and potentiality of this new class, some series of real data is used to fit.
Fatemeh Hosseini, Elham Homayonfal, Volume 10, Issue 2 (2-2017)
Abstract
Hierarchical spatio-temporal models are used for modeling space-time responses and temporally and spatially correlations of the data is considered via Gaussian latent random field with Matérn covariance function. The most important interest in these models is estimation of the model parameters and the latent variables, and is predict of the response variables at new locations and times. In this paper, to analyze these models, the Bayesian approach is presented. Because of the complexity of the posterior distributions and the full conditional distributions of these models and the use of Monte Carlo samples in a Bayesian analysis, the computation time is too long. For solving this problem, Gaussian latent random field with Matern covariance function are represented as a Gaussian Markov Random Field (GMRF) through the Stochastic Partial Differential Equations (SPDE) approach. Approximatin Baysian method and Integrated Nested Laplace Approximation (INLA) are used to obtain an approximation of the posterior distributions and to inference about the model. Finally, the presented methods are applied to a case study on rainfall data observed in the weather stations of Semnan in 2013.
Seyede Toktam Hosseini, Jafar Ahmadi, Volume 14, Issue 2 (2-2021)
Abstract
In this paper, using the idea of inaccuracy measure in the information theory, the residual and past inaccuracy measures in the bivariate case are defined based on copula functions. Under the assumption of radial symmetry, the equality of these two criteria is shown, also by the equality between these two criteria, radially symmetrical models are characterized. A useful bound is provided by establishing proportional (inverse) hazard rate models for marginal distributions. Also, the proportional hazard rate model in bivariate mode is characterized by assuming proportionality between the introduced inaccuracy and its corresponding entropy. In addition, orthant orders are used to obtain inequalities. To illustrate the results, some examples and simulations are presented.
Omid Karimi, Fatemeh Hosseini, Volume 15, Issue 2 (3-2022)
Abstract
The Gaussian random field is commonly used to analyze spatial data. One of the important features of this random field is having essential properties of the normal distribution family, such as closure under linear transformations, marginalization and conditioning, which makes the marginal consistency condition of the Kolmogorov extension theorem. Similarly, the skew-Gaussian random field is used to model skewed spatial data. Although the skew-normal distribution has many of the properties of the normal distribution, in some definitions of the skew-Gaussian random field, the marginal consistency property is not satisfied. This paper introduces a stationery skew-Gaussian random field, and its marginal consistency property is investigated. Then, the spatial correlation model of this skew random field is analyzed using an empirical variogram. Also, the likelihood analysis of the introduced random field parameters is expressed with a simulation study, and at the end, a discussion and conclusion are presented.
Omid Karimi, Fatemeh Hosseini, Volume 17, Issue 2 (2-2024)
Abstract
Gaussian random field is usually used to model Gaussian spatial data. In practice, we may encounter non-Gaussian data that are skewed. One solution to model skew spatial data is to use a skew random field. Recently, many skew random fields have been proposed to model this type of data, some of which have problems such as complexity, non-identifiability, and non-stationarity. In this article, a flexible class of closed skew-normal distribution is introduced to construct valid stationary random fields, and some important properties of this class such as identifiability and closedness under marginalization and conditioning are examined. The reasons for developing valid spatial models based on these skew random fields are also explained. Additionally, the identifiability of the spatial correlation model based on empirical variogram is investigated in a simulation study with the stationary skew random field as a competing model. Furthermore, spatial predictions using a likelihood approach are presented on these skew random fields and a simulation study is performed to evaluate the likelihood estimation of their parameters.
Fatemeh Hosseini, Omid Karimi, Volume 18, Issue 1 (8-2024)
Abstract
The spatial generalized linear mixed models are often used, where the latent variables representing spatial correlations are modeled through a Gaussian random field to model the categorical spatial data. The violation of the Gaussian assumption affects the accuracy of predictions and parameter estimates in these models. In this paper, the spatial generalized linear mixed models are fitted and analyzed by utilizing a stationary skew Gaussian random field and employing an approximate Bayesian approach. The performance of the model and the approximate Bayesian approach is examined through a simulation example, and implementation on an actual data set is presented.
Omid Karimi, Fatemeh Hosseini, Volume 18, Issue 2 (2-2025)
Abstract
Spatial regression models are used to analyze quantitative spatial responses based on linear and non-linear relationships with explanatory variables. Usually, the spatial correlation of responses is modeled with a Gaussian random field based on a multivariate normal distribution. However, in practice, we encounter skewed responses, which are analyzed using skew-normal distributions. Closed skew-normal distribution is one of the extended families of skew-normal distributions, which has similar properties to normal distributions. This article presents a hierarchical Bayesian analysis based on a flexible subclass of closed skew-normal distributions. Given the time-consuming nature of Monte Carlo methods in hierarchical Bayes analysis, we have opted to use the variational Bayes approach to approximate the posterior distribution. This decision was made to expedite the analysis process without compromising the accuracy of our results. Then, the proposed model is implemented and analyzed based on the real earthquake data of Iran.
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