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Showing 19 results for Subject:
Mohammad Reza Farid Rohani, Khalil Shafiei Holighi, Volume 1, Issue 2 (2-2008)
Abstract
In recent years, some statisticians have studied the signal detection problem by using the random field theory. In this paper we have considered point estimation of the Gaussian scale space random field parameters in the Bayesian approach. Since the posterior distribution for the parameters of interest dose not have a closed form, we introduce the Markov Chain Monte Carlo (MCMC) algorithm to approximate the Bayesian estimations. We have also applied the proposed procedure to real fMRI data, collected by the Montreal Neurological Institute.
Mohammad Ghasem Vahidi Asl, Abdollah Hasani Jalilian, Volume 1, Issue 2 (2-2008)
Abstract
In this paper, first spatial point processes and their characteristics are briefly introduced. Then after defining the spatial Cox processes in general terms, a special subclass that is shot noise Cox processes, are investigated. Finally a Thomas process is fitted to the locations of Zagros earthquakes.
Rasoul Garaaghaji Asl, Mohammad Reza Meshkani, Soghrat Faghihzadeh, Anoushirvan Kazemnazhad, Gholamreza Babayi, Farid Zayeri, Volume 1, Issue 2 (2-2008)
Abstract
Modeling correlated ordinal response data is usually more complex than the case of continuous and binary responses. Existing literature lacks an appropriate approach to modeling such data. For small sample sizes, however, these models lose their appeal since their inferences are based on large samples. In this work, the Bayesian analysis of an asymmetric bivariate ordinal latent variable model has been developed. The latent response variable has been chosen to follow the generalized bivariate Gumble distribution. Using some specific priors and MCMC algorithms the regression parameters were estimated. As an application, a data set concerning Diabetic Retinopathy in 116 patients have been analyzed. This data set includes the disease status of each eye for patients as an ordinal response and a number of explanatory variables some of which are common to both eyes and the rest are organ-specific.
Mojtaba Khazaei, Volume 2, Issue 1 (8-2008)
Abstract
One of the models that can be used to study the relationship between Boolean random sets and explanatory variables is growth regression model which is defined by generalization of Boolean model and permitting its grains distribution to be dependent on the values of explanatory variables. This model can be used in the study of behavior of Boolean random sets when their coverage regions variation is associated with the variation of grains size. In this paper we make possible the identification and fitting suitable growth model using available information in Boolean model realizations and values of explanatory variables. Also, a suitable method for fitting growth regression model is presented and properties of its obtained estimators are studied by a simulation study.
Sayedeh Fatemeh Miri, Ehsan Bahrami Samani, Volume 6, Issue 1 (8-2012)
Abstract
In this paper a general model is proposed for the joint distribution of nominal, ordinal and continuous variables with and without missing data. Closed forms are presented for likelihood functions of general location models. Also the Joe approximation is used for the parameters of general location models with mixed continuous, ordinal and nominal data with non-ignorable missing responses. To explain the ability of proposed models some simulation studies are performed and some real data are analyzed from a foreign language achievement study.
Abdollah Safari, Ali Sharifi, Hamid Pezeshk, Peyman Nickchi, Sayed-Amir Marashi, Changiz Eslahchi, Volume 6, Issue 2 (2-2013)
Abstract
There are several methods for inference about gene networks, but there are few cases in which the historical information have been considered. In this research we deal with Bayesian inference on gene network. We apply a Bayesian framework to use the available information. Assuming a proper prior distribution and taking the dependency of parameters into account, we seek a model to obtain promising results. We also deal with the hyper parameter estimation. Two methods are considered. The results will be compared by the use of a simulation based on Gibbs sampler. The strengths and weaknesses of each method are briefly mentioned.
Shahram Mansoury, Volume 9, Issue 1 (9-2015)
Abstract
Jaynes' principle of maximum entropy states that among all the probability distributions satisfying some constraints, one should be selected which has maximum uncertainty. In this paper, we consider the methods of obtaining maximum entropy bivariate density functions via Taneja and Burg's measure of entropy under the constraints that the marginal distributions and correlation coefficient are prescribed. Next, a numerical method is considered. Finally, each method is illustrated via a numerical example.
S. Morteza Najibi, Mousa Golalizadeh, Mohammad Reza Faghihi, Volume 9, Issue 2 (2-2016)
Abstract
In this paper, we study the applicability of probabilistic solutions for the alignment of tertiary structure of proteins and discuss its difference with the deterministic algorithms. For this purpose, we introduce two Bayesian models and address a solution to add amino acid sequence and type (primary structure) to protein alignment. Furthermore, we will study the parameter estimation with Markov Chain Monte Carlo sampling from the posterior distribution. Finally, in order to see the effectiveness of these methods in the protein alignment, we have compared the parameter estimations in a real data set.
Ghobad Barmalzan, Abedin Haidari, Khaled Masomifard, Volume 9, Issue 2 (2-2016)
Abstract
In this paper, series and parallel systems, when the lifetimes of their components following the scale model are studied and different stochastic orderings between them are discussed. Moreover, we apply these results to the series and parallel systems consisting of exponentiated Weibull or generalized gamma components. The presented results in this paper complete and extend some known results in the literature.
Shahram Mansouri, Volume 10, Issue 2 (2-2017)
Abstract
Among all statistical distributions, standard normal distribution has been the most important and practical distribution in which calculation of area under probability density function and cumulative distribution function are required. Unfortunately, the cumulative distribution function of this is, in general, expressed as a definite integral with no closed form or analytical solution. Consequently, it has to be approximated. In this paper, attempts have been made for Winitzki's approximation to be proved by a new approach. Then, the approximation is improved with some modifications and shown that the maximum error resulted from this is less than 0.0000584. Finally, an inverse function for computation of normal distribution quantiles has been derived.
Ghobad Barmalzan, Abedin Haidari, Volume 13, Issue 2 (2-2020)
Abstract
This paper examines the problem of stochastic comparisons of series and parallel systems with independent and heterogeneous components generalized linear failure rate. First, we consider two series system with possibly different parameters and obtain the usual stochastic order between the series systems. Next, we drive the usual stochastic order between parallel systems. We also discuss the usual stochastic order between parallel systems by using the unordered majorization and the weighted majorization order between the parameters on the Ɗп.
Masoumeh Esmailizadeh, Ehsan Bahrami Samani, Volume 13, Issue 2 (2-2020)
Abstract
This paper will analyze inflated bivariate mixed count data. The estimations of model parameters are obtained by the maximum likelihood method. For a bivariate case which has inflation in one or two points, the new bivariate inflated power series distributions are presented. These inflated distributions are used in joint modeling of bivariate count responses. Also, to illustrate the utility of the proposed models, some simulation studies are performed. and finally, a real dataset is analyzed.
Azam Rastin, Mohammadreza Faridrohani, Volume 13, Issue 2 (2-2020)
Abstract
The methodology of sufficient dimension reduction has offered an effective means to facilitate regression analysis of high-dimensional data. When the response is censored, most existing estimators cannot be applied, or require some restrictive conditions. In this article modification of sliced inverse, regression-II have proposed for dimension reduction for non-linear censored regression data. The proposed method requires no model specification, it retains full regression information, and it provides a usually small set of composite variables upon which subsequent model formulation and prediction can be based. Finally, the performance of the method is compared based on the simulation studies and some real data set include primary biliary cirrhosis data. We also compare with the sliced inverse regression-I estimator.
Ehsan Bahrami Samani, Nafeseh Khojasteh Bakht, Volume 14, Issue 1 (8-2020)
Abstract
In this paper, the analysis of count response with many zeros, named as zero-inflated data, is considered. Assumes that responses follow a zero-inflated power series distribution. Because of there is missing of the type of random in the covariate, some of the data application, various methods for estimating of parameters by using the score function with and without missing data for the proposed regression model are presented. On the other hand, known or unknown selection probability in the missing covariates results in presenting a semi-parametric method for estimating of parameters in the zero-inflated power series regression model. To illustrate the proposed method, simulation studies and a real example are applied. Finally, the performance of the semi-parametric method is compared with maximum likelihood, complete-case and inverse probability weighted method.
Mojtaba Zeinali, Ehsan Bahrami Samani, Volume 15, Issue 1 (9-2021)
Abstract
This article aims to joint modeling of longitudinal CD4 cells count and time to death in HIV patients based on the AFT model. The modeling of the longitudinal count response, a GLME model under the family of PSD, was used. In contrast, for the TTE data, the parametric AFT model under the Weibull distribution was investigated. These two responses are linked through random effects correlated with the normal distribution. The longitudinal and survival data are then assumed independent, given the latent linking process and any available covariates. Considering excess zeros for two responses and right censoring, presented a joint model that has not yet been investigated by other researchers. The parameters were also estimated using MCMC methods.
Nastaran Sharifian, Ehsan Bahrami Samani, Volume 15, Issue 2 (3-2022)
Abstract
One of the most frequently encountered longitudinal studies issues is data with losing the appointments or getting censoring. In such cases, all of the subjects do not have the same set of observation times. The missingness in the analysis of longitudinal discrete and continuous mixed data is also common, and missing may occur in one or both responses. Failure to pay attention to the cause of the missing (the mechanism of the missingness) leads to unbiased estimates and inferences. Therefore, in this paper, we investigate the mechanism of nonignorable missing in set-inflated continuous and zero-inflation power series, as well as the continuous and k-inflated ordinal mixed responses. A full likelihood-based approach is used to obtain the maximum likelihood estimates of the parameters of the models. In order to assess the performance of the models, some simulation studies are performed. Two applications of our models are illustrated for the American's Changing Lives survey, and the Peabody Individual Achievement Test data set.
Sakineh Dehghan, Mohamadreza Faridrohani, Volume 15, Issue 2 (3-2022)
Abstract
The concept of data depth has provided a helpful tool for nonparametric multivariate statistical inference by taking into account the geometry of the multivariate data and ordering them. Indeed, depth functions provide a natural centre-outward order of multivariate points relative to a multivariate distribution or a given sample. Since the outlingness of issues is inevitably related to data ranks, the centre-outward ordering could provide an algorithm for outlier detection. In this paper, based on the data depth concept, an affine invariant method is defined to identify outlier observations. The affine invariance property ensures that the identification of outlier points does not depend on the underlying coordinate system and measurement scales. This method is easier to implement than most other multivariate methods. Based on the simulation studies, the performance of the proposed method based on different depth functions has been studied. Finally, the described method is applied to the residential houses' financial values of some cities of Iran in 1397.
Sakineh Dehghan, Volume 17, Issue 1 (9-2023)
Abstract
The exact distribution of many applicable statistics could not be accessible in various statistical inference problems. To deal with such an issue in the large sample problem, an approach is to obtain the asymptotic distribution. In this article, we have expressed the asymptotic distribution of multivariate statistics class approximated by averages based on the Taylor expansion. Then, the asymptotic distribution of an empirical Mahalanobis depth-based statistic is obtained, and the statistic is applied to test the scale difference between two multivariate distributions. Simulation studies are carried out to explore the behavior of the asymptotic distribution of the test statistic. A real data example illustrating the use of the test is also presented.
Sara Bayat, Sakineh Dehghan, Volume 17, Issue 2 (2-2024)
Abstract
This paper presents a nonparametric multi-class depth-based classification approach for multivariate data. This approach is easy to implement rather than most existing nonparametric methods that have computational complexity. If the assumption of the elliptical symmetry holds, this method is equivalent to the Bayes optimal rule. Some simulated data sets as well as real example have been used to evaluate the performance of these depth-based classifiers.
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