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Showing 42 results for Subject:

Hamid Reza Nilisani, Mohamma Amini, Abolghasem Bozorgnia,
Volume 10, Issue 1 (8-2016)
Abstract

An important inequality for distribution of maximum independent random variables is Levy inequality. In this paper, a version of this inequality for weakly negative dependent random variables will be provided. The strong law for dependent random variables has been studied by different authors. In this research, also, the weighted complete convergence for arrays of rowwise negatively dependent random variables that are stochastically bounded will be obtained. complete convergence and strong law for such random variables will result.


Fatemeh Hooti, Jafar Ahmadi,
Volume 10, Issue 1 (8-2016)
Abstract

In this paper, the quantile function is recalled and some reliability measures are rewritten in terms of quantile function. Next, quantile based dynamic cumulative residual entropy is obtained and some of its properties are presented. Then, some characterization results of uniform, exponential and Pareto distributions based on quantile based dynamic cumulative entropy are provided. A simple estimator is also proposed and its performance is studied for exponential distribution. Finally discussion and results are presented.


Mrs Manije Sanei Tabass, Professor Gholamreza Mohtashami Borzadaran,
Volume 11, Issue 1 (9-2017)
Abstract

Maximum of the Renyi entropy and the Tsallis entropy are generalization of the maximum entropy for a larger class of Shannon entropy. In this paper we introduce the maximum Renyi entropy and some of the attributes of distributions which have maximum Renyi entropy investigated. The form of distributions with maximum Renyi entropy is power so we state some properties of these distributions and we have a new form of the Renyi entropy. After pointing the topics of minimum Renyi divergence, some other points in this relation have been discussed. An another form of Renyi divergence have also obtained. Therefore we discussed some of the economic applications of the maximum entropy. Meanwhile, the review of the Csiszar information measure, the general form of distributions with minimum Renyi divergence have obtained.


Jafar Ahmadi, Mansoureh Razmkhah,
Volume 11, Issue 1 (9-2017)
Abstract

Consider a repairable system which starts operating at t=0. Once the system fails, it is immediately replaced by another one of the same type or it is repaired and back to its working functions. In this paper, the system's activity is studied from t>0 for a fixed period of time w. Different replacement policies are considered. In each cases, for a fixed period of time w, the probability model and likelihood function of repair process, say window censored, are obtained. The obtained results depend on the lifetime distribution of the original system, so, expression for the maximum likelihood estimator and Fisher information are derived, by assuming the lifetime follows an exponential distribution.


Azadeh Mojiri, Yadolla Waghei, Hamid Reza Nili Sani, Gholam Reza Mohtashami Borzadaran,
Volume 12, Issue 1 (9-2018)
Abstract

Prediction of spatial variability is one of the most important issues in the analysis of spatial data. So predictions are usually made by assuming that the data follow a spatial model. In General, the spatial models are the spatial autoregressive (SAR), the conditional autoregressive and the moving average models. In this paper, we estimated parameter of SAR(2,1) model by using maximum likelihood and obtained formulas for predicting in SAR models, including the prediction within the data (interpolation) and outside the data (extrapolation). Finally, we evaluate the prediction methods by using image processing data.


Vahideh Ahrari, Simindokht Baratpour, Arezo Habibirad,
Volume 12, Issue 2 (3-2019)
Abstract

Entropy plays a fundamental role in reliability and system lifetesting areas. In the recent studies, much attentions have been paid to use quantile functions properties and their applications as an alternate approac in distinguishing statistical models and analysis of data. In the present paper, quantile based residual Tsallis entropy is introduced and its properties in continuous models are investigated. Considering distributions of certain lifetime, explicit versions for quantile based residual Tsallis entropy are obtained and their properties monotonicity are studied and characterization based on this entropy is investigated. Also quantile based Tsallis divergence is introduced and quantile based residual Tsallis divergence is obtained. Finally, an estimator for the quantile based residual Tsallis entropy is introduced and its performance is investigate by study simulation.


Zahra Saberzadeh, Mostafa Razmkhah,
Volume 13, Issue 1 (9-2019)
Abstract

The complex systems containing of n elements are considered, each having two dependent components. The main goal of this paper is to investigate the mean residual life of such systems with some intact components at time t. Toward this end, the bivariate binomial model and also two different generalizations are described. Finally, some graphical and numerical analyses are provided for mean residual life of such systems under Farlie-Gumbel-Morgenstern model. 


Emad Ashtari Nezhad, Yadollah Waghei, Gholam Reza Mohtashami Borzadaran, Hamid Reza Nili Sani, Hadi Alizadeh Noughabi,
Volume 13, Issue 1 (9-2019)
Abstract

‎Before analyzing a time series data‎, ‎it is better to verify the dependency of the data‎, ‎because if the data be independent‎, ‎the fitting of the time series model is not efficient‎. ‎In recent years‎, ‎the power divergence statistics used for the goodness of fit test‎. ‎In this paper‎, ‎we introduce an independence test of time series via power divergence which depends on the parameter λ‎. ‎We obtain asymptotic distribution of the test statistic‎. ‎Also using a simulation study‎, ‎we estimate the error type I and test power for some λ and n‎. ‎Our simulation study shows that for extremely large sample sizes‎, ‎the estimated error type I converges to the nominal α‎, ‎for any λ‎. ‎Furthermore‎, ‎the modified chi-square‎, ‎modified likelihood ratio‎, ‎and Freeman-Tukey test have the most power‎.


Jafar Ahmadi, Fatemeh Hooti,
Volume 13, Issue 2 (2-2020)
Abstract

In survival studies‎, ‎frailty models are used to explain the unobserved heterogeneity hazards‎. ‎In most cases‎, ‎they are usually considered as the product of the function of the frailty random variable and baseline hazard rate‎. ‎Which is useful for right censored data‎. ‎In this paper‎, ‎the frailty model is explained as the product of the frailty random variable and baseline reversed hazard rate‎, ‎which can be used for left censored data‎. ‎The general reversed hazard rate frailty model is introduced and the distributional properties of the proposed model and lifetime random variables are studied‎. ‎Some dependency properties between lifetime random variable and frailty random variable are investigated‎. ‎It is shown that some stochastic orderings preserved from frailty random variables to lifetime variables‎. ‎Some theorems are used to obtain numerical results‎. ‎The application of the proposed model is discussed in the analysis of left censored data‎. ‎The results are used to model lung cancer data‎. 

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.

Morteza Mohammadi, Mahdi Emadi, Mohammad Amini,
Volume 15, Issue 1 (9-2021)
Abstract

Divergence measures can be considered as criteria for analyzing the dependency and can be rewritten based on the copula density function. In this paper, Jeffrey and Hellinger dependency criteria are estimated using the improved probit transformation method, and their asymptotic consistency is proved. In addition, a simulation study is performed to measure the accuracy of the estimators. The simulation results show that for low sample size or weak dependence, the Hellinger dependency criterion performs better than Kullback-Libeler and Jeffrey dependency criteria. Finally, the application of the studied methods in hydrology is presented.

Mojtaba Esfahani, Mohammad Amini, Gholamreza Mohtashami Borzadaran,
Volume 15, Issue 1 (9-2021)
Abstract

In this article, the total time on test  (TTT) transformation and its major properties are investigated. Then, the relationship between the TTT transformation and some subjects in reliability theory is expressed. The TTT diagram is also drawn for some well-known lifetime distributions, and a real-data analysis is performed based on this diagram. A new distorted family of distributions is introduced using the distortion function. The statistical interpretation of the new life distribution from the perspective of reliability is provided, and its survival function is derived. Finally, a generalization of the Weibull distribution is introduced using a new distortion function. A real data analysis shows its superiority in fitting in comparison to the traditional Weibull model.

Anis Iranmanesh, Farzaneh Oliazadeh, Vahid Fakoor,
Volume 15, Issue 2 (3-2022)
Abstract

In this article, we propose two non-parametric estimators for the past entropy based on length-biased data, and the strong consistency of the proposed estimators is proved. In addition, some simulations are conducted to evaluate the performance of the proposed estimators. Based on the results, we show that they have better performance in a different region of the probability distribution for length-biased random variables.

Motahare Zaeamzadeh, Jafar Ahmadi, Bahareh Khatib Astaneh,
Volume 15, Issue 2 (3-2022)
Abstract

In this paper, the lifetime model based on series systems with a random number of components from the family of power series distributions has been considered. First, some basic theoretical results have been obtained, which have been used to optimize the number of components in series systems. The average lifetime of the system, the cost function, and the total time on test have been used as an objective function in optimization. The issue has been investigated in detail when the lifetimes of system components have Weibull distribution, and the number of components has geometric, logarithmic, or zero-truncated Poisson distributions. The results have been given analytically and numerically. Finally, a real data set has been used to illustrate the obtained results.   


Bibi Maryam Taheri, Hadi Jabbari, Mohammad Amini,
Volume 16, Issue 1 (9-2022)
Abstract

Paying attention to the copula function in order to model the structure of data dependence has become very common in recent decades. Three methods of estimation, moment method, mixture method, and copula moment, are considered to estimate the dependence parameter of copula function in the presence of outlier data. Although the moment method is an old method, sometimes this method leads to inaccurate estimation. Thus, two other moment-based methods are intended to improve that old method. The simulation study results showed that when we use copula moment and mixture moment for estimating the dependence parameter of copula function in the presence of outlier data, the obtained MSEs are smaller. Also, the copula moment method is the best estimate based on MSE. Finally, the obtained numerical results are used in a practical example.


Ali Khosravi Tanak, M. Fashandi, J. Ahmadi, M. Najafi,
Volume 17, Issue 2 (2-2024)
Abstract

Record values have many applications in reliability theory, such as the shock and minimal repairs models. In this regard, many works have been done based on records in the classical model. In this paper, the records are studied in the geometric random model. The concept of the mean residual of records is defined in the random record model and some of its properties are investigated in the geometric random record model. Then, it is shown that the parent distribution can be characterized by using the sequence of the mean residual of records in a geometric random model. Finally, the application of the characterization results to job search models in labor economics is mentioned.
Mrs. Elaheh Kadkhoda, Mr. Gholam Reza Mohtashami Borzadaran, Mr. Mohammad Amini,
Volume 18, Issue 1 (8-2024)
Abstract

Maximum entropy copula theory is a combination of copula and entropy theory. This method obtains the maximum entropy distribution of random variables by considering the dependence structure. In this paper, the most entropic copula based on Blest's measure is introduced, and its parameter estimation method is investigated. The simulation results show that if the data has low tail dependence, the proposed distribution performs better compared to the most entropic copula distribution based on Spearman's coefficient. Finally, using the monthly rainfall series data of Zahedan station, the application of this method in the analysis of hydrological data is investigated.
Roghayeh Ghorbani Gholi Abad, Gholam Reza Mohtashami Borzadaran, Mohammad Amini, Zahra Behdani,
Volume 18, Issue 2 (2-2025)
Abstract

Abstract: The use of tail risk measures has been noticed in recent decades, especially in the financial and banking industry. The most common ones are value at risk and expected shortfall. The tail Gini risk measure, a composite risk measure, was introduced recently. The primary purpose of this article is to find the relationship between the concepts of economic risks, especially the expected shortfall and the tail Gini risk measure, with the concepts of inequality indices in the economy and reliability. Examining the relationship between these concepts allows the researcher to use the concepts of one to investigate other concepts. As you will see below, the existing mathematical relationships between the tail risk measures and the mentioned indices have been obtained, and these relationships have been calculated for some distributions. Finally, real data from the Iranian Stock Exchange was used to familiarize the concept of this tail risk measure. 

Arezu Rahmanpour, Yadollah Waghei, Gholam Reza Mohtashami Borzadaran,
Volume 19, Issue 1 (9-2025)
Abstract

Change point detection is one of the most challenging statistical problems because the number and position of these points are unknown. In this article, we will first introduce the concept of change point and then obtain the parameter estimation of the first-order autoregressive model AR(1); in order to investigate the precision of estimated parameters, we have done a simulation study. The precision and consistency of parameters were evaluated using MSE. The simulation study shows that parameter estimation is consistent. In the sense that as the sample size increases, the MSE of different parameters converges to zero. Next, the AR(1) model with the change point was fitted to Iran's annual inflation rate data (from 1944 to 2022), and the inflation rate in 2023  and 2024 was predicted using it.
Tara Mohammadi, Hadi Jabbari, Sohrab Effati,
Volume 19, Issue 1 (9-2025)
Abstract

‎Support vector machine (SVM) as a supervised algorithm was initially invented for the binary case‎, ‎then due to its applications‎, ‎multi-class algorithms were also designed and are still being studied as research‎. ‎Recently‎, ‎models have been presented to improve multi-class methods‎. ‎Most of them examine the cases in which the inputs are non-random‎, ‎while in the real world‎, ‎we are faced with uncertain and imprecise data‎. ‎Therefore‎, ‎this paper examines a model in which the inputs are uncertain and the problem's constraints are also probabilistic‎. ‎Using statistical theorems and mathematical expectations‎, ‎the problem's constraints have been removed from the random state‎. ‎Then‎, ‎the moment estimation method has been used to estimate the mathematical expectation‎. ‎Using Monte Carlo simulation‎, ‎synthetic data has been generated and the bootstrap resampling method has been used to provide samples as input to the model and the accuracy of the model has been examined‎. ‎Finally‎, ‎the proposed model was trained with real data and its accuracy was evaluated with statistical indicators‎. ‎The results from simulation and real examples show the superiority of the proposed model over the model based on deterministic inputs‎.



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

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