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Showing 22 results for Subject:

Abdolreza Sayyareh, Raouf Obeidi,
Volume 4, Issue 1 (9-2010)
Abstract

 AIC is commonly used for model selection but the value of AIC has no direct interpretation Cox's test is a generalization of the likelihood ratio test  When the true model is unknown  based on AIC we select  a model but we cannot talk about the closeness of  the selected model to the true model Because it is not clear the selected model is wellspecified or mis-specified This paper extends Akaikes AIC-type model selection beside the Cox test for model selection and based on the simulations we study the results of AIC and Cox's test and the ability of these two criterion and test to discriminate models If based on AIC we select a model whether or not Cox's test has a ability of selecting a better model  Words which one will considering the foundations of the rival models On the other hand the model selection literature has been generally poor at reflecting the foundations of a set of reasonable models when the true model is unknown As a part of results we will propose an approach to selecting the reasonable set of models    
Mehrdad Niaparast, Sahar Mehr-Mansour,
Volume 4, Issue 1 (9-2010)
Abstract

The main part of optimal designs in the mixed effects models concentrates on linear models and binary models. Recently, Poisson models with random effects have been considered by some researchers. In this paper, an especial case of the mixed effects Poisson model, namely Poisson regression with random intercept is considered. Experimental design variations are obtained in terms of the random effect variance and indicated that the variations depend on the variance parameter. Using D-efficiency criterion, the impression of random effect on the experimental setting points is studied. These points are compared with the optimal experimental setting points in the corresponding model without random effect. We indicate that the D-efficiency depends on the variance of random effect.
Abdolreza Sayyareh,
Volume 4, Issue 2 (3-2011)
Abstract

In this paper we have established for the Kullback-Leibler divergence that the relative error is supperadditive. It shows that a mixture of k rival models gives a better upper bound for Kullback-Leibler divergence to model selection. In fact, it is shown that the mixed model introduce a model which is better than of the all rival models in the mixture or a model which is better than the worst rival model in the mixture.
Ghobad Barmalzan, Abdolreza Sayyareh,
Volume 4, Issue 2 (3-2011)
Abstract

Suppose we have a random sample of size n of a population with true density h(.). In general, h(.) is unknown and we use the model f as an approximation of this density function. We do inference based on f. Clearly, f must be close to the true density h, to reach a valid inference about the population. The suggestion of an absolute model based on a few obsevations, as an approximation or estimation of the true density, h, results a great risk in the model selection. For this reason, we choose k non-nested models and investigate the model which is closer to the true density. In this paper, we investigate this main question in the model selection that how is it possible to gain a collection of appropriate models for the estimation of the true density function h, based on Kullback-Leibler risk.
Ebrahim Konani, Saeid Bagrezaei,
Volume 5, Issue 1 (9-2011)
Abstract

In this article the characterization of distributions is considered by using Kullback-Leibler information and records values. Then some characterizations are obtained based on Kullback-Leibler information and Shannon entropy of order statistics and record values.
Ghobad Barmalzan, Abedin Haidari, Maryam Abdollahzade,
Volume 6, Issue 2 (2-2013)
Abstract

Suppose there are two groups of independent exponential random variables, where the first group has different hazard rates and the second group has common hazard rate. In this paper, the various stochastic orderings between their sample spacings have studied and introduced some necessary and sufficient conditions to equivalence of these stochastic ordering. Also, for the special case of sample size two, it is shown that the hazard rate function of the second sample spacing is Shcur-concave in the inverse vector of parameters.
Ali Sharifi, Seyedreza Hashemi,
Volume 8, Issue 1 (9-2014)
Abstract

A semiparametric additive-multiplicative intensity function for recurrent events data under two competing risks have been supposed in this paper. The model contains unknown baseline hazard function that defined separately intensity function for different competing risks effects on subjects failure. The presented model is based on regression parameters for effective covariates and frailty variable which describe correlation between terminal event and recurrent events and personal difference of under study subjects. The model support right censored and informative censored survival data. For estimating unknown parameters, numerical methods have been used and baseline hazard parameters are approximated using Taylor series expansion. A simulation study and application of the model to the bone marrow transplantation data are performed to illustrate the performance of the proposed model.

Nasrin Moradi, Abdolreza Sayyareh, Hanieh Panahi,
Volume 8, Issue 1 (9-2014)
Abstract

In this article, the parameters of the Exponentiated Burr type III distribution have been estimated based on type II censored data using maximum likelihood method with EM algorithm and Bayesian approach under Gamma prior distributions against the squared error, linex and entropy loss functions. Importance sampling technique and Lindley's approximation method have been applied to evaluate these Bayes estimates. The results are checked by simulation study and analyzing real data of acute myelogeneous disease. The Bayes estimates are, generally, better than the MLEs and all estimates improve by increasing sample size.

Sahar Mehrmansour, Mehrdad Niaparast,
Volume 8, Issue 2 (3-2015)
Abstract

The main researches of optimum experimental designs for mixed effects have been concentrated on locally optimal designs. These designs are obtained based on the initial guess of parameters. Therefore, locally designs may be the best design but for wrong assumed model. Recently, Bayesian approach has been considered by researches when information about model parameters is available. In the present work, optimal design for the mixed effects Poisson regression model based on some prior distributions are considered and for two special cases of this models the Bayesian D-optimal designs are obtained for some representative values of variance of random effect. The results are compared to Poisson regression model without random effects.

Hamid Lorestani, Abdolreza Sayyareh,
Volume 9, Issue 2 (2-2016)
Abstract

Most of natural phenomena are modeled with univariate and multivariate normal distributions and their derivatives. Folded normal variables are defined as the absolute of normal random variables. So far, univariate and bivariate normal distributions, their characteristics and usages have been studied too. Distribution of the maximum of dependent random variables which have elliptically contoured distribution, has been considered by others. In this paper, distribution of the maximum of dependent random variables with bivariate folded standard normal distribution, which their joint distribution is not of the elliptically contoured family, is calculated. Also, the mean, variance and moment generating function of this distribution are investigated.

Habib Jafari, Shima Pirmohamadi,
Volume 10, Issue 2 (2-2017)
Abstract

The optimal criteria are used to find the optimal design in the studied model. These kinds of models are included the paired comparison models. In these models, the optimal criteria (D-optimality) determine the optimal paired comparison. In this paper, in addition to introducing the quadratic regression model with random effects, the paired comparison models were presented and the optimal design has been calculated for them.


Habib Jafari, Samira Amibigi, Parisa Parsamaram,
Volume 11, Issue 1 (9-2017)
Abstract

Most of the research of design optimality is conducted on linear and generalized linear models. In applicable studies, in agriculture, social sciences, etc, usually in addition to fixed effects, there is also at least one random effect in the model. These models are known as mixed models. In this article, Beta regression model with a random intercept is considered as a mixed model and locally D-optimal design is calculated for simple and quadratic forms of the model and the trend of changes of optimal design points for different parameter values will be studied. For the simple model, a two point locally D-optimal design has been obtained for different parameter values and in the quadratic model, a three point locally D-optimal design has been acquired. Also, according to the efficiency criterion, these locally D-optimal designs are compared with the same designs. It was observed that the efficiency of optimal design, when the random intercept is not considered in the model is lower than the case in which the random effect is considered.


Rabeeollah Rahmani, Muhyiddin Izadi,
Volume 12, Issue 2 (3-2019)
Abstract

Consider a system consisting of ‎n‎‎ ‎independent binary ‎components. ‎Suppose ‎that ‎each component has a random weight and the system works, at time ‏‎t, ‎if ‎the ‎sum ‎of ‎the ‎weight ‎of all ‎working ‎components ‎at ‎time ‎‎t‎‎, ‎is above ‎a pre-specified value k.‎ We ‎call ‎such a‎ ‎system ‎as ‎random-‎weighted-‎k‎‎-out-of-‎n‎‎ ‎system. ‎In ‎this ‎paper, we investigate the effect of the component weights and reliabilities on the system performance and show that the larger weights and reliabilities, the larger lifetime (with respect to the usual stochastic order). ‎We ‎also ‎show ‎that ‎the ‎best ‎‎random-‎weighted-‎k‎‎-out-of-‎n‎‎ ‎system ‎is ‎obtaind ‎when ‎the components with the ‎more ‎weights ‎have simultaneously ‎more ‎reliability. The reliability function and mean time to failure of a ‎random-‎weighted-‎k‎-out-of-‎n‎ ‎system are stated based on the reliability function of coherent systems. Furthermore, a simulation algorithm is presented to observe the mean time to failure of ‎random-‎weighted-‎k‎‎-out-of-‎n‎ ‎system.


Masoud Amiri, ‎muhyiddin Izadi, ‎baha-Eldin Khaledi,
Volume 14, Issue 1 (8-2020)
Abstract

In this paper, the worst allocation of deductibles  and limits in layer policies are discussed from the viewpoint  of the insurer. It is shown that if n independent and identically distributed exponential risks are covered by the layer policies and  the policy limits are equal, then the worst allocation of deductibles from the viewpoint of the insurer is (d‎, ‎0‎, ‎..., ‎0)‎.


Issac Almasi, Mehdi Omidi,
Volume 15, Issue 2 (3-2022)
Abstract

Identifying the best prediction of unobserved observation is one of the most critical issues in spatial statistics. In this line, various methods have been proposed, that each one has advantages and limitations in application. Although the best linear predictor is obtained according to the Kriging method, this model is applied for the Gaussian random field. The uncertainty in the distribution of random fields makes researchers use a method that makes the nongaussian prediction possible. In this paper, using the Projection theorem, a non-parametric method is presented to predict a random field. Then some models are proposed for predicting the nongaussian random field using the nearest neighbors. Then, the accuracy and precision of the predictor will be examined using a simulation study. Finally, the application of the introduced models is examined in the prediction of rainfall data in Khuzestan province.


Masumeh Ghahramani‎, Maryam Sharafi, Reza Hashemi,
Volume 16, Issue 1 (9-2022)
Abstract

One of the most critical challenges in progressively Type-II censored data is determining the removal plan. It can be fixed or random so that is chosen according to a discrete probability distribution. Firstly, this paper introduces two discrete joint distributions for random removals, where the lifetimes follow the two-parameter Weibull distribution. The proposed scenarios are based on the normalized spacings of exponential progressively Type-II censored order statistics. The expected total test time has been obtained under the proposed approaches. The parameters estimation are derived using different estimation procedures as the maximum likelihood, maximum product spacing and least-squares methods. Next, the proposed random removal schemes are compared to the discrete uniform, the binomial, and fixed removal schemes via a Monte Carlo simulation study in terms of their biases; root means squared errors of estimators and their expected experiment times. The expected experiment time ratio is also discussed under progressive Type-II censoring to the complete sampling plan. 


Bahram Haji Joudaki, Reza Hashemi, Soliman Khazaei,
Volume 17, Issue 2 (2-2024)
Abstract

 In this paper, a new Dirichlet process mixture model with the generalized inverse Weibull distribution as the kernel is proposed. After determining the prior distribution of the parameters in the proposed model, Markov Chain Monte Carlo methods were applied to generate a sample from the posterior distribution of the parameters. The performance of the presented model is illustrated by analyzing real and simulated data sets, in which some data are right-censored. Another potential of the proposed model demonstrated for data clustering. Obtained results indicate the acceptable performance of the introduced model.
Mr Abed Hossein Panahi, Dr Habib Jafari, Dr Ghobad Saadat Kia,
Volume 18, Issue 1 (8-2024)
Abstract

Often, reliability systems suffer shocks from external stress factors, stressing the system at random. These random shocks may have non-ignorable effects on the reliability of the system. In this paper, we provide sufficient and necessary conditions on components' lifetimes and their survival probabilities from random shocks for comparing the lifetimes of two $(n-1)$-out-of-$n$ systems in two cases: (i) when components are independent, and then (ii) when components are dependent.  
Aqeel Lazam Razzaq, Isaac Almasi, Ghobad Saadat Kia,
Volume 18, Issue 2 (2-2025)
Abstract

Adding parameters to a known distribution is a valuable way of constructing flexible families of distributions. In this paper, we introduce a new model, the modified additive hazard rate model, by replacing the additive hazard rate distribution in the general proportional add ratio model. Next, when two sets of random variables follow the modified additive hazard model, we establish stochastic comparisons between the series and parallel systems comprising these components.
Bahram Haji Joudaki, Soliman Khazaei, Reza Hashemi,
Volume 19, Issue 1 (9-2025)
Abstract

Accelerated failure time models are used in survival analysis when the data is censored, especially when combined with auxiliary variables. When the models in question depend on an unknown parameter, one of the methods that can be applied is Bayesian methods, which consider the parameter space as infinitely dimensional. In this framework, the Dirichlet process mixture model plays an important role. In this paper, a Dirichlet process mixture model with the Burr XII distribution as the kernel is considered for modeling the survival distribution in the accelerated failure time. Then, MCMC methods were employed to generate samples from the posterior distribution. The performance of the proposed model is compared with the Polya tree mixture models based on simulated and real data. The results obtained show that the proposed model performs better.

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