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Inference under progressively type II right censored sampling for certain lifetime distributions
In this paper, estimation of the parameters of a certain family of two-parameter lifetime
distributions based on progressively Type II right censored samples (including ordinary Type II right censoring) is studied. This family, of reverse hazard distributions, includes the Weibull, Gompertz and Lomax distributions. A new type of parameter estimation, named inverse estimation, is introduced for both parameters. Exact confidence intervals for one of the parameters and generalized confidence intervals for the other are explored; inference for the first parameter can be accomplished by our
methodology independently of the unknown value of the other parameter in this family of distributions. Derivation of the estimation method uses properties of order statistics.
A simulation study in the particular context of the Weibull distribution illustrates the accuracy of these confidence intervals and compares inverse estimators favorably with maximum likelihood estimators. A numerical example is used to illustrate the proposed procedures
Estimation of Inverse Weibull Distribution Under Type-I Hybrid Censoring
The hybrid censoring is a mixture of Type I and Type II censoring schemes.
This paper presents the statistical inferences of the Inverse Weibull
distribution when the data are Type-I hybrid censored. First we consider the
maximum likelihood estimators of the unknown parameters. It is observed that
the maximum likelihood estimators can not be obtained in closed form. We
further obtain the Bayes estimators and the corresponding highest posterior
density credible intervals of the unknown parameters under the assumption of
independent gamma priors using the importance sampling procedure. We also
compute the approximate Bayes estimators using Lindley's approximation
technique. We have performed a simulation study and a real data analysis in
order to compare the proposed Bayes estimators with the maximum likelihood
estimators.Comment: This paper is under review in the Austrian Journal of Statistics and
will likely be published ther
Estimating regional unemployment with mobile network data for Functional Urban Areas in Germany
The ongoing growth of cities due to better job opportunities is leading to increased labour-relatedcommuter flows in several countries. On the one hand, an increasing number of people commuteand move to the cities, but on the other hand, the labour market indicates higher unemployment ratesin urban areas than in the surrounding areas. We investigate this phenomenon on regional level byan alternative definition of unemployment rates in which commuting behaviour is integrated. Wecombine data from the Labour Force Survey (LFS) with dynamic mobile network data by small areamodels for the federal state North Rhine-Westphalia in Germany. From a methodical perspective, weuse a transformed Fay-Herriot model with bias correction for the estimation of unemployment ratesand propose a parametric bootstrap for the Mean Squared Error (MSE) estimation that includes thebias correction. The performance of the proposed methodology is evaluated in a case study based onofficial data and in model-based simulations. The results in the application show that unemploymentrates (adjusted by commuters) in German cities are lower than traditional official unemployment ratesindicate
Sample Size under Inverse Negative Binomial Group Testing for Accuracy in Parameter Estimation
Background:The group testing method has been proposed for the detection and estimation of genetically modified plants (adventitious presence of unwanted transgenic plants, AP). For binary response variables (presence or absence), group testing is efficient when the prevalence is low, so that estimation, detection, and sample size methods have been developed under the binomial model. However, when the event is rare (low prevalence
Methodology/Principal Findings: This research proposes three sample size procedures (two computational and one analytic) for estimating prevalence using group testing under inverse (negative) binomial sampling. These methods provide the required number of positive pools (rm), given a pool size (k), for estimating the proportion of AP plants using the Dorfman model and inverse (negative) binomial sampling. We give real and simulated examples to show how to apply these methods and the proposed sample-size formula. The Monte Carlo method was used to study the coverage and level of assurance achieved by the proposed sample sizes. An R program to create other scenarios is given in Appendix S2.
Conclusions: The three methods ensure precision in the estimated proportion of AP because they guarantee that the width (W) of the confidence interval (CI) will be equal to, or narrower than, the desired width (v), with a probability of c. With the Monte Carlo study we found that the computational Wald procedure (method 2) produces the more precise sample size (with coverage and assurance levels very close to nominal values) and that the samples size based on the Clopper-Pearson CI (method 1) is conservative (overestimates the sample size); the analytic Wald sample size method we developed (method 3) sometimes underestimated the optimum number of pools
Quantifying Uncertainty in High Dimensional Inverse Problems by Convex Optimisation
Inverse problems play a key role in modern image/signal processing methods.
However, since they are generally ill-conditioned or ill-posed due to lack of
observations, their solutions may have significant intrinsic uncertainty.
Analysing and quantifying this uncertainty is very challenging, particularly in
high-dimensional problems and problems with non-smooth objective functionals
(e.g. sparsity-promoting priors). In this article, a series of strategies to
visualise this uncertainty are presented, e.g. highest posterior density
credible regions, and local credible intervals (cf. error bars) for individual
pixels and superpixels. Our methods support non-smooth priors for inverse
problems and can be scaled to high-dimensional settings. Moreover, we present
strategies to automatically set regularisation parameters so that the proposed
uncertainty quantification (UQ) strategies become much easier to use. Also,
different kinds of dictionaries (complete and over-complete) are used to
represent the image/signal and their performance in the proposed UQ methodology
is investigated.Comment: 5 pages, 5 figure
Metrology and 1/f noise: linear regressions and confidence intervals in flicker noise context
1/f noise is very common but is difficult to handle in a metrological way.
After having recalled the main characteristics of stongly correlated noise,
this paper will determine relationships giving confidence intervals over the
arithmetic mean and the linear drift parameters. A complete example of
processing of an actual measurement sequence affected by 1/f noise will be
given
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