716 research outputs found
Likelihood Ratio Type Test for Linear Failure Rate Distribution vs. Exponential Distribution
The Linear Failure Rate Distribution (LFRD) is considered. The graphs of its probability density function are examined for selected parameter combinations. Some of them are similar to the well-known exponential distribution. Incidentally exponential distribution is one of the two component models of the LFRD model. In view of the simpler form of exponential model as applicable in inference, looking at the frequency curves of LFRD, a test statistic is proposed based on ratio of likelihood functions containing the standard forms of the density functions of both LFRD and Exponential to discriminate between LFRD and exponential models. The critical values and the powers of the test statistic are developed
Estimations on the Generalized Exponential Distribution Using Grouped Data
Classical and Bayesian estimators are obtained for the shape parameter of the Generalized-Exponential distribution under grouped data. In Bayesian estimation, three types of loss functions are considered: the Squared Error loss function which is classified as a symmetric function, the LINEX and Precautionary loss functions which are asymmetric. These estimators are compared with the corresponding estimators derived from un-grouped data empirically using Monte-Carlo simulation
Posterior accuracy and calibration under misspecification in Bayesian generalized linear models
Generalized linear models (GLMs) are popular for data-analysis in almost all
quantitative sciences, but the choice of likelihood family and link function is
often difficult. This motivates the search for likelihoods and links that
minimize the impact of potential misspecification. We perform a large-scale
simulation study on double-bounded and lower-bounded response data where we
systematically vary both true and assumed likelihoods and links. In contrast to
previous studies, we also study posterior calibration and uncertainty metrics
in addition to point-estimate accuracy. Our results indicate that certain
likelihoods and links can be remarkably robust to misspecification, performing
almost on par with their respective true counterparts. Additionally, normal
likelihood models with identity link (i.e., linear regression) often achieve
calibration comparable to the more structurally faithful alternatives, at least
in the studied scenarios. On the basis of our findings, we provide practical
suggestions for robust likelihood and link choices in GLMs
JMASM22: A Convenient Way Of Generating Normal Random Variables Using Generalized Exponential Distribution
A convenient method to generate normal random variable using a generalized exponential distribution is proposed. The new method is compared with the other existing methods and it is observed that the proposed method is quite competitive with most of the existing methods in terms of the K − S distances and the corresponding p-values
- …