639 research outputs found
Bayes Estimates of Time to Organic Certification
The adoption of organic production has increased dramatically over recent years, especially in less developed countries. However, little information is available about who adopts, the difficulties they face in converting and how these factors vary over time. Using small-scale avocado producers (<15ha) from Michoacán, Mexico as a case study, this paper explores the factors affecting the time-to-adoption of organic production and certification, drawing from five parametric descriptions of the data. These models are implemented using a Bayesian approach and advances in Markov chain Monte Carlo methods. The results indicate that additional sources of income, together with membership of producers associations, higher levels of education and experience of export markets, other than the US, have a positive effect on the adoption decision. Labour requirements and administrative capacity appear to be unimportant, while information sources and the frequency of contact with these sources have a varied, but largely negative effect on the probability of adoption. These findings raise a number of questions about the future of organic production in Mexico and the avocado zone, not least how to overcome credit and information constraints, but more importantly whether aiming for the organic market is a viable production strategy for small-scale producers.Crop Production/Industries, Farm Management,
Statistical inferences of Rs;k = Pr(Xk-s+1:k \u3e Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal
The problem of statistical inference of the reliability parameter Pr(Xk-s+1:k \u3e Y ) of an s-out-of-k : G system with strength components X1,X2,…,Xk subjected to a common stress Y when X and Y are independent two-parameter general class of exponentiated inverted exponential (GCEIE) progressively type-II right censored data with uniformly random removal random variables, are discussed. We use p-value as a basis for hypothesis testing. There are no exact or approximate inferential procedures for reliability of a multicomponent stress-strength model from the GCEIE based on the progressively type-II right censored data with random or fixed removals available in the literature. Simulation studies and real-world data analyses are given to illustrate the proposed procedures. The size of the test, adjusted and unadjusted power of the test, coverage probability and expected confidence lengths of the confidence interval, and biases of the estimator are also discussed
Beyond first-order asymptotics for Cox regression
To go beyond standard first-order asymptotics for Cox regression, we develop
parametric bootstrap and second-order methods. In general, computation of
-values beyond first order requires more model specification than is
required for the likelihood function. It is problematic to specify a censoring
mechanism to be taken very seriously in detail, and it appears that
conditioning on censoring is not a viable alternative to that. We circumvent
this matter by employing a reference censoring model, matching the extent and
timing of observed censoring. Our primary proposal is a parametric bootstrap
method utilizing this reference censoring model to simulate inferential
repetitions of the experiment. It is shown that the most important part of
improvement on first-order methods - that pertaining to fitting nuisance
parameters - is insensitive to the assumed censoring model. This is supported
by numerical comparisons of our proposal to parametric bootstrap methods based
on usual random censoring models, which are far more unattractive to implement.
As an alternative to our primary proposal, we provide a second-order method
requiring less computing effort while providing more insight into the nature of
improvement on first-order methods. However, the parametric bootstrap method is
more transparent, and hence is our primary proposal. Indications are that
first-order partial likelihood methods are usually adequate in practice, so we
are not advocating routine use of the proposed methods. It is however useful to
see how best to check on first-order approximations, or improve on them, when
this is expressly desired.Comment: Published at http://dx.doi.org/10.3150/13-BEJ572 in the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
Order-statistics-based inferences for censored lifetime data and financial risk analysis
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis focuses on applying order-statistics-based inferences on lifetime analysis and financial risk measurement. The first problem is raised from fitting the Weibull distribution to progressively censored and accelerated life-test data. A new orderstatistics- based inference is proposed for both parameter and con dence interval estimation. The second problem can be summarised as adopting the inference used in the first problem for fitting the generalised Pareto distribution, especially when sample size is small. With some modifications, the proposed inference is compared with classical methods and several relatively new methods emerged from recent literature. The third problem studies a distribution free approach for forecasting financial volatility, which is essentially the standard deviation of financial returns. Classical models of this approach use the interval between two symmetric extreme quantiles of the return distribution as a proxy of volatility. Two new models are proposed, which use intervals of expected shortfalls and expectiles, instead of interval of quantiles. Different models are compared with empirical stock indices data.
Finally, attentions are drawn towards the heteroskedasticity quantile regression. The
proposed joint modelling approach, which makes use of the parametric link between
the quantile regression and the asymmetric Laplace distribution, can provide estimations
of the regression quantile and of the log linear heteroskedastic scale simultaneously.
Furthermore, the use of the expectation of the check function as a measure of
quantile deviation is discussed
Estimation of Stress-Strength model in the Generalized Linear Failure Rate Distribution
In this paper, we study the estimation of , also so-called the
stress-strength model, when both and are two independent random
variables with the generalized linear failure rate distributions, under
different assumptions about their parameters. We address the maximum likelihood
estimator (MLE) of and the associated asymptotic confidence interval. In
addition, we compute the MLE and the corresponding Bootstrap confidence
interval when the sample sizes are small. The Bayes estimates of and the
associated credible intervals are also investigated. An extensive computer
simulation is implemented to compare the performances of the proposed
estimators. Eventually, we briefly study the estimation of this model when the
data obtained from both distributions are progressively type-II censored. We
present the MLE and the corresponding confidence interval under three different
progressive censoring schemes. We also analysis a set of real data for
illustrative purpose.Comment: 31 pages, 2 figures, preprin
Specification Tests Based on the Heterogeneous Generalized Gamma Model of Duration: With an Application to Kennan\u27s Strike Data
In this paper, tests for neglected heterogeneity and functional form misspeciftcation of some commonly used parametric distributions are derived within a heterogeneous generalized gamma model. It is argued that the conventional test of heterogeneity may not be valid when the underlying hazard function is misspecified. Hence, if the estimated hazard function is deemed restrictive, tests for functional form misspecification should accompany any test of heterogeneity. An empirical illustration based on Kennan\u27s (1985) model of strikes is used to show that incorrect inferences may be drawn, as in a number of previous analyses, if the relevant restrictions are not tested jointly
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