Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution

This paper investigates the confidence intervals of R2MAD, the coefficient of determination based on median absolute deviation in the presence of outliers. Bootstrap bias-corrected accelerated (BCa) confidence intervals, known to have higher degree of correctness, are constructed for the mean and standard deviation of R2MAD for samples generated from contaminated standard logistic distribution. The results indicate that by increasing the sample size and percentage of contaminants in the samples, and perturbing the location and scale of the distribution affect the lengths of the confidence intervals. The results obtained can also be used to verify the bound of R2MAD

On the relationship between inflation rate and inflation uncertainty: an application of the GARCH family models

The main objective of this paper is to explore the varying volatility dynamic of inflation rate in Malaysia for the period from January 1980 to December 2004. The GARCH, GARCH-Mean, EGARCH and EGARCH-Mean models are used to capture the stochastic variation and asymmetries in the economic instruments. Results show that the EGARCH model gives better estimates of sub-periods volatility. Further analysis using Granger causality test show that there is sufficient empirical evidence that higher inflation rate level will result in higher future inflation uncertainty and higher level of inflation uncertainty will lead to lower future inflation rate

Occurrance and antibiotic resistance of Campylobacter jejuni and Campylobacter coli in retail broiler chicken

Broiler part samples (80 fresh and 80 chilled) were examined for the prevalence and numbers of C. jejuni and C. coli by employing most-probable-number (MPN) and polymerase chain reaction (PCR) techniques. The prevalence of the bacteria was high where C. jejuni was detected in 92.5% fresh and 53.8% chilled samples while C. coli in 80.0% fresh and 56.3% chilled. The number of these bacteria in the positive fresh and chilled samples was from 3 to more than 2400 MPN/g and from 3 to 290 MPN/g, respectively. Antibiotic resistance test (using Kirby-Bauer disc diffusion method) on 10 C. jejuni and 13 C. coli isolates toward ampicillin, tobramycin, enrofloxacin, ciprofloxacin, tetracycline, cephalothin, gentamicin and norfloxacin revealed high resistance toward all antibiotics (20.0% - 100.0%). All isolates were resistant to at least two antibiotics. This study highlights the potential of multidrug-resistant C. jejuni and C. coli transmission to humans through fresh and chilled broiler parts. Consecutive studies with bigger sample sizes and covering all over Malaysia are warranted in future

Behavior of the sampling distribution of a robust coefficient of variation for exponential samples in the presence of outliers.

A robust form of the coefficient of variation, CVr, a unitless measure of spread constructed using the median absolute deviation and the sample median, is considered for contaminated samples from several exponential distributions. The cases studied are those involving samples from exponential distribution with parameters A~0.2, I, 5 and 10, and contaminating percentages of a maximum of 40% outliers from exponential distributions with A~0.02 and 20, and from lognormal distributions with 0=0.25 and 5. Based on the bias and root mean square error, results exhibited perseverance of the robustness property of the CVr when compared to that of the conventional coefficient of variation, CVc, across all values of A and types of contaminating distributions

On the relationship between inflation rate and inflation uncertainty : an application of the GARCH family models = Hubungan antara kadar inflasi dan kemeruapan inflasi : satu aplikasi model keluarga GARCH

The main objective of this paper is to explore the varying volatility dynamic of inflation rate in Malaysia for the period from January 1980 to December 2004. The GARCH, GARCH-Mean, EGARCH and EGARCH-Mean models are used to capture the stochastic variation and asymmetries in the economic instruments. Results show that the EGARCH model gives better estimates of sub-periods volatility. Further analysis using Granger causality test shows that there is sufficient empirical evidence that higher inflation rate level will result in higher future inflation uncertainty and higher level of inflation uncertainty will lead to lower future inflation rate

Analisis data panel ke atas fungsi pengeluaran sektor pembuatan makanan di Malaysia

Tujuan utama makalah ini ialah untuk memperkenalkan kaedah analisis data panel dalam kajian ekonometrik. Keanjalan buruh, modal, dan skel ekonomi bagi dua puluh dua kumpulan firma pembuatan makanan di Malaysia meliputi tahun 1989 hingga 1993 dianggarkan menggunakan model Cobb-Douglas. Tiga kaedah utama analisis data panel yang digunakan adalah kaedah kuada dua terkecil pembolehubah patung (LSDV), kaedah analisis kovarians (ANCOVA) dan kaedah kuasa dua terkecil teritlak (GLS). Kaedah kuasa dua terkecil biasa (OLS) disertakan sebagai asas perbandingan

Mencari momen memusat mutlak ketiga.

Kertas ini mengemukakan satu cara mencari momen memusat mutlak ketiga bagi pembolehubah rawak khi-kuasadua. Aturcara SAS (1988) iaitu PROBCHI digunakan bagi menyelesaikan pengamiran berangka. Kegunaannya dalam membina batas yang tepat ke atas ralat penghampiran dalam Teorem Had Memusat diberikan

Symmetricity between the sampling distribution of coefficient of variations, CVc and CVr for Gumbel samples.

A robust form of the coefficient of variation (cv). CVr • constructed based on the sample median absolute deviation. MAD and the sample median is considered. Histograms. boxplolS and descriptive statistics of the sampling distributions of CVr are generated for sample from Gumbel distribution with parameter value (u = I, a = 0.05) and sample sizes (n =20. 50. 100, 300. 500). The histograms, boxplolS, measure of skewness and kunosis observed indicated thallhe sampling distribution of CVr becomes more symmetric and nonnal as the sample size increases. outperforming the sampling distribution of the conventional coefficient of variation, eVe with respect to the degree and rate towards symmetricity. It is also observed that the sampling distribution of the CVr tends towards normality faster and it has smaller kultosis compared to that of the sampling distribution of CVc