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Statistics in Transition New Series

An International Journal of the Polish Statistical Association

Polish Statistical Association

Central Statistical Office of Poland

Subject: Economics , Statistics & Probability

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ISSN: 1234-7655
eISSN: 2450-0291

DESCRIPTION

FEATURED ARTICLES

SUBJECTIVE AND COMMUNITY WELL-BEING INTERACTION IN A MULTILEVEL SPATIAL  MODELLING FRAMEWORK
LINEAR CHOLESKY DECOMPOSITION OF COVARIANCE MATRICES IN MIXED MODELS WITH CORRELATED RANDOM EFFECTS

VOLUME 21 , ISSUE 2 (June 2020) - List of articles

Count copula regression model using generalized beta distribution of the second kind

Hadi Safari-Katesari/ Samira Zaroudi

Modelling claims severity for obtaining insurance premium is one of the major concerns of the insurance industry. There is a considerable amount of literature on the actuarial application of the copula model to calculate the pure premium. In this paper, we model claims severity for computing the pure premium in the collision market by means of the count copula model. Moreover, we apply a regression model using a generalized beta distribution of the second kind (GB2) to compute the premium for an(..)

DOI: 10.21307/stattrans-2020-011

Published Online: 01-June-2020

Beta transmuted Lomax distribution with applications

Ahmed Hurairah/ Abdelhakim Alabid

In this paper we propose and test a composite generalizer of the Lomax distribution .The genesis of the beta distribution and transmuted map is used to develop the so-called beta transmuted Lomax (BTL) distribution. The properties of the distribution are discussed and explicit expressions are derived for the moments, mean deviations, quantiles, distribution of order statistics and reliability. The maximum likelihood method is used for estimating the model parameters, and the finite sample perform(..)

DOI: 10.21307/stattrans-2020-012

Published Online: 01-June-2020

On the choice of the number of Monte Carlo iterations and bootstrap replicates in Empirical Best Prediction

Adam Chwila/ Tomasz Żądło

Empirical Best Predictors (EBPs) are widely used for small area estimation purposes. In the case of longitudinal surveys, this class of predictors can be used to predict any given population or subpopulation characteristic for any time period, including future periods. Generally, the value of an EBP is computed by means of Monte Carlo algorithms, while its MSE is usually estimated using the parametric bootstrap method. Model-based simulation studies of the properties of the predictors require nu(..)

DOI: 10.21307/stattrans-2020-013

Published Online: 01-June-2020

How privacy may be protected in optional randomized response surveys

Sanghamitra Pal/ Arijit Chaudhuri/ Dipika Patra

There are materials in literature about how privacy on stigmatizing features like alcoholism, history of tax-evasion, or testing positive in AIDS-related testing may be partially protected by a proper application of randomized response techniques (RRT). The paper demonstrates what amendments are necessary for this approach while applying optional RRTs covering qualitative characteristics, permitting a sampled respondent either to directly reveal sensitive data or choose a randomized response res(..)

DOI: 10.21307/stattrans-2020-014

Published Online: 01-June-2020

A comparison study on a new five-parameter generalized Lindley distribution with its sub-models

Ramajeyam Tharshan/ Pushpakanthie Wijekoon

In recent years, modifications of the classical Lindley distribution have been considered by many authors. In this paper, we introduce a new generalization of the Lindley distribution based on a mixture of exponential and gamma distributions with different mixing proportions and compare its performance with its sub-models. The new distribution accommodates the classical Lindley, Quasi Lindley, Two-parameter Lindley, Shanker, Lindley distribution with location parameter, and Three-parameter Lindle(..)

DOI: 10.21307/stattrans-2020-015

Published Online: 01-June-2020

Statistical properties and different methods of estimation for extended weighted inverted Rayleigh distribution

Abhimanyu Singh Yadav/ S. K. Singh/ Umesh Singh

The aim of this paper is to introduce a new weighted probability distribution to model the non-monotone failure rate pattern for survival data. The proposed distribution is generalized by considering inverted Rayleigh distribution as a baseline distribution called an extended weighted inverted Rayleigh distribution. Different statistical properties such as moment, quantile function, moment generating function, entropy measurement, Bonferroni and Lorenz curve, stochastic ordering and order statis(..)

DOI: 10.21307/stattrans-2020-016

Published Online: 01-June-2020

Asymmetry of foreign trade turnover between Ukraine and Poland

Ruslan Motoryn/ Kateryna Prykhodko/ Bogusław Ślusarczyk

The article identifies the determinants of the asymmetry of foreign trade turnover between Ukraine and Poland based on an analysis of competitiveness indicators of the studied countries in the period 2003−2017. The emphasis is on calculation of the comparative advantages of particular commodity headings in Polish exports in the domestic market of Ukraine. Potential directions of the intensification of bilateral trade were evaluated.

DOI: 10.21307/stattrans-2020-017

Published Online: 01-June-2020

The positional MEF-TOPSIS method for the assessment of complex economic phenomena in territorial units

Aleksandra Łuczak/ Małgorzata Just

In this paper, the authors propose a new methodological approach to the construction of a synthetic measure, where the objects are described by variables with strong asymmetry and extreme values (outliers). Even a single extreme value (very large or very small) of a variable for the object may significantly affect the attribution of an excessively high or low rank in the final ranking of objects. This dependence is particularly apparent when using the classical TOPSIS (Technique for Order of Pre(..)

DOI: 10.21307/stattrans-2020-018

Published Online: 01-June-2020

Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process

Piotr Szczepocki

Barndorff-Nielsen and Shephard (2001) proposed a class of stochastic volatility models in which the volatility follows the Ornstein–Uhlenbeck process driven by a positive Levy process without the Gaussian component. The parameter estimation of these models is challenging because the likelihood function is not available in a closed-form expression. A large number of estimation techniques have been proposed, mainly based on Bayesian inference. The main aim of the paper is to present an application(..)

DOI: 10.21307/stattrans-2020-019

Published Online: 01-June-2020

New linear model for optimal cluster size in cluster sampling

Alok Kumar Shukla/ Subhash Kumar Yadav

In this paper, a nonlinear model is proposed for improving the relationship between the size of a cluster and the variance within the cluster. This model describes the most appropriate functional relation between the within-cluster variance and the cluster size. Through this model, we can obtain the optimum size of a cluster and an estimate of the variance between clusters. The proposed model leads to further improvement in the estimation of the optimum size of a cluster, and the formula for the(..)

DOI: 10.21307/stattrans-2020-020

Published Online: 01-June-2020

The XXXVIII Conference on Multivariate Statistical  Analysis 4–6 November 2019, Łódź, Poland

Aleksandra Baszczyńska/ Katarzyna Bolonek-Lasoń

DOI: 10.21307/stattrans-2020-021

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