On the logistic midrange

Summary It is well-known that for a large family of distributions, the sample midrange is asymptotically logistic. In this article, the logistic midrange is closely examined. Its distribution function is derived using Dixon's formula (Bailey (1935,Generalized Hypergeometric Series, Cambridge University Press, p. 13)) for the generalized hypergeometric function with unit argument, together with appropriate techniques for the inversion of (bilateral) Laplace transforms. Several relationships in distribution are established between the midrange and sample median of the logistic and Laplace random variables. Possible applications in testing for outliers are also discussed.     

Stationary and multi-self-similar random fields with stochastic volatility

This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average (MA) fields and their probabilistic properties are discussed. Also, two methods for parameterizing the weight functions in the MA representation are presented: one method is based on Fourier techniques and aims at reproducing a given correlation structure, the other method is based on ideas from stochastic partial differential equations. Moreover, using a generalized Lamperti transform we construct volatility modulated multi-self-similar random fields which have type G distribution.     

A bivariate interval censorship model for partnership formation

We consider a statistical problem of estimating a bivariate age distribution of newly formed partnership. The study is motivated by a type of data that consist of uncensored, right-censored, left-censored, interval-censored and missing observations in the coordinates of a bivariate random vector. A model is proposed for formulating such type of data. A feasible algorithm to estimate the generalized MLE (GMLE) of the bivariate distribution function is also proposed. We establish asymptotic properties for the GMLE under a discrete assumption on the underlying distributions and apply the method to the data set.     

Simulation of certain multivariate generalized Pareto distributions

The investigation of multivariate generalized Pareto distributions (GPDs) has begun only recently. For further progress with these distributions simulation methods are an important part. We describe several methods of simulating GPDs, beginning with an efficient method for the logistic GPD. The algorithm is based on the Shi transformation, which was already used for the simulation of multivariate extreme value distributions (EVDs) of logistic type. In the sequel another algorithm is presented simulating a broader class of GPDs. Due to its numerical complexity it is only practicably applicable in low dimensions. A method is given to generate unconditional GPD random vectors from conditionally GPD distributed random vectors. A short application of the simulation methods in the analysis of a real hydrological data set concludes the article. The simulation algorithms are available on the author’s home page .      

左截尾双参数指数分布的可靠寿命的广义置信下限

本文基于左截尾双参数指数分布定数截尾数据,利用Weerahandi给出的广义枢轴量和广义置信区间的概念,通过两种不同的方法建立了可靠寿命的广义置信下限.第1种方法利用位置参数无限制时可靠寿命的广义置信下限来定义左截尾情形下可靠寿命的限制广义置信下限,第2种方法基于广义枢轴量在限制参数空间上的条件分布给出可靠寿命的条件广义置信下限.我们分别研究了这两种置信下限的性质,给出了简单易行的数值计算方法.模拟比较表明限制广义置信下限具有好的覆盖率性质,条件广义置信下限的覆盖率与参数取值有关,但它有时比限制广义置信下限具有更大均值和更小标准差.     

初始点任意的解非线性不等式约束优化问题的结合共轭梯度参数的超记忆梯度广义投影算法

本文利用广义投影矩阵，对求解无约束规划的超记忆梯度算法中的参数给出一种新的取值范围以保证得到目标函数的超记忆梯度广义投影下降方向，并与处理任意初始点的方法技巧结合建立求解非线性不等式约束优化问题的一个初始点任意的超记忆梯度广义投影算法，在较弱条件下证明了算法的收敛性．同时给出结合FR，PR，HS共轭梯度参数的超记忆梯度广义投影算法，从而将经典的共轭梯度法推广用于求解约束规划问题．数值例子表明算法是有效的．     

The beta generalized Gompertz distribution

A new five-parameter continuous model called the beta generalized Gompertz distribution is introduced and studied. This distribution contains the Gompertz, generalized Gompertz, beta Gompertz, generalized exponential, beta generalized exponential, exponential and beta exponential distributions as special sub-models. Some mathematical properties of the new model are derived. We show that the density function of the new distribution can be expressed as a linear combination of Gompertz densities. We obtain explicit expressions for the moments, moment generating function, quantile function, density function of the order statistics and their moments, mean deviations, Bonferroni and Lorenz curves and Rényi entropy. The model parameters are estimated by using the maximum likelihood method of estimation and the observed information matrix is determined. Finally, an application to real data set is given to illustrate the usefulness of the proposed model.     

The generalized linear exponential distribution

This paper deals with a new generalization of the linear exponential distribution. This distribution is called the generalized linear exponential distribution (GLED). Some statistical properties such as moments, modes and quantiles are derived. The failure rate function and the mean residual lifetime are also discussed. The maximum likelihood estimators of the parameters are obtained using a simulation study. Real data are used to determine whether the GLED is better than other well-known distributions in modeling lifetime data or not.     

基于阿基米德范数的广义直觉模糊Bonferroni平均及其多属性决策方法

主要提出了一种基于阿基米德T-范数和S-范数的广义直觉模糊Bonferroni平均算子.首先利用广义直觉模糊运算法则和阿基米德T-范数和S-范数,构建了一种新的广义直觉模糊Bonferroni平均算子,并详细研究了该算子的一些优良性质,包括幂等性、单调性、有界性以及置换不变性等;然后探究了广义直觉模糊Bonferroni平均算子的几类特殊形式;最后在直觉模糊环境下,基于提出的算子建立了一种新的多属性决策方法,并以图书馆空调系统的选择为例,分析说明了提出的决策方法的可行性和有效性.     

Analysis of two-sample truncated data using generalized logistic models

Parallel to Cox's [JRSS B34 (1972) 187-230] proportional hazards model, generalized logistic models have been discussed by Anderson [Bull. Int. Statist. Inst. 48 (1979) 35-53] and others. The essential assumption is that the two densities ratio has a known parametric form. A nice property of this model is that it naturally relates to the logistic regression model for categorical data. In astronomic, demographic, epidemiological, and other studies the variable of interest is often truncated by an associated variable. This paper studies generalized logistic models for the two-sample truncated data problem, where the two lifetime densities ratio is assumed to have the form exp{α+φ(x;β)}. Here φ is a known function of x and β, and the baseline density is unspecified. We develop a semiparametric maximum likelihood method for the case where the two samples have a common truncation distribution. It is shown that inferences for β do not depend the nonparametric components. We also derive an iterative algorithm to maximize the semiparametric likelihood for the general case where different truncation distributions are allowed. We further discuss how to check goodness of fit of the generalized logistic model. The developed methods are illustrated and evaluated using both simulated and real data.     

Generalized Polak-Ribière algorithm

A new generalized Polak-Ribière conjugate gradient algorithm is proposed for unconstrained optimization, and its numerical and theoretical properties are discussed. The new method is, in fact, a particular type of two-dimensional Newton method and is based on a finite-difference approximation to the product of a Hessian and a vector.     

Generalized Marshall–Olkin distributions and related bivariate aging properties

A class of generalized bivariate Marshall–Olkin distributions, which includes as special cases the Marshall–Olkin bivariate exponential distribution and the Marshall–Olkin type distribution due to Muliere and Scarsini (1987) [19] are examined in this paper. Stochastic comparison results are derived, and bivariate aging properties, together with properties related to evolution of dependence along time, are investigated for this class of distributions. Extensions of results previously presented in the literature are provided as well.     

Tractors in Spain: A Logistic Analysis

This paper presents an attempt to make reliable projections of the stock of agricultural tractors in Spain. The approach to be followed is that of fitting a logistic trend to the historical data for the period 1951-1976. A set of possible trend curves is presented and their properties discussed; reasons for choosing the logistic trend are given. Preliminary estimates for the parameters of the logistic are obtained by means of the relatively unsophisticated three point method. Alternative heteroscedasticity assumptions in the data are explored with the help of a non-linear regression. Final estimates are obtained by means of a non-linear optimization algorithm. The influence of economic variables and government policies is traced in the residuals.     

On a generalization of the logistic distribution

Summary Expressions for the moment generating functions, cumulants and coefficients of kurtosis of a generalization of the logistic distribution are derived and used to show that any symmetric version of this distribution can be closely and simply approximated by a Studentt distribution. Related approximation of the distribution of the logistic sample median is discussed.     

Estimating the covariance matrix: a new approach

In this paper, we consider the problem of estimating the covariance matrix and the generalized variance when the observations follow a nonsingular multivariate normal distribution with unknown mean. A new method is presented to obtain a truncated estimator that utilizes the information available in the sample mean matrix and dominates the James-Stein minimax estimator. Several scale equivariant minimax estimators are also given. This method is then applied to obtain new truncated and improved estimators of the generalized variance; it also provides a new proof to the results of Shorrock and Zidek (Ann. Statist. 4 (1976) 629) and Sinha (J. Multivariate Anal. 6 (1976) 617).     

具有多合同的广义加权保费的信度估计(英文)

本文讨论了广义加权保费原理下的信度估计,并把结论推广到多合同模型.通过概率分布的变换,本文得到了多合同模型下广义加权保费的非齐次和齐次信度估计.并且讨论了这些估计的统计性质.最后,运用重抽样方法讨论了信度因子中未知结构参数的估计.数值模拟表明,非齐次信度估计能运用于保险实际.     

Induced social welfare functions

The transitive closure of a complete quasi-transitive relation is a weak order. This fact is used to define various social welfare functions that are generalizations of the Pareto extension rule as well as certain median consensus rules. The resulting functions are axiomatically characterized, and some of their properties are developed. A relation is shown between these functions and a generalized form of compatibility.     

Unified treatment for the evaluation of generalized complete and incomplete gamma functions

The present work applies the binomial expansion theorems to evaluate the generalized complete and incomplete gamma functions arising in the wave scattering and diffraction theory. A simple and efficient algorithm for the calculation of these functions is developed. Some numerical results are presented for significant mapping examples and they are briefly discussed. The formulas obtained are numerically stable for all values of parameters occurring in generalized complete and incomplete gamma functions.     

A new hybrid power mean involving the generalized quadratic Gauss sums and sums analogous to Kloosterman sums<Superscript><Emphasis Type="Italic">*</Emphasis></Superscript>

The main purpose of this paper is using the analytic method and properties of the classical quadratic Gauss sums to study the computational problem of a hybrid power mean of generalized quadratic Gauss sums and generalized Kloosterman sums and give an exact computational formula for it.     

A fiducial argument for generalized p-value

This paper provides a general method for constructing generalized p-value via the fiducial inference.Furthermore,the power properties of the generalized test are discussed.As illustrations, the two-parameter exponential distribution and unbalanced two-fold nested design are researched.It is shown that the resulting generalized p-values are of good frequency property.