Focus on Applied Statistics

by Mohammad Ahsanullah

Overview

Mathematicians and statisticians from North America, Europe, Asia, and the Middle East synthesize the recent literature on statistical methods. Their topics include a family of estimators for the coefficient of determination in linear regression models, the quasi-random sequences in the random processes modeling algorithms, locating a change point in a Gaussian model when an outlier is present, the classical and Bayesian reliability estimation of the negative binomial distribution, a shrinkage estimation of the exponential reliability with censored data, and optimal equivariant vector prediction in location families. Annotation ©2004 Book News, Inc., Portland, OR

Product Details

ISBN-13:	9781590339114
Publisher:	Nova Science Publishers, Incorporated
Publication date:	10/28/2003
Pages:	218
Product dimensions:	7.09(w) x 10.24(h) x (d)

Table of Contents

	Preface	vii
	A Family of Estimators for the Coefficient of Determination in Linear Regression Models	1
	Regression Versions of Lukacs Type Characterizations for the Bivariate Gamma Distribution	13
	Testing for Multiple Change-Points in an Autoregressive Model Using SIC Criterion	37
	Simultaneous Prediction in Restricted Regression Models	53
	Generalized Negative Binomial Regression Model	67
	OLS Bias and MSE in the Random Walk Model with a Constant Initial Value	77
	On the Quasi-Random Sequences in the Random Processes Modeling Algorithms	91
	Locating a Change Point in a Gaussian Model when an Outlier is Present	103
	Estimation of the Smaller and Larger of Two Exponential Scale Parameters	115
	Pitman Nearness Comparison of Estimators of Parameters of Exponential Distribution in the Truncated Space	131
	Classical and Bayesian Reliability Estimation of the Negative Binomial Distribution	141
	A Bayesian Analysis for Correlated Binary Data in the Presence of Covariates	153
	The Generalized Multivariate Modified Bessel Distribution and its Bayesian Applications	171
	A Bayesian Design for the Optimal Allocation of Binomial Samples	185
	Shrinkage Estimation of the Exponential Reliability with Censored Data	195
	Optimal Equivariant Vector Prediction in Location Families	205
	Index	215