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Volume 40 (2), July-December 2016

  • Improving the resolution of the simple assembly line balancing problem type E

    Albert Corominas, Alberto García-Villoria and Rafael Pastor

    Abstract: The simple assembly line balancing problem type E (abbreviated as SALBP-E) occurs when the number of workstations and the cycle time are variables and the objective is to maximise the line efficiency. In contrast with other types of SALBPs, SALBP-E has received little attention in the literature. In order to solve optimally SALBP-E, we propose a mixed integer liner programming model and an iterative procedure. Since SALBP-E is NP-hard, we also propose heuristics derived from the aforementioned procedures for solving larger instances. An extensive experimentation is carried out and its results show the improvement of the SALBP-E resolution.

    Keywords: Assembly line balancing, SALBP, manufacturing optimisation.

    Pages: 227– 242

    DOI: 10.2436/20.8080.02.42

  • Kernel-based estimation of P(X >Y) in ranked set sampling

    Mahdi Mahdizadeh and Ehsan Zamanzade

    Abstract: This article is directed at the problem of reliability estimation using ranked set sampling. A nonparametric estimator based on kernel density estimation is developed. The estimator is shown to be superior to its analog in simple random sampling. Monte Carlo simulations are employed to assess performance of the proposed estimator. Two real data sets are analysed for illustration.

    Keywords: Bandwidth selection, Judgment ranking, Stress-strength model.

    Pages: 243– 266

    DOI: 10.2436/20.8080.02.43

  • A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes

    Argimiro Arratia, Alejandra Cabaña and Enrique M. Cabaña

    Abstract: We present a construction of a family of continuous-time ARMA processes based on p iterations of the linear operator that maps a Lévy process onto an Ornstein-Uhlenbeck process. The construction resembles the procedure to build an AR(p) from an AR(1). We show that this family is in fact a subfamily of the well-known CARMA(p,q) processes, with several interesting advantages, including a smaller number of parameters. The resulting processes are linear combinations of Ornstein-Uhlenbeck processes all driven by the same Lévy process. This provides a straightforward computation of covariances, a state-space model representation and methods for estimating parameters. Furthermore, the discrete and equally spaced sampling of the process turns to be an ARMA(p, p−1) process. We propose methods for estimating the parameters of the iterated Ornstein-Uhlenbeck process when the noise is either driven by a Wiener or a more general Lévy process, and show simulations and applications to real data.

    Keywords: Ornstein-Uhlenbeck process, Lévy process, Continuous ARMA, stationary process.

    Pages: 267– 302

    DOI: 10.2436/20.8080.02.44

  • Modelling extreme values by the residual coefficient of variation

    Joan del Castillo and Maria Padilla

    Abstract: The possibilities of the use of the coefficient of variation over a high threshold in tail modelling are discussed. The paper also considers multiple threshold tests for a generalized Pareto distribution, together with a threshold selection algorithm. One of the main contributions is to extend the methodology based on moments to all distributions, even without finite moments. These techniques are applied to euro/dollar daily exchange rates and to Danish fire insurance losses.

    Keywords: Statistics of extremes, heavy tails, high quantile estimation, value at risk.

    Pages: 303– 320

    DOI: 10.2436/20.8080.02.45

  • Using robust FPCA to identify outliers in functional time series, with applications to the electricity market

    Juan M. Vilar, Paula Raña and Germán Aneiros

    Abstract: This study proposes two methods for detecting outliers in functional time series. Both methods take dependence in the data into account and are based on robust functional principal component analysis. One method seeks outliers in the series of projections on the first principal component. The other obtains uncontaminated forecasts for each data set and determines that those observations whose residuals have an unusually high norm are considered outliers. A simulation study shows the performance of these proposed procedures and the need to take dependence in the time series into account. Finally, the usefulness of our methodology is illustrated in two real datasets from the electricity market: daily curves of electricity demand and price in mainland Spain, for the year 2012.

    Keywords: Functional data analysis, functional principal component analysis, functional time series, outlier detection, electricity demand and price.

    Pages: 321– 348

    DOI: 10.2436/20.8080.02.46

  • Log-ratio methods in mixture models for compositional data sets

    Marc Comas-Cufí, Josep Antoni Martín-Fernández and Glòria Mateu-Figueras

    Abstract: When traditional methods are applied to compositional data misleading and incoherent results could be obtained. Finite mixtures of multivariate distributions are becoming increasingly important nowadays. In this paper, traditional strategies to fit a mixture model into compositional data sets are revisited and the major difficulties are detailed. A new proposal using a mixture of distributions defined on orthonormal log-ratio coordinates is introduced. A real data set analysis is presented to illustrate and compare the different methodologies.

    Keywords: Compositional data, Finite Mixture, Log ratio, Model-based clustering, Normal distribution, Orthonormal coordinates, Simplex.

    Pages: 340– 374

    DOI: 10.2436/20.8080.02.47

  • Smoothed landmark estimators of the transition probabilities

    Luís Meira-Machado

    Abstract: One important goal in clinical applications of multi-state models is the estimation of transition probabilities. Recently, landmark estimators were proposed to estimate these quantities, and their superiority with respect to the competing estimators has been proved in situations in which the Markov condition is violated. As a weakness, it provides large standard errors in estimation in some circumstances. In this article, we propose two approaches that can be used to reduce the variability of the proposed estimator. Simulations show that the proposed estimators may be much more efficient than the unsmoothed estimator. A real data illustration is included.

    Keywords: Kaplan-Meier, Multi-state model, Nonparametric estimation, Presmoothing, Survival Analysis.

    Pages: 375– 398

    DOI: 10.2436/20.8080.02.48

Volume 40 (1), January-June 2016

  • The relevance of multi-country input-output tables in measuring emissions trade balance of countries: the case of Spain

    Teresa Sanz, Rocío Yñiguez and José Manuel Rueda-Cantuche

    Abstract: As part of national accounts, input-output tables are becoming crucial statistical tools to study the economic, social and environmental impacts of globalization and international trade. In particular, global input-output tables extend the national dimension to the international dimension by relating individual countries’ input-output tables among each other, thus providing an opportunity to balance the global economy as a whole. Concerning emissions of greenhouse gases, the relative position that countries hold among their main trade partners at the global level is a key issue in terms of international climate negotiations. With this purpose, we show that (official) Multi-country input-output tables are crucial to analyse the greenhouse gas emission trade balance of individual countries. Spain has a negative trade emissions balance for all three gases analysed, being the most negative balances those associated to the bilateral trade with China, Russia, United States and the rest of the European Union as a whole.

    Keywords: WIOD, Emissions Trade Balance, Spain, GHG footprint, GHG.

    Pages: 3– 30

    DOI: 10.2436/20.8080.02.33

  • Two alternative estimation procedures for the negative binomial cure rate model with a latent activation scheme

    Diego I. Gallardo and Heleno Bolfarine

    Abstract: In this paper two alternative estimation procedures based on the EM algorithm are proposed for the flexible negative binomial cure rate model with a latent activation scheme. The Weibull model as well as the log-normal and gamma distributions are also considered for the time-to-event data for the non-destroyed cells. Simulation studies show the satisfactory performance of the proposed methodology. The impact of misspecifying the survival function on both components of the model (cured and susceptible) is also evaluated. The use of the new methodology is illustrated with a real data set related to a clinical trial on Phase III cutaneous melanoma patients.

    Keywords: Competing risks, EM algorithm, latent activation scheme.

    Pages: 31–54

    DOI: 10.2436/20.8080.02.34

  • A test for normality based on the empirical distribution function

    Hamzeh Torabi, Narges H. Montazeri and Aurea Grané

    Abstract: In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and empirical distributions is proposed. Critical values are obtained via Monte Carlo for several sample sizes and different significance levels.We study and compare the power of forty selected normality tests for a wide collection of alternative distributions. The new proposal is compared to some traditional test statistics, such as Kolmogorov-Smirnov, Kuiper, Cramér-von Mises, Anderson-Darling, Pearson Chi-square, Shapiro-Wilk, Shapiro-Francia, Jarque-Bera, SJ, Robust Jarque-Bera, and also to entropy-based test statistics. From the simulation study results it is concluded that the best performance against asymmetric alternatives with support on the whole real line and alternative distributions with support on the positive real line is achieved by the new test. Other findings derived from the simulation study are that SJ and Robust Jarque-Bera tests are the most powerful ones for symmetric alternatives with support on the whole real line, whereas entropy-based tests are preferable for alternatives with support on the unit interval.

    Keywords: Empirical distribution function, entropy estimator, goodness-of-fit tests, Monte Carlo simulation, Robust Jarque-Bera test, Shapiro-Francia test, SJ test, test for normality.

    Pages: 55–88

    DOI: 10.2436/20.8080.02.35

  • Point and interval estimation for the logistic distribution based on record data

    Akbar Asgharzadeh, Reza Valiollahi and Mousa Abdi

    Abstract: In this paper, based on record data from the two-parameter logistic distribution, the maximum likelihood and Bayes estimators for the two unknown parameters are derived. The maximum likelihood estimators and Bayes estimators can not be obtained in explicit forms. We present a simple method of deriving explicit maximum likelihood estimators by approximating the likelihood function. Also, an approximation based on the Gibbs sampling procedure is used to obtain the Bayes estimators. Asymptotic confidence intervals, bootstrap confidence intervals and credible intervals are also proposed. Monte Carlo simulations are performed to compare the performances of the different proposed methods. Finally, one real data set has been analysed for illustrative purposes.

    Keywords: Logistic distribution, record data,maximum likelihood estimator, Bayes estimator, Gibbs sampling.

    Pages: 89–112

    DOI: 10.2436/20.8080.02.36

  • A goodness-of-fit test for the multivariate Poisson distribution

    Francisco Novoa-Muñoz and María Dolores Jiménez-Gamero

    Abstract: Bivariate count data arise in several different disciplines and the bivariate Poisson distribution is commonly used to model them. This paper proposes and studies a computationally convenient goodness-of-fit test for this distribution, which is based on an empirical counterpart of a system of equations. The test is consistent against fixed alternatives. The null distribution of the test can be consistently approximated by a parametric bootstrap and by a weighted bootstrap. The goodness of these bootstrap estimators and the power for finite sample sizes are numerically studied. It is shown that the proposed test can be naturally extended to the multivariate Poisson distribution.

    Keywords: Bivariate Poisson distribution, goodness-of-fit, empirical probability generating function, parametric bootstrap, weighted bootstrap, multivariate Poisson distribution.

    Pages: 113–138

    DOI: 10.2436/20.8080.02.37

  • Exploring Bayesian models to evaluate control procedures for plant disease

    Danilo Alvares, Carmen Armero, Anabel Forte and Luis Rubio

    Abstract: Tigernut tubers are the main ingredient in the production of orxata in Valencia, a white soft sweet popular drink. In recent years, the appearance of black spots in the skin of tigernuts has led to important economic losses in orxata production because severely diseased tubers must be discarded. In this paper, we discuss three complementary statistical models to assess the disease incidence of harvested tubers from selected or treated seeds, and propose a measure of effectiveness for different treatments against the disease based on the probability of germination and the incidence of the disease. Statistical methods for these studies are approached from Bayesian reasoning and include mixed-effects models, Dirichlet-multinomial inferential processes and mixed-effects logistic regression models. Statistical analyses provide relevant information to carry out measures to palliate the black spot disease and achieve a high-quality production. For instance, the study shows that avoiding affected seeds increases the probability of harvesting asymptomatic tubers. It is also revealed that the best chemical treatment, when prioritizing germination, is disinfection with hydrochloric acid while sodium hypochlorite performs better if the priority is to have a reduced disease incidence. The reduction of the incidence of the black spots syndrome by disinfection with chemical agents supports the hypothesis that the causal agent is a pathogenic organism.

    Keywords: Dirichlet-multinomial model, logistic regression, measures of effectiveness, tigernuts tubers.

    Pages: 139–152

    DOI: 10.2436/20.8080.02.38

  • Transmuted geometric distribution with applications in modeling and regression analysis of count data

    Subrata Chakraborty and Deepesh Bhati

    Abstract: A two-parameter transmuted geometric distribution is proposed as a new generalization of the geometric distribution by employing the quadratic transmutation techniques of Shaw and Buckley. The additional parameter plays the role of controlling the tail length. Distributional properties of the proposed distribution are investigated. Maximum likelihood estimation method is discussed along with some data fitting experiments to show its advantages over some existing distributions in literature. The tail flexibility of density of aggregate loss random variable assuming the proposed distribution as primary distribution is outlined and presented along with a illustrative modelling of aggregate claim of a vehicle insurance data. Finally, we present a count regression model based on the proposed distribution and carry out its comparison with some established models.

    Keywords: Aggregate claim, count regression, geometric distribution, transmuted distribution.

    Pages: 153–176

    DOI: 10.2436/20.8080.02.39

  • Compound distributions motivated by linear failure rate

    Narjes Gitifar, Sadegh Rezaei and Saralees Nadarajah

    Abstract: Motivated by three failure data sets (lifetime of patients, failure time of hard drives and failure time of a product), we introduce three different three-parameter distributions, study basic mathematical properties, address estimation by the method of maximum likelihood and investigate finite sample performance of the estimators. We show that one of the new distributions provides a better fit to each data set than eight other distributions each having three parameters and three distributions each having two parameters.

    Keywords: Linear failure rate distribution, maximum likelihood estimation, Poisson distribution.

    Pages: 177–200

    DOI: 10.2436/20.8080.02.40

  • A statistical learning based approach for parameter fine-tuning of metaheuristics

    Laura Calvet, Angel A. Juan, Carles Serrat and Jana Ries

    Abstract: Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selection of appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem.

    Keywords: Parameter fine-tuning, metaheuristics, statistical learning, biased randomization.

    Pages: 201–224

    DOI: 10.2436/20.8080.02.41

Volume 39 (2), July-December 2015

  • Twenty years of P-splines (invited article)

    Paul H.C. Eilers, Brian D. Marx and Maria Durbán

    Abstract: P-splines first appeared in the limelight twenty years ago. Since then they have become popular in applications and in theoretical work. The combination of a rich B-spline basis and a simple difference penalty lends itself well to a variety of generalizations, because it is based on regression. In effect, P-splines allow the building of a “backbone” for the “mixing and matching” of a variety of additive smooth structure components, while inviting all sorts of extensions: varying-coefficient effects, signal (functional) regressors, two-dimensional surfaces, non-normal responses, quantile (expectile) modelling, among others. Strong connections with mixed models and Bayesian analysis have been established. We give an overview of many of the central developments during the first two decades of P-splines.

    Keywords: B-splines, penalty, additive model, mixed model, multidimensional smoothing.

    Pages: 149–186

    DOI: 10.2436/20.8080.02.25

  • Likelihood-based inference for the power regression model

    Guillermo Martínez-Flórez, Heleno Bolfarine and Héctor W. Gómez

    Abstract: In this paper we investigate an extension of the power-normal model, called the alpha-power model and specialize it to linear and nonlinear regression models, with and without correlated errors. Maximum likelihood estimation is considered with explicit derivation of the observed and expected Fisher information matrices. Applications are considered for the Australian athletes data set and also to a data set studied in Xie et al. (2009). The main conclusion is that the proposed model can be a viable alternative in situations were the normal distribution is not the most adequate model.

    Keywords: Correlation, maximum likelihood, power-normal distribution, regression.

    Pages: 187–208

    DOI: 10.2436/20.8080.02.26

  • On the bivariate Sarmanov distribution and copula. An application on insurance data using truncated marginal distributions

    Zuhair Bahraoui, Catalina Bolancé, Elena Pelican and Raluca Vernic

    Abstract: The Sarmanov family of distributions can provide a good model for bivariate random variables and it is used to model dependency in a multivariate setting with given marginals. In this paper, we focus our attention on the bivariate Sarmanov distribution and copula with different truncated extreme value marginal distributions. We compare a global estimation method based on maximizing the full log-likelihood function with the estimation based on maximizing the pseudo-log-likelihood function for copula (or partial estimation). Our aim is to estimate two statistics that can be used to evaluate the risk of the sum exceeding a given value. Numerical results using a real data set from the motor insurance sector are presented.

    Keywords: Bivariate Sarmanov distribution, truncated marginal distributions, copula representation, risk measures.

    Pages: 209–230

    DOI: 10.2436/20.8080.02.27

  • On the interpretation of differences between groups for compositional data

    Josep-Antoni Martín-Fernández, Josep Daunis-i-Estadella and Glòria Mateu-Figueras

    Abstract: Social polices are designed using information collected in surveys; such as the Catalan Time Use survey. Accurate comparisons of time use data among population groups are commonly analysed using statistical methods. The total daily time expended on different activities by a single person is equal to 24 hours. Because this type of data are compositional, its sample space has particular properties that statistical methods should respect. The critical points required to interpret differences between groups are provided and described in terms of log-ratio methods. These techniques facilitate the interpretation of the relative differences detected in multivariate and univariate analysis.

    Keywords: Log-ratio transformations, MANOVA, perturbation, simplex, subcomposition.

    Pages: 231–252

    DOI: 10.2436/20.8080.02.28

  • Robust project management with the tilted beta distribution

    Eugene D. Hahn and María del Mar López Martín

    Abstract: Recent years have seen an increase in the development of robust approaches for stochastic project management methodologies such as PERT (Program Evaluation and Review Technique). These robust approaches allow for elevated likelihoods of outlying events, thereby widening interval estimates of project completion times. However, little attention has been paid to the fact that outlying events and/or expert judgments may be asymmetric. We propose the tilted beta distribution which permits both elevated likelihoods of outlying events as well as an asymmetric representation of these events. We examine the use of the tilted beta distribution in PERT with respect to other project management distributions.

    Keywords: Activity times, finite mixture, PERT, tilted beta distribution, robust project management, sensitivity analysis.

    Pages: 253–272

    DOI: 10.2436/20.8080.02.29

  • A note on "Double bounded Kumaraswamy-power series class of distributions"

    Tibor K. Pogány and Saralees Nadarajah

    Abstract: In a recent edition of SORT, Bidram and Nekoukhou proposed a novel class of distributions and derived its mathematical properties. Several of the mathematical properties are expressed as single infinite sums or double infinite sums. Here, we show that many of these properties can be expressed in terms of known special functions, functions for which in-built routines are widely available.

    Keywords: Double bounded Kumaraswamy-power series class of distributions, Fox Wright generalized, hypergeometric function, generalized hypergeometric function.

    Pages: 273–280

    DOI: 10.2436/20.8080.02.30

  • Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles: a simulation study

    Martí Casals, Klaus Langohr, Josep Lluís Carrasco and Lars Rönnegård

    Abstract: Generalized linear mixed models are flexible tools for modeling non-normal data and are useful for accommodating overdispersion in Poisson regression models with random effects. Their main difficulty resides in the parameter estimation because there is no analytic solution for the maximization of the marginal likelihood. Many methods have been proposed for this purpose and many of them are implemented in software packages. The purpose of this study is to compare the performance of three different statistical principles —marginal likelihood, extended likelihood, Bayesian analysis— via simulation studies. Real data on contact wrestling are used for illustration.

    Keywords: Estimation methods, overdispersion, Poisson generalized linear mixed models, simulation study, statistical principles, sport injuries.

    Pages: 281–308

    DOI: 10.2436/20.8080.02.31

  • Multinomial logistic estimation in dual frame surveys

    David Molina, Maria del Mar Rueda, Antonio Arcos and Maria Giovanna Ranalli

    Abstract: We consider estimation techniques from dual frame surveys in the case of estimation of proportions when the variable of interest has multinomial outcomes. We propose to describe the joint distribution of the class indicators by a multinomial logistic model. Logistic generalized regression estimators and model calibration estimators are introduced for class frequencies in a population. Theoretical asymptotic properties of the proposed estimators are shown and discussed. Monte Carlo experiments are also carried out to compare the efficiency of the proposed procedures for finite size samples and in the presence of different sets of auxiliary variables. The simulation studies indicate that the multinomial logistic formulation yields better results than the classical estimators that implicitly assume individual linear models for the variables. The proposed methods are also applied in an attitude survey.

    Keywords: Finite population, survey sampling, auxiliary information, model assisted inference, calibration.

    Pages: 309–336

    DOI: 10.2436/20.8080.02.32

Volume 39 (1), January-June 2015

  • Inference on the parameters of the Weibull distribution using records

    Ali Akbar Jafari and Hojatollah Zakerzadeh

    Abstract: The Weibull distribution is a very applicable model for lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a confidence interval for the shape parameter. Then, in addition to a generalized confidence interval, a generalized test variable is derived for the scale parameter when the shape parameter is unknown. The paper presents a simple and exact joint confidence region as well. In all cases, simulation studies show that the proposed approaches are more satisfactory and reliable than previous methods. All proposed approaches are illustrated using a real example.

    Keywords: Coverage probability, generalized confidence interval, generalized p-value, records, Weibull distribution.

    Pages: 3–18

    DOI: 10.2436/20.8080.02.17

  • Small area estimation of poverty indicators under partitioned area-level time models

    Domingo Morales, Maria Chiara Pagliarella and Renato Salvatore

    Abstract: his paper deals with small area estimation of poverty indicators. Small area estimators of these quantities are derived from partitioned time-dependent area-level linear mixed models. The introduced models are useful for modelling the different behaviour of the target variable by sex or any other dichotomic characteristic. The mean squared errors are estimated by explicit formulas. An application to data from the Spanish Living Conditions Survey is given.

    Keywords: Area-level models, small area estimation, time correlation, poverty indicators.

    Pages: 19–34

    DOI: 10.2436/20.8080.02.18

  • A new class of Skew-Normal-Cauchy distribution

    Jaime Arrué, Héctor W. Gomez, Hugo S. Salinas and Heleno Bolfarine

    Abstract: In this paper we study a new class of skew-Cauchy distributions inspired on the family extended two-piece skew normal distribution. The new family of distributions encompasses three well known families of distributions, the normal, the two-piece skew-normal and the skew-normal-Cauchy distributions. Some properties of the new distribution are investigated, inference via maximum likelihood estimation is implemented and results of a real data application, which reveal good performance of the new model, are reported.ious methods. All proposed approaches are illustrated using a real example.

    Keywords: Cauchy distribution, kurtosis, maximum likelihood estimation, singular information matrix, skewness, Skew-Normal-Cauchy distribution.

    Pages: 35–50

    DOI: 10.2436/20.8080.02.19

  • Diagnostic plot for the Identification of high leverage collinearity-influential observations

    Arezoo Bagheri and Habshah Midi

    Abstract: High leverage collinearity influential observations are those high leverage points that change the multicollinearity pattern of a data. It is imperative to identify these points as they are responsible for misleading inferences on the fitting of a regression model. Moreover, identifying these observations may help statistics practitioners to solve the problem of multicollinearity, which is caused by high leverage points. A diagnostic plot is very useful for practitioners to quickly capture abnormalities in a data. In this paper, we propose new diagnostic plots to identify high leverage collinearity influential observations. The merit of our proposed diagnostic plots is confirmed by some well-known examples and Monte Carlo simulations.

    Keywords: Collinearity influential observation, diagnostic robust generalized potential, high lever-age points, multicollinearity.

    Pages: 51–70

    DOI: 10.2436/20.8080.02.20

  • Discrete Alpha-Skew-Laplace distribution

    S. Shams Harandi and M. H. Alamatsaz

    Abstract: Classical discrete distributions rarely support modelling data on the set of whole integers. In this paper, we shall introduce a flexible discrete distribution on this set, which can, in addition, cover bimodal as well as unimodal data sets. The proposed distribution can also be fitted to positive and negative skewed data. The distribution is indeed a discrete counterpart of the continuous alpha-skew-Laplace distribution recently introduced in the literature. The proposed distribution can also be viewed as a weighted version of the discrete Laplace distribution. Several distributional properties of this class such as cumulative distribution function, moment generating function, moments, modality, infinite divisibility and its truncation are studied. A simulation study is also performed. Finally, a real data set is used to show applicability of the new model comparing to several rival models, such as the discrete normal and Skellam distributions.

    Keywords: Discrete Laplace distribution, discretization, maximum likelihood estimation, uni-bimodality, weighted distribution.

    Pages: 71–84

    DOI: 10.2436/20.8080.02.21

  • A mathematical programming approach for different scenarios of bilateral bartering

    Stefano Nasini, Jordi Castro and Pau Fonseca

    Abstract: The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This paper provides a novel mathematical programming based approach to study pure exchange economies where discrete amounts of commodities are exchanged at fixed prices. Barter processes, consisting in sequences of elementary reallocations of couple of commodities among couples of agents, are formalized as local searches converging to equilibrium allocations. A direct application of the analysed processes in the context of computational economics is provided, along with a Java implementation of the described approaches.

    Keywords: Numerical optimization, combinatorial optimization, microeconomic theory.

    Pages: 85–108

    DOI: 10.2436/20.8080.02.22

  • A comparison of computational approaches for maximum likelihood estimation of the Dirichlet parameters on high-dimensional data

    Marco Giordan and Ron Wehrens

    Abstract: Likelihood estimates of the Dirichlet distribution parameters can be obtained only through numerical algorithms. Such algorithms can provide estimates outside the correct range for the parameters and/or can require a large amount of iterations to reach convergence. These problems can be aggravated if good starting values are not provided. In this paper we discuss several approaches that can partially avoid these problems providing a good trade-off between efficiency and stability. The performances of these approaches are compared on high-dimensional real and simulated data.

    Keywords: Levenberg-Marquardt algorithm, re-parametrization, starting values, metabolomics data.

    Pages: 109–126

    DOI: 10.2436/20.8080.02.23

  • The exponentiated discrete Weibull distribution

    Vahid Nekoukhou and Hamid Bidram

    Abstract: In this paper, the exponentiated discrete Weibull distribution is introduced. This new generalization of the discrete Weibull distribution can also be considered as a discrete analogue of the exponentiated Weibull distribution. A special case of this exponentiated discrete Weibull distribution defines a new generalization of the discrete Rayleigh distribution for the first time in the literature. In addition, discrete generalized exponential and geometric distributions are some special sub-models of the new distribution. Here, some basic distributional properties, moments, and order statistics of this new discrete distribution are studied. We will see that the hazard rate function can be in- creasing, decreasing, bathtub, and upside-down bathtub shaped. Estimation of the parameters is illustrated using the maximum likelihood method. The model with a real data set is also examined.

    Keywords: Discrete generalized exponential distribution, exponentiated discrete Weibull distribution, exponentiated Weibull distribution, geometric distribution, infinite divisibility, order statistics, resilience parameter family, stress-strength parameter.

    Pages: 127–146

    DOI: 10.2436/20.8080.02.24

Volume 38, number 2 (July–December 2014)

Volume 38, number 1 (January–June 2014)

Volume 37, number 2 (July–December 2013)

Volume 37, number 1 (January–June 2013)

Volume 36, number 2 (July–December 2012)

Volume 36, number 1 (January–June 2012)

Volume 35, number 2 (July–December 2011)

Special issue: Privacy in statistical databases. September 2011

Volume 35, number 1 (January–June 2011)

Volume 34, number 2 (July–December 2010)

Volume 34, number 1 (January–June 2010)

Volume 33, number 2 (July–December 2009)

Special issue. 30 years of Qüestiió-SORT (1977–2007) and Centenari del naixement de Joaquim Torrens-Ibern (December 2009)

Volume 33, number 1 (January–June 2009)

Volume 32, number 2 (July–December 2008)

Volume 32, number 1 (January–June 2008)

Volume 31, number 2 (July–December 2007)

Volume 31, number 1 (January–June 2007)

Special issue. Albert Prat in memoriam (April 2006)

Volume 30, number 2 (July–December 2006)

Volume 30, number 1 (January–June 2006)

Volume 29, number 2 (July–December 2005)

Volume 29, number 1 (January–June 2005)

Volume 28, number 2 (July–December 2004)

Volume 28, number 1 (January–June 2004)

Volume 27, number 2 (July–December 2003)

Volume 27, number 1 (January–June 2003)