• Title/Summary/Keyword: Binomial random variable

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RECURRENCE RELATIONS FOR HIGHER ORDER MOMENTS OF A COMPOUND BINOMIAL RANDOM VARIABLE

  • Kim, Donghyun;Kim, Yoora
    • East Asian mathematical journal
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    • v.34 no.1
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    • pp.59-67
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    • 2018
  • We present new recurrence formulas for the raw and central moments of a compound binomial random variable. Our approach involves relating two compound binomial random variables that have parameters with a difference of 1 for the number of trials, but which have the same parameters for the success probability for each trial. As a consequence of our recursions, the raw and central moments of a binomial random variable are obtained in a recursive manner without the use of Stirling numbers.

Estimating reliability in discrete distributions

  • Moon, Yeung-Gil;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.4
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    • pp.811-817
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    • 2011
  • We shall introduce a general probability mass function which includes several discrete probability mass functions. Especially, when the random variable X is Poisson, binomial, and negative binomial random variables as some special cases of the introduced distribution, the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE) of the probability P(X ${\leq}$ t) are considered. And the efficiencies of the MLE and the UMVUE of the reliability ar compared each other.

On Some Distributions Generated by Riff-Shuffle Sampling

  • Son M.S.;Hamdy H.I.
    • International Journal of Contents
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    • v.2 no.2
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    • pp.17-24
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    • 2006
  • The work presented in this paper is divided into two parts. The first part presents finite urn problems which generate truncated negative binomial random variables. Some combinatorial identities that arose from the negative binomial sampling and truncated negative binomial sampling are established. These identities are constructed and serve important roles when we deal with these distributions and their characteristics. Other important results including cumulants and moments of the distributions are given in somewhat simple forms. Second, the distributions of the maximum of two chi-square variables and the distributions of the maximum correlated F-variables are then derived within the negative binomial sampling scheme. Although multinomial theory applied to order statistics and standard transformation techniques can be used to derive these distributions, the negative binomial sampling approach provides more information and deeper insight regarding the nature of the relationship between the sampling vehicle and the probability distributions of these functions of chi-square variables. We also provide an algorithm to compute the percentage points of these distributions. We supplement our findings with exact simple computational methods where no interpolations are involved.

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Effects on Regression Estimates under Misspecified Generalized Linear Mixed Models for Counts Data

  • Jeong, Kwang Mo
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.1037-1047
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    • 2012
  • The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

Weighted zero-inflated Poisson mixed model with an application to Medicaid utilization data

  • Lee, Sang Mee;Karrison, Theodore;Nocon, Robert S.;Huang, Elbert
    • Communications for Statistical Applications and Methods
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    • v.25 no.2
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    • pp.173-184
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    • 2018
  • In medical or public health research, it is common to encounter clustered or longitudinal count data that exhibit excess zeros. For example, health care utilization data often have a multi-modal distribution with excess zeroes as well as a multilevel structure where patients are nested within physicians and hospitals. To analyze this type of data, zero-inflated count models with mixed effects have been developed where a count response variable is assumed to be distributed as a mixture of a Poisson or negative binomial and a distribution with a point mass of zeros that include random effects. However, no study has considered a situation where data are also censored due to the finite nature of the observation period or follow-up. In this paper, we present a weighted version of zero-inflated Poisson model with random effects accounting for variable individual follow-up times. We suggested two different types of weight function. The performance of the proposed model is evaluated and compared to a standard zero-inflated mixed model through simulation studies. This approach is then applied to Medicaid data analysis.

Analysis of Traffic Crash Severity on Freeway Using Hierarchical Binomial Logistic Model (계층 이항 로지스틱모형에 의한 고속도로 교통사고 심각도 분석)

  • Mun, Sung-Ra;Lee, Young-Ihn
    • International Journal of Highway Engineering
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    • v.13 no.4
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    • pp.199-209
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    • 2011
  • In the study of traffic safety, the analysis on factors affecting crash severity and the understanding about their relationship is important to be planning and execute to improve safety of road and traffic facilities. The purpose of this study is to develop a hierarchical binomial logistic model to identify the significant factors affecting fatal injuries and vehicle damages of traffic crashes on freeway. Two models on death and total vehicle damage are developed. The hierarchical structure of response variable is composed of two level, crash-occupant and crash-vehicle. As a result, we have gotten the crash-level random effect from these hierarchical structure as well as the fixed effect of covariates, namely odds ratio. The crash on the main line and in-out section have greater damage than other facilities. Injuries and vehicle damages are severe in case of traffic violations, centerline invasion and speeding. Also, collision crash and fire occurrence is more severe damaged than other crash types. The surrounding environment of surface conditions by climate and visibility conditions by day and night is a significant factor on crash occurrence. On the orher hand, the geometric condition of road isn't.

A Study on the Socio-economic Characteristics of the Angler Population and the Estimation of A Fishing Frequency Function (유어낚시인구의 사회경제학적 특성과 출조빈도함수의 추정에 관한 연구)

  • Park Cheol-Hyung
    • The Journal of Fisheries Business Administration
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    • v.36 no.1 s.67
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    • pp.81-101
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    • 2005
  • This article is to estimate the fishing frequency function in Korean recreational fishery with respect to socio-economic characteristics of anglers. First, the study described the characteristics of the entire angler population on the view points of 9 socio-economic variables. And then, the study divided the total angler population into three groups of in-land, sea, and mixed angler populations in order to investigate the differences in their characteristics. The study could confirm the existence of differences in regions, size of regions, and educational levels between the in - land and the sea angler populations by testing heterogeneity in the frequency table. The fishing frequency function is estimated using Poisson regression model in order to accomodate the count data(non-negative discrete random variable) aspects of the fishing frequency. However, the model specification error is found due to overdispersion of data. The model exhibits the lack of goodness of fit. The negative binomial regression model is adopted to cure the overdispersion of the data as an alternative estimation methodology. Finally, the study can confirm overdispersion does not exist in the model any more and the goodness of fit improved significantly to the reasonable level. The results of estimation of fishing frequency population modeled by the negative binomial regression models are following. The three variables of region, sex, and education have effects on the decision making process of fishing frequency in the case of in-land recreation fishery. On the other hand, the three variables of sex, age, and marriage status do the same job in the case of sea angler population. Among the left-over variables, both income and use of Internet variables now affect on the process in mixed angler population. Finally, the results of whole angler population show that all of the previous variables are proven to be statistically significant due to the summation of data with all three sub-groups of angler population.

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The Binomial Sensitivity Factor Hyper-Geometric Distribution Software Reliability Growth Model for Imperfect Debugging Environment (불완전 디버깅 환경에서의 이항 반응 계수 초기하분포 소프트웨어 신뢰성 성장 모델)

  • Kim, Seong-Hui;Park, Jung-Yang;Park, Jae-Heung
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.4
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    • pp.1103-1111
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    • 2000
  • The hyper-geometric distribution software reliability growth model (HGDM) usually assumes that all the software faults detected are perfectly removed without introducing new faults. However, since new faults can be introduced during the test-and-debug phase, the perfect debugging assumption should be relaxed. In this context, Hou, Kuo and Chang [7] developed a modified HGDM for imperfect debugging environment, assuming tat the learning factor is constant. In this paper we extend the existing imperfect debugging HGDM for tow respects: introduction of random sensitivity factor and allowance of variable learning factor. Then the statistical characteristics of he suggested model are studied and its applications to two real data sets are demonstrated.

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Hyper-Geometric Distribution Software Reliability Growth Model : Generalizatio, Estimation and Prediction (초기하분포 소프트웨어 신뢰성 성장 모델 : 일반화, 추정과 예측)

  • Park, Jung-Yang;Yu, Chang-Yeol;Park, Jae-Hong
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.9
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    • pp.2343-2349
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    • 1999
  • The hyper-geometric distribution software reliability growth model (HGDM) was recently developed and successfully applied to real data sets. The HGDM considers the sensitivity factor as a parameter to be estimated. In order to reflect the random behavior of the test-and-debug process, this paper generalizes the HGDM by assuming that the sensitivity factor is a binomial random variable. Such a generalization enables us to easily understand the statistical characteristics of the HGDM. It is shown that the least squares method produces the identical results for both the HGDM and the generalized HGDM. Methods for computing the maximum likelihood estimates and predicting the future outcomes are also presented.

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