@article{ author = {Yar, H. and Nikooravesh, Z.}, title = {Taylor Expansion for the Entropy Rate of Hidden Markov Chains}, abstract ={We study the entropy rate of a hidden Markov process, defined by observing the output of a symmetric channel whose input is a first order Markov process. Although this definition is very simple, obtaining the exact amount of entropy rate in calculation is an open problem. We introduce some probability matrices based on Markov chain's and channel's parameters. Then, we try to obtain an estimate for the entropy rate of hidden Markov chain by matrix algebra and its spectral representation. To do so, we use the Taylor expansion, and calculate some estimates for the first and the second terms, for the entropy rate of the hidden Markov process and its binary version, respectively. For small varepsilon (channel's parameter), the entropy rate has o(varepsilon^2), as a maximum error, when it is calculated by the first term of Taylor expansion and it has  o(varepsilon^3) , as a maximum error, when it is calculated by the second term.}, Keywords = {Entropy rate, hidden Markov process, Taylor approximation, spectral representation}, volume = {7}, Number = {2}, pages = {103-120}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.2.103}, url = {http://jsri.srtc.ac.ir/article-1-92-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-92-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Bhushan, Shashi and Pandey, Arvi}, title = {Modified Sampling Strategies Using Correlation Coefficient for Estimating Population Mean}, abstract ={This paper proposes two sampling strategies based on the modified ratio estimator using the population mean of auxiliary variable and population correlation coefficient between the study variable and the auxiliary variable by Singh and Tailor (2003) for estimating the population mean (total) of the study variable in a finite population. A comparative study is made with usual sampling strategies and some concluding remarks are given. Finally, an empirical study is included as an illustration which shows that the proposed sampling strategies are better than Singh and Tailor estimator both in terms of unbiasedness and lesser mean square error.}, Keywords = {Ratio estimator, unbiasedness, mean square error, range prior information}, volume = {7}, Number = {2}, pages = {121-132}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.2.121}, url = {http://jsri.srtc.ac.ir/article-1-88-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-88-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Ateya, F.}, title = {Bayesian Prediction Intervals under Bivariate Truncated Generalized Cauchy Distribution}, abstract ={Ateya and Madhagi (2011) introduced a multivariate form of truncated generalized Cauchy distribution (TGCD), which introduced by Ateya and Al-Hussaini (2007). The multivariate version of (TGCD) is denoted by (MVTGCD). Among the features of this form are that subvectors and conditional subvectors of random vectors, distributed according to this distribution, have the same form of distribution (MVTGCD). They also introduced the joint density function, conditional density function, moment generating function and mixed moments. Also, they estimated all parameters of the distribution using the maximum likelihood and Bayes methods. In this paper, we used the point of view, introduced by Al-Hussaini and Ateya (2010), to obtain the Highest Posterior Density (HPD) prediction intervals of future observations from bivariate truncated generalized Cauchy distribution (BVTGCD).}, Keywords = {Bayesian prediction intervals, highest posterior density (HPD) prediction intervals, generalized Cauchy distribution, moment generating function, mixed moments.}, volume = {7}, Number = {2}, pages = {133-154}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.2.133}, url = {http://jsri.srtc.ac.ir/article-1-87-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-87-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Jafari, Habib}, title = {On Rank-Ordered Nested Multinomial Logit Model and D-Optimal Design for this Model}, abstract ={In contrast to the classical discrete choice experiment, the respondent in a rank-order discrete choice experiment, is asked to rank a number of alternatives instead of the preferred one. In this paper, we study the information matrix of a rank order nested multinomial logit model (RO.NMNL) and introduce local D-optimality criterion, then we obtain Locally D-optimal design for RO.NMNL models in the discrete choice experiment.}, Keywords = {Discrete choice, choice set, information matrix, D-Optimal criterion, locally D-Optimal design.}, volume = {7}, Number = {2}, pages = {155-186}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.2.155}, url = {http://jsri.srtc.ac.ir/article-1-89-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-89-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Singh, P. and Rathour, Anj}, title = {A Study on the Class of Chain Ratio–type Estimators}, abstract ={ This paper considers the problem of estimating the population mean Ybar of the study variate Y using information on different parameters such as population mean $(bar{X})$, coefficient of variation $(C_x)$, kurtosis  $beta_{2(x)}$, standard deviation $(S_x)$ of the auxiliary variate x and on the correlation coefficient, $rho$, between the study variate $Y$ and the auxiliary variate $x$ through transformation. A class of estimators on the lines of Kadilar and Cingi (2003) has been defined and its properties are studied to the first degree of approximation. It has been shown that the proposed class of estimators is better than usual unbiased estimator $bar{Y}$, ratio estimator $bar{Y}_R$, ratio-type estimator $t_R$ and Kadilar and Cingi (2003) estimator $bar{Y}_{CR}$ under some realistic conditions. Numerical illustration is given in support of the present study.}, Keywords = {Study variate, auxiliary variate, simple random sampling, ratio estimator, Chain ratio-type estimator.}, volume = {7}, Number = {2}, pages = {187-200}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.2.187}, url = {http://jsri.srtc.ac.ir/article-1-91-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-91-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Kumar, Devendr}, title = {Recurrence Relations for Single and Product Moments of Generalized Order Statistics from pth Order Exponential Distribution and its Characterization}, abstract ={In this paper, we establish some recurrence relations for single and product moments of generalized order statistics from pth order exponential distribution. Further the results are deduced for the recurrence relations of record values and ordinary order statistics and using a recurrence relation for single moments we obtain characterization of pth order exponential distribution.}, Keywords = {Generalized order statistics, order statistics, record values, single moment, product moment, recurrence relations, pth order exponential distribution, characterization.}, volume = {7}, Number = {2}, pages = {201-212}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.2.201}, url = {http://jsri.srtc.ac.ir/article-1-90-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-90-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Aminghafari, Mina and Roosta, Shokoufeh}, title = {Using Wavelets and Splines to Forecast Non-Stationary Time Series}, abstract ={ This paper deals with a short term forecasting non-stationary time series using wavelets and splines. Wavelets can decompose the series as the sum of two low and high frequency components. Aminghafari and Poggi (2007) proposed to predict high frequency component by wavelets and extrapolate low frequency component by local polynomial fitting. We propose to forecast non-stationary process using splines based on this procedure. This method is applied to forecast simulated data and electricity load consumption of two regions. Result of the study show, the proposed method performance is better than the local polynomial fitting.}, Keywords = {. This paper deals with a short term forecasting non-stationary time series using wavelets and splines. Wavelets can decompose the series as the sum of two low and high frequency components. Aminghafari and Poggi (2007) proposed to predict high frequency}, volume = {7}, Number = {2}, pages = {213-222}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.2.213}, url = {http://jsri.srtc.ac.ir/article-1-86-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-86-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {KhanjariSadegh, Mohammad and Tavasolian, Tahere}, title = {A Note on the Comparisons among Coherent Systems}, abstract ={ Using the concept of system signature introduced by Samaniego (1985), Kochar et al. (1999) compared the lifetimes of the systems in which the lifetimes of the components are independent and identically distributed (i.i.d.) random variables. Their results are extended to the systems with exchangeable components by Navarro et al. (2005). This paper gives some alternative proofs to obtain their results. Particularly in view of the hazard rate ordering, we compare two systems with different structures and components, which extends Theorem 8 in Navarro et al. (2005). We also compare two systems with different structures and components in view of the likelihood ratio ordering. Some illustrative examples are mentioned.}, Keywords = {Coherent systems, stochastic ordering, hazard rate ordering, likelihood ratio ordering, signatures}, volume = {7}, Number = {1}, pages = {1-10}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.1.1}, url = {http://jsri.srtc.ac.ir/article-1-98-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-98-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2010} } @article{ author = {Olapade, K.}, title = {On the Distribution Functions of the Range and Quasi-range for the Extended Type I Generalized Logistic Distribution}, abstract ={In this paper, we obtain the distribution functions of the range and the quasi-range of the random variables arising from the extended type I generalized logistic distribution.}, Keywords = {Extended type I generalized logistic distribution, order statistics, Quasi range and range}, volume = {7}, Number = {1}, pages = {11-20}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.1.11}, url = {http://jsri.srtc.ac.ir/article-1-93-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-93-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2010} } @article{ author = {Golalizadeh, Mous}, title = {A Useful Family of Stochastic Processes for Modeling Shape Diffusions}, abstract ={ One of the new area of research emerging in the field of statistics is the shape analysis. Shape is defined as all the geometrical information of an object whose location, scale and orientation is not of interest. Diffusion in shape analysis can be studied via either perturbation of the key coordinates identifying the initial object or random evolution of the shape itself. Reviewing the first case, we mainly consider the second case and particularly define a new family of diffusion processes. It can be used to model diffusion phenomena represented by shape evolution such as cell motion.}, Keywords = {Shape analysis, diffusion processes, shape coordinates, differential geometry,stationary distributions.}, volume = {7}, Number = {1}, pages = {21-36}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.1.21}, url = {http://jsri.srtc.ac.ir/article-1-96-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-96-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2010} } @article{ author = {HabibiRad1, A. and Yousefzadeh, F.}, title = {Analysis of Hybrid Censored Data from the Lognormal Distribution}, abstract ={The mixture of Type I and Type II censoring schemes, called the hybrid censoring. This article presents the statistical inferences on lognormal parameters when the data are hybrid censored. We obtain the maximum likelihood estimators (MLEs) and the approximate maximum likelihood estimators (AMLEs) of the unknown parameters. Asymptotic distributions of the maximum likelihood estimators are used to construct approximate confidence intervals. Monte Carlo simulations are performed to compare the performances of the different methods and one data set is analyzed for illustrative purposes.}, Keywords = {Approximate maximum likelihood estimate, asymptotic distribution, hybrid censoring, maximum likelihood estimate, Monte Carlo simulation}, volume = {7}, Number = {1}, pages = {37-46}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.1.37}, url = {http://jsri.srtc.ac.ir/article-1-95-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-95-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2010} } @article{ author = {MohtashamiBorzadaran, R. and Amini, M.}, title = {Information Measures via Copula Functions}, abstract ={In applications of differential geometry to problems of parametric inference, the notion of divergence is often used to measure the separation between two parametric densities. Among them, in this paper, we will verify measures such as Kullback-Leibler information, J-divergence, Hellinger distance, -Divergence, … and so on. Properties and results related to distance between probability distributions derived via copula functions. Some inequalities are obtained in view of the dependence and information measures.}, Keywords = {Information measures, Fisher information, Kullback-Leibler information, Hellinger distance, α-divergence}, volume = {7}, Number = {1}, pages = {47-60}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.1.47}, url = {http://jsri.srtc.ac.ir/article-1-97-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-97-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2010} } @article{ author = {Bahrami, Wahab and Rangin, Hojat and Rangin, Kauomars}, title = {A Two-parameter Generalized Skew-Cauchy Distribution}, abstract ={In this paper, we discuss a new generalization of univariate skew-Cauchy distribution with two parameters, we denoted this by GSC(&lambda1, &lambda2), that it has more flexible than the skew-Cauchy distribution (denoted by SC(&lambda)), introduced by Behboodian et al. (2006). Furthermore, we establish some useful properties of this distribution and by two numerical example, show that GSC(&lambda1, &lambda2) can fits the data better than SC(&lambda).}, Keywords = {Generalized skew-Cauchy, generalized skew-normal, skew-Cauchy and skew-normal distributions}, volume = {7}, Number = {1}, pages = {61-72}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.1.61}, url = {http://jsri.srtc.ac.ir/article-1-94-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-94-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2010} } @article{ author = {Nematollahi, N. and NaserEsfahani, M.}, title = {Estimation of Lower Bounded Scale Parameter of Rescaled F-distribution under Entropy Loss Function}, abstract ={We consider the problem of estimating the scale parameter &beta of a rescaled F-distribution when &beta has a lower bounded constraint of the form &beta&gea, under the entropy loss function. An admissible minimax estimator of the scale parameter &beta, which is the pointwise limit of a sequence of Bayes estimators, is given. Also in the class of truncated linear estimators, the admissible estimators and the only minimax estimator of &beta are obtained.}, Keywords = {Admissibility, entropy loss function, F-distribution, minimax estimation, restricted parameter space}, volume = {7}, Number = {1}, pages = {73-87}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.7.1.73}, url = {http://jsri.srtc.ac.ir/article-1-99-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-99-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2010} }