@article{ author = {Abbasnejad, M.}, title = {Testing Exponentiality Based on Renyi Entropy of Transformed Data}, abstract ={In this paper, we introduce new tests for exponentiality based on estimators of Renyi entropy of a continuous random variable. We first consider two transformations of the observations which turn the test of exponentiality into one of uniformity and use a corresponding test based on Renyi entropy. Critical values of the test statistics are computed by Monte Carlo simulations. Then, we compare powers of the tests for various alternatives and sample sizes with exponentiality tests based on Kullback-Leibler information proposed by Ebrahimi {et al.} (1992) and Choi {et al.} (2004). Our simulation results show that the proposed tests have higher powers than the competitor tests.}, Keywords = {Entropy, Renyi distance, goodness of fit test, uniformity, spacing}, volume = {8}, Number = {2}, pages = {149-162}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.2.149}, url = {http://jsri.srtc.ac.ir/article-1-73-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-73-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2012} } @article{ author = {Alavi, Mohammad Rez}, title = {On a New Bimodal Normal Family}, abstract ={The unimodal distributions are frequently used in the theorical statistical studies. But in applied statistics, there are many situations in which the unimodal distributions can not be fitted to the data. For example, the distribution of the data outside the control zone in quality control or outlier observations in linear models and time series may require to be a bimodal. These situations, occur when the recorded data have the probability proportional to an increasing function of absolute value of deviations. In this paper a new family of distributions called double normal family of distribution is introduced and characterized. This symmetric family is a subclass of the univariate Kotz type distributions. The normal distribution is a special case of this family. Estimation of location and scale parameters by moment and maximum likelihood methods are given. Some pivotal quantity are introduced. Confidence intervals for some parameters by numerical methods are given.}, Keywords = {Double normal family, standard double normal, confidence interval, point estimation, pivotal quantity.}, volume = {8}, Number = {2}, pages = {163-176}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.2.163}, url = {http://jsri.srtc.ac.ir/article-1-72-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-72-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2012} } @article{ author = {Mousavi, Somayeh and Mohammadzadeh, Mohse}, title = {Spatial-Temporal Trend Modeling for Ozone Concentration in Tehran City}, abstract ={ Fitting a suitable covariance function for the correlation structure of spatial-temporal data requires de-trending the data. In this article, some potential models for spatial-temporal trend are presented. Eventually the best model will be announced for de-trending tropospheric ozone concentration data for the city of Tehran (Capital city of Iran). By using the selected trend model, some features of the covariance function of de-trended data will be specified. }, Keywords = {Spatial-temporal random Field, modeling spatial-temporal trend, dynamic spatial linear model, symmetry, separability, ozone concentration}, volume = {8}, Number = {2}, pages = {177-192}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.2.177}, url = {http://jsri.srtc.ac.ir/article-1-75-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-75-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2012} } @article{ author = {Arefi, A and Razmkhah, M and MohtashamiBorzadaran, R.}, title = {Bayes Estimation for a Simple Step-stress Model with Type-I Censored Data from the Geometric Distribution}, abstract ={This paper focuses on a Bayes inference model for a simple step-stress life test using Type-I censored sample in a discrete set-up. Assuming the failure times at each stress level are geometrically distributed, the Bayes estimation problem of the parameters of interest is investigated in the both of point and interval approaches. To derive the Bayesian point estimators, some various balanced loss functions are used. Furthermore, a simulation study and sensitivity analysis is performed to carry out the performance of the results of the paper. An example is also presented to illustrate the proposed procedure. Finally, some conclusions are stated.}, Keywords = {Balanced loss function, Dirichlet prior distribution, highest posterior density (HPD) intervals, order statistics}, volume = {8}, Number = {2}, pages = {193-214}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.2.193}, url = {http://jsri.srtc.ac.ir/article-1-77-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-77-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2012} } @article{ author = {HabibiRad, A. and Izanlo, M.}, title = {An EM Algorithm for Estimating the Parameters of the Generalized Exponential Distribution under Unified Hybrid Censored Data}, abstract ={The unified hybrid censoring is a mixture of generalized Type-I and Type-II hybrid censoring schemes. This article presents the statistical inferences on Generalized Exponential Distribution parameters when the data are obtained from the unified hybrid censoring scheme. It is observed that the maximum likelihood estimators can not be derived in closed form. The EM algorithm for computing the maximum likelihood estimators is proposed. We calculated the observed Fisher information matrix using the missing information principle which is useful for constructing the asymptotic confidence intervals. Simulations studies are performed to compare the performances of the estimators obtained under different schemes. Finally, a real data set has been analyzed for illustrative purposes.}, Keywords = {EM algorithm, Fisher information matrix, maximum likelihood estimators, unified hybrid censoring}, volume = {8}, Number = {2}, pages = {215-228}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.2.215}, url = {http://jsri.srtc.ac.ir/article-1-74-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-74-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2012} } @article{ author = {Mosaferi, Sepideh and Navvabpour, rez}, title = {A Recommendation for Net Undercount Estimation in Iran Population and Dwelling Censuses}, abstract ={Census counts are subject to different types of nonsampling errors. One of these main errors is coverage error. Undercount and overcount are two types of coverage error. Undercount usually occurs more than the other, thus net undercount estimation is important. There are various methods for estimating the coverage error in censuses. One of these methods is dual system (DS) that usually uses data from the census and a post-enumeration survey (PES). In this paper, the coverage error and necessity of its evaluation, PES design and DS method are explained. Then PES associated approaches and their effects on DS estimation are illustrated and these approaches are compared. Finally, we explain the Statistical Center of Iran method of estimating net undercount in Iran 2006 population and dwelling census and a suggestion will be given for improving net undercount estimation in population and dwelling censuses of Iran.}, Keywords = {Census, coverage error, dual system, net undercount, nonsampling error, post-enumeration survey}, volume = {8}, Number = {2}, pages = {229-251}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.2.229}, url = {http://jsri.srtc.ac.ir/article-1-76-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-76-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2012} } @article{ author = {Behshad, Elham and Mohammadzadeh, Mohse}, title = {Evaluation of Tests for Separability and Symmetry of Spatio-temporal Covariance Function}, abstract ={In recent years, some investigations have been carried out to examine the assumptions like stationarity, symmetry and separability of spatio-temporal covariance function which would considerably simplify fitting a valid covariance model to the data by parametric and nonparametric methods. In this article, assuming a Gaussian random field, we consider the likelihood ratio separability test, a variety of nonparametric and spectral tests of symmetry and also separability of spatio-temporal covariance function. Comparing the tests of symmetry and separability in a level of scenarios, the best ones would be introduced.}, Keywords = {Spatio-temporal data, stationarity, symmetry, stationary, separability}, volume = {8}, Number = {1}, pages = {1-27}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.1.1}, url = {http://jsri.srtc.ac.ir/article-1-82-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-82-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Ashrafi, S. and Asadi, M.}, title = {A Note on the Bivariate Maximum Entropy Modeling}, abstract ={Let X=(X1 ,X2 ) be a continuous random vector. Under the assumption that the marginal distributions of X1 and X2 are given, we develop models for vector X when there is partial information about the dependence structure between X1  and X2. The models which are obtained based on well-known Principle of Maximum Entropy are called the maximum entropy (ME) models. Our results lead to characterization of some well-known bivariate distributions such as Generalized Gumbel, Farlie-Gumbel-Morgenstern and Clayton bivariate distributions. The relationship between ME models and some well known dependence notions are studied. Conditions under which the mixture of bivariate distributions are ME models are also investigated.}, Keywords = {. Fréchet class of distributions, hazard gradient, dependence, total positive of order 2.}, volume = {8}, Number = {1}, pages = {29-48}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.1.29}, url = {http://jsri.srtc.ac.ir/article-1-78-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-78-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Razmkhah, M. and Khatib, B. and Ahmadi, J.}, title = {On Performance of Reconstructed Middle Order Statistics in Exponential Distribution}, abstract ={ In a number of life-testing experiments, there exist situations where the monitoring breaks down for a temporary period of time. In such cases, some parts of the ordered observations, for example the middle ones, are censored and the only outcomes available for analysis consist of the lower and upper order statistics. Therefore, the experimenter may not gain the complete information on failure times for all experimental units. So, the accuracy of some statistical inferences may be decreases. In this paper, the effect of reconstructing missing order statistics on the performance of the maximum likelihood estimator (MLE) of the mean of the exponential distribution is investigated. To illustrate the proposed procedure in the paper, a real example is presented and using a simulation study, it will be shown that the reconstructing missing order statistics improves the estimation of the parameter of interest.}, Keywords = {Fisher information (FI), conditional median (mean) reconstructor, convex combination reconstructor}, volume = {8}, Number = {1}, pages = {49-62}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.1.49}, url = {http://jsri.srtc.ac.ir/article-1-83-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-83-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Rasekh, Abdolrahman and Imami, Hadi}, title = {Instability of the Determinants of Birth Intervals in Ahvaz-Iran: A Structural Change Modelling Approach}, abstract ={Birth interval is one of the major determinants of the fertility rate. In this paper structural change approach is used to study the instabilities in the effects of different socio-economic factors on birth intervals of children with respect to couple's years of marriage factor in Ahvaz-Iran. A class of M-fluctuation tests for parameter instability is used and based on these tests different evidences of instability including the years of change and factors which changed are estimated and identified. The data analysed come from a sample of women referred to "Health and Medical Centres'' during October and November 2002.}, Keywords = {Birth intervals, change point, fluctuation test, mortality}, volume = {8}, Number = {1}, pages = {63-84}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.1.63}, url = {http://jsri.srtc.ac.ir/article-1-84-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-84-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Farbod, Davoo}, title = {M-estimators as GMM for Stable Laws Discretizations}, abstract ={This paper is devoted to "Some Discrete Distributions Generated by Standard Stable Densities" (in short, Discrete Stable Densities). The large-sample properties of M-estimators as obtained by the "Generalized Method of Moments" (GMM) are discussed for such distributions. Some corollaries are proposed. Moreover, using the respective results we demonstrate the large-sample properties for a parametric function.}, Keywords = {Discrete stable densities, M-estimators as obtained by the GMM.}, volume = {8}, Number = {1}, pages = {85-96}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.1.85}, url = {http://jsri.srtc.ac.ir/article-1-79-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-79-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Yari, H. and Nikooravesh, Z.}, title = {Relative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain}, abstract ={ In this paper we study the relative entropy rate between a homogeneous Markov chain and a hidden Markov chain defined by observing the output of a discrete stochastic channel whose input is the finite state space homogeneous stationary Markov chain. For this purpose, we obtain the relative entropy between two finite subsequences of above mentioned chains with the help of the definition of relative entropy between two random variables then we define the relative entropy rate between these stochastic processes and study the convergence of it.}, Keywords = {Relative entropy rate, stochastic channel, Markov chain, hidden Markov chain}, volume = {8}, Number = {1}, pages = {97-110}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.1.97}, url = {http://jsri.srtc.ac.ir/article-1-85-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-85-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} } @article{ author = {Hosseini-nasab, E. and Kheirollahzadeh, N.}, title = {Estimation of Climate Zone Effects on Iranian Temperature, Humidity, and Precipitation using Functional Analysis of Covariance}, abstract ={Functional Data Analysis (FDA) has recently made considerable progress because of easier access to the data that are essentially in the form of curves. Although functional modeling of Iranian precipitation based on temperature or humidity was done before, here we use functional analysis of variance and covariance to analyze the weather data collected randomly from Iranian weather stations in 2010. Using a functional linear model in which the covariate (climate zones) and response variable (temperature or humidity) are functions, we estimate the coefficients via functional analysis of variance. As a result, we can determine how much of temperature or humidity variation in the weather stations is affected by the geographic areas. Using a functional analysis of covariance, we can also investigate that how much of the precipitation variation, can be expressed by the temperature residual effects or humidity residual effects (temperature or humidity effects after eliminating the climate impacts) and the corresponding climate effects.}, Keywords = {Functional data analysis, functional linear model, functional analysis of variance, functional analysis of covariance, climate zone effects.}, volume = {8}, Number = {1}, pages = {111-133}, publisher = {Statistical Research and Training Center - Statistical Centre of Iran}, doi = {10.18869/acadpub.jsri.8.1.111}, url = {http://jsri.srtc.ac.ir/article-1-81-en.html}, eprint = {http://jsri.srtc.ac.ir/article-1-81-en.pdf}, journal = {Journal of Statistical Research of Iran JSRI}, issn = {2538-5771}, eissn = {2538-5763}, year = {2011} }