Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In mos...Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.展开更多
Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. Th...Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.展开更多
This paper discusses the estimation of parameters in the zero-inflated Poisson (ZIP) model by the method of moments. The method of moments estimators (MMEs) are analytically compared with the maximum likelihood estima...This paper discusses the estimation of parameters in the zero-inflated Poisson (ZIP) model by the method of moments. The method of moments estimators (MMEs) are analytically compared with the maximum likelihood estimators (MLEs). The results of a modest simulation study are presented.展开更多
Masked data are the system failure data when exact component causing system failure might be unknown.In this paper,the mathematical description of general masked data was presented in software reliability engineering....Masked data are the system failure data when exact component causing system failure might be unknown.In this paper,the mathematical description of general masked data was presented in software reliability engineering.Furthermore,a general maskedbased additive non-homogeneous Poisson process(NHPP) model was considered to analyze component reliability.However,the problem of masked-based additive model lies in the difficulty of estimating parameters.The maximum likelihood estimation procedure was derived to estimate parameters.Finally,a numerical example was given to illustrate the applicability of proposed model,and the immune particle swarm optimization(IPSO) algorithm was used in maximize log-likelihood function.展开更多
The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation st...The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators.展开更多
Various models have been proposed in the literature to study non-negative integer-valued time series. In this paper, we study estimators for the generalized Poisson autoregressive process of order 1, a model developed...Various models have been proposed in the literature to study non-negative integer-valued time series. In this paper, we study estimators for the generalized Poisson autoregressive process of order 1, a model developed by Alzaid and Al-Osh [1]. We compare three estimation methods, the methods of moments, quasi-likelihood and conditional maximum likelihood and study their asymptotic properties. To compare the bias of the estimators in small samples, we perform a simulation study for various parameter values. Using the theory of estimating equations, we obtain expressions for the variance-covariance matrices of those three estimators, and we compare their asymptotic efficiency. Finally, we apply the methods derived in the paper to a real time series.展开更多
In this paper, we consider the simultaneous estimation of the pa rameters (means) of the independent Poisson distribution by using the following loss functions:L0(θ,T)=ni=1(Ti-θi)2, L1(θ,T)=ni=1(Ti-θi)2/θiWe ...In this paper, we consider the simultaneous estimation of the pa rameters (means) of the independent Poisson distribution by using the following loss functions:L0(θ,T)=ni=1(Ti-θi)2, L1(θ,T)=ni=1(Ti-θi)2/θiWe develop an estimator which is better than the maximum likelihood estimator X simultaneously under L0(θ,T) and L1(θ,T). Our estimator possesses substantially smaller risk than the usual estimator X to estimate the param eters (means) of the independent Poisson distribution.展开更多
X-ray pulsar navigation(XPNAV) is an attractive method for autonomous navigation of deep space in the future. Currently, techniques for estimating the phase of X-ray pulsar radiation involve the maximization of the ge...X-ray pulsar navigation(XPNAV) is an attractive method for autonomous navigation of deep space in the future. Currently, techniques for estimating the phase of X-ray pulsar radiation involve the maximization of the general non-convex object functions based on the average profile from the epoch folding method. This results in the suppression of useful information and highly complex computation. In this paper, a new maximum likelihood(ML) phase estimation method that directly utilizes the measured time of arrivals(TOAs) is presented. The X-ray pulsar radiation will be treated as a cyclo-stationary process and the TOAs of the photons in a period will be redefined as a new process, whose probability distribution function is the normalized standard profile of the pulsar. We demonstrate that the new process is equivalent to the generally used Poisson model. Then, the phase estimation problem is recast as a cyclic shift parameter estimation under the ML estimation, and we also put forward a parallel ML estimation method to improve the ML solution. Numerical simulation results show that the estimator described here presents a higher precision and reduces the computational complexity compared with currently used estimators.展开更多
文摘Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.
基金National CNC Special Project,China(No.2010ZX04001-032)the Youth Science and Technology Foundation of Gansu Province,China(No.145RJYA307)
文摘Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.
文摘This paper discusses the estimation of parameters in the zero-inflated Poisson (ZIP) model by the method of moments. The method of moments estimators (MMEs) are analytically compared with the maximum likelihood estimators (MLEs). The results of a modest simulation study are presented.
基金Technology Foundation of Guizhou Province,China(No.QianKeHeJZi[2015]2064)Scientific Research Foundation for Advanced Talents in Guizhou Institue of Technology and Science,China(No.XJGC20150106)Joint Foundation of Guizhou Province,China(No.QianKeHeLHZi[2015]7105)
文摘Masked data are the system failure data when exact component causing system failure might be unknown.In this paper,the mathematical description of general masked data was presented in software reliability engineering.Furthermore,a general maskedbased additive non-homogeneous Poisson process(NHPP) model was considered to analyze component reliability.However,the problem of masked-based additive model lies in the difficulty of estimating parameters.The maximum likelihood estimation procedure was derived to estimate parameters.Finally,a numerical example was given to illustrate the applicability of proposed model,and the immune particle swarm optimization(IPSO) algorithm was used in maximize log-likelihood function.
文摘The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators.
文摘Various models have been proposed in the literature to study non-negative integer-valued time series. In this paper, we study estimators for the generalized Poisson autoregressive process of order 1, a model developed by Alzaid and Al-Osh [1]. We compare three estimation methods, the methods of moments, quasi-likelihood and conditional maximum likelihood and study their asymptotic properties. To compare the bias of the estimators in small samples, we perform a simulation study for various parameter values. Using the theory of estimating equations, we obtain expressions for the variance-covariance matrices of those three estimators, and we compare their asymptotic efficiency. Finally, we apply the methods derived in the paper to a real time series.
文摘In this paper, we consider the simultaneous estimation of the pa rameters (means) of the independent Poisson distribution by using the following loss functions:L0(θ,T)=ni=1(Ti-θi)2, L1(θ,T)=ni=1(Ti-θi)2/θiWe develop an estimator which is better than the maximum likelihood estimator X simultaneously under L0(θ,T) and L1(θ,T). Our estimator possesses substantially smaller risk than the usual estimator X to estimate the param eters (means) of the independent Poisson distribution.
基金Project supported by the National Natural Science Foundation of China(No.61172138)the Fundamental Research Funds for the Central Universities(Nos.K5051302015 and K5051302040)+1 种基金the Natural Science Basic Research Plan in Shaanxi Province of China(No.2013JQ8040)the Research Fund for the Doctoral Program of Higher Education of China(No.20130203120004)
文摘X-ray pulsar navigation(XPNAV) is an attractive method for autonomous navigation of deep space in the future. Currently, techniques for estimating the phase of X-ray pulsar radiation involve the maximization of the general non-convex object functions based on the average profile from the epoch folding method. This results in the suppression of useful information and highly complex computation. In this paper, a new maximum likelihood(ML) phase estimation method that directly utilizes the measured time of arrivals(TOAs) is presented. The X-ray pulsar radiation will be treated as a cyclo-stationary process and the TOAs of the photons in a period will be redefined as a new process, whose probability distribution function is the normalized standard profile of the pulsar. We demonstrate that the new process is equivalent to the generally used Poisson model. Then, the phase estimation problem is recast as a cyclic shift parameter estimation under the ML estimation, and we also put forward a parallel ML estimation method to improve the ML solution. Numerical simulation results show that the estimator described here presents a higher precision and reduces the computational complexity compared with currently used estimators.
