Volume 15, Issue 1 (2019) | Journal of Mathematics and Statistics

A New Extension of the Lomax Distribution with Statistical Properties and Applications to Failure and Service Times Data Sets

Mohamed K.A. Refaie — 2019-02-02

Journal of Mathematics and Statistics, Published online: 2 February 2019; doi:10.3844/jmssp.2019.1.11

In this work, we introduce and study a new alternative Lomax model. The maximum likelihood method is used to estimate the unknown model parameters. We show empirically the importance and wide flexibil...

Statistical Size and Power of Eight Normality Tests in Presence of GARCH (1 1) Errors

Julio César Alonso — 2019-02-11

Journal of Mathematics and Statistics, Published online: 11 February 2019; doi:10.3844/jmssp.2019.12.21

In this work, we assess the power and size of eight normality tests underthe assumption that errors follow a GARCH (1, 1) process by using MonteCarlo simulations. Four results stand out. First, the pr...

Subset ARMA Model Identification for Monthly Electricity Consumption Data

Amaal El Sayed Abd El Ghany Mubarak — 2019-03-08

Journal of Mathematics and Statistics, Published online: 8 March 2019; doi:10.3844/jmssp.2019.22.29

Subset models can always be highly influential in series analysis, particularly when the data demonstrate a sort of form in periodic behavior with miscellaneous natural period's ranges, specifically; ...

A New Inverse Weibull Distribution: Properties and Applications

Mona Mustafa Elbiely — 2019-03-25

Journal of Mathematics and Statistics, Published online: 25 March 2019; doi:10.3844/jmssp.2019.30.43

In this work, we introduce a new flexible extension of the Inverse Weibull distribution. Some important mathematical properties of the proposed model are derived along with a numerical analysis of mea...

A Test on the Multivariate Behrens–Fisher Problem in High–Dimensional Data by Block Covariance Estimation

Paranut Sukcharoen — 2019-04-02

Journal of Mathematics and Statistics, Published online: 2 April 2019; doi:10.3844/jmssp.2019.44.54

In this paper, we proposed a new testing statistic for testing the equality of mean vectors from two multivariate normal populations when the covariance matrices are unknown and unequal in high–dime...

Comparing the Diagnostics Accuracy of CD4+ T-Lymphocyte Count and Percent as a Surrogate Markers of Pediatric HIV Disease

Musie Ghebremichael — 2019-04-03

Journal of Mathematics and Statistics, Published online: 3 April 2019; doi:10.3844/jmssp.2019.55.64

The percentage CD4+ T-lymphocytes is used to monitor pediatric HIV disease. However, in resource-limited settings, enumerating the percentage of CD4+ T-lymphocytes is hampered by the lack of laborator...

Modification on PPS Sample Scheme with Replacement

Ayed R.A. Alanzi — 2019-06-19

Journal of Mathematics and Statistics, Published online: 19 June 2019; doi:10.3844/jmssp.2019.65.69

In this paper we have developed an alternative estimator for the Probability Proportional to Size (PPS) with replacement sampling scheme when certain characteristics under study are positively correla...

The Statistical Examination of Winning and Succeeding in Sports

Elisee Joseph — 2019-04-26

Journal of Mathematics and Statistics, Published online: 26 April 2019; doi:10.3844/jmssp.2019.70.78

Certain statistical strategies that cater to a particular team's style of play can enable a team to establish a competitive advantage in a sporting event. The purpose of this paper is to cultivate a l...

S-Numbers of Weighted Shift Operators on P-Summable Formal Entire Functions of M-Variables

Nashat Faried — 2019-05-03

Journal of Mathematics and Statistics, Published online: 3 May 2019; doi:10.3844/jmssp.2019.79.85

The idea of multiplying a formal Taylor power series by z to make a right shift operator on the space of all square summable sequences of real numbers was due to A.L. Shield. In this work, we consider...

E-Saddle Point Criteria for E-differentiable Vector Optimization Problems with Inequality and Equality Constraints

Tadeusz Antczak — 2019-05-11

Journal of Mathematics and Statistics, Published online: 11 May 2019; doi:10.3844/jmssp.2019.86.98

n this study, the class of E-differentiable vector optimization problems with both inequality and equality constraints is considered. For such (not necessarily) differentiable multicriteria optimizati...

Residual Analysis for Auto-Correlated Econometric Model

Habib Ahmed Elsayir — 2019-06-01

Journal of Mathematics and Statistics, Published online: 1 June 2019; doi:10.3844/jmssp.2019.99.111

The aim of this article is to provide residual analysis for a time series data of Gross Domestic Product (GDP) of the Sudan. An econometric time series model with macroeconomic variables is conducted ...

Double Weighted Integrals Identities of Montgomery for Differentiable Function of Higher Order

Asif R. Khan — 2019-06-24

Journal of Mathematics and Statistics, Published online: 24 June 2019; doi:10.3844/jmssp.2019.112.121

We provide double weighted integrals identities of Montgomery for differentiable function of higher order for two variables and by help of those identities we get generalization of Ostrowski and Grüs...

The Dual Exponentiated Weibull Model

Mona Mustafa Elbiely — 2019-06-29

Journal of Mathematics and Statistics, Published online: 29 June 2019; doi:10.3844/jmssp.2019.122.135

A new lifetime model with various shapes of the hazard rate function for modeling uni-modal and bimodal data sets is introduced and studied along with its statistical properties. Before using the maxi...

A Distribution-Free Bayesian Approach for Indirect Comparisons

Johanna S. van Zyl — 2019-07-03

Journal of Mathematics and Statistics, Published online: 3 July 2019; doi:10.3844/jmssp.2019.136.145

The objective of this paper is to consider an indirect comparison between treatments B and C when each have been compared directly to treatment A in separate studies. Problems of this type are common ...

The Burr X Nadarajah Haghighi Distribution: Statistical Properties and Application to the Exceedances of Flood Peaks Data

Hisham A.H. Elsayed — 2019-07-14

Journal of Mathematics and Statistics, Published online: 14 July 2019; doi:10.3844/jmssp.2019.146.157

In this study, new version from the Nadarajah Haghighi model is proposed. The introduced model has a failure rate function that may change in different directions. Statistical properties of the new de...

Comparative Analysis of the Artificial Neural Networks Options Pricing Model Under Constant and Time-Variant Volatilities

Hanningtone Meshack Simiyu — 2019-07-20

Journal of Mathematics and Statistics, Published online: 20 July 2019; doi:10.3844/jmssp.2019.158.175

Option pricing using artificial neural networks (ANN) model while relaxing the assumption of constant volatility still remains a challenge. The conventional practice for pure ANN models has been to ei...

A Convergence Theorem for Bivariate Exponential Dispersion Models

Lila Ricci — 2019-07-25

Journal of Mathematics and Statistics, Published online: 25 July 2019; doi:10.3844/jmssp.2019.176.184

Multivariate exponential dispersion models (MEDMs) were defined in 2013 by Jørgensen and Martínez. A particular case of MEDM is the bivariate Gamma model; in this article we prove that, under certai...

A Hybrid Artificial Neural Network Model for Option Pricing

Hanningtone Meshack Simiyu — 2019-08-08

Journal of Mathematics and Statistics, Published online: 8 August 2019; doi:10.3844/jmssp.2019.185.195

In the absence of a well-defined input selection technique associated with the pure ANN models, Option pricing using pure ANN models while relaxing the assumption of constant volatility remains a chal...

Statistical Inference on a Black-Scholes Model with Jumps. Application in Hydrology

J. Cesars — 2019-07-24

Journal of Mathematics and Statistics, Published online: 24 July 2019; doi:10.3844/jmssp.2019.196.200

We consider a Stochastic Differential Equation (SDE) driven by a Wiener process and a Poisson measure. This latter measure is associated with a sequence of identically distributed jump amplitudes. Pro...

A Note on “The Homotopy Category is a Homotopy Category”

Afework Solomon — 2019-08-27

Journal of Mathematics and Statistics, Published online: 27 August 2019; doi:10.3844/jmssp.2019.201.207

In his paper with the title, “The Homotopy Category is a Homotopy Category”, Arne Strøm shows that the category Top of topo- logical spaces satisfies the axioms of an abstract homotopy category i...

Functional Non-Inferiority Hypothesis Testing for Longitudinal Data

Arsène Brunelle Sandie — 2019-08-29

Journal of Mathematics and Statistics, Published online: 29 August 2019; doi:10.3844/jmssp.2019.208.217

The study pattern of non-inferiority trials is increasingly used to show the non-inferiority of new health intervention. Although in such studies the data are longitudinally collected (data held over ...

Cost-based Reweighting for Principal L_q Support Vector Machines for Sufficient Dimension Reduction

Andreas Artemiou — 2019-09-05

Journal of Mathematics and Statistics, Published online: 5 September 2019; doi:10.3844/jmssp.2019.218.224

In this work we try to address the imbalance of the number of points which naturally occurs when slicing the response in Sufficient Dimension Reduction methods (SDR). Specifically, some recently propo...

A Complex Multi-State System with Vacations in the Repair

Juan Eloy Ruiz-Castro — 2019-09-05

Journal of Mathematics and Statistics, Published online: 5 September 2019; doi:10.3844/jmssp.2019.225.232

A complex multi-state system subject to wear failure and given preventive maintenance is considered. Various internal levels of degradation are assumed. The repair facility is composed of a repairpers...

Model Comparison for the Prediction of Stock Prices in the NYSE

Victoria Switlyk — 2019-09-26

Journal of Mathematics and Statistics, Published online: 26 September 2019; doi:10.3844/jmssp.2019.233.249

The stock market is an integral part of investments as well as the economy. The prediction of stock prices is an exciting and challenging problem that has been considered by many due to the complexity...

Poisson Quasi-Maximum Likelihood Estimator-based CUSUM Test for Integer-Valued Time Series

Sangyeol Lee — 2019-10-01

Journal of Mathematics and Statistics, Published online: 1 October 2019; doi:10.3844/jmssp.2019.250.258

This study considers the parameter change test for integer-valued time series models based on the Poisson quasi-maximum likelihood estimates. As a change point test, we consider the score vector-based...

Estimation and Reliability for a Special Type of Semi-Markov Process

Vlad Stefan Barbu — 2019-10-20

Journal of Mathematics and Statistics, Published online: 20 October 2019; doi:10.3844/jmssp.2019.259.272

This work deals with multi-state systems modelled by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to ...

Adjusted Transformation Methods for Reproduction Quality Control

Emmanouil-Nektarios Kalligeris — 2019-10-22

Journal of Mathematics and Statistics, Published online: 22 October 2019; doi:10.3844/jmssp.2019.273.279

n this paper we introduce adjusted transformation methods for off-line quality control. The proposed methods result in proper performance measures for the determination of the controllable factors tha...

On the Sensitivity of a Dynamic Measure of Financial Inequality

Guglielmo D’Amico — 2019-10-25

Journal of Mathematics and Statistics, Published online: 25 October 2019; doi:10.3844/jmssp.2019.280.297

In the present work, we investigate the sensitivity of the dynamic Theil index computed under a Markov reward model with respect to structured perturbations affecting the underlying Markov process. Th...

Explaining the Generalized Cross-Validation on Linear Models

Lucas Monteiro Chaves — 2019-10-25

Journal of Mathematics and Statistics, Published online: 25 October 2019; doi:10.3844/jmssp.2019.298.307

Cross-Validation is a model validation method widely used by the scientific community. The Generalized Cross-Validation (GCV) is an invariant version of the usual Cross-Validation method. This general...

Constructing Gibbs Measure in a Rigorous Way

Farida Kachapova — 2019-10-29

Journal of Mathematics and Statistics, Published online: 29 October 2019; doi:10.3844/jmssp.2019.308.322

Equilibrium statistical mechanics studies mathematical models for physical systems with many particles interacting with an external force and with one another. In this paper we describe an interaction...

Fuzzy Bernstein-Stancu Operator of Rough I-Core of Triple Sequences

Ayhan Esi — 2019-12-17

Journal of Mathematics and Statistics, Published online: 17 December 2019; doi:10.3844/jmssp.2019.323.332

Density Power Downweighting and Robust Inference: Some New Strategies

Saptarshi Roy — 2019-12-08

Journal of Mathematics and Statistics, Published online: 8 December 2019; doi:10.3844/jmssp.2019.333.353

Preserving the robustness of the procedure has, at the present time, become almost a default requirement for statistical data analysis. Since efficiency at the model and robustness under misspecificat...

Survival Analysis of Data of HIV Infected Persons Receiving Antiretroviral Therapy Using a Model-Based Binary Tree Approach

Simon Tiendrébéogo — 2019-12-24

Journal of Mathematics and Statistics, Published online: 24 December 2019; doi:10.3844/jmssp.2019.354.365

Discrete-time approach is used in survival data analysis when only the time interval in which the event of interest has occurred is known or when this event occurs in a discrete - time scale. The work...