Research ArticleOpen accessIn the keywordsA Study on the Effects of Non-Normality on the Performances of Max-DEWMA Versus SS-DEWMA ChartsTeh Sin Yin, Michael Khoo Boon ChongProblem statement: The called the Sum of Squares Double Exponentially Weighted Moving Average (SS-DEWMA) chart which is effective in detecting shifts in the mean and/or variance is compared with the Max-DEWMA (called the maximum double exponentially weighted moving average) chart. The comparison is based on the assumption that the distribution of the quality characteristic of the process is normal or … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 18 Jan 2012 · 7,188 accessesView PDFCite
Research ArticleOpen accessIn the abstractOptimized XGBoost for Ethereum Fraud Detection: A Cost-Sensitive ApproachSupriya P., Rubah Sheriff, Shreya Padaki et al.In today’s technologically advancing world, many fields from finance to healthcare and education are shifting toward a digital and decentralized format. A significant transformation is underway with the currency of the masses. Blockchain-based cryptocurrencies like Bitcoin and Ethereum allow users to generate fungible tokens anonymously through smart contracts. However, these features also facilitate illicit transactions and cybercrimes like fraud, phishing, … …Journal of Computer Science, Vol. 21, Issue 12 · 10 Jan 2026 · 2,770 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Empirical Study of Robust Modified Recursive Fits of Moving Average ModelsMohamed Ali Ismail, Hend A. Auda, Joe W. McKean, Mahmoud Mohamed SadekThe time-series Moving Average (MA) model is a nonlinear model; see, for example. For traditional Least Squares (LS) fits, there are several algorithms to use for computing its fit. Since the model is nonlinear, Fuller discusses a Newton-type step algorithm. proposed a recursive algorithm based on a sequence of three linear LS regressions. In this study, we robustify Koreisha and … …Journal of Mathematics and Statistics, Vol. 18, Issue 1 · 28 Jul 2022 · 5,859 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Monte Carlo Study of Seven Homogeneity of Variance TestsHoward B. Lee, Gary S. Katz, Alberto F. RestoriProblem statement: The decision by SPSS (now PASW) to use the unmodified Levene test to test homogeneity of variance was questioned. It was compared to six other tests. In total, seven homogeneity of variance tests used in Analysis Of Variance (ANOVA) were compared on robustness and power using Monte Carlo studies. The homogeneity of variance tests were (1) Levene, (2) … …Journal of Mathematics and Statistics, Vol. 6, Issue 3 · 30 Sep 2010 · 8,103 accessesView PDFCite
Research ArticleOpen accessIn the abstractHandling the Dependence of Claim Severities with Copula ModelsYulia Resti, Noriszura Ismail, Saiful Hafizah JaamanProblem statement: Several studies have been carried out on the modeling of claim severity data in actuarial literature as well as in insurance practice. Since it is well established that the claim cost distributions generally have positive support and are positively skewed, the regression models of Gamma and Lognormal have been used by practitioners for modeling claim severities. However, the … …Journal of Mathematics and Statistics, Vol. 6, Issue 2 · 30 Jun 2010 · 7,528 accessesView PDFCite
Research ArticleOpen accessIn the abstractResearch Note: Standard Scores Based on the Median and Inter-quartile RangeJames CarifioRecently when asked to help with statistical analyses of the Medicare Provider Analysis and Review (MEDPar) Data, I encountered a common statistical and analytical problem with this national database, which is also common to many national and health databases. This problem was the problem of extremely skewed distributions (g1 and/or g2 typically exceeding 20), which creates numerous difficulties in comparing … …Journal of Mathematics and Statistics, Vol. 2, Issue 1 · 31 Mar 2006 · 6,840 accessesView PDFCite