Search results for "probability"
showing 10 items of 3417 documents
Centile estimation for a proportion response variable
2015
This paper introduces two general models for computing centiles when the response variable Y can take values between 0 and 1, inclusive of 0 or 1. The models developed are more flexible alternatives to the beta inflated distribution. The first proposed model employs a flexible four parameter logit skew Student t (logitSST) distribution to model the response variable Y on the unit interval (0, 1), excluding 0 and 1. This model is then extended to the inflated logitSST distribution for Y on the unit interval, including 1. The second model developed in this paper is a generalised Tobit model for Y on the unit interval, including 1. Applying these two models to (1-Y) rather than Y enables model…
Estimation of the Combined Effects of Ageing and Seasonality on Mortality Risk: An Application to Spain
2021
Abstract Despite the overwhelming evidence that shows the persistence of intra-annual variations on demographic events (deaths, birth dates and migration flows), life tables are computed and provided on an annual basis. This paper develops a new estimator for estimating sub-annual death rates that, considering the exact moment of occurrence (exact age and day) of events, concurrently accounts for ageing and calendar fluctuations. This paper also shows how modelling the intra-annual variations of death rates, through specific seasonal–ageing indexes, can be used as a tool for constructing new sub-annual tables from annual tables. This new methodology is exemplified using a real database of S…
Model-Assisted Estimation Through Random Forests in Finite Population Sampling
2021
In surveys, the interest lies in estimating finite population parameters such as population totals and means. In most surveys, some auxiliary information is available at the estimation stage. This information may be incorporated in the estimation procedures to increase their precision. In this article, we use random forests (RFs) to estimate the functional relationship between the survey variable and the auxiliary variables. In recent years, RFs have become attractive as National Statistical Offices have now access to a variety of data sources, potentially exhibiting a large number of observations on a large number of variables. We establish the theoretical properties of model-assisted proc…
Balanced Asymmetrical Nearly Orthogonal Designs for first and second order effect estimation
2006
Abstract A method for constructing asymmetrical (mixed-level) designs, satisfying the balancing and interaction estimability requirements with a number of runs as small as possible, is proposed in this paper. The method, based on a heuristic procedure, uses a new optimality criterion formulated here. The proposed method demonstrates efficiency in terms of searching time and optimality of the attained designs. A complete collection of such asymmetrical designs with two- and three-level factors is available. A technological application is also presented.
A spatial analysis of new business formation: Replicative vs innovative behaviour
2017
Abstract Using spatial econometric tools, the paper examines the spatial structure of new business formation of Italian regions during the period 2004–2007. In particular, the study empirically investigates whether new business formation in a given geographical area may be explained in terms of replicative and/or innovative entrepreneurial behaviour in each area as well as in the neighbouring areas. Additionally, the analysis focuses on the influence of urbanization on the birth of new firms. From the estimation of a Spatial Durbin Model, we find a significant degree of spatial dependence among Italian regions not only in new business formation but also in some of its determinants. We also …
Visualizing parameters from loglinear models
2004
This paper presents a graphical display for the parameters resulting from loglinear models. Loglinear models provide a method for analyzing associations between two or several categorical variables and have become widely accepted as a tool for researchers during the last two decades. An important part of the output of any computer program focused on loglinear models is that devoted to estimation of parameters in the model. Traditionally, this output has been presented using tables that indicate the values of the coefficients, the associated standard errors and other related information. Evaluation of these tables can be rather tedious because of the number of values shown as well as their r…
Absolute Risk and Loss-of-Lifetime Estimates for Quantitative Risk Assessment
1998
Quantitative risk assessments in public health settings intend to describe the hazard of a specific exposure in a given population on the basis of epidemiological and/or experimental results. Two different risk quantities, the absolute lifetime excess risk and the loss-of-lifetime, which differ in their definition of hazard, are discussed and compared. For both measures estimation procedures are derived and the relationship between the various estimates which are currently in use are investigated. It is shown that the two most common estimators can be written as special cases of a more general concept. This leads to conclusions about the assumptions on which different estimation procedures …
A Note on Robust Intensity Estimation for Point Processes
1992
A robust intensity estimator based on independent marking is derived. A simulation study is made to convince that the new estimator works also in such cases where the usual estimators based on the distance methods do not work. Some truncated distributions are derived.
A Modification of Stone's Test for Trend for Binary Outcome
1998
STONE (1988) suggested the first isotonic regression estimator as a tool for drawing inferences on possibly increased cancer case counts among several subregions around a putative source. He assumed the case counts to be Poisson distributed and therefore introduced a rare disease assumption into his approach. However, when analyzing cross sectional data one would rather refer to prevalence estimates among these subregions around a point risk source (for example the origin of chemical fallout). Therefore we applied antitonic regression estimation in Binomial distributions to derive a test statistic and a p value to test for a possible trend in the observed prevalence data around the putative…
Large deviations results for subexponential tails, with applications to insurance risk
1996
AbstractConsider a random walk or Lévy process {St} and let τ(u) = inf {t⩾0 : St > u}, P(u)(·) = P(· | τ(u) < ∞). Assuming that the upwards jumps are heavy-tailed, say subexponential (e.g. Pareto, Weibull or lognormal), the asymptotic form of the P(u)-distribution of the process {St} up to time τ(u) is described as u → ∞. Essentially, the results confirm the folklore that level crossing occurs as result of one big jump. Particular sharp conclusions are obtained for downwards skip-free processes like the classical compound Poisson insurance risk process where the formulation is in terms of total variation convergence. The ideas of the proof involve excursions and path decompositions for Mark…