Abstract: This research provides a technical account of
estimating Transition Probability using Time-homogeneous Markov
Jump Process applying by South African HIV/AIDS data from the
Statistics South Africa. It employs Maximum Likelihood Estimator
(MLE) model to explore the possible influence of Transition
Probability of mortality cases in which case the data was based on
actual Statistics South Africa. This was conducted via an integrated
demographic and epidemiological model of South African HIV/AIDS
epidemic. The model was fitted to age-specific HIV prevalence data
and recorded death data using MLE model. Though the previous
model results suggest HIV in South Africa has declined and AIDS
mortality rates have declined since 2002 – 2013, in contrast, our
results differ evidently with the generally accepted HIV models
(Spectrum/EPP and ASSA2008) in South Africa. However, there is
the need for supplementary research to be conducted to enhance the
demographic parameters in the model and as well apply it to each of
the nine (9) provinces of South Africa.
Abstract: We consider n individuals described by p standardized variables, represented by points of the surface of the unit hypersphere Sn-1. For a previous choice of n individuals we suppose that the set of observables variables comes from a mixture of bipolar Watson distribution defined on the hypersphere. EM and Dynamic Clusters algorithms are used for identification of such mixture. We obtain estimates of parameters for each Watson component and then a partition of the set of variables into homogeneous groups of variables. Additionally we will present a factor analysis model where unobservable factors are just the maximum likelihood estimators of Watson directional parameters, exactly the first principal component of data matrix associated to each group previously identified. Such alternative model it will yield us to directly interpretable solutions (simple structure), avoiding factors rotations.
Abstract: The paper deals with the maximum likelihood estimation of the parameters of the Burr type V distribution based on left censored samples. The maximum likelihood estimators (MLE) of the parameters have been derived and the Fisher information matrix for the parameters of the said distribution has been obtained explicitly. The confidence intervals for the parameters have also been discussed. A simulation study has been conducted to investigate the performance of the point and interval estimates.
Abstract: In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.
Abstract: This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.
Abstract: In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.
Abstract: Saddlepoint approximations is one of the tools to obtain
an expressions for densities and distribution functions. We approximate
the densities of the observed gaps between the hypopnea events
using the Huzurbazar saddlepoint approximation. We demonstrate the
density of a maximum likelihood estimator in exponential families.
Abstract: In multi-parameter family of distributions, conditions
for a modified maximum likelihood estimator to be second order
admissible are given. Applying these results to the multi-parameter
logistic regression model, it is shown that the maximum likelihood
estimator is always second order inadmissible. Also, conditions for
the Berkson estimator to be second order admissible are given.
Abstract: In this paper we present a soft timing phase estimation (STPE) method for wireless mobile receivers operating in low signal to noise ratios (SNRs). Discrete Polyphase Matched (DPM) filters, a Log-maximum a posterior probability (MAP) and/or a Soft-output Viterbi algorithm (SOVA) are combined to derive a new timing recovery (TR) scheme. We apply this scheme to wireless cellular communication system model that comprises of a raised cosine filter (RCF), a bit-interleaved turbo-coded multi-level modulation (BITMM) scheme and the channel is assumed to be memory-less. Furthermore, no clock signals are transmitted to the receiver contrary to the classical data aided (DA) models. This new model ensures that both the bandwidth and power of the communication system is conserved. However, the computational complexity of ideal turbo synchronization is increased by 50%. Several simulation tests on bit error rate (BER) and block error rate (BLER) versus low SNR reveal that the proposed iterative soft timing recovery (ISTR) scheme outperforms the conventional schemes.