18 resultados para Maximum Likelihood Estimation
Resumo:
For any continuous baseline G distribution [G. M. Cordeiro and M. de Castro, A new family of generalized distributions, J. Statist. Comput. Simul. 81 (2011), pp. 883-898], proposed a new generalized distribution (denoted here with the prefix 'Kw-G'(Kumaraswamy-G)) with two extra positive parameters. They studied some of its mathematical properties and presented special sub-models. We derive a simple representation for the Kw-Gdensity function as a linear combination of exponentiated-G distributions. Some new distributions are proposed as sub-models of this family, for example, the Kw-Chen [Z.A. Chen, A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statist. Probab. Lett. 49 (2000), pp. 155-161], Kw-XTG [M. Xie, Y. Tang, and T.N. Goh, A modified Weibull extension with bathtub failure rate function, Reliab. Eng. System Safety 76 (2002), pp. 279-285] and Kw-Flexible Weibull [M. Bebbington, C. D. Lai, and R. Zitikis, A flexible Weibull extension, Reliab. Eng. System Safety 92 (2007), pp. 719-726]. New properties of the Kw-G distribution are derived which include asymptotes, shapes, moments, moment generating function, mean deviations, Bonferroni and Lorenz curves, reliability, Renyi entropy and Shannon entropy. New properties of the order statistics are investigated. We discuss the estimation of the parameters by maximum likelihood. We provide two applications to real data sets and discuss a bivariate extension of the Kw-G distribution.
Resumo:
We propose a new general Bayesian latent class model for evaluation of the performance of multiple diagnostic tests in situations in which no gold standard test exists based on a computationally intensive approach. The modeling represents an interesting and suitable alternative to models with complex structures that involve the general case of several conditionally independent diagnostic tests, covariates, and strata with different disease prevalences. The technique of stratifying the population according to different disease prevalence rates does not add further marked complexity to the modeling, but it makes the model more flexible and interpretable. To illustrate the general model proposed, we evaluate the performance of six diagnostic screening tests for Chagas disease considering some epidemiological variables. Serology at the time of donation (negative, positive, inconclusive) was considered as a factor of stratification in the model. The general model with stratification of the population performed better in comparison with its concurrents without stratification. The group formed by the testing laboratory Biomanguinhos FIOCRUZ-kit (c-ELISA and rec-ELISA) is the best option in the confirmation process by presenting false-negative rate of 0.0002% from the serial scheme. We are 100% sure that the donor is healthy when these two tests have negative results and he is chagasic when they have positive results.
Resumo:
The study of proportions is a common topic in many fields of study. The standard beta distribution or the inflated beta distribution may be a reasonable choice to fit a proportion in most situations. However, they do not fit well variables that do not assume values in the open interval (0, c), 0 < c < 1. For these variables, the authors introduce the truncated inflated beta distribution (TBEINF). This proposed distribution is a mixture of the beta distribution bounded in the open interval (c, 1) and the trinomial distribution. The authors present the moments of the distribution, its scoring vector, and Fisher information matrix, and discuss estimation of its parameters. The properties of the suggested estimators are studied using Monte Carlo simulation. In addition, the authors present an application of the TBEINF distribution for unemployment insurance data.