Journal of Data Science

Abstract: The concept of frailty provides a suitable way to introduce random effects in the model to account for association and unobserved heterogeneity. In its simplest form, a frailty is an unobserved random factor that modifies multiplicatively the hazard function of an individual or a group or cluster of individuals. In this paper, we study positive stable distribution as frailty distribution and two different baseline distributions namely Pareto and linear failure rate distribution. We estimate parameters of proposed models by introducing Bayesian estimation procedure using Markov Chain Monte Carlo (MCMC) technique. In the present study a simulation is done to compare the true values of parameters with the estimated value. We try to fit the proposed models to a real life bivariate survival data set of McGrilchrist and Aisbett (1991) related to kidney infection. Also, we present a comparison study for the same data by using model selection criterion, and suggest a better model.

Abstract: While conducting a social survey on stigmatized/sensitive traits, obtaining efficient (truthful) data is an intricate issue and estimates are generally biased in such surveys. To obtain trustworthy data and to reduce false response bias, a technique, known as randomized response technique, is now being used in many surveys. In this study, we performed a Bayesian analysis of a general class of randomized response models. Suitable simple Beta prior and mixture of Beta priors are used in a common prior structure to obtain the Bayes estimates for the proportion of a stigmatized/sensitive attributes in the population of interest. We also extended our proposal to stratified random sampling. The Bayes and the maximum likelihood estimators are compared. For further understanding of variability, we have also compared the prior and posterior distributions for different values of the design constants through graphs and credible intervals. The condition to develop a new randomized response model is also discussed.

This article discusses the estimation of the Generalized Power Weibull parameters using the maximum product spacing (MPS) method, the maximum likelihood (ML) method and Bayesian estimation method under squares error for loss function. The estimation is done under progressive type-II censored samples and a comparative study among the three methods is made using Monte Carlo Simulation. Markov chain Monte Carlo (MCMC) method has been employed to compute the Bayes estimators of the Generalized Power Weibull distribution. The optimal censoring scheme has been suggested using two different optimality criteria (mean squared of error, Bias and relative efficiency). A real data is used to study the performance of the estimation process under this optimal scheme in practice for illustrative purposes. Finally, we discuss a method of obtaining the optimal censoring scheme.

In this work, we study the odd Lindley Burr XII model initially introduced by Silva et al. [29]. This model has the advantage of being capable of modeling various shapes of aging and failure criteria. Some of its statistical structural properties including ordinary and incomplete moments, quantile and generating function and order statistics are derived. The odd Lindley Burr XII density can be expressed as a simple linear mixture of BurrXII densities. Useful characterizations are presented. The maximum likelihood method is used to estimate the model parameters. Simulation results to assess the performance of the maximum likelihood estimators are discussed. We prove empirically the importance and flexibility of the new model in modeling various types of data. Bayesian estimation is performed by obtaining the posterior marginal distributions as well as using the simulation method of Markov Chain Monte Carlo (MCMC) by the Metropolis-Hastings algorithm in each step of Gibbs algorithm. The trace plots and estimated conditional posterior distributions are also presented.

Abstract: For many years actuaries and demographers have been doing curve fitting of age-specific mortality data. We use the eight-parameter Heligman Pollard (HP) empirical law to fit the mortality curve. It consists of three nonlinear curves, child mortality, mid-life mortality and adult mortality. It is now well-known that the eight unknown parameters in the HP law are difficult to estimate because numerical algorithms generally do not converge when model fitting is done. We consider a novel idea to fit the three curves (nonlinear splines) separately, and then connect them smoothly at the two knots. To connect the curves smoothly, we express uncertainty about the knots because these curves do not have turning points. We have important prior information about the location of the knots, and this helps in the es timation convergence problem. Thus, the Bayesian paradigm is particularly attractive. We show the theory, method and application of our approach. We discuss estimation of the curve for English and Welsh mortality data. We also make comparisons with the recent Bayesian method.