The Negative Binomial Multiple Change Point Algorithm is a hybrid change detection and estimation approach that works well for overdispersed and equidispersed count data. This simulation study assesses the performance...The Negative Binomial Multiple Change Point Algorithm is a hybrid change detection and estimation approach that works well for overdispersed and equidispersed count data. This simulation study assesses the performance of the NBMCPA under varying sample sizes and locations of true change points. Various performance metrics are calculated based on the change point estimates and used to assess how well the model correctly identifies change points. Errors in estimation of change points are obtained as absolute deviations of known change points from the change points estimated under the algorithm. Algorithm robustness is evaluated through error analysis and visualization techniques including kernel density estimation and computation of metrics such as change point location accuracy, precision, sensitivity and false positive rate. The results show that the model consistently detects change points that are present and does not erroneously detect changes where there are none. Change point location accuracy and precision of the NBMCPA increases with sample size, with best results for medium and large samples. Further model accuracy and precision are highest for changes located in the middle of the dataset compared to changes located in the periphery.展开更多
In this paper,we deduce several new identities on infinite series with denominators of summands containing both binomial coefficients and linear parts.For example,we evaluate the sums^(∞)∑_(k=1)x^(k)_(0)/(2k-1)(^(3k...In this paper,we deduce several new identities on infinite series with denominators of summands containing both binomial coefficients and linear parts.For example,we evaluate the sums^(∞)∑_(k=1)x^(k)_(0)/(2k-1)(^(3k)_(k))and^(∞)∑_(k=0)x^(k)_(0)/(3k+2)(^(3k)_(k))for any x_(0)∈(-27/4,27/4).For any 1<n≤85/4,we obtain the following fast converging series for log n:(∞)∑_(k=0)(2(n^(2)+6n+1)^(2)k+n^(4)+30n^(2)+1)(n-1)^(4k)/(4k+1)(-n)^(k)(n+1)^(2k)(^(4k)_(2k))=8n(n+1)^(2)-2n(n^(2)-1)log n.In addition,we pose many new conjectural series identities involving binomial coefficients;for example,we conjecture that(∞)∑_(k=1)9(21k-8)H^((4))_(k-1)+25/k^(3)/k^(3)(^(2k)_(k))^(3)=13π^(6)/3780,where H^((4))_(k-1)denotes the fourth harmonic number∑_(0<≤k-1)j^(-4).展开更多
Objectives: Developing inference procedures on the quasi-binomial distribution and the regression model. Methods: Score testing and the method of maximum likelihood for regression parameters estimation. Data: Several ...Objectives: Developing inference procedures on the quasi-binomial distribution and the regression model. Methods: Score testing and the method of maximum likelihood for regression parameters estimation. Data: Several examples are included, based on published data. Results: A quasi-binomial model is used to model binary response data which exhibit extra-binomial variation. A partial score test on the binomial hypothesis versus the quasi-binomial alternative is developed and illustrated on three data sets. The extended logit transformation on the binomial parameter is introduced and the large sample dispersion matrix of the estimated parameters is derived. The Nonlinear Mixed Procedure (NLMIXED) in SAS is shown to be very appropriate for the estimation of nonlinear regression.展开更多
In order to improve crash occurrence models to account for the influence of various contributing factors, a conditional autoregressive negative binomial （CAR-NB） model is employed to allow for overdispersion （tackl...In order to improve crash occurrence models to account for the influence of various contributing factors, a conditional autoregressive negative binomial （CAR-NB） model is employed to allow for overdispersion （tackled by the NB component）, unobserved heterogeneity and spatial autocorrelation （captured by the CAR process）, using Markov chain Monte Carlo methods and the Gibbs sampler. Statistical tests suggest that the CAR-NB model is preferred over the CAR-Poisson, NB, zero-inflated Poisson, zero-inflated NB models, due to its lower prediction errors and more robust parameter inference. The study results show that crash frequency and fatalities are positively associated with the number of lanes, curve length, annual average daily traffic （AADT） per lane, as well as rainfall. Speed limit and the distances to the nearest hospitals have negative associations with segment-based crash counts but positive associations with fatality counts, presumably as a result of worsened collision impacts at higher speed and time loss during transporting crash victims.展开更多
We define a special function related to the digamma function and use it to evaluate in closed form various series involving binomial coefficients and harmonic numbers.
Rudolfer [1] studied properties and estimation of a state Markov chain binomial (MCB) model of extra-binomial variation. The variance expression in Lemma 4 is stated without proof but is incorrect, resulting in both L...Rudolfer [1] studied properties and estimation of a state Markov chain binomial (MCB) model of extra-binomial variation. The variance expression in Lemma 4 is stated without proof but is incorrect, resulting in both Lemma 5 and Theorem 2 also being incorrect. These errors were corrected in Rudolfer [2]. In Sections 2 and 3 of this paper, a new derivation of the variance expression in a setting involving the natural parameters ?is presented and the relation of the MCB model to Edwards’ [3] probability generating function (pgf) approach is discussed. Section 4 deals with estimation of the model parameters. Estimation by the maximum likelihood method is difficult for a larger number n of Markov trials due to the complexity of the calculation of probabilities using Equation (3.2) of Rudolfer [1]. In this section, the exact maximum likelihood estimation of model parameters is obtained utilizing a sequence of Markov trials each involving n observations from a {0,1}-?state MCB model and may be used for any value of n. Two examples in Section 5 illustrate the usefulness of the MCB model. The first example gives corrected results for Skellam’s Brassica data while the second applies the “sequence approach” to data from Crouchley and Pickles [4].展开更多
The purpose of this study is to compare a negative binomial distribution with a negative binomial—Lindley by using stochastic orders. We characterize the comparisons in usual stochastic order, likelihood ratio order,...The purpose of this study is to compare a negative binomial distribution with a negative binomial—Lindley by using stochastic orders. We characterize the comparisons in usual stochastic order, likelihood ratio order, convex order, expectation order and uniformly more variable order based on theorem and some numerical example of comparisons between negative binomial random variable and negative binomial—Lindley random variable.展开更多
The estimation of generalized exponential distribution based on progressive censoring with binomial removals is presented, where the number of units removed at each failure time follows a binomial distribution. Maximu...The estimation of generalized exponential distribution based on progressive censoring with binomial removals is presented, where the number of units removed at each failure time follows a binomial distribution. Maximum likelihood estimators of the parameters and their confidence intervals are derived. The expected time required to complete the life test under this censoring scheme is investigated. Finally, the numerical examples are given to illustrate some theoretical results by means of Monte-Carlo simulation.展开更多
In this paper, a compound binomial model with a constant dividend barrier and random income is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the...In this paper, a compound binomial model with a constant dividend barrier and random income is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim and may be delayed for one time period with a certain probability. The premium income is assumed to another binomial process to capture the uncertainty of the customer＇s arrivals and payments. A system of difference equations with certain boundary conditions for the expected present value of total dividend payments prior to ruin is derived and solved. Explicit results are obtained when the claim sizes are Kn distributed or the claim size distributions have finite support. Numerical results are also provided to illustrate the impact of the delay of by-claims on the expected present value of dividends.展开更多
For the first time we derive the evolution law of the negative binomial state In） （nI in an ampli-tude dissipative channel with a damping constant to. We find that after passing through the channel, the final state ...For the first time we derive the evolution law of the negative binomial state In） （nI in an ampli-tude dissipative channel with a damping constant to. We find that after passing through the channel, the final state is still a negative binomial state, however the parameter γ evolves into The decay law of theaverage photon number is also obtained.展开更多
This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment. The jump mechanism in our article is different from that of Liu...This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment. The jump mechanism in our article is different from that of Liu et al [4]. Comparing with [4], the introduction of the investment, and hence, the additional Brownian motion term, makes the problem technically challenging. To overcome this technical difficulty, the theory of change of measure is used and an exponential martingale is obtained by virtue of the extended generator. The ruin probability is minimized through maximizing adjustment coefficient in the sense of Lundberg bounds. At the same time, the optimal investment strategy is obtained.展开更多
In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. O...In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)).展开更多
The purpose of this paper is to give the extensions of some identities involving generalized Fibonacci and Lucas numbers with binomial coefficients.These results generalize the identities by Gulec,Taskara and Uslu in ...The purpose of this paper is to give the extensions of some identities involving generalized Fibonacci and Lucas numbers with binomial coefficients.These results generalize the identities by Gulec,Taskara and Uslu in Appl.Math.Lett.23(2010)68-72 and Appl.Math.Comput.220(2013)482-486.展开更多
We theoretically analyze the nonclassicality and entanglement of two new non-Gaussian entangled states generated by applying multiple-photon addition and subtraction to a two-mode binomial state.The nonclassical prope...We theoretically analyze the nonclassicality and entanglement of two new non-Gaussian entangled states generated by applying multiple-photon addition and subtraction to a two-mode binomial state.The nonclassical properties are investigated in terms of the partial negativity of the Wigner functions,whose results show that their nonclassicality can be enhanced via one-mode even-number photon operations and two-mode symmetrical operations for the initial two-mode binomial state.We also find that there exists some enhancement in the entanglement properties in certain parameter ranges via one-mode photon-addition and two-mode symmetrical operations.展开更多
We study how can an angular momentum coherent state |τ> keeps its form-invariant during time evolution governed by the Hamiltonian H = f(t)J++ f^*(t)J-+ g(t)Jz. We discuss this topic in the context of boson realiz...We study how can an angular momentum coherent state |τ> keeps its form-invariant during time evolution governed by the Hamiltonian H = f(t)J++ f^*(t)J-+ g(t)Jz. We discuss this topic in the context of boson realization of |τ>. By employing the entangled state representation |ζ> and deriving a new binomial theorem involving two-subscript Hermite polynomials, we derive the wave function <ζ|τ>, which turns out to be a single-subscript Hermite polynomial. Based on this result the maintenance of angular momentum coherent state during time evolution is examined, and the value of τ(t) is totally determined by the parameters involved in the Hamiltonian.展开更多
Utilizing Gamma-Beta function, we can build one series involving reciprocal of non-central binomial coefficients, then We can structure several new series of reciprocals of non-central binomial coefficients by item sp...Utilizing Gamma-Beta function, we can build one series involving reciprocal of non-central binomial coefficients, then We can structure several new series of reciprocals of non-central binomial coefficients by item splitting, these new created denominator of series contain 1 to 4 odd factors of binomial coefficients. As the result of splitting items, some identities of series of numbers values of reciprocals of binomial coefficients are given. The method of splitting terms offered in this paper is a new combinatorial analysis way and elementary method to create new series.展开更多
Quantum statistical properties of the binomial field interacting with the two entangled atoms are investi-gated for the different initial conditions.It is found that the sub-Poissonian distribution and the antibunchin...Quantum statistical properties of the binomial field interacting with the two entangled atoms are investi-gated for the different initial conditions.It is found that the sub-Poissonian distribution and the antibunching effect canbe presented for the certain ranges of the involved parameters.展开更多
This paper introduces a new method, E-Bayesian estimation method, to estimate the reliability in zero-failure data. The definition of E-Bayesian estimation of the reliability is given. Based on the definition,the form...This paper introduces a new method, E-Bayesian estimation method, to estimate the reliability in zero-failure data. The definition of E-Bayesian estimation of the reliability is given. Based on the definition,the formulas of E-Bayesian estimation and hierarchical Bayesian estimation of the reliability are provided, and property of the E-Bayesian estimation, i.e. relation between E-Bayesian estimation and hierarchical Bayesian estimation, is discussed. Calculations performed on practical problems show that the proposed new method is feasible and easy to operate.展开更多
文摘The Negative Binomial Multiple Change Point Algorithm is a hybrid change detection and estimation approach that works well for overdispersed and equidispersed count data. This simulation study assesses the performance of the NBMCPA under varying sample sizes and locations of true change points. Various performance metrics are calculated based on the change point estimates and used to assess how well the model correctly identifies change points. Errors in estimation of change points are obtained as absolute deviations of known change points from the change points estimated under the algorithm. Algorithm robustness is evaluated through error analysis and visualization techniques including kernel density estimation and computation of metrics such as change point location accuracy, precision, sensitivity and false positive rate. The results show that the model consistently detects change points that are present and does not erroneously detect changes where there are none. Change point location accuracy and precision of the NBMCPA increases with sample size, with best results for medium and large samples. Further model accuracy and precision are highest for changes located in the middle of the dataset compared to changes located in the periphery.
基金Supported by the Natural Science Foundation of China(grant no.12371004)。
文摘In this paper,we deduce several new identities on infinite series with denominators of summands containing both binomial coefficients and linear parts.For example,we evaluate the sums^(∞)∑_(k=1)x^(k)_(0)/(2k-1)(^(3k)_(k))and^(∞)∑_(k=0)x^(k)_(0)/(3k+2)(^(3k)_(k))for any x_(0)∈(-27/4,27/4).For any 1<n≤85/4,we obtain the following fast converging series for log n:(∞)∑_(k=0)(2(n^(2)+6n+1)^(2)k+n^(4)+30n^(2)+1)(n-1)^(4k)/(4k+1)(-n)^(k)(n+1)^(2k)(^(4k)_(2k))=8n(n+1)^(2)-2n(n^(2)-1)log n.In addition,we pose many new conjectural series identities involving binomial coefficients;for example,we conjecture that(∞)∑_(k=1)9(21k-8)H^((4))_(k-1)+25/k^(3)/k^(3)(^(2k)_(k))^(3)=13π^(6)/3780,where H^((4))_(k-1)denotes the fourth harmonic number∑_(0<≤k-1)j^(-4).
文摘Objectives: Developing inference procedures on the quasi-binomial distribution and the regression model. Methods: Score testing and the method of maximum likelihood for regression parameters estimation. Data: Several examples are included, based on published data. Results: A quasi-binomial model is used to model binary response data which exhibit extra-binomial variation. A partial score test on the binomial hypothesis versus the quasi-binomial alternative is developed and illustrated on three data sets. The extended logit transformation on the binomial parameter is introduced and the large sample dispersion matrix of the estimated parameters is derived. The Nonlinear Mixed Procedure (NLMIXED) in SAS is shown to be very appropriate for the estimation of nonlinear regression.
基金The National Science Foundation by Changjiang Scholarship of Ministry of Education of China(No.BCS-0527508)the Joint Research Fund for Overseas Natural Science of China(No.51250110075)+1 种基金the Natural Science Foundation of Jiangsu Province(No.SBK200910046)the Postdoctoral Science Foundation of Jiangsu Province(No.0901005C)
文摘In order to improve crash occurrence models to account for the influence of various contributing factors, a conditional autoregressive negative binomial （CAR-NB） model is employed to allow for overdispersion （tackled by the NB component）, unobserved heterogeneity and spatial autocorrelation （captured by the CAR process）, using Markov chain Monte Carlo methods and the Gibbs sampler. Statistical tests suggest that the CAR-NB model is preferred over the CAR-Poisson, NB, zero-inflated Poisson, zero-inflated NB models, due to its lower prediction errors and more robust parameter inference. The study results show that crash frequency and fatalities are positively associated with the number of lanes, curve length, annual average daily traffic （AADT） per lane, as well as rainfall. Speed limit and the distances to the nearest hospitals have negative associations with segment-based crash counts but positive associations with fatality counts, presumably as a result of worsened collision impacts at higher speed and time loss during transporting crash victims.
文摘We define a special function related to the digamma function and use it to evaluate in closed form various series involving binomial coefficients and harmonic numbers.
文摘Rudolfer [1] studied properties and estimation of a state Markov chain binomial (MCB) model of extra-binomial variation. The variance expression in Lemma 4 is stated without proof but is incorrect, resulting in both Lemma 5 and Theorem 2 also being incorrect. These errors were corrected in Rudolfer [2]. In Sections 2 and 3 of this paper, a new derivation of the variance expression in a setting involving the natural parameters ?is presented and the relation of the MCB model to Edwards’ [3] probability generating function (pgf) approach is discussed. Section 4 deals with estimation of the model parameters. Estimation by the maximum likelihood method is difficult for a larger number n of Markov trials due to the complexity of the calculation of probabilities using Equation (3.2) of Rudolfer [1]. In this section, the exact maximum likelihood estimation of model parameters is obtained utilizing a sequence of Markov trials each involving n observations from a {0,1}-?state MCB model and may be used for any value of n. Two examples in Section 5 illustrate the usefulness of the MCB model. The first example gives corrected results for Skellam’s Brassica data while the second applies the “sequence approach” to data from Crouchley and Pickles [4].
文摘The purpose of this study is to compare a negative binomial distribution with a negative binomial—Lindley by using stochastic orders. We characterize the comparisons in usual stochastic order, likelihood ratio order, convex order, expectation order and uniformly more variable order based on theorem and some numerical example of comparisons between negative binomial random variable and negative binomial—Lindley random variable.
基金supported by the National Natural Science Foundation of China(70471057)
文摘The estimation of generalized exponential distribution based on progressive censoring with binomial removals is presented, where the number of units removed at each failure time follows a binomial distribution. Maximum likelihood estimators of the parameters and their confidence intervals are derived. The expected time required to complete the life test under this censoring scheme is investigated. Finally, the numerical examples are given to illustrate some theoretical results by means of Monte-Carlo simulation.
基金supported by the NSFC(11171101)Doctoral Fund of Education Ministry of China(20104306110001)the Graduate Research and Innovation Fund of Hunan Province(CX2011B197)
文摘In this paper, a compound binomial model with a constant dividend barrier and random income is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim and may be delayed for one time period with a certain probability. The premium income is assumed to another binomial process to capture the uncertainty of the customer＇s arrivals and payments. A system of difference equations with certain boundary conditions for the expected present value of total dividend payments prior to ruin is derived and solved. Explicit results are obtained when the claim sizes are Kn distributed or the claim size distributions have finite support. Numerical results are also provided to illustrate the impact of the delay of by-claims on the expected present value of dividends.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11175113 and 112470009)
文摘For the first time we derive the evolution law of the negative binomial state In） （nI in an ampli-tude dissipative channel with a damping constant to. We find that after passing through the channel, the final state is still a negative binomial state, however the parameter γ evolves into The decay law of theaverage photon number is also obtained.
基金supported by the Nature Science Foundation of Hebei Province(A2014202202)supported by the Nature Science Foundation of China(11471218)
文摘This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment. The jump mechanism in our article is different from that of Liu et al [4]. Comparing with [4], the introduction of the investment, and hence, the additional Brownian motion term, makes the problem technically challenging. To overcome this technical difficulty, the theory of change of measure is used and an exponential martingale is obtained by virtue of the extended generator. The ruin probability is minimized through maximizing adjustment coefficient in the sense of Lundberg bounds. At the same time, the optimal investment strategy is obtained.
基金The project supported by NNSFC (19631040), NSSFC (04BTJ002) and the grant for post-doctor fellows in SELF.
文摘In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)).
基金Supported by the Youth Backbone Teacher Foundation of Henan's University(Grant No.2016GGJS-117)Supported by the National Natural Science Foundation of China(Grant No.11871258)。
文摘The purpose of this paper is to give the extensions of some identities involving generalized Fibonacci and Lucas numbers with binomial coefficients.These results generalize the identities by Gulec,Taskara and Uslu in Appl.Math.Lett.23(2010)68-72 and Appl.Math.Comput.220(2013)482-486.
基金Supported by the National Natural Science Foundation of China under Grant No.11347026the Natural Science Foundation of Shandong Province under Grant Nos.ZR2016AM03 and ZR2017MA011
文摘We theoretically analyze the nonclassicality and entanglement of two new non-Gaussian entangled states generated by applying multiple-photon addition and subtraction to a two-mode binomial state.The nonclassical properties are investigated in terms of the partial negativity of the Wigner functions,whose results show that their nonclassicality can be enhanced via one-mode even-number photon operations and two-mode symmetrical operations for the initial two-mode binomial state.We also find that there exists some enhancement in the entanglement properties in certain parameter ranges via one-mode photon-addition and two-mode symmetrical operations.
基金Project supported by the National Natural Science Foundation of China(Grant No.11347026)the Natural Science Foundation of Shandong Province,China(Grant Nos.ZR2016AM03 and ZR2017MA011)
文摘We study how can an angular momentum coherent state |τ> keeps its form-invariant during time evolution governed by the Hamiltonian H = f(t)J++ f^*(t)J-+ g(t)Jz. We discuss this topic in the context of boson realization of |τ>. By employing the entangled state representation |ζ> and deriving a new binomial theorem involving two-subscript Hermite polynomials, we derive the wave function <ζ|τ>, which turns out to be a single-subscript Hermite polynomial. Based on this result the maintenance of angular momentum coherent state during time evolution is examined, and the value of τ(t) is totally determined by the parameters involved in the Hamiltonian.
文摘Utilizing Gamma-Beta function, we can build one series involving reciprocal of non-central binomial coefficients, then We can structure several new series of reciprocals of non-central binomial coefficients by item splitting, these new created denominator of series contain 1 to 4 odd factors of binomial coefficients. As the result of splitting items, some identities of series of numbers values of reciprocals of binomial coefficients are given. The method of splitting terms offered in this paper is a new combinatorial analysis way and elementary method to create new series.
基金The project supported in part by the Science Foundation of China University of Petroleum under Grant No.Y061815
文摘Quantum statistical properties of the binomial field interacting with the two entangled atoms are investi-gated for the different initial conditions.It is found that the sub-Poissonian distribution and the antibunching effect canbe presented for the certain ranges of the involved parameters.
基金the Ningbo University of Technology Science Foundation and Ningbo Natural Science Foundation(No.2013A610108)
文摘This paper introduces a new method, E-Bayesian estimation method, to estimate the reliability in zero-failure data. The definition of E-Bayesian estimation of the reliability is given. Based on the definition,the formulas of E-Bayesian estimation and hierarchical Bayesian estimation of the reliability are provided, and property of the E-Bayesian estimation, i.e. relation between E-Bayesian estimation and hierarchical Bayesian estimation, is discussed. Calculations performed on practical problems show that the proposed new method is feasible and easy to operate.
