In this paper, we introduce a new estimator of a percentile residual life function with censored data under a monotonicity constraint. Specifically, it is assumed that the percentile residual life is a decreasing function. This assumption is useful when estimating the percentile residual life of units, which degenerate with age. We establish a law of the iterated logarithm for the proposed esti...

Censored data sets are often encountered in water quality investigations and streamflow analyses. A Monte Carlo analysis examined the performance of three techniques for estimating the moments and quantiles of a distribution using censored data sets. These techniques include a lognormal maximum likelihood estimator (MLE), a logprobability plot regression estimator, and a new log-partial probabi...

In this paper we propose a consistent and asymptotically normal estimator (CAN) for intensity parameters ρ1 & ρ2 for a queueing network with distribution-free inter-arrival and service times. Using this estimator and its estimated variance, a 100(1− α)% asymptotic confidence interval for intensities is constructed. Variance-stabilized bootstrap-t, Bayesian bootstrap, Percentile bootstrap are al...

In this paper we propose a consistent and asymptotically normal estimator (CAN) of intensities 1  , 2  for a queueing network with feedback (in which a job may return to previously visited nodes) with distribution-free inter-arrival and service times. Using this estimator and its estimated variance, some   100 1 %   asymptotic confidence intervals of intensities are constructed. Also boot...

Actuarial analysis can be viewed as the process of studying profitability and solvency of an insurance firm under a realistic and integrated model of key input random variables such as loss frequency and severity, expenses, reinsurance, interest and inflation rates, and asset defaults. Traditional models of input variables have generally fitted parameters for a predetermined family of probabili...

the aim of this paper is to project extreme precipitation events in an arid and a semiarid station. in order to project climate change based on general circulation models (gcms), we have applied lars-wg[1] downscaling tool. this stochastic weather generator down-scaled the climate of two synoptic stations using hadcm3 model and a2 emission scenario for 2040. we extracted extreme precipitation e...

The paper deals with three approaches to comparing the regression lines corresponding to two dependent groups when using a robust estimator. The focus is on the Theil–Sen estimator with some comments about alternative estimators that might be used. The first approach is to test the global hypothesis that the two groups have equal intercepts and slopes in a manner that allows a heteroscedastic e...

Given a white Gaussian noise signal Nσ on a sampling grid, its variance σ 2 can be estimated from a small w × w pixels sample. However, in natural images we observe Ũ = U + Nσ, the combination of the geometry of the scene that is photographed and the added noise. In this case, estimating directly the standard deviation of the noise from w × w samples of Ũ is not reliable since the measured stan...

BACKGROUND AND OBJECTIVES The levels of circulating hematopoietic progenitor cells are often increased in myelofibrosis with myeloid metaplasia (MMM). The prognostic relevance of this phenomenon is largely unknown. DESIGN AND METHODS We determined the number of circulating myeloid (CFU-GM), erythroid (BFU-E), and pluripotent (CFU-GEMM) progenitors, in 110 patients with MMM at diagnosis using ...