Pakistan Journal of Statistics and Operation Research
http://pjsor.com/index.php/pjsor
Pakistan Journal of Statistics and Operation Researchen-US<p><strong>Authors who publish with this journal agree to the following terms:</strong></p><ul><li>Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a <a href="http://creativecommons.org/licenses/by/3.0/" target="_new">Creative Commons Attribution License</a> that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.</li></ul><div> </div><ul><li>Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.</li></ul><div> </div><ul><li>Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See <a href="http://opcit.eprints.org/oacitation-biblio.html" target="_new">The Effect of Open Access</a>).</li></ul><p><span><br /></span></p>editor@pjsor.com (Dr. Shahid Kamal)annum@pjsor.com (Support Team)Sat, 22 Sep 2018 10:56:27 +0000OJS 2.4.5.0http://blogs.law.harvard.edu/tech/rss60On Generating a New Family of Distributions Using the Tangent Function
http://pjsor.com/index.php/pjsor/article/view/1472
In this paper, a method for generating a new family of univariate continuous distributions using the tangent function is proposed. Some general properties of this new family are discussed: hazard function, quantile function, Rényi and Shannon entropies, symmetry, and existence of the non-central n^th moment. Some new members as sub-families in the T-X family of distributions are provided. Three members of the new sub-families are defined and discussed: the five-parameter Normal-Generalized hyperbolic secant distribution (NGHS), the five-parameter Gumbel-Generalized hyperbolic secant distribution (GGHS), and the six-parameter Generalized Error-Generalized hyperbolic secant distribution (GEHS), the shapes of these distributions were found: skewed right, skewed left, or symmetric, and unimodal, bimodal, or trimodal. Finally, to demonstrate the usefulness and the capability of the distributions, two real data sets are used and the results are compared with other known distributions.Hazem Al-Moflehhttp://pjsor.com/index.php/pjsor/article/view/1472Sat, 22 Sep 2018 00:00:00 +0000A modified DDF-based super-efficiency model handling negative data
http://pjsor.com/index.php/pjsor/article/view/2185
Super-efficiency model in the presence of negative data is a relatively neglected issue in the DEA field. The existing super-efficiency models have some shortcoming in practice. In this paper, the radial super-efficiency model based on Directional Distance Function (DDF) is modified to provide a complete ranking order of the DMUs (including efficient and inefficient DMUs). This model shows more reliability on differentiating efficient DMUs from inefficient ones via a new super-efficiency measure. The properties of proposed model include feasibility, monotonicity and unit invariance. Moreover, the model can produce positive outputs when data are non-negative. An empirical study in bank sector demonstrates the superiority of the proposed model.Elnaz Babazadeh, Jafar Pourmahmoudhttp://pjsor.com/index.php/pjsor/article/view/2185Sat, 22 Sep 2018 00:00:00 +0000A generalized power Lindley distribution: model, properties and applications
http://pjsor.com/index.php/pjsor/article/view/1714
In this paper, a three parameters generalization of the power Lindley distribution is introduced. This includes as special cases the power Lindley and Lindley distribution.The new distribution exhibits decreasing, increasing and bathtub hazard rate depending on its parameters. Several statistical properties of the distribution are explored. Then, a bivariate version of the proposed distribution is derived. Finally, three real data applications illustrate the performance of our proposed distribution.Hamzeh Torabi, Mojgan Baghaeipoor, Narges Montazeri, G.G. Hamedanihttp://pjsor.com/index.php/pjsor/article/view/1714Sat, 22 Sep 2018 00:00:00 +0000The Generalized Odd Weibull Generated Family of Distributions:Statistical Properties and Applications
http://pjsor.com/index.php/pjsor/article/view/2598
<p><span style="font-family: 'Times New Roman',serif; font-size: 10pt; mso-fareast-font-family: 'Times New Roman'; mso-ansi-language: EN-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA; mso-no-proof: yes;">In this work, we propose a new class of lifetime distributions calledthe generalized odd Weibull generatedfamily. It can provide better fits than some of the well known lifetime models and this fact represents a good characterization of this family. Some of its mathematical properties are derived. The maximum likelihood method is used for estimating the model parameters. We study the behaviour of the estimators by means of two Monte Carlo simulations. The importance of the family illustrated by means of two applications to real data sets. </span></p>Mustafa Ç. Korkmaz, Morad Alizadeh, Haitham M. Yousof, Nadeem Shafique Butthttp://pjsor.com/index.php/pjsor/article/view/2598Sat, 22 Sep 2018 00:00:00 +0000A New Test for Multivariate Ordered Alternatives: Medical Application and Geometric Interpretation
http://pjsor.com/index.php/pjsor/article/view/2178
<p>In the present paper, the geometric interpretation and medical application of ordered one-sided hypothesis testing are presented. We consider tests for the hypothesis that the mean vectors are zero against one-sided alternatives when the observation vectors are independently and identically distributed as normal with known and unknown covariance matrices. This problem is an extension of Kudo (1963) and Glimm et al. (2002) to several multivariate normal distributions. When the covariance matrices are known, the test statistic is derived and we give suitable conditions which under the one-sided restricted alternative hypothesis the obtained estimator is the maximum likelihood estimate. We shall discuss a geometric interpretation of the test statistic based on the closed convex polyhedral cone and also obtain its null distribution in the special case. Also, when the covariance matrices are unknown and common a proper test statistic is proposed. To evaluate the results, the effect of a drug is investigated on the body of one-day babies for suspected Sepsis disease.</p>Abouzar Bazyari, Mahmoud Afsharihttp://pjsor.com/index.php/pjsor/article/view/2178Sat, 22 Sep 2018 00:00:00 +0000Impatient customers in an M/M/c queue with single and multiple synchronous working vacations
http://pjsor.com/index.php/pjsor/article/view/1866
In this paper, an M/M/c queuing model with synchronous working vacation and impatient customers is considered.The model is analyzed for two vacation policies i.e multiple working vacation(MWV) policy and single working vacation(SWV) policy.The servers serve the customers at a slower rate than the normal busy period during a working vacation and this becomes the cause of customers impatience.The M/M/c queue with two such policies is described and using the PGF method, we obtain various system performance measures in terms of two indicators.we have derived some results relating to the limiting behavior of some performance measures.At the end of each model, we have presented some numerical examples to demonstrate the effects of system parameters on some performance measures.Finally, a comparison between the two models is carried outShakir Majid Ganie, P Manoharanhttp://pjsor.com/index.php/pjsor/article/view/1866Sat, 22 Sep 2018 00:00:00 +0000Upper Bound of Ruin Probability for an Insurance Discrete-Time Risk Model with Proportional Reinsurance and Investment
http://pjsor.com/index.php/pjsor/article/view/2023
<p>Two upper bounds for ruin probability under the discrete time risk model for insurance controlled by two factors: proportional reinsurance and surplus investment are presented. The latter is of interest because of the assumption that insurers invest some or their entire financial surplus on both the stock and bond markets, for which bond interest rates follow a time – homogeneous Markov chain. In addition, the control of reinsurance and stock investment in each time period are assumed to be constant values. The first upper bound for finite time ruin probability and ultimate ruin probability was derived under the condition that the Lundberg coefficient exists. The second upper bound is for finite time ruin probability and was developed from a new worse than used function. Numerical examples are used to illustrate these results, and the upper bound of ruin probability using real-life motor insurance claims data from a broker is also presented.</p>Apichart Luesamai, Samruam Chongcharoenhttp://pjsor.com/index.php/pjsor/article/view/2023Sat, 22 Sep 2018 00:00:00 +0000On Generalized Log Burr Xii Distribution
http://pjsor.com/index.php/pjsor/article/view/1700
In this paper, we present flexible generalized log Burr XII (GLBXII) distribution developed on basis of generalized log Pearson differential equation. GLBXII distribution is also obtained from compounding mixture of distributions. Some structural and mathematical properties including moments, inequality measures, uncertainty measures and reliability measures are theoretically established. Characterizations of GLBXII distribution are studied through different techniques. Parameters of GLBXII distribution are estimated using maximum likelihood method. Goodness of fit of probability distribution through different methods is studied.Fiaz Ahmad Bhatti, Azeem Ali, G.G. Hamedani, Munir Ahmadhttp://pjsor.com/index.php/pjsor/article/view/1700Sat, 22 Sep 2018 00:00:00 +0000Estimation of P(Y X) using record values from the generalized inverted exponential distribution
http://pjsor.com/index.php/pjsor/article/view/2201
<p>This article deals with the estimation of R=P(Y<X), when X and Y are distributed as two independent generalized inverted exponential with common scale parameter and different shape parameters. The maximum likelihood and Bayesian estimators of R are obtained on the basis of upper record values and upper record ranked set samples. The Bayes estimator cannot be obtained in explicit form, and therefore it has been achieved using Lindley approximation. Simulation study is performed to compare the reliability estimators in each record sampling scheme with respect to mean squared error.</p><p> </p>Amal S. Hassan, Marwa A. A., Heba Fathy Nagyhttp://pjsor.com/index.php/pjsor/article/view/2201Sat, 22 Sep 2018 00:00:00 +0000Optimization of fuzzy production inventory models for crisp or fuzzy production time
http://pjsor.com/index.php/pjsor/article/view/1959
<p>Managing the inventories is very important task for companies in the manufacturing industry. In this paper, we first present a mathematical model to determine an optimal production time for a single-stage production inventory problem with rework process. We next consider the production inventory problem in fuzzy environment by applying two types of fuzzy numbers, which are trapezoidal and triangular. Fuzzy total inventory cost functions are derived for both production inventory models with crisp production time period and fuzzy production time period, respectively, and defuzzified by using graded mean integration representation method. To illustrate the results of developed models, numerical examples are provided, and sensitivity analysis is carried out to discuss the effects of the fuzziness in the components over the production time and the total inventory cost.</p>Harun Öztürkhttp://pjsor.com/index.php/pjsor/article/view/1959Sat, 22 Sep 2018 00:00:00 +0000Characterization and estimation of the length biased Nakagami distribution
http://pjsor.com/index.php/pjsor/article/view/1930
In this paper, we introduce the length biased form of the Nakagami distribution known as length biased Nakagami distribution (LBND). Some properties of this model were studied such as the moments, reliability function, and the hazard rate function. Maximum likelihood and Bayes estimates of the scale parameter are derived. Also the Posterior risks under different loss functions are obtained. The results are applied on the data regarding the life test of 59 conductors.Sofi Mudasir Ahad, Sheikh Parvaiz Ahmadhttp://pjsor.com/index.php/pjsor/article/view/1930Sat, 22 Sep 2018 00:00:00 +0000On Estimation and Prediction for the Inverted Kumaraswamy Distribution Based on General Progressive Censored Samples
http://pjsor.com/index.php/pjsor/article/view/2103
In this article, the problem of estimating unknown parameters of the inverted kumaraswamy (IKum) distribution is considered based on general progressive Type-II censored Data. The maximum likelihood (MLE) estimators of the parameters are obtained while the Bayesian estimates are obtained using the squared error loss(SEL) as symmetric loss function. Also we used asymmetric loss functions as the linear-exponential loss (LINEX), generalized entropy (GE) and Al-Bayyati loss function (AL-Bayyati). Lindely's approximation method is used to evaluate the Bayes estimates. We also derived an approximate confidence interval for the parameters of the inverted Kumaraswamy distribution. Two-sample Bayesian prediction intervals are constructed with an illustrative example. Finally, simulation study concerning different sample sizes and different censoring schemes were reported.Mahmoud H. Abu-Moussa, Mostafa M. Mohie El-Dinhttp://pjsor.com/index.php/pjsor/article/view/2103Sat, 22 Sep 2018 00:00:00 +0000A New Extended G Family of Continuous Distributions with Mathematical Properties, Characterizations and Regression Modeling
http://pjsor.com/index.php/pjsor/article/view/2484
<p>We propose a new extended G family of distributions. Some of its structural properties are derived and some useful characterization results are presented. The maximum likelihood method is used to estimate the model parameters by means of graphical and numerical Monte Carlo simulation study. The flexibility of the new family illustrated by means of two real data sets. Moreover, we introduce a new log-location regression model based on the proposed family. The martingale and modified deviance residuals are defined to detect outliers and evaluate the model assumptions. The potentiality of the new regression model is illustrated by means of a real data set.</p>G. G. Hamedani, Emrah Altun, Mustafa Ç. Korkmaz, Haitham M. Yousof, Nadeem Shafique Butthttp://pjsor.com/index.php/pjsor/article/view/2484Sat, 22 Sep 2018 00:00:00 +0000