arXiv subjects

Neeraj Misra

Publications and source records attributed to Neeraj Misra.

At least 19 recordsLinked to original sources

arXiv2023

On improved estimation of the larger location parameter

This paper investigates the problem of estimating the larger location parameter of two general location families from a decision-theoretic perspective. In this estimation problem, we use the criteria of minimizing the risk function and the Pitman closeness under a general bowl-shaped loss function. Inadmissibility of a general location and equivariant estimators is provided. We prove that a natural estimator (analogue of the BLEE of unordered location parameters) is inadmissible, under certain conditions on underlying densities, and propose a dominating estimator. We also derive a class of improved estimators using the Kubokawa's IERD approach and observe that the boundary estimator of this class is the Brewster-Zidek type estimator. Additionally, under the generalized Pitman criterion, we show that the natural estimator is inadmissible and obtain improved estimators. The results are implemented for different loss functions, and explicit expressions for the dominating estimators are provided. We explore the applications of these results to for exponential and normal distribution under specified loss functions. A simulation is also conducted to compare the risk performance of the proposed estimators. Finally, we present a real-life data analysis to illustrate the practical applications of the paper's findings.

math.ST↗

arXiv2023

A Note On Simultaneous Estimation of Order Restricted Location Parameters of a General Bivariate Symmetric Distribution Under a General Loss Function

The problem of simultaneous estimation of order restricted location parameters $\theta_1$ and $\theta_2$ ($-\infty<\theta_1\leq \theta_2<\infty$) of a bivariate location symmetric distribution, under a general loss function, is being considered. In the literature, many authors have studied this problem for specific probability models and specific loss functions. In this paper, we unify these results by considering a general bivariate symmetric model and a quite general loss function. We use the Stein and the Kubokawa (or IERD) techniques to derive improved estimators over any location equivariant estimator under a general loss function. We see that the improved Stein type estimator is robust with respect to the choice of a bivariate symmetric distribution and the loss function, as it only requires the loss function to satisfy some generic conditions. A simulation study is carried out to validate the findings of the paper. A real-life data analysis is also provided.

math.ST↗

arXiv2023

Inadmissibility of invariant estimator of function of scale parameter of several exponential distributions

In various applied areas such as reliability engineering, molecular biology, finance, etc., the measure of uncertainty of a probability distribution plays an important role. In the present work, we consider the estimation of a function of the scale parameter, namely entropy of many exponential distributions having unknown and unequal location parameters with a common scale parameter. For this estimation problem, we have considered bowl-shaped location invariant loss functions. The inadmissibility of the minimum risk invariant estimator (MRIE) is proved by proposing a non-smooth improved estimator. Also, we have obtained a smooth estimator which improves upon the MRIE. As an application, we have obtained explicit expressions of improved estimators for two well-known loss functions namely squared error loss and linex loss. Further, we have shown that these estimators can be derived for other important censored sampling schemes. At first, we obtained the results for the complete and i.i.d. sample. We have seen that the results can be applied for (i) record values, (ii) type-II censoring, and (iii) progressive Type-II censoring. Finally, a simulation study has been carried out to compare the risk performance of the proposed improved estimators.

math.ST↗

arXiv2023

On Estimating the Selected Treatment Mean under a Two-Stage Adaptive Design

Adaptive designs are commonly used in clinical and drug development studies for optimum utilization of available resources. In this article, we consider the problem of estimating the effect of the selected (better) treatment using a two-stage adaptive design. Consider two treatments with their effectiveness characterized by two normal distributions having different unknown means and a common unknown variance. The treatment associated with the larger mean effect is labeled as the better treatment. In the first stage of the design, each of the two treatments is independently administered to different sets of $n_1$ subjects, and the treatment with the larger sample mean is chosen as the better treatment. In the second stage, the selected treatment is further administered to $n_2$ additional subjects. In this article, we deal with the problem of estimating the mean of the selected treatment using the above adaptive design. We extend the result of \cite{cohen1989two} by obtaining the uniformly minimum variance conditionally unbiased estimator (UMVCUE) of the mean effect of the selected treatment when multiple observations are available in the second stage. We show that the maximum likelihood estimator (a weighted sample average based on the first and the second stage data) is minimax and admissible for estimating the mean effect of the selected treatment. We also propose some plug-in estimators obtained by plugging in the pooled sample variance in place of the common variance $\sigma^2$, in some of the estimators proposed by \cite{misra2022estimation} for the situations where $\sigma^2$ is known. The performances of various estimators of the mean effect of the selected treatment are compared via a simulation study. For the illustration purpose, we also provide a real-data application.

math.ST↗

arXiv2023

Isotonic Regression Estimators For Simultaneous Estimation of Order Restricted Location/Scale Parameters of a Bivariate Distribution: A Unified Study

The problem of simultaneous estimation of location/scale parameters $\theta_1$ and $\theta_2$ of a general bivariate location/scale model, when the ordering between the parameters is known apriori (say, $\theta_1\leq \theta_2$), has been considered. We consider isotonic regression estimators based on the best location/scale equivariant estimators (BLEEs/BSEEs) of $\theta_1$ and $\theta_2$ with general weight functions. Let $\mathcal{D}$ denote the corresponding class of isotonic regression estimators of $(\theta_1,\theta_2)$. Under the sum of the weighted squared error loss function, we characterize admissible estimators within the class $\mathcal{D}$, and identify estimators that dominate the BLEE/BSEE of ($\theta_1$,$\theta_2$). Our study unifies several studies reported in the literature for specific probability distributions having independent marginals. We also report a generalized version of the Katz (1963) result on the inadmissibility of certain estimators under a loss function that is weighted sum of general loss functions for component problems. A simulation study is also carried out to validate the findings of the paper.

math.ST↗

arXiv2022

A unified study for estimation of order restricted location/scale parameters under the generalized Pitman nearness criterion

We consider component-wise estimation of order restricted location/scale parameters of a general bivariate location/scale distribution under the generalized Pitman nearness criterion (GPN). We develop some general results that, in many situations, are useful in finding improvements over location/scale equivariant estimators. In particular, under certain conditions, these general results provide improvements over the unrestricted Pitman nearest location/scale equivariant estimators and restricted maximum likelihood estimators. The usefulness of the obtained results is illustrated through their applications to specific probability models. A simulation study has been considered to compare how well different estimators perform under the GPN criterion with a specific loss function.

math.ST↗

arXiv2022

Shrinkage Estimators Dominating Some Naive Estimators of the Selected Entropy

Consider two populations characterized by independent random variables $X_1$ and $X_2$ such that $X_i, i=1,2,$ follows a gamma distribution with an unknown scale parameter $\theta_i>0$, and known shape parameter $\alpha >0$ (the same shape parameter for both the populations). Here $(X_1,X_2)$ may be an appropriate minimal sufficient statistic based on independent random samples from the two populations. The population associated with the larger (smaller) Shannon entropy is referred to as the "worse" ("better") population. For the goal of selecting the worse (better) population, a natural selection rule is the one that selects the population corresponding to $\max\{X_1,X_2\} ~(\min\{X_1,X_2\})$ as the worse (better) population. This natural selection rule is known to possess several optimum properties. We consider the problem of estimating the Shannon entropy of the population selected using the natural selection rule (to be referred to as the selected entropy) under the mean squared error criterion. In order to improve upon various naive estimators of the selected entropy, we derive a class of shrinkage estimators that shrink various naive estimators towards the central entropy. For this purpose, we first consider a class of naive estimators comprising linear, scale and permutation equivariant estimators and identify optimum estimators within this class. The class of naive estimators considered by us contains three natural plug-in estimators. To further improve upon the optimum naive estimators, we consider a general class of equivariant estimators and obtain dominating shrinkage estimators. We also present a simulation study on the performances of various competing estimators. A real data analysis is also reported to illustrate the applicability of proposed estimators.

math.ST↗

arXiv2022

Estimation of the Selected Treatment Mean in Two-Stage Drop-the-Losers Design

A common problem faced in clinical studies is that of estimating the effect of the most effective (e.g., the one having the largest mean) treatment among $k~(\geq2)$ available treatments. The most effective treatment is adjudged based on numerical values of some statistic corresponding to the $k$ treatments. A proper design for such problems is the so-called "Drop-the-Losers Design (DLD)". We consider two treatments whose effects are described by independent Gaussian distributions having different unknown means and a common known variance. To select the more effective treatment, the two treatments are independently administered to $n_1$ subjects each and the treatment corresponding to the larger sample mean is selected. To study the effect of the adjudged more effective treatment (i.e., estimating its mean), we consider the two-stage DLD in which $n_2$ subjects are further administered the adjudged more effective treatment in the second stage of the design. We obtain some admissibility and minimaxity results for estimating the mean effect of the adjudged more effective treatment. The maximum likelihood estimator is shown to be minimax and admissible. We show that the uniformly minimum variance conditionally unbiased estimator (UMVCUE) of the selected treatment mean is inadmissible and obtain an improved estimator. In this process, we also derive a sufficient condition for inadmissibility of an arbitrary location and permutation equivariant estimator and provide dominating estimators in cases where this sufficient condition is satisfied. The mean squared error and the bias performances of various competing estimators are compared via a simulation study. A real data example is also provided for illustration purposes.

math.ST↗

arXiv2022

Some Unified Results on Isotonic Regression Estimators of Order Restricted Parameters of a General Bivariate Location/Scale Model

We consider component-wise estimation of order restricted location/scale parameters $\theta_1$ and $\theta_2$ ($\theta_1\leq \theta_2$) of a general bivariate distribution under the squared error loss function. To find improvements over the best location/scale equivariant estimators (BLEE/BSEE) of $\theta_1$ and $\theta_2$, we study isotonic regression of suitable location/scale equivariant estimators (LEE/SEE) of $\theta_1$ and $\theta_2$ with general weights. Let $\mathcal{D}_{1,\nu}$ and $\mathcal{D}_{2,\beta}$ denote suitable classes of isotonic regression estimators of $\theta_1$ and $\theta_2$, respectively. Under the squared error loss function, we characterize admissible estimators within classes $\mathcal{D}_{1,\nu}$ and $\mathcal{D}_{2,\beta}$, and identify estimators that dominate the BLEE/BSEE of $\theta_1$ and $\theta_2$. Our study unifies and extends several studies reported in the literature for specific probability distributions having independent marginals. Additionally, some new and interesting results are obtained. A simulation study is also considered to compare the risk performances of various estimators.

math.ST↗

arXiv2021

Estimation of Order Restricted Location/Scale Parameters of a General Bivariate Distribution Under General Loss function: Some Unified results

We consider component-wise equivariant estimation of order restricted location/scale parameters of a general bivariate distribution under quite general conditions on underlying distributions and the loss function. This paper unifies various results in the literature dealing with sufficient conditions for finding improvments over arbitrary location/scale equivariant estimators. The usefulness of these results is illustrated through various examples. A simulation study is considered to compare risk performances of various estimators under bivariate normal and independent gamma probability models. A real-life data analysis is also performed to demonstrate applicability of the derived results.

math.ST↗

arXiv2021

Equivariant Estimation of the Selected Guarantee Time

Consider two independent exponential populations having different unknown location parameters and a common unknown scale parameter. Call the population associated with the larger location parameter as the "best" population and the population associated with the smaller location parameter as the "worst" population. For the goal of selecting the best (worst) population a natural selection rule, that has many optimum properties, is the one which selects the population corresponding to the larger (smaller) minimal sufficient statistic. In this article, we consider the problem of estimating the location parameter of the population selected using this natural selection rule. For estimating the location parameter of the selected best population, we derive the uniformly minimum variance unbiased estimator (UMVUE) and show that the analogue of the best affine equivariant estimators (BAEEs) of location parameters is a generalized Bayes estimator. We provide some admissibility and minimaxity results for estimators in the class of linear, affine and permutation equivariant estimators, under the criterion of scaled mean squared error. We also derive a sufficient condition for inadmissibility of an arbitrary affine and permutation equivariant estimator. We provide similar results for the problem of estimating the location parameter of the selected population when the selection goal is that of selecting the worst exponential population. Finally, we provide a simulation study to compare, numerically, the performances of some of the proposed estimators.

math.ST↗

arXiv2021

U-statistic based on overlapping sample spacings

For testing goodness of fit, we consider a class of U-statistics of overlapping spacings of order two, and investigate their asymptotic properties. The standard U-statistic theory is not directly applicable here as the overlapping spacings form a dependent random sequence. The asymptotic distribution of the statistics under the null hypothesis and under a sequence of local alternatives are derived. In terms of the Pitman ARE, the U-statistic based on Gini's mean square difference of overlapping spacings is found to be the asymptotically locally most powerful. Interestingly, this test has the same efficacy as the Greenwood test based on overlapping spacings.

math.ST↗

arXiv2021

Componentwise Equivariant Estimation of Order Restricted Location and Scale Parameters In Bivariate Models: A Unified Study

The problem of estimating location (scale) parameters $\theta_1$ and $\theta_2$ of two distributions when the ordering between them is known apriori (say, $\theta_1\leq \theta_2$) has been extensively studied in the literature. Many of these studies are centered around deriving estimators that dominate the best location (scale) equivariant estimators, for the unrestricted case, by exploiting the prior information that $\theta_1 \leq \theta_2$. Several of these studies consider specific distributions such that the associated random variables are statistically independent. This paper considers a general bivariate model and general loss function and unifies various results proved in the literature. We also consider applications of these results to a bivariate normal and a Cheriyan and Ramabhadran's bivariate gamma model. A simulation study is also considered to compare the risk performances of various estimators under bivariate normal and Cheriyan and Ramabhadran's bivariate gamma models.

math.ST↗

arXiv2021

Some multivariate goodness of fit tests based on data depth

Using the fact that some depth functions characterize certain family of distribution functions, and under some mild conditions, distribution of the depth is continuous, we have constructed several new multivariate goodness of fit tests based on existing univariate GoF tests. Since exact computation of depth is difficult, depth is computed with respect to a large random sample drawn from the null distribution. It has been shown that test statistic based on estimated depth is close to that based on true depth for a large random sample from the null distribution. Some two sample tests for scale difference, based on data depth are also discussed. These tests are distribution-free under the null hypothesis. Finite sample properties of the tests are studied through several numerical examples. A real data example is discussed to illustrate usefulness of the proposed tests.

math.ST↗

arXiv2021

Some parametric tests based on sample spacings

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on statistics that are symmetric functions of $m$-step disjoint sample spacings. Asymptotic properties of these tests have been investigated under the simple null hypothesis and under a sequence of local alternatives converging to the null hypothesis. The asymptotic properties of the proposed tests have also been studied under the composite null hypothesis. We observed that these tests have similar asymptotic properties as the likelihood ratio test. Finite sample performances of the proposed tests are assessed numerically. A data analysis based on real data is also reported. The proposed tests provide alternative to similar tests based on simple spacings (i.e., $m=1$), that were proposed earlier in the literature. These tests also provide an alternative to likelihood ratio tests in situations where likelihood function may be unbounded and hence, likelihood ratio tests do not exist.

math.ST↗

arXiv2020

In Silico Investigations on the Potential Inhibitors for COVID-19 Protease

A novel strain of coronavirus, namely, COVID-19 has been identified in Wuhan city of China in December 2019. There are no specific therapies available and investigations regarding the treatment of the COVID-19 are still lacking. This prompted us to perform a preliminary in silico study on the COVID-19 protease with anti-malarial compounds in the search of potential inhibitor. We have calculated log P and log S values in addition to molecular docking and PASS predictions. Among the seven studied compounds, mepacrine appears as the potential inhibitor of the COVID-19 followed by chloroquine, hydroxychloroquine and phomarin. Therefore, these anti-malarial drugs may be potential drug candidate for the treatment of this novel coronavirus. A detailed analysis on these inhibitors is currently in progress and clinical studies are invited to investigate their potential medicinal use for the COVID-19.

physics.chem-ph↗

arXiv2020

On the Inhibition of COVID-19 Protease by Indian Herbal Plants: An In Silico Investigation

COVID-19 has quickly spread across the globe, becoming a pandemic. This disease has a variable impact in different countries depending on their cultural norms, mitigation efforts and health infrastructure. In India, a majority of people rely upon traditional Indian medicine to treat human maladies due to less-cost, easier availability and without any side-effect. These medicines are made by herbal plants. This study aims to assess the Indian herbal plants in the pursuit of potential COVID-19 inhibitors using in silico approaches. We have considered 18 extracted compounds of 11 different species of these plants. Our calculated lipophilicity, aqueous solubility and binding affinity of the extracted compounds suggest that the inhibition potentials in the order; harsingar > aloe vera > giloy > turmeric > neem > ashwagandha > red onion > tulsi > cannabis > black pepper. On comparing the binding affinity with hydroxychloroquine, we note that the inhibition potentials of the extracts of harsingar, aloe vera and giloy are very promising. Therefore, we believe that these findings will open further possibilities and accelerate the works towards finding an antidote for this malady.

q-bio.OT↗

arXiv2019

On Relative Ageing of Coherent Systems with Dependent Identically Distributed Components

Relative ageing describes how a system ages with respect to another one. The ageing faster orders are the ones which compare the relative ageings of two systems. Here, we study ageing faster orders in the hazard and the reversed hazard rates. We provide some sufficient conditions for proving that one coherent system dominates another system with respect to ageing faster orders. Further, we investigate whether the active redundancy at the component level is more effective than that at the system level with respect to ageing faster orders, for a coherent system. Furthermore, a used coherent system and a coherent system made out of used components are compared with respect to ageing faster orders.

stat.AP↗