arXiv subjects

Sanku Dey

Publications and source records attributed to Sanku Dey.

5 recordsLinked to original sources

arXiv2018

Bayesian analysis of absolute continuous Marshall-Olkin bivariate Pareto distribution with location and scale parameters

This paper provides two different novel approaches of slice sampling to estimate the parameters of absolute continuous Marshall-Olkin bivariate Pareto distribution with location and scale parameters. We carry out the bayesian analysis taking gamma prior for shape and scale parameters and truncated normal for location parameters. Credible intervals and coverage probabilities are also provided for all methods. A real-life data analysis is shown for illustrative purpose.

stat.ME↗

arXiv2018

The Frechet distribution: Estimation and Application an Overview

In this article, we consider the problem of estimating the parameters of the Fréchet distribution from both frequentist and Bayesian points of view. First we briefly describe different frequentist approaches, namely, maximum likelihood, method of moments, percentile estimators, L-moments, ordinary and weighted least squares, maximum product of spacings, maximum goodness-of-fit estimators and compare them with respect to mean relative estimates, mean squared errors and the 95\% coverage probability of the asymptotic confidence intervals using extensive numerical simulations. Next, we consider the Bayesian inference approach using reference priors. The Metropolis-Hasting algorithm is used to draw Markov Chain Monte Carlo samples, and they have in turn been used to compute the Bayes estimates and also to construct the corresponding credible intervals. Five real data sets related to the minimum flow of water on Piracicaba river in Brazil are used to illustrate the applicability of the discussed procedures.

stat.AP↗

arXiv2017

Bayesian analysis of three parameter singular Marshall-Olkin bivariate Pareto distribution

This paper provides bayesian analysis of singular Marshall-Olkin bivariate Pareto distribution. We consider three parameter singular Marshall-Olkin bivariate Pareto distribution. We consider two types of prior - reference prior and gamma prior. Bayes estimate of the parameters are calculated based on slice cum gibbs sampler and Lindley approximation. Credible interval is also provided for all methods and all prior distributions. A data analysis is kept for illustrative purpose.

stat.ME↗

arXiv2016

Bayesian Analysis of Modified Weibull distribution under progressively censored competing risk model

In this paper we study bayesian analysis of Modified Weibull distribution under progressively censored competing risk model. This study is made for progressively censored data. We use deterministic scan Gibbs sampling combined with slice sampling to generate from the posterior distribution. Posterior distribution is formed by taking prior distribution as reference prior. A real life data analysis is shown for illustrative purpose.

stat.CO↗

arXiv2015

A multilevel multinomial logistic regression model for identifying risk factors of anemia in children aged 6-59 months in northeastern states of India

In this article, we use multilevel multinomial logistic regression model to identify the risk factors of anemia in children of northeastern States of India. The data consisted of 10,136 children of age group 6-59 months. We considered the level of anemia as the outcome variable with four ordinal categories (severe, moderate, mild, and non-anemic) based on hemoglobin concentration in blood as per WHO guidelines. A two-level random intercept model was considered with state of residence as the level-2 variable. The intra-class correlation (ICC) between states is 0.0577 indicating approximately 6% of the total variation in the response variable accounted for by the state of residence. Several multilevel models have been compared, and a final model was decided based on deviance test. We observed that predicted probability of being at or below severely anemic level to be 0.1247, at moderately anemic level: 0.3578, at mildly anemic level: 0.0698, and being non-anemic to be 0.4477. We found that age at marriage (OR=1.13, 95% CI: 1.05, 1.21) and the number of children even born (OR=1.09, 95% CI: 1.03, 1.15) have significant effect on being at or below lower hemoglobin level (severely anemic). Furthermore, age of child (OR=0.92, 95% CI: 0.86-1.00) was a significant predictor, indicating that odds of severe anemia decreases if the child is 48 months or older.

stat.AP↗