Research & Reviews : Journal of Statistics
Volume 8, Issue 1 (2019)
Published
Table of contents
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An Alternative Robust Measure of Outlier Detection in Univariate Data Sets
Abstract: A univariate outlier is a data point that consists of an extreme value on one variable. Here we applied two types of outlier detection methods: one is graphical and another is analytical. This paper presents graphical methods for different statistical outlier detection such as scatter diagram, box plot and normal probability plot. Furthermore, the quantitative methods for outlier detection in this paper are the IQR method, SD method, Z-score method, …
Published in Research & Reviews : Journal of Statistics · Vol. 8, Issue 1, 2019 · pp. 1–11 Read article
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Canonical Relationship between Indian Stock Price Index and Exchange Rates
Abstract: In this study we have investigated the canonical relationship between stock prices and exchange rates of the emerging Indian economy. We have considered monthly nominal exchange rate of US Dollar, Pound, Euro, Japanese Yen and monthly values of BSE and NSE, stock price index for the period of 3rd January, 2000 to 15th November, 2017. The canonical correlations between the first and second pairs of canonical variate were found to …
Published in Research & Reviews : Journal of Statistics · Vol. 8, Issue 1, 2019 · pp. 12–16 Read article
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Estimation of Reliability for a Two Parameter Inverse Chen Distribution
Abstract: The problem of estimation of reliability, when and are two independent random variables follow inverse Chen distribution, is considered in the paper. Maximum likelihood estimators of under simple random sampling and ranked set sampling are obtained. Also, Bayesian estimation using Lindley's approximation technique is proposed to draw inference about . Reliability estimators are compared using mean squared error criteria and real data analysis is carried out for illustration purpose. Keywords: …
Published in Research & Reviews : Journal of Statistics · Vol. 8, Issue 1, 2019 · pp. 17–25 Read article
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Using Monte Carlo Simulation Approach, Estimation of Stochastic Frontier Production Function and Test of Parameters under Restricted Alternatives
Abstract: The stochastic frontier production function can be used to estimate the technical efficiencies among the firms when all the firms are not technically efficient. In most of the economic problems, prior information about the parameters is known in advance. That is, the sign of the parameters are known, which is also true for the Stochastic Frontier Production. We notice that the existing techniques of estimating the Stochastic Frontier Production Function …
Published in Research & Reviews : Journal of Statistics · Vol. 8, Issue 1, 2019 · pp. 26–31 Read article
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Estimation of Terrorist Attacks Using Markov Modeling
Abstract: Terrorist attacks are the challenging problem throughout the countries including India, Pakistan, United States, Afghanistan, Sri Lanka, etc. Probabilistic model is one of the most important models for detecting and preventing the terrorist attacks based on the historical data sets. In this paper, we are applying the higher order transition probability matrix and estimate the future movement of terrorism. This model is an appropriate way of determine the progress of …
Published in Research & Reviews : Journal of Statistics · Vol. 8, Issue 1, 2019 · pp. 32–37 Read article
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Data Mining Methods for Terrorist Activity
Abstract: Identification of outliers is an important component of data mining since such observations can have a profound influence and distort the analysis. In the recent years, detection of outlier has been broadly applied in the field of data mining. It is an important method for many research applications such as credit card fraud, computer intrusion detection, and criminal activities in electronic commerce, medical diagnosis and anti-terrorism, image processing. Detection of …
Published in Research & Reviews : Journal of Statistics · Vol. 8, Issue 1, 2019 · pp. 38–43 Read article