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学者姓名：程维虎
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Abstract ：
In this paper, we introduced a family of distributions with a very flexible shape named generalized scale mixtures of generalized asymmetric normal distributions (GSMAGN). We investigated the main properties of the new family including moments, skewness, kurtosis coefficients and order statistics. A variant of the expectation maximization (EM)-type algorithm was established by combining the proflie likihood approach (PLA) with the classical expectation conditional maximization (ECM) algorithm for parameter estimation of this model. This approach with analytical expressions in the E-step and tractable M-step can greatly improve the computational speed and efficiency of the algorithm. The performance of the proposed algorithm was assessed by some simulation studies. The feasibility of the proposed methodology was illustrated through two real datasets.
Keyword ：
generalized scale mixtures generalized scale mixtures EM-type algorithm EM-type algorithm generalized asymmetric normal distribution generalized asymmetric normal distribution order statistics order statistics
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| GB/T 7714 | Guan, Ruijie , Liu, Aidi , Cheng, Weihu . The generalized scale mixtures of asymmetric generalized normal distributions with application to stock data [J]. | AIMS MATHEMATICS , 2024 , 9 (1) : 1291-1322 . |
| MLA | Guan, Ruijie 等. "The generalized scale mixtures of asymmetric generalized normal distributions with application to stock data" . | AIMS MATHEMATICS 9 . 1 (2024) : 1291-1322 . |
| APA | Guan, Ruijie , Liu, Aidi , Cheng, Weihu . The generalized scale mixtures of asymmetric generalized normal distributions with application to stock data . | AIMS MATHEMATICS , 2024 , 9 (1) , 1291-1322 . |
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Abstract ：
The skewed generalized normal (SGN) distribution with four parameters is a versatile distribution that can effectively model data with skewness and heavy or light tails. In this paper, we conduct two classes of goodness of fit tests for the SGN distribution based on the empirical distribution function (edf) and the sample correlation coefficient. The first class involves transforming the sample into approximately mixed gamma observations, and then applying five classical parametric bootstrap edf-based goodness of fit tests. The second class is based on the inverse probability transformation and utilizes the sample correlation coefficient as the test statistic. We compare the finite sample performances of the proposed tests for different sample sizes and alternative distributions by extensive numerical studies. The simulation results demonstrate that the proposed tests provide a valid alternative to the standard tests using the original data, and the analysis of real data illustrates its application.
Keyword ：
skewed generalized normal distribution skewed generalized normal distribution bootstrap bootstrap Goodness of fit tests Goodness of fit tests empirical distribution function empirical distribution function
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| GB/T 7714 | Lian, Chengdi , Yang, Ke , Liu, Aidi et al. Goodness of fit test for a skewed generalized normal distribution [J]. | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION , 2024 , 94 (12) : 2646-2678 . |
| MLA | Lian, Chengdi et al. "Goodness of fit test for a skewed generalized normal distribution" . | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 94 . 12 (2024) : 2646-2678 . |
| APA | Lian, Chengdi , Yang, Ke , Liu, Aidi , Cheng, Weihu . Goodness of fit test for a skewed generalized normal distribution . | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION , 2024 , 94 (12) , 2646-2678 . |
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Abstract ：
With the progress of information technology, large amounts of asymmetric, leptokurtic, and heavy-tailed data are arising in various fields, such as finance, engineering, genetics, and medicine. It is very challenging to model those kinds of data, especially for extremely skewed data, accompanied by very high kurtosis or heavy tails. In this article, we propose a class of novel skewed generalized t distribution (SkeGTD) as a scale mixture of skewed generalized normal. The proposed SkeGTD has excellent adaptiveness to various data, because of its capability of allowing for a large range of skewness and kurtosis and its compatibility of the separated location, scale, skewness, and shape parameters. We investigate some important properties of this family of distributions. The maximum likelihood estimation, L-moments estimation, and two-step estimation for the SkeGTD are explored. To illustrate the usefulness of the proposed methodology, we present simulation studies and analyze two real datasets.
Keyword ：
Skewed generalized t distribution Skewed generalized t distribution EM algorithm EM algorithm two-step estimation two-step estimation L-moments estimation L-moments estimation maximum likelihood estimation maximum likelihood estimation
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| GB/T 7714 | Lian, Chengdi , Rong, Yaohua , Cheng, Weihu . On a novel skewed generalized t distribution: Properties, estimations, and its applications [J]. | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS , 2024 , 54 (2) : 396-417 . |
| MLA | Lian, Chengdi et al. "On a novel skewed generalized t distribution: Properties, estimations, and its applications" . | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 54 . 2 (2024) : 396-417 . |
| APA | Lian, Chengdi , Rong, Yaohua , Cheng, Weihu . On a novel skewed generalized t distribution: Properties, estimations, and its applications . | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS , 2024 , 54 (2) , 396-417 . |
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Abstract ：
Beta-Exponential Distribution (BED) is proposed by Nadarajah and Samuel Kotz which contains several well-known distributions. With the addition of two shape parameters, this distribution can fit a wider range of data and therefore has been widely used in life testing. However, there are few literature on the properties of order statitics from this distribution, especially the best linear unbiased estimation (BLUE) of the location-scale parameters. In this paper, a new algorithm is proposed by us to obtain closed-form expression for variance-covariance matrix of order statistics from this distribution and give the BLUE for the location-scale parameters for the first time. Compared with several other classical parameter estimation methods (MLE, trimmed L-moments (TL-moments), probability weighted moments (PWM)), BLUE is more suitable for location-scale parameter estimation under small sample size for this distribution. Besides, the explicit expressions for moments of order statistics under the independent identically distributed (IID) case and independent not identically distributed (INID) case are also derived. Furthermore, for BED with three parameters (two shape parameters and scale parameter), we propose an improved TL-moments estimation method based on order statistics isotone transformation under two different trimmed schemes (s = t = 1 and s = 1, t = 0) as well as an improved PWM estimation method and conduct simulation study to compare the performance of each new method with MLE. As a result, the improved TL-moments estimation (s = t = 1) and the improved PWM estimation perform better than MLE on the whole.
Keyword ：
BLUE BLUE Beta-exponential distribution Beta-exponential distribution Improved TL-moments Improved TL-moments Order statistics Order statistics Improved PWM Improved PWM
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| GB/T 7714 | Guan, Ruijie , Cheng, Weihu , Rong, Yaohua et al. Parameter Estimation of Beta-Exponential Distribution Using Linear Combination of Order Statistics [J]. | COMMUNICATIONS IN MATHEMATICS AND STATISTICS , 2023 . |
| MLA | Guan, Ruijie et al. "Parameter Estimation of Beta-Exponential Distribution Using Linear Combination of Order Statistics" . | COMMUNICATIONS IN MATHEMATICS AND STATISTICS (2023) . |
| APA | Guan, Ruijie , Cheng, Weihu , Rong, Yaohua , Zhao, Xu . Parameter Estimation of Beta-Exponential Distribution Using Linear Combination of Order Statistics . | COMMUNICATIONS IN MATHEMATICS AND STATISTICS , 2023 . |
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Abstract ：
Air pollution is prevalent throughout the entire world due to the release of various gases such as NOx, PM, SO2, tropospheric ozone (O3), etc. Ground-stage ozone is the predominant issue in smog and is the product of the interplay between sunlight and emissions. The destructive impact on the health of the populace might also still occur in cities with noticeably clean air and where ozone levels hardly ever exceed safe limits. Therefore, the findings of small variations in air quality and the technique of regulating air contamination are thought-provoking. The study employs various techniques to effectively observe and assess strategies for detecting and eliminating outliers in ozone emissions from pollution episodes. This technique helps to describe the sources and exceedance values and enhance the value of monitoring the data. In this study, the data have some missing observations. The method of imputation, the classical statistical technique, the statistical process control (SPC) technique, functional data analysis (FDA), and functional process control help to fill in the data and detect outliers, trend deviations, and changes in ozone concentration at ground level. A comparison study is carried out using these three techniques: classical analysis, SPC, and FDA, and the results show how the statistical process control and functional data methods performed better than the classical technique for the detection of outliers and also in what way this methodology can enable an additional, comprehensive method of defining air pollution control measures and water pollution control measures.
Keyword ：
air pollution air pollution functional data analysis functional data analysis imputation imputation outlier outlier statistical process control statistical process control
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| GB/T 7714 | Ahmad, Mohammad , Cheng, Weihu , Zhao, Xu . An Outlier Detection Study of Ozone in Kolkata India by the Classical Statistics, Statistical Process Control and Functional Data Analysis [J]. | SUSTAINABILITY , 2023 , 15 (17) . |
| MLA | Ahmad, Mohammad et al. "An Outlier Detection Study of Ozone in Kolkata India by the Classical Statistics, Statistical Process Control and Functional Data Analysis" . | SUSTAINABILITY 15 . 17 (2023) . |
| APA | Ahmad, Mohammad , Cheng, Weihu , Zhao, Xu . An Outlier Detection Study of Ozone in Kolkata India by the Classical Statistics, Statistical Process Control and Functional Data Analysis . | SUSTAINABILITY , 2023 , 15 (17) . |
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Abstract ：
To illustrate data uncertainty, intuitionistic fuzzy sets simply use membership and non-membership degrees. However, in some cases, a more complex strategy is required to deal with imprecise data. One of these techniques is generalized intuitionistic fuzzy sets (GIFSs), which provide a comprehensive framework by adding extra factors that provide a more realistic explanation for uncertainty. GIFSs contain generalized membership, non-membership, and hesitation degrees for establishing symmetry around a reference point. In this paper, we applied a generalized intuitionistic fuzzy set approach to investigate ambiguity in the parameter of the Lomax life distribution, seeking a more symmetric assessment of the reliability measurements. Several reliability measurements and associated cut sets for a novel L-R type fuzzy sets are derived after establishing the scale parameter as a generalized intuitionistic fuzzy number. Additionally, the study includes a range of reliability measurements, such as odds, hazards, reliability functions, etc., that are designed for the Lomax distribution within the framework of generalized intuitionistic fuzzy sets. These reliability measurements are an essential tool for evaluating the reliability characteristics of various types of complex systems. For the purpose of interpretation and application, the results are visually displayed and compared across different cut set values using a numerical example.
Keyword ：
generalized intuitionistic fuzzy sets generalized intuitionistic fuzzy sets generalized intuitionistic fuzzy hazard function generalized intuitionistic fuzzy hazard function L-R type (alpha, beta)-cut sets L-R type (alpha, beta)-cut sets Lomax life distribution Lomax life distribution generalized intuitionistic fuzzy reliability function generalized intuitionistic fuzzy reliability function
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| GB/T 7714 | Kalam, Abdul , Cheng, Weihu , Du, Yang et al. Statistical Fuzzy Reliability Analysis: An Explanation with Generalized Intuitionistic Fuzzy Lomax Distribution [J]. | SYMMETRY-BASEL , 2023 , 15 (11) . |
| MLA | Kalam, Abdul et al. "Statistical Fuzzy Reliability Analysis: An Explanation with Generalized Intuitionistic Fuzzy Lomax Distribution" . | SYMMETRY-BASEL 15 . 11 (2023) . |
| APA | Kalam, Abdul , Cheng, Weihu , Du, Yang , Zhao, Xu . Statistical Fuzzy Reliability Analysis: An Explanation with Generalized Intuitionistic Fuzzy Lomax Distribution . | SYMMETRY-BASEL , 2023 , 15 (11) . |
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Abstract ：
Tolerance intervals (TIs) are commonly employed in numerous industries, ranging from engineering to pharmaceuticals. However, closed-form TIs are unavailable for most distributions. Although some approximate methods can be used to obtain TIs, coverage probabilities (CPs) of these TIs cannot achieve the nominal level, or can be even far different from the nominal level. In this study, we propose two content-adjusted procedures for TIs based on bootstrap. The first one is based on the bootstrap sample quantile, while the second one is based on the asymptotic normality of empirical distribution. The simulation results show that the two calibration procedures can improve CPs of TIs for some non-normal distributions according to extensive numerical simulations, and they are both proved to be effective through real data examples.
Keyword ：
non-normal distributions non-normal distributions content correction content correction tolerance intervals tolerance intervals bootstrap calibration bootstrap calibration calibration interval calibration interval
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| GB/T 7714 | Jiao, Junjun , Zhao, Xu , Cheng, Weihu . Content-adjusted tolerance intervals via bootstrap calibration [J]. | STAT , 2022 , 11 (1) . |
| MLA | Jiao, Junjun et al. "Content-adjusted tolerance intervals via bootstrap calibration" . | STAT 11 . 1 (2022) . |
| APA | Jiao, Junjun , Zhao, Xu , Cheng, Weihu . Content-adjusted tolerance intervals via bootstrap calibration . | STAT , 2022 , 11 (1) . |
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Abstract ：
在氢能源的开发和利用中,储氢设备的质量分级评价十分重要.本文利用最优加权法对改进的层次分析法的权重进行优化,得到了各因素的层次分析法—熵权法权重;参照承压容器的质量分级通则,构建高压储氢模拟容器进行质量分级模型.利用分级通则模型和我们所建立的模型对102个模拟储氢罐分别进行质量分级,发现两种分级的结果没有显著差异,但我们所建立的模型简便实用.
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| GB/T 7714 | 徐奇 , 程维虎 , 段志祥 et al. 高压储氢设备质量分级评价统计建模研究 [J]. | 数理统计与管理 , 2021 , 40 (3) : 395-404 . |
| MLA | 徐奇 et al. "高压储氢设备质量分级评价统计建模研究" . | 数理统计与管理 40 . 3 (2021) : 395-404 . |
| APA | 徐奇 , 程维虎 , 段志祥 , 石坤 . 高压储氢设备质量分级评价统计建模研究 . | 数理统计与管理 , 2021 , 40 (3) , 395-404 . |
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Abstract ：
In this paper, we propose a least-squares estimator based on Logistic transformation of order statistics (LLSE) and grouped LLSE for the generalized Logistic distribution. Some asymptotic results are provided. Two simulations are undertaken to assess the performance of the proposed method and to compare them with other methods suggested in this paper. The simulation results indicate that LLSE performs better than some other methods and grouped LLSE performs fairly well in small sample size. Finally, LLSE is applied to a real dataset.
Keyword ：
logistic transformation logistic transformation least squares least squares Generalized logistic distribution Generalized logistic distribution
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| GB/T 7714 | Chen, Haiqing , Zhao, Xu , Zhu, Leilei et al. Fitting generalized logistic distribution by least squares based on the logistic transformation of order statistics [J]. | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS , 2021 , 52 (2) : 263-272 . |
| MLA | Chen, Haiqing et al. "Fitting generalized logistic distribution by least squares based on the logistic transformation of order statistics" . | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 52 . 2 (2021) : 263-272 . |
| APA | Chen, Haiqing , Zhao, Xu , Zhu, Leilei , Cheng, Weihu , Xu, Lu . Fitting generalized logistic distribution by least squares based on the logistic transformation of order statistics . | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS , 2021 , 52 (2) , 263-272 . |
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Abstract ：
This paper evaluates the performance of theF(W)-test for testing part ofp-regression coefficients in linear panel data model whenpis divergent. The asymptotic power of theF(W)-statistic is obtained under some regular conditions. The theoretical development are challenging since the number of covariates increases as the sample size increases. It is worth noting that the inference approach does not require any specification of the error distribution. Some simulation comparisons are conducted and show that the simulated power coincide with theoretical power well. The method is also illustrated using a renal cancer data example.
Keyword ：
F-W-statistic F-W-statistic Panel data Panel data regression coefficient regression coefficient
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| GB/T 7714 | Zhao, Jing , Wu, Mi-xia , Cheng, Wei-hu et al. Tests forp-regression Coefficients in Linear Panel Model Whenpis Divergent [J]. | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES , 2020 , 36 (3) : 566-580 . |
| MLA | Zhao, Jing et al. "Tests forp-regression Coefficients in Linear Panel Model Whenpis Divergent" . | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 36 . 3 (2020) : 566-580 . |
| APA | Zhao, Jing , Wu, Mi-xia , Cheng, Wei-hu , Rong, Yao-hua , Hu, Yu-ping . Tests forp-regression Coefficients in Linear Panel Model Whenpis Divergent . | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES , 2020 , 36 (3) , 566-580 . |
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