International Journal of Statistical Distributions and Applications

Volume 9, Issue 1, March 2023

  • Method of Disaggregating Annual Time Series into Seasons

    Richard Hindls, Stanislava Hronova

    Issue: Volume 9, Issue 1, March 2023
    Pages: 1-8
    Received: 15 January 2023
    Accepted: 1 February 2023
    Published: 9 February 2023
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    Abstract: A number of indicators (especially economic ones), whose values are monitored with annual periodicity, need to be broken down into the so-called seasons, i.e., time periods shorter than one year. And it is necessary not only to respect the specifics of these seasons, but at the same time to do so without having to specifically survey these values i... Show More
  • Bayesian Multiple Linear Regression Model for GDP in Nepal

    Ranjita Pandey, Dipendra Bahadur Chand, Himanshu Tolani

    Issue: Volume 9, Issue 1, March 2023
    Pages: 9-23
    Received: 13 January 2023
    Accepted: 6 February 2023
    Published: 27 February 2023
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    Abstract: Gross Domestic Product (GDP) known as the pulse of economy for any country depends on multiple factors like export-import, inflation rate and unemployment rate etc. Statistical assessment of GDP demands fresh concepts to explain GDP through its covariates in order to improve and strengthen estimation process. Descriptive analysis for the considered... Show More
  • Analyzing Dynamic Regimes of GARCH Model on Stock Price Volatility

    Rosemary Ukamaka Okafor, Josephine Nneamaka Onyeka-Ubaka

    Issue: Volume 9, Issue 1, March 2023
    Pages: 24-34
    Received: 20 January 2023
    Accepted: 16 February 2023
    Published: 27 February 2023
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    Abstract: As a result of volatility dynamics, investors and other stakeholders in businesses and industries have difficulty making financial decisions. Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models are the most widely applied in the analysis of financial derivatives volatility. Volatility persistence is a common issue when analyzin... Show More
  • Two Sample Approaches to Regression Calibration for Measurement Error Correction

    Samuel Joel Kamun, Cornelious Nyakundi, Richard Simwa

    Issue: Volume 9, Issue 1, March 2023
    Pages: 35-40
    Received: 1 February 2023
    Accepted: 1 March 2023
    Published: 9 March 2023
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    Abstract: The goal of this work is to create methods for enhancing measurement error using regression calibration as a strategy by combining two samples, thereby increasing the relative efficiency of linear regression models. Because two or more samples are more likely to provide an accurate representation of the population than a single sample under inquiry... Show More
  • Bayesian Analysis on the Spatial Difference of Input Risk of Overseas Cases of COVID-19 in China

    Bo Yang, Yunyuan Yang, Wei Zheng, Yanmei Li, Xinping Yang

    Issue: Volume 9, Issue 1, March 2023
    Pages: 41-48
    Received: 24 February 2023
    Accepted: 20 March 2023
    Published: 31 March 2023
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    Abstract: To analyze the spatial difference of COVID-19 import risk is helpful for scientific prevention and control. On the basis of clustering 25 provinces and cities with epidemic input in study time, a multinomial distribution model was established under the Bayesian framework. All parameters Bayesian estimation was obtained by MCMC method. 25 provinces ... Show More