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A Novel Approach to Finding Sampling Distributions for Truncated Laws Via Unbiasedness Equivalence Principle

Received: 26 January 2016     Accepted: 28 January 2016     Published: 23 February 2016
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Abstract

Truncated distributions arise naturally in many practical situations. In this paper, the problem of finding sampling distributions for truncated laws is considered. This problem concerns the very important area of information processing in Industrial Engineering. It remains today perhaps the most difficult and important of all the problems of mathematical statistics that require considerable efforts and great skill for investigation. In a given problem, most would prefer to find a sampling distribution for truncated law by the simplest method available. For many situations encountered in textbooks and in the literature, the approach discussed here is simple and straightforward. It is based on use of the unbiasedness equivalence principle (UEP) that represents a new idea which often allows one to provide a neat method for finding sampling distributions for truncated laws. It avoids explicit integration over the sample space and the attendant Jacobian but at the expense of verifying completeness of the recognized family of densities. Fortunately, general results on completeness obviate the need for this verification in many problems involving exponential families. The proposed approach allows one to obtain results for truncated laws via the results obtained for non-truncated laws. It is much simpler than the known approaches. In many situations this approach allows one to find the results for truncated laws with known truncation points and to estimate system reliability in a simple way. The approach can also be used to find the sampling distribution for truncated law when some or all of its truncation parameters are left unspecified. The illustrative examples are given.

Published in American Journal of Theoretical and Applied Statistics (Volume 5, Issue 2-1)

This article belongs to the Special Issue Novel Ideas for Efficient Optimization of Statistical Decisions and Predictive Inferences under Parametric Uncertainty of Underlying Models with Applications

DOI 10.11648/j.ajtas.s.2016050201.16
Page(s) 40-48
Creative Commons

This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.

Copyright

Copyright © The Author(s), 2016. Published by Science Publishing Group

Keywords

Truncated Law, Unbiasedness Equivalence Principle, Sampling Distribution, Reliability Estimation

References
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[3] K. C. Kapur and B. R. Cho, “Economic design and development of specification,” Quality Engineering, vol. 6, pp. 401–417, 1994.
[4] K. C. Kapur and B. R. Cho, “Economic Design of the Specification Region for Multiple Quality Characteristics,” IIE Transactions, vol. 28, pp. 237–248, 1996.
[5] M. D. Phillips and B. R. Cho, “Quality improvement for processes with circular and spherical specification region,” Quality Engineering, vol. 11, pp. 235–243, 1998.
[6] M. D. Phillips and B. R. Cho, “Modeling of Optimum Specification Regions,” Applied Mathematical Modelling, vol. 24, pp. 327–341, 2000.
[7] M. T. Khasawneh, S. R. Bowling, S. Kaewkuekool, and B. R. Cho BR (2004). “Tables of a truncated standard normal distribution: a singly truncated case,” Quality Engineering, vol. 17, pp. 33–50, 2004.
[8] M. T. Khasawneh, S. R. Bowling, S. Kaewkuekool, and B. R. Cho, “Tables of a truncated standard normal distribution: a doubly truncated case,” Quality Engineering, vol. 18, pp. 227–241, 2005.
[9] K. Bhowmick, A. Mukhopadhyay, and G. B. Mitra, “Edgeworth series expansion of the truncated cauchy function and its effectiveness in the study of atomic heterogeneity,” Zeitschrift fur Kristallographie, vol. 215, pp. 718–726, 2000.
[10] U. Shmueli, “Symmetry and composition dependent cumulative distribution of the normalized structure amplitude for use in intensity statistics,” Acta Crystallography, vol. A35, pp. 282–286, 1979.
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[13] K. W. Kenyon, V. B. Scheffer, and D. G. Chapman, “A Population Study of the Alaska Fur Seal Herd,” U. S. Wildlife, vol. 12, pp. 177, 1954.
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[16] C. A. Charalambides, “Minimum variance unbiased estimation for a class of left-truncated discrete distributions,” Sankhyā, vol. 36, pp. 397418, 1974.
[17] T. Cacoullos, “A combinatorial derivation of the distribution of the truncated poisson sufficient statistic,” Ann. Math. Statist., vol. 32, pp. 904905, 1961.
[18] N. A. Nechval, K. N. Nechval, G. Berzins, and M. Purgailis, “Unbiasedness equivalence principle and its applications to finding sampling distributions for truncated laws,” in Proceedings of the Second International Conference on Mathematics: Trends and Developments, Vol. I. Cairo: The Egyptian Mathematical Society, 2007, pp. 165180.
[19] J. W. Tukey, “Sufficiency, truncation and selection,” Ann. Math. Statist., vol. 20, pp. 309311, 1949.
[20] C. Jordan, Calculus of Finite Differences. New York: Chelsea, 1950.
[21] R. F. Tate and R. L. Goen, “Minimum Variance Unbiased Estimation for the Truncated Poisson Distribution,” Ann. Math. Statist., vol. 29, pp. 755765, 1958.
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Cite This Article
  • APA Style

    Nicholas A. Nechval, Sergey Prisyazhnyuk, Vladimir F. Strelchonok. (2016). A Novel Approach to Finding Sampling Distributions for Truncated Laws Via Unbiasedness Equivalence Principle. American Journal of Theoretical and Applied Statistics, 5(2-1), 40-48. https://doi.org/10.11648/j.ajtas.s.2016050201.16

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    ACS Style

    Nicholas A. Nechval; Sergey Prisyazhnyuk; Vladimir F. Strelchonok. A Novel Approach to Finding Sampling Distributions for Truncated Laws Via Unbiasedness Equivalence Principle. Am. J. Theor. Appl. Stat. 2016, 5(2-1), 40-48. doi: 10.11648/j.ajtas.s.2016050201.16

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    AMA Style

    Nicholas A. Nechval, Sergey Prisyazhnyuk, Vladimir F. Strelchonok. A Novel Approach to Finding Sampling Distributions for Truncated Laws Via Unbiasedness Equivalence Principle. Am J Theor Appl Stat. 2016;5(2-1):40-48. doi: 10.11648/j.ajtas.s.2016050201.16

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  • @article{10.11648/j.ajtas.s.2016050201.16,
      author = {Nicholas A. Nechval and Sergey Prisyazhnyuk and Vladimir F. Strelchonok},
      title = {A Novel Approach to Finding Sampling Distributions for Truncated Laws Via Unbiasedness Equivalence Principle},
      journal = {American Journal of Theoretical and Applied Statistics},
      volume = {5},
      number = {2-1},
      pages = {40-48},
      doi = {10.11648/j.ajtas.s.2016050201.16},
      url = {https://doi.org/10.11648/j.ajtas.s.2016050201.16},
      eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ajtas.s.2016050201.16},
      abstract = {Truncated distributions arise naturally in many practical situations. In this paper, the problem of finding sampling distributions for truncated laws is considered. This problem concerns the very important area of information processing in Industrial Engineering. It remains today perhaps the most difficult and important of all the problems of mathematical statistics that require considerable efforts and great skill for investigation. In a given problem, most would prefer to find a sampling distribution for truncated law by the simplest method available. For many situations encountered in textbooks and in the literature, the approach discussed here is simple and straightforward. It is based on use of the unbiasedness equivalence principle (UEP) that represents a new idea which often allows one to provide a neat method for finding sampling distributions for truncated laws. It avoids explicit integration over the sample space and the attendant Jacobian but at the expense of verifying completeness of the recognized family of densities. Fortunately, general results on completeness obviate the need for this verification in many problems involving exponential families. The proposed approach allows one to obtain results for truncated laws via the results obtained for non-truncated laws. It is much simpler than the known approaches. In many situations this approach allows one to find the results for truncated laws with known truncation points and to estimate system reliability in a simple way. The approach can also be used to find the sampling distribution for truncated law when some or all of its truncation parameters are left unspecified. The illustrative examples are given.},
     year = {2016}
    }
    

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  • TY  - JOUR
    T1  - A Novel Approach to Finding Sampling Distributions for Truncated Laws Via Unbiasedness Equivalence Principle
    AU  - Nicholas A. Nechval
    AU  - Sergey Prisyazhnyuk
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    DO  - 10.11648/j.ajtas.s.2016050201.16
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    JF  - American Journal of Theoretical and Applied Statistics
    JO  - American Journal of Theoretical and Applied Statistics
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    AB  - Truncated distributions arise naturally in many practical situations. In this paper, the problem of finding sampling distributions for truncated laws is considered. This problem concerns the very important area of information processing in Industrial Engineering. It remains today perhaps the most difficult and important of all the problems of mathematical statistics that require considerable efforts and great skill for investigation. In a given problem, most would prefer to find a sampling distribution for truncated law by the simplest method available. For many situations encountered in textbooks and in the literature, the approach discussed here is simple and straightforward. It is based on use of the unbiasedness equivalence principle (UEP) that represents a new idea which often allows one to provide a neat method for finding sampling distributions for truncated laws. It avoids explicit integration over the sample space and the attendant Jacobian but at the expense of verifying completeness of the recognized family of densities. Fortunately, general results on completeness obviate the need for this verification in many problems involving exponential families. The proposed approach allows one to obtain results for truncated laws via the results obtained for non-truncated laws. It is much simpler than the known approaches. In many situations this approach allows one to find the results for truncated laws with known truncation points and to estimate system reliability in a simple way. The approach can also be used to find the sampling distribution for truncated law when some or all of its truncation parameters are left unspecified. The illustrative examples are given.
    VL  - 5
    IS  - 2-1
    ER  - 

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Author Information
  • Department of Mathematics, Baltic International Academy, Riga, Latvia

  • Department of Geoinformation Systems, National Research University of Information Technologies, Mechanics and Optics, St-Petersburg, Russia

  • Department of Mathematics, Baltic International Academy, Riga, Latvia

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