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Mehran Naghizadeh Qomi

Mehran Naghizadeh Qomi

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics - University of Mazandaran - Babolsar- Iran
Phone: 01135302473

Research

Title
Approximate confidence and tolerance limits for the discrete Pareto distribution for characterizing extremes in count data
Type
JournalPaper
Keywords
bootstrap calibration, coverage probability, equal-tailed tolerance interval, extreme values, surprise index
Year
2019
Journal STATISTICA NEERLANDICA
DOI
Researchers derek young ، Mehran Naghizadeh Qomi ، azadeh kiapour

Abstract

Statistical tolerance intervals for discrete distributions are widely employed for assessing the magnitude of discrete characteristics of interest in applications like quality control, environmental monitoring, and the validation of medical devices. For such data problems, characterizing extreme counts or outliers is also of considerable interest. These applications typically use traditional discrete distributions, like the Poisson, binomial, and negative binomial. The discrete Pareto distribution is an alternative yet flexible model for count data that are heavily right-skewed. Our contribution is the development of statistical tolerance limits for the discrete Pareto distribution as a strategy for characterizing the extremeness of observed counts in the tail. We discuss the coverage probabilities of our procedure in the broader context of known coverage issues for statistical intervals for discrete distributions.We address this issue by applying a bootstrap calibration to the confidence level of the asymptotic confidence interval for the discrete Pareto distribution's parameter. We illustrate our procedure on a dataset involving cyst formation in mice kidneys.