Nonparametric estimation of the transition probability matrix of a progressive multi-state model is considered under cross-sectional sampling. Two different estimators adapted to possibly ...

This is a preview. Log in through your library . Abstract In this article, we consider maximum likelihood estimators of the initial probabilities and the mean of a supercritical Galton-Watson process; ...

Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...

A major advancement in risk management among large financial institutions has been the development of internal risk models. The models encompass institutions’ procedures and techniques for assessing ...

This paper introduces a new methodology for modeling and estimating transition probabilities between credit classes. The paper makes three contributions. First, we develop a new statistical model that ...

In linkage studies, marker genotypes of pedigree members provide a means to identify mistakes in pedigree structure. Many such errors will be detected during the statistical analysis through ...

Common ordinal models, including the ordered logit model and the continuation ratio model, are formulated by a common score (ie, a linear combination of given explanatory variables) plus rank-specific ...

Pramote Cholayudth, cpramote2000@yahoo.com, is the founder and manager of PM Consult. He is an industrial pharmacist with more than 40 years of experience. He is a guest speaker on process validation ...

Pramote Cholayudth is an industrial pharmacist with more than 40 years of experiences. He is a guest speaker on Process Validation to industrial pharmaceutical scientists organized by Thailand’s FDA.

Statisticians who study coincidences are fond of saying that ordinary people don’t know how to estimate the probabilities of coincidences. To illustrate our poor statistical thinking, statisticians ...