Isa Daud

An application of a new extreme value distribution to air pollution data

Purpose – Extreme value model is one of the most important models that are applicable in air pollution data. This paper aims at introducing a new model of extreme value that is more suitable in environmental studies.Design/methodology/approach – The parameters of the new model have been estimated by method of maximum likelihood. In order to relate to air pollution impacts, the new extreme value model was used, applied to carbon monoxide (CO) in parts per million (ppm) at several places in Malaysia. The objective of this analysis is to fit the extreme values with a new model and to examine its performance. Comparison of the new model with others is shown to illustrate the applicability of this new model.Findings – The results show that the new model is the best fit using the method of maximum likelihood. The new model gives a significant impact of CO data, which gives the smallest standard error and p‐values. The new extreme value model is able to identify significantly problems of air pollution. The resul...

Approximate confidence interval for the new extreme value distribution

Purpose – Exact confidence interval estimation for the new extreme value model is often impractical. This paper seeks to evaluate the accuracy of approximate confidence intervals for the two‐parameter new extreme value model.Design/methodology/approach – The confidence intervals of the parameters of the new model based on likelihood ratio, Wald and Rao statistics are evaluated and compared through the simulation study. The criteria used in evaluating the confidence intervals are the attainment of the nominal error probability and the symmetry of lower and upper error probabilities.Findings – This study substantiates the merits of the likelihood ratio, the Wald and the Rao statistics. The results indicate that the likelihood ratio‐based intervals perform much better than the Wald and Rao intervals.Originality/value – Exact interval estimates for the new model are difficult to obtain. Consequently, large sample intervals based on the asymptotic maximum likelihood estimators have gained widespread use. Inter...

Semiparametric estimation with profile algorithm for longitudinal binary data

This article considers analyzing longitudinal binary data semiparametrically and proposing GEE-Smoothing spline in the estimation of parametric and nonparametric components. The method is an extension of the parametric generalized estimating equation to semiparametric. The nonparametric component is estimated by smoothing spline approach, i.e., natural cubic spline. We use profile algorithm in the estimation of both parametric and nonparametric components. Properties of the estimators are evaluated by simulation.

Advantage of the modified Lunn-Mcneil technique over Kalbfleisch-Prentice technique in competing risks

Survival analysis algorithm is often applied in the data mining process. Cox regression is one of the survival analysis tools that has been used in many areas, and it can be used to analyze the failure times of aircraft crashed. Another survival analysis tool is the competing risks where we have more than one cause of failure acting simultaneously. Lunn-McNeil analyzed the competing risks in the survival model using Cox regression with censored data. The modified Lunn-McNeil technique is a simplify of the Lunn-McNeil technique. The Kalbfleisch-Prentice technique is involving fitting models separately from each type of failure, treating other failure types as censored. To compare the two techniques, (the modified Lunn-McNeil and Kalbfleisch-Prentice) a simulation study was performed. Samples with various sizes and censoring percentages were generated and fitted using both techniques. The study was conducted by comparing the inference of models, using Root Mean Square Error (RMSE), the power tests, and the Schoenfeld residual analysis. The power tests in this study were likelihood ratio test, Rao-score test, and Wald statistics. The Schoenfeld residual analysis was conducted to check the proportionality of the model through its covariates. The estimated parameters were computed for the cause-specific hazard situation. Results showed that the modified Lunn-McNeil technique was better than the Kalbfleisch-Prentice technique based on the RMSE measurement and Schoenfeld residual analysis. However, the Kalbfleisch-Prentice technique was better than the modified Lunn-McNeil technique based on power tests measurement.