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Journal : PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON DATA SCIENCE AND OFFICIAL STATISTICS

hyper-Poisson Model for Overdispersed and Underdispersed Count Data Venda Damianus Situmorang; Siti Nurrohmah; Ida Fithriani
Proceedings of The International Conference on Data Science and Official Statistics Vol. 2023 No. 1 (2023): Proceedings of 2023 International Conference on Data Science and Official St
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/icdsos.v2023i1.344

Abstract

The Poisson model is commonly used for modelling count data. However, it has a limitation, namely the equality between the mean and variance (equidispersion) of the data to be modeled. Unfortunately, overdispersion (variance greater than the mean) and underdispersion (variance smaller than the mean) are more often to be found in real cases. Therefore, different models need to be used to handle data with these cases. The hyper-Poisson model is one model that can be used to handle overdispersion or underdispersion cases flexibly. This paper describes the hyper-Poisson model and its application on overdispersed and underdispersed count data.
Vine Copula Model: Application to Chemical Elements in Water Samples Salsabila Zahra Aminullah; Mila Novita; Ida Fithriani
Proceedings of The International Conference on Data Science and Official Statistics Vol. 2023 No. 1 (2023): Proceedings of 2023 International Conference on Data Science and Official St
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/icdsos.v2023i1.346

Abstract

Copula can link the bivariate distribution function with marginal distribution functions without requiring specific information about the interdependence among random variables. There are several types of copulas, such as elliptical copulas, Archimedean copulas, and extreme value copulas. However, in multivariate modeling, each type of copula has limitations in modeling complex dependence structures in terms of symmetry and tail dependence properties. The class of vine copulas overcomes these limitations by constructing multivariate models using bivariate copulas in a tree-like structure. The bivariate copulas used in this study include the Clayton, Gumbel, Frank, Gaussian, and Student's t copula families. This study discusses the construction of vine copula models, parameter estimation, and their applications. The construction of vine copulas is done through the decomposition of conditional probability density functions and substituting bivariate copula density functions into the decomposition results. The data used in the study is the logarithm of the concentration of chemical elements in water samples in Colorado. The parameter estimation method used is pseudo-maximum likelihood with sequential estimation. Model selection is then performed using the Akaike information criterion (AIC) to determine the most suitable model. The results indicate that Caesium and Titanium have a dependency relationship with Scandium. Moreover, Scandium and Titanium exhibit the strongest dependence compared to other variable pairs.
Formulation of Kumaraswamy Generalized Inverse Lomax Distribution Andrew Bony Nabasar Manurung; Siti Nurrohmah; Ida Fithriani
Proceedings of The International Conference on Data Science and Official Statistics Vol. 2023 No. 1 (2023): Proceedings of 2023 International Conference on Data Science and Official St
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/icdsos.v2023i1.416

Abstract

Lifetime data is a type of data that consists of a waiting time until an event occurs and modelled by numerous distributions. One of its characteristics that is interesting to be studied is the hazard function due to the flexibility that it has compared to other characteristics of distribution. Inverse Lomax (IL) distribution is one of the distributions considered to have advantages in modelling hazard shape and extended in several ways to address the problem of non-monotone hazard which is often encountered in real life data. However, it needs to be extended to another family of distribution to increase its modelling potential and Kumaraswamy Generalized (KG) family of distribution is used as it adds two more parameters to the distribution. The newly developed distribution is called the Kumaraswamy Generalized Inverse Lomax (KGIL) distribution. The main characteristics of KGIL distribution will be derived, such as cumulative distribution function (cdf), probability density function (pdf), hazard function, and survival function. Maximum likelihood method will also be used to estimate the parameters. The application of the new model is based on head-and-neck cancer lifetime data set. The modelling results show that the KGIL distribution is the best to capture important details of the data set considered