We investigate some information properties of consecutive k-out-of-n:G systems in light of fractional generalized cumulative residual entropy. We firstly derive a formula to compute fractional generalized cumulative residual entropy related to the system's lifetime and explore its preservation properties in terms of established stochastic orders. Additionally, we obtain useful bounds. To aid practical applications, we propose two non parametric estimators for the fractional generalized cumulative residual entropy in these systems. The efficiency and performance of these estimators are illustrated using simulated and real datasets.

Spatial auto-regressive (SAR) models are widely used in geosciences for spatial analyses; their main feature is the presence of weight (W) matrices, which define the neighboring relationships between the spatial units. The statistical properties of parameter and forecast estimates strongly depend on the structure of such matrices. The least squares (LS) method is the most flexible and can estimate systems of large dimensions; however, it is not consistent in the presence of multilateral (sparse) matrices. Instead, the unilateral specification of SAR models provides triangular weight matrices which allow good statistical properties to LS and enable the implementation of sequential prediction functions. In this paper we show the better performance in out-of-sample forecasting of unilateral SAR and LS with respect to multilateral and maximum likelihood (ML) methods. This conclusion is supported by extensive numerical simulations and applications to real geological data, both on regular lattice and irregular polygonal form.

The analysis of aggregate data has received increasing attention in the statistical discipline over the past 20 years. Much of this attention has been focused on estimating the cells frequencies of a 2×2 contingency table given only the marginal totals; the analyses proposed have been received with missed reviews. More recently, the focus has shifted toward analysing the overall association structure rather than on the estimation of the cell frequencies. This article provides some insight int how informative the aggregate data of a single 2×2 contingency table is for assessing the association. The information contained in the margins of the table is quantified using the squared deviation of the expected cell frequencies over the possible range of values, where the row and column totals are known and fixed. The new measure we discuss to quantify this association is referred to as the aggregate informative index (AII) and is shown to be the standardized area under the squared deviation curve.

Statistics modules are included in most university degrees, independent of the degree area. They have an important role in preparing students for the real world. The overall goal of this paper is to identify the common statistical issues students face during the transition from secondary education to tertiary education. Drawing upon data from the University College Dublin (UCD) Math Support Center (MSC) and Universidad Rey Juan Carlos (URJC), our approach aims to optimize learning experiences while advancing sustainability objectives. In this paper, we conducted a categorization of statistical concepts taught in university (based on URJC). Using this categorization, UCD MSC tutor comments were categorized and validated, and subsequently descriptive analyses and text mining were used on the UCD MSC comments to achieve a deeper understanding of the statistical issues. Building on this study, we plan to develop a suite of evidence-based sustainable educational applications and games to support undergraduate students internationally in first-and second-year statistical modules. Our findings on students’ main statistical issues contribute to the cultivation of lasting statistical literacy among students. This research advances the sustainability agenda within statistical education.

Factor analysis, a staple of correlational psychology, faces challenges with ordinal variables like Likert scales. The validity of traditional methods, particularly maximum likelihood (ML), is debated. Newer approaches, like using polychoric correlation matrices with weighted least squares estimators (WLS), offer solutions. This paper compares ML with WLS for ordinal variables. While WLS generally outperforms ML, especially with non-bell-shaped distributions, it may yield artefactual estimates with severely skewed data. ML tends to underestimate true loadings, while WLS may overestimate them. Simulations and case studies highlight the importance of item psychometric distributions. Despite advancements, ML remains robust, underscoring the complexity of analyzing ordinal data in factor analysis. There's no one-size-fits-all approach, emphasizing the need for sensitivity analyses and careful consideration of data characteristics.

This article systematically studied the A-optimal designs of a high-order mixture central polynomial model, which is an advancement of the research results for the A-optimal design of the most recent third-order mixture central polynomial model and a more accurate response surface model. This article is based on the simplex center design, obtaining measurement values at various design points, and verifying them through the A-optimal equivalence theorem. We also compare the A-efficiency of designs through examples, which can be applied to the A-optimal precise design of the fourth-order mixture model.

This work studies how the Elo rating system can be applied to score-based sports, where it’s gaining popularity, and in particular for predicting the result at any point of a game, extending its statistical basis to stochastic processes. We derive some new theoretical results for this model and use them to implement Elo ratings for basketball and soccer leagues, where the assumptions of our model are tested and found to be mostly accurate. We showcase several metrics for comparing the performance of different ratings systems and determine whether adding a feature has a statistically significant impact. Finally, we propose an Elo model based in a discrete process for the score that allows us to obtain draw probabilities for soccer matches, and has a performance competitive with alternatives like SPI ratings.

For Sir Ronald Fisher, it is important to consistently obtain significant p-values to support an experimental hypothesis. So, replicating experiments to obtain independent p-values is a legitimate and desirable research practice. Several simple statistics have been proposed to meta-analyze p-values, all assuming that they are genuine, i.e. observations from independent standard Uniform random variables. But, as publication bias favors the studies that report "significant" p-values, when a p>0.05 is obtained for the outcome of an experiment, some researchers will "fall into temptation" and decide to replicate the experiment in the hope of getting a smaller second p-value, ideally a significant one. Consequently, if the smallest of two p-values is reported, this is a Beta(1,2) distributed "fake" p-value, not a uniformly distributed genuine p-value. This is an unacceptable scientific research practice, and moreover the detection of fake p-values is unpractical. Even when it is possible, the analytic results to accommodate their existence in combined tests are cumbersome. For an informed decision, inclusive when the presence of fake p-values in a sample of p-values to be meta-analyzed is probable, tables with simulated critical values for the usual combined testing are supplied. This will also allow comparisons to be made between several combined tests.

Este estudio examina la implementación de redes bayesianas para el diagnóstico de afecciones respiratorias utilizando datos clínicos. Se analizaron 5725 registros de una clínica privada en Francia, obtenidos de Kaggle, centrándose en seis variables clave: glucosa en sangre, frecuencia cardíaca, saturación de oxígeno, presión arterial, temperatura y estado de salud del paciente. El objetivo era crear un modelo que mejorara la precisión y eficiencia en el diagnóstico de infecciones respiratorias. Se desarrolló una red bayesiana para modelar las interacciones fisiológicas en condiciones respiratorias, destacando la influencia de la glucosa en sangre en la oxigenación y la interacción entre la frecuencia cardíaca y la saturación de oxígeno. La mediana de la temperatura corporal fue de 38,18 °C y la mediana de la frecuencia cardíaca fue de 92,00 lpm. El modelo, basado en sólidos principios médicos, considera tanto los mecanismos patológicos directos como las respuestas compensatorias del cuerpo. Se utilizó Netica para la simulación y análisis del modelo, proporcionando una visualización clara de las probabilidades condicionales y las relaciones entre las variables. Los hallazgos demuestran que las redes bayesianas son herramientas efectivas para apoyar el diagnóstico de afecciones respiratorias, proporcionando una evaluación integral del estado de salud del paciente. La matriz de confusión reveló una precisión del 94%, una especificidad del 100% y una sensibilidad del 86,53%. Además, la calidad de la prueba para el estado "enfermo" mostró una sensibilidad de hasta el 98,49% y una especificidad de hasta el 98,85%, con un área bajo la curva ROC (AUC) de 0,9592. Estos resultados indican que el modelo tiene un alto rendimiento en la clasificación correcta de los casos de salud y enfermedad normales. Este enfoque tiene el potencial de mejorar la precisión y la eficiencia del diagnóstico, especialmente en entornos clínicos que requieren decisiones rápidas y precisas. Este estudio destaca la aplicación innovadora de las redes bayesianas en medicina respiratoria, ofreciendo una herramienta prometedora para mejorar el diagnóstico y el manejo de pacientes con afecciones respiratorias, y estableciendo una base para futuras investigaciones en el uso de métodos probabilísticos en el diagnóstico médico.

Safety signal detection, an integral component of Pharmacovigilance (PhV), aims to identify new or known adverse events (AEs) resulting from the use of pharmacotherapeutic products. Post-marketing spontaneous reports from different sources are commonly utilized as a data source for detecting these signals but there are underlying challenges arising from data complexity. This paper investigates the implementation of the Apriori algorithm, a popular method in association rule mining, to identify frequently co-occurring drugs and AEs within safety data. We discuss previous applications of the Apriori algorithm for safety signal detection and conduct a detailed study of an improved method specifically tailored for this purpose. This enhanced approach refines the classical Apriori method to effectively reveal potential associations between drugs/vaccines and AEs from post-marketing safety monitoring datasets, especially when AEs are rare. Detailed comparative simulation studies across varied settings, coupled with the application of the method to vaccine safety data from the Vaccine Adverse Event Reporting System (VAERS), demonstrate the efficacy of the improved approach. In conclusion, the improved Apriori algorithm is shown to be a useful screening tool for detecting rarely occurring potential safety signals from the use of drugs/vaccines using post-marketing safety data.

The AUC-ROC is a widespread measure to assess the performance of a binary classification model across various discrimination thresholds. Yet, it is not apt for unbalanced class problems and is misleading for early retrieval. For instance, link prediction in complex networks is an unbalanced early retrieval problem, whose goal is to offer a ranking of the nonobserved network links, prioritizing a small cohort of positive links (for which we are sure the labels are reliable) on top of a list largely populated by unlabeled links (for which the labels are uncertain). Differently from binary classification, here the evaluation focuses on how the predictor prioritizes the positive class, because the negative class does not exist and is replaced by an unlabeled class. For decades, scholars have been investigating the necessity to correct and to generalize the AUC-ROC to work for both unbalanced classification and early retrieval evaluation, this is requested in many applied domains of computational science. Here we propose the area under the magnified ROC (AUC-mROC), a new measure that adjusts the standard AUC-ROC to work for unbalanced early retrieval problems such as link prediction. Finally, we introduce the area under the generalized ROC (AUC-gROC), which unifies both AUC-mROC and AUC-ROC to provide a universal and reliable evaluation measure that can work for both classification and early retrieval problems, regardless of class proportion.This discovery represents a critical achievement, culminating in success after decades of contentious research. Its solution promises to significantly impact various domains within applied computational science.

The effect of the heterogeneity in sex factor is considered in the Markovian manpower modeling model. The estimation of the transition probability matrix of the staff flow was done using the maximum likelihood method. The expected future durations of the individuals in the manpower system were obtained under the aggregated and disaggregated (male and female) staff flow as well as their variances. Test for the heterogeneity of the staff based on sex factor was performed and the result of the heterogeneity test shows that there is difference between the disaggregated staff flows. The computed entrant probabilities also indicate that the male group has higher probabilities of attaining higher grades than the female group.

Machine-learning methods used for classification are challenged by the class imbalance problem, where a certain class is underrepresented. Over/under-sampling the majority/minority class observations or model selection for ensemble methods alone might not be effective if the class imbalance ratio is very high. To address this concern, a novel method is presented for generating synthetic data for minority class observations in conjunction with an optimal tree ensemble classifier (OTEC). This novel synthetic method first generates minority class instances to balance the training data. Then it applies OTEC, where models are selected based on their performance using out-of-bag observations and training subsamples. A total of 20 benchmark problems on binary classification with moderate to extreme class imbalance are used to assess the efficacy of the proposed method against other well-known methods, including optimal tree ensemble, smote random forest, under-sampling random forest, oversampling random forest, k-nearest-neighbor, support vector machine, tree, and artificial neural network, using classification error rate, sensitivity, specificity, precision, recall and F1-score as performance metrics to assess the efficacy of the proposed method. The analyses presented in this study revealed that the proposed method based on data balancing and model selection yielded better results than other methods.

Functional partially linear regression model, contains a functional linear part and a non-parametric part, in which testing the linear relationship between the response and the functional predictor is of fundamental importance. When functional data cannot be approximated with a few principal components, based on a pseudo estimate for the unknown non-parametric component, we develop a U-statistic of order-two in this paper. Under some regularity conditions, we use the martingale central limit theorem to prove that the proposed test statistic is asymptotically normal. The finite sample performance with simulation studies and real data application are assessed to verify the proposed test procedure.

Globalization and industrialization have significantly disturbed the environmental ecosystem, leading to critical challenges such as global warming, extreme weather events, and water scarcity. Forecasting temperature trends is crucial for enhancing the resilience and quality of life in smart sustainable cities, enabling informed decision-making and proactive urban planning. This research specifically targets Ahmedabad city in India and employs the Seasonal Auto Regressive Integrated Moving Average with eXogenous factors (SARIMAX) model to forecast temperatures over a ten-year horizon using two decades of real-time temperature data. The stationarity of the dataset was confirmed using the Augmented Dickey-Fuller test, and the Akaike Information Criterion (AIC) method helped identify the optimal seasonal parameters of the model, ensuring a balance between fidelity and predictive accuracy. The model achieved an RMSE of 1.0265, indicating high accuracy within the typical range for urban temperature forecasting. This robust measure of error underscores the model’s precision in predicting temperature deviations, which is particularly relevant for urban planning and environmental management. The findings provide city planners and policymakers with valuable insights and tools for preempting adverse environmental impacts, marking a significant step towards operational efficiency and enhanced governance in future smart urban ecosystems. Future work may extend the model's applicability to broader geographical areas and incorporate additional environmental variables to refine predictive accuracy further.

We consider a system of two coupled parallel queues, queue 1 and queue 2, with infinite waiting rooms. The time setting is discrete. In either queue, the service of a customer requires exactly one discrete time slot. Arrivals of new customers occur independently from slot to slot, but the numbers of arrivals of both types within a slot may be mutually interdependent. Their joint probability generating function (pgf) is indicated as A(z1, z2) and characterizes the whole model. It is well-known that, in general, determining the steady-state joint probability mass function (pmf) u(m, n), m, n ≥ 0 or the corresponding joint pgf U(z1, z2) of the system contents (i.e., numbers of customers present) in both queues is a formidable task. Only in a number of isolated cases, for very specific choices of the arrival pgf A(z1, z2), explicit results are known in the literature. In this paper, we identify a multiparameter, generic class of arrival pgfs A(z1, z2), for which we can explicitly determine the system-content pgf U(z1, z2). We find that, for arrival pgfs of this class, U(z1, z2) has a denominator which is a product, say r1(z1)r2(z2) of two univariate functions. This property allows a straightforward inversion of U(z1, z2), resulting in a pmf u(m, n) which can be expressed as a finite linear combination of bivariate geometric terms. We also observe that our generic model encompasses most of the previously known results as special cases.

The extent of correlation or co-movement among the returns of developed and/or emerging stock markets remains pivotal for efficiently diversifying global portfolios. This correlation is prone to variation over time as a consequence of escalating economic interdependence fostered by international trade and financial markets. In this study, we analyzed the time-varying correlation and co-movement between the JSE.JO stock market of South Africa and its developed and developing stock market partners. The Dynamic Conditional Correlation - Exponential Generalized Autoregressive Conditional Heteroscedasticity (DCC-EGARCH) methodology is employed with different multivariate distributions to explore the time-varying correlation and volatilities between the JSE.JO stock market and its partners. Based on the conditional correlation results, the JSE.JO stock market is integrated and co-moves with its partners, and the conditional correlation for all markets exhibit time-variant behavior. The conditional volatility results show that the JSE.JO stock market behaves differently from other markets, especially after 2015, indicating a positive sign for investors to diversify between JSE.JO and its partners. The highest value of conditional volatility for markets was in 2020 during the COVID-19 pandemic, representing the riskiest period that investors should avoid due to the lack of diversification opportunities during crises.

The statistical technique, the multiple regression model, is employed to analyze the relationship between the dependent variable and several independent variables. The multicollinearity problem is one of the assumptions in the multiple regression model that occurred in the relationship among independent variables. The ordinal least square is the standard method to evaluate parameters in the regression model, but the multicollinearity problem affects the unstable estimator. The Liu regression is proposed to approximate the Liu estimators based on the Liu parameter to overcome multicollinearity. For this paper, we have proposed the modified Liu parameter to estimate the biasing parameter in scaling options to compare the ordinal least square estimator with two modified Liu parameters and six standard Liu parameters. The performance of the modified Liu parameter is considered with the generating independent variables from the multivariate normal distribution in the Toeplitz correlation pattern as the multicollinearity data, where the dependent variable is obtained from the independent variable multiplied with a coefficient of regression and with the error from the normal distribution. The mean absolute percentage error is computed as an evaluation criterion of estimation. For application, the Hepatitis C patients dataset is a real dataset to investigate the benefit of the modified Liu parameter. Through the simulation and real dataset, it can be seen from the results that the modified Liu parameter outperforms the other Liu parameters and the ordinal least square estimator. It can recommend the user for estimating parameters by using the modified Liu parameter when the independent variable exits the multicollinearity problem.

Conditional Independence (CI) testing is fundamental in statistical analysis. For example, CI testing helps validate causal graphs or longitudinal data analysis with repeated measures in causal inference. CI testing is difficult, especially when testing involves categorical variables conditioned on a mixture of continuous and categorical variables. Current parametric and non-parametric testing methods designed for continuous variables and can quickly fall short in the categorical case. This paper presents a computational approach for CI testing for categorical data types, which we call computational conditional independence (CCI) testing. The test procedure is based on permutation and combines machine learning prediction algorithms and Monte Carlo Cross-Validation. We evaluated the approach through simulation studies and assessed the performance against alternative methods; the generalized covariance measure (GCM) test, the kernel conditional independence (KCI) test, and testing with multinomial regression. We find that the computational approach to testing has utility over the alternative methods, and we can achieve better control over type-I-error rates. We hope this work can expand the toolkit for CI testing for practitioners and researchers.

A good approximation for the distribution of an estimate, is vital for statistical inference. Here we give Edgeworth expansions for the conditional density and the conditional distribution of any multivariate standard estimate.

This paper presents the five-parameter Exponentiated Weibull Weibull (EWW) distribution with Weibull base failure rate parameterization, developed to model the dropout times of students in an online class module. Parameters of the model were estimated using both Maximum Likelihood and Bayesian estimation procedures to determine the most effective estimation method. Simulation results indicate that, across various hazard types and censoring levels, Bayesian estimates are more accurate and precise than Maximum Likelihood estimates. Real-life data analysis of online students module presentation supports these findings, showing significantly lower standard deviations for Bayesian estimates compared to Maximum Likelihood estimates, highlighting the efficiency of Bayesian estimation for the EWW distribution. Additionally, a comparative goodness-of-fit analysis demonstrated that the EWW distribution better fits the student dropout times dataset than Weibull Weibull (WW), Weibull Exponential (WE), and Exponential Weibull (EW) distributions. The median dropout time estimated using the EWW distribution is 24 days, suggesting that instructors should closely monitor student attendance around this period.

This article provides exact analytical formulae for various kinds of rainbow step barrier options. These are highly flexible and sophisticated multi-asset barrier options based on the following principle : the option life is divided into several time intervals on which different barriers are monitored w.r.t. different underlying assets. From a mathematical point of view, new formulae are provided for the first passage time of a multidimensional geometric Brownian motion to a boundary defined as a step function. The article shows how to implement the obtained valuation formulae in a simple and very efficient manner. Numerical results highlight a strong sensitivity of rainbow step barrier options to the correlations between the underlying assets.

Multiple imputation by chained equations (MICE) is a popular and well-researched statistical approach to account for missing data in empirical research. However, applying the technique requires researchers to set dozens of smaller and larger parameters to build an adequate imputation model before estimating the analytical model of interest. It is somewhat unclear how severely small and potentially arbitrary decisions influence the quality of the produced findings. The current study tests this empirically using a simulation approach with datasets with low and high shares of missing data points that are missing at random (MAR). For each of the two specifications, 4,200 simulations are conducted where multiple parameters are randomly varied to create a diverse range of potential imputation models. The results demonstrate that even random imputation models can significantly reduce bias compared to listwise deletion since more than 90% of all simulations give less biased results. All minor decisions taken together explain between 11% and 21% of the variation in the statistics of interest. The most substantial influence on this variation is due to the selection of the imputation algorithm within MICE. These findings demonstrate that almost any imputation model, even those built with little care, will often result in a higher quality than applying listwise deletion, as long as critical assumptions, such as MAR and the avoidance of severe misspecifications, hold.

We propose a pricing formula for a defaultable zero-coupon bond with imperfect information under a regime-switching model using a structural form of credit risk modelling. While the value of the firm’s equity is observed continuously, we assume that the total value of the firm is only observed at discrete times, such as the dates of the release of the firm’s annual reports, or quarterly reports. This uncertainty about the true value of the firm results in credit spreads that do not approach zero as the debt approaches maturity, which is a problem with many structural models. The firm’s value is typically defined as its equity and debt; however, we consider the asset-to-equity ratio, an accounting ratio used to examine a firm’s financial well-being. A dependent regime-switching process models the components of this ratio, and the Markov chain represents the states of the economy. The main contribution is to study this problem when the dynamics of a firm’s assets have different parameters with regime changes.

Motivated by important applications to the analysis of complex noise-induced phenomena, a problem of the constructive description of randomly forced equilibria for nonlinear systems with multiplicative noise is considered. Using apparatus of the first approximation systems, we construct an approximation of mean square deviations that explicitly takes into account the presence of multiplicative noise. This approximation is compared with the widely used approximation based on the stochastic sensitivity technique. The general mathematical results are illustrated with the example of the van der Pol oscillator with hard excitement.

This paper presents the preservation property of the average intensity order and the preservation property of the monotonic average intensity classes under distorted distributions. Several sufficient conditions are given to get the preservation properties. It is shown that the imposed conditions are achievable as we examine in some examples. The preservation of the average intensity order and the preservation of the decreasing average intensity class under the structure of a parallel system with independent and identically distributed components' lifetime are made. A lower bound for the average intensity function of a random lifetime with an increasing failure rate in average distribution is derived. The results are applied to some semiparametric models as a particular standard family of distorted distribution.

Recently, there appeared in this journal (Beh and Lombardo \textbf{2022}, {\it Symmetry}, 14, 1103) a paper that showed how to perform a correspondence analysis on a two-way contingency table where Bowker's statistic lies at the numerical heart of this analysis. Thus, we showed how this statistic can be used to visually identify departures from perfect symmetry. Interestingly, Bowker's statistic is a special case of the symmetry-version of the Cressie-Read family of divergence statistics. Therefore, this paper presents a new framework for visually assessing departures from perfect symmetry using a second-order Taylor series approximation of the Cressie-Read family of divergence statistics.

This manuscript presents a new two-parameter unit stochastic distribution, obtained by transforming the Laplace distribution, using generalized logistic map, into a unit interval. The distribution thus obtained is named the Laplace-logistic unit (abbreviated LLU) distribution, and its basic stochastic properties are examined in detail. Also, the procedure for estimating parameters based on quantiles is provided, along with the asymptotic properties of the obtained estimates and the appropriate numerical simulation study. Finally, the application of the LLU distribution in dynamic and regression analysis of real-world data with accentuated "peaks" and "fat" tails is also discussed.

In traditional finance, option prices are typically calculated using crisp sets of variables. However, in a proposed new approach, the assumption is made that these parameters have a degree of fuzziness or uncertainty associated with them. This allows participants to estimate option prices based on their risk preferences and beliefs, considering a range of possible values for the parameters. To determine the belief degree associated with a particular option price, an interpolation search algorithm was proposed recently[1]. Interpolation is a mathematical technique used to estimate values between known data points. In this case, the algorithm is applied to determine the belief degree associated with a specific option price within the range of possible prices. By incorporating fuzzy numbers and the belief degree, this approach provides a more flexible framework for practitioners to make their investment decisions. It allows them to consider their risk preferences and beliefs about the uncertain parameters when selecting an option price. In this paper, we will review a unified framework for combining fractional Brownian motion with fuzzy processes and obtain a joint measure space. We start by constructing a product measure space that captures the randomness and fuzziness inherent in the respective processes. We begin with the usual Kolmogorov filtered probability space (Ω, F, ℙ), where ℙ represents the probability measure, Ω is the set of all possible outcomes or states that a random process can take and {Ft, t ∈ [0, T]} is an information filtration. We will review the work of Merton (1976) on option pricing when the underlying stock returns have jumps [2] and expand it to fuzzy fractional processes.

Ranked Set Sampling (RSS) is a useful technique for improving the estimator of population mean when the sampling units in a study can be easily ranked than the actual measurement. RSS performs better than simple random sampling (SRS) when the mean of units corresponding to each rank is used. The performance of RSS can be increased further by assigning weights to the ranked observations. In this paper, we propose weighted RSS procedures to estimate the population mean of positively skew distributions. It is shown that the gain in the relative precisions of the population mean for chosen distributions are uniformly higher than those based on RSS. The gains in relative precisions are substantially high. Further, the relative precisions of our estimator are slightly higher than the ones based on Neyman’s optimal allocation model for small sample sizes. Moreover, it is shown that, the performance of the proposed estimator increases as the skewness increases by using the example of lognormal family of distributions.

We present a formalism to assess the safety of the COVID19 vaccines and infer a causal relation between vaccine administration and adverse effects, in particular death. We use data on adverse effects from VAERS covering the time interval [01-10-2020, 31-12-2021] (downloaded on 1 Feb 2022). We measure a vaccine fatality rate of order 0.01 for all vaccine manufacturers and identify a strong heterogeneity in the vaccine toxicity across vaccine lots, spanning up to four orders of magnitude. We compute the correlation between vaccination dates and death dates, and produce an estimate of the time lag that maximises the correlation, finding that the onset of adverse effects happened statistically (i.e. 32-41 percentiles) within one day after the vaccine administration and that death happened statistically (i.e. 22-50 percentiles) within about two weeks after the vaccine administration. These results provide data-based insights that can guide public health measures and health insurance policies.

We consider fractional integral operators $(I-T)^d, d \in (-1,1)$ acting on functions $g: \mathbb{Z}^{\nu} \to \mathbb{R}, \nu \ge 1 $, where $T $ is the transition operator of a random walk on $\mathbb{Z}^{\nu}$. We obtain sufficient and necessary conditions for the existence, invertibility and square summability of kernels $\tau (\mathbf{s}; d), \mathmb{s} \in \mathbb{Z}^{\nu}$ of $(I-T)^d $. Asymptotic behavior of $\tau (\mathbf{s}; d)$ as $|\mathbf{s}| \to \infty$ is identified following local limit theorem for random walk. A class of fractionally integrated random fields $X$ on $\mathbb{Z}^{\nu}$ solving the difference equation $(I-T)^d X = \varepsilon$ with white noise on the right-hand side is discussed, and their scaling limits. Several examples including fractional lattice Laplace and heat operators are studied in detail.

The challenge of missing data in scientific research prompts researchers to decide between imputing incomplete data or discarding observations, where discarding can lead to information loss. Various methods exist, from simple deletion to sophisticated approaches like Multiple Imputation (MI). However, these methods often fall short with high-dimensional datasets. Multiple Imputation by Chained Equations (MICE) and Random Forest (RF) proximity imputation offer promising alternatives. Therefore, in this paper, we propose integrating MICE with Bayesian random forest (BRF) to enhance imputation accuracy and predictive power, particularly in high-dimensional analyses. Our approach combines MICE’s efficiency with BRF’s robustness, offering a comprehensive solution to missing data challenges. By way of example, we provide empirical evaluations to validate its effectiveness using synthetic data of various missing data scenarios. The results from the simulations showed that the combination of BRF and MICE offered a promising strategy for high-dimensional analysis in the presence of missing data.

We propose a novel moving median estimator specifically designed for online detection of threshold crossings in multi-channel signals, such as extracellular neural recordings. This estimator offers two key advantages: a reduced sensitivity to outliers and the elimination of memory requirements for storing arrival times. Furthermore, its design facilitates parallel implementation on FPGAs, making it ideal for real-time processing of multi-channel recordings.

This paper investigates the randomly stopped sums, minima and maxima of heavy- and light-tailed random variables. The conditions on the primary random variables, which are independent but generally not identically distributed, and counting random variable are given in order that the randomly stopped sum, random minimum and maximum is heavy/light tailed. The results generalize some existing ones in the literature. The examples illustrating the results are provided.

When separation to the parameters of interest appears below resolution limit of the estimator, the ambiguity arises whether two parameter estimates relate to one source emitted twice or two close sources emitted once. In the paper, novel Bayes technique aimed to identify one/two sources below resolution limit by the pair of Gaussian estimates of a source(s) planar location as parameter is developed. Prior probabilities of the hypotheses on one/two sources are available from the analysis of physical characteristics of the emissions, assuming that they can be equally probable. The identifier recalculates a posteriori these probabilities subject to a distance between sources. It is applied to distinguish two location estimates obtained in the planar time difference of arrival mobile communication network. The work of the identifier is studied in the domain of closely spaced network users where covariance matrices of estimates are sufficiently approximated by the constant. The application gives an example of how the identifier revises the prior probabilities and can change thereby the initial preference of a hypothesis with a distance between users in some cases.

Partial Information Decompositions (PIDs) aim to categorize how a set of source variables provide information about a target variable redundantly, uniquely, or synergetically. The original proposal for such an analysis used a lattice-based approach and gained significant attention. However, finding a suitable underlying decomposition measure is still an open research question, even at an arbitrary number of discrete random variables. This work proposes a solution to this case with a non-negative PID that satisfies an inclusion-exclusion relation for any f-information measure. The decomposition is constructed from a pointwise perspective of the target variable to take advantage of the equivalence between the Blackwell and zonogon order in this setting. The zonogons correspond to the Neyman-Pearson region for an indicator variable of one target state and f-information is the expected value of quantifying its boundary. We prove that the decomposition satisfies the axioms of the original decomposition framework and guarantees non-negative partial information results. We highlight that our decomposition behaves differently depending on the used information measure, which can be utilized for different applications. We additionally show how our proposal can be used to obtain a non-negative decomposition of Rényi-information at a transformed inclusion-exclusion relation, and for tracing partial information flows through Markov chains.

Regression models are highly popular in empirical research and come in many different forms to fit virtually any distribution, variable, or research question. Usually, these models also compute how much variation in the outcome variable can be explained by all predictors, which is relevant to understanding whether the predictors are, in sum, able to explain the outcome or whether other potentially unobserved factors are more relevant. This aspect is crucial for interventions and policy as even statistically significant regression coefficients can be meaningless if they have little influence on the outcome overall. Besides having a measurement to judge the overall goodness of fit, ranking predictors by their relative importance is also relevant. For such analyses, it is necessary to decompose the total explanatory power of a model and partition it so that each explanatory variable is assigned a share. This enables the computation of a predictor variable's absolute and relative influence. Dominance analysis is a statistical approach to achieve this goal.

The fitting and modeling of skewed, complex, symmetric, and asymmetric datasets is an exciting research topic in many fields of applied sciences, notably lifetime, medical, and financial sciences. The Heavy tailed Nadarajah Haghighi model is introduced by compounding the heavy tailed family and Nadarajah Haghighi distribution in this paper. The so obtained model has three parameters accounting for the scale and shape of the distribution. The proposed distribution's fundamental characteristics such as probability density, cumulative distribution, hazard rate, and survival functions are provided, and several key statistical properties are established, and several entropy information measures are proposed. The estimation of model parameter is performed via the ML procedure. Further, different simulation experiments are conducted to demonstrate the performance of proposed estimator’s using some measure, like the average estimate, the average bias, and associated mean square error. Finally, we are applied our proposed model to analyze three different real datasets. In our illustration, we are compared the practicality of the recommended model with several well-known competing models.

In this paper, we derive the distribution of eigenvalues for a 2×2 random confusion matrix stemming from a machine learning (ML) evaluation problem. Additionally, we present the distributions of both the matrix’s trace and the difference between the two traces of random confusion matrices. We also illustrate the application of these derived distributions in calculating the superiority probability of four baseline ML models.

Floods are a common natural disaster whose severity in terms of duration, water resource volume, peak and accumulated rainfall-based damage are likely to differ significantly for different geographical regions. In this paper, we first propose a novel hourly flood index (SWRI24−hr−S), derived from normalising the existing 24-hourly water resources index (WRI24−hr−S) in literature, to monitor flash flood risks on an hourly scale. The proposed SWRI24−hr−S is adopted to identify a flood situation and derive its characteristics, such as the duration (D), volume (V) and peak (Q). The comprehensive result analysis establishes the practical utility of SWRI24−hr−S in identifying flood situations at seven study sites in Fiji between 2014 and 2018 and deriving their characteristics (i.e., D, V, and Q). Secondly, this study develops a vine copula-probabilistic risk analysis system that models the joint distribution of flood characteristics (i.e., D, V, and Q) to extract their joint exceedance probability for the seven study sites in Fiji, enabling probabilistic flood risk assessment. The vine copula approach, particularly suited to Fiji’s study sites, introduces a novel probabilistic framework for flood risk assessment. The results show moderate differences in the spatial patterns of joint exceedance probability of flood characteristics in different combination scenarios generated by the proposed vine copula approach. In the worst-case scenario, the probability of any flood event occurring where the flood volume, peak and duration are likely to exceed the 95th-quantile value (representing an extreme flood event) is found to be less than 5% for all study sites. The proposed hourly flood index and the vine copula approach can be feasible and cost-effective tools for flood risk monitoring and assessment. The methodologies proposed in this study can be applied to other data-scarce regions where only rainfall data is available, offering crucial information for flood risk monitoring, assessment, and the development of effective mitigation strategies.

This paper concentrates on the general birth-death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth-death processes with two-type catastrophes are is successfully expressed with the Laplace transform of transition probability function of the birth-death processes without catastrophe. The first effective catastrophe occurrence time is considered. The Laplace transform of its probability density function, expectation and variance are obtained.

The main source of electricity worldwide stems from fossil fuels, contributing to air pollution, global warming, and associated adverse effects. This study explores wind energy as a potential alternative. Nevertheless, the variable nature of wind introduces uncertainty in its reliability. Thus, it is necessary to identify an appropriate machine learning model capable of reliably forecasting wind speed under various environmental conditions. This research compares the effectiveness of artificial neural networks (ANN) and convolutional neural networks (CNN) in predicting wind speed across three locations in South Africa, characterised by different weather patterns. Empirical results show that CNN outperforms ANN in accurately forecasting wind speed under different weather conditions. This superiority is likely due to the inherent architectural attributes of CNNs, including feature extraction capabilities, spatial hierarchy learning, and resilience to spatial variability. These results could be useful to decision-makers in the energy sector.

Estimating parameters for multiple datasets can be time consuming, especially when the number of datasets is large. One solution is to sample from multiple datasets simultaneously using Bayesian methods such as adaptive multiple importance sampling (AMIS). Here we use the AMIS approach to fit a von Misses distribution to multiple datasets for wind trajectories derived from a Lagrangian Particle Dispersion Model driven from a 3D meteorological data. The primary objective is to characterise the uncertainties in wind trajectories in a form that can be used as inputs for predictive models of wind-dispersed insect pests and pathogens of agricultural crops for use in evaluating risk and in planning mitigation actions. Our results show that AMIS can significantly improve the efficiency of parameter inference for multiple datasets.

The Mann-Whitney effect is a measure for comparing survival distributions between two groups. The Mann-Whitney effect is interpreted as the probability that a randomly selected subject in a group survives longer than a randomly selected subject in the other group. Under the independence assumption of two groups, the Mann-Whitney effect can be expressed as the traditional integral formula of survival functions. However, when the survival times in two groups are not independent each other, the traditional expression of the Mann-Whitney effect has to be modified. In this article, we propose a copula-based approach to compute the Mann-Witney effect with parametric survival models under dependence of two groups, which may arise in the potential outcome framework. In addition, we develop a Shiny web app that can implement the proposed method via simple commands (https://nkosuke.shinyapps.io/shiny_survival/). Through a simulation study, we show the correctness of the proposed calculator. We apply the proposed methods to two real datasets.

Energy distance is used to eigenvalue distributions in this new Wishart distribution study, providing a new perspective on high-dimensional data. Multivariate statistics relies on Wishart distribution to explain covariance matrices. This analysis shows how degrees of freedom and covariance matrix configurations affect eigenvalue dispersion. We use energy distance based on eigenvalue distributions to assess Wishart distribution differences without the "curse of dimensionality" via extensive simulation simulations. This approach improves measurement accuracy and processing efficiency in distribution comparisons and enables new analytical pathways in scientific fields that need data covariance comprehension. Our results show that degrees of freedom and matrix structure considerably affect energy distances, expanding the theoretical framework and practical applications of statistical models.

Asymptotic theories for fractional cointegrations have been extensively studied in the context of time series data, with numerous empirical studies and tests developed. However, most of the previously developed testing procedures for fractional cointegration were primarily designed for time series data. This paper proposes a generalized residual-based test for fractionally cointegrated panels with fixed effects. The test development is based on bivariate panel series with the regressor assumed to be fixed across cross-sectional units. The proposed test procedure accommodates any integration order between [0,1], and it is asymptotically normal under the null hypothesis. Monte Carlo experiments demonstrate that the test exhibits better size and power compared to a similar residual-based test across varying sample sizes.

The future index prices are viewed as a critical issue for any trader and investor. For this craving, various models have shown up in the literature. The Geometric Brownian motion (GBM) is one of the popular models. This work examines four types of GBM as per the presence of memory or kind of volatility. These models include classical GBM with memoryless and constant volatility assumptions, SVGBM with memoryless and stochastic volatility assumption, GFBM with memory and constant volatility assumption, and SVGFBM with memory and stochastic volatility assumption. These models are utilized in an empirical study to forecast the future index price of Energy Sector in the Saudi Stock Exchange Market. The assessment was led by utilizing two error standards, mean square error (MSE) and mean absolute percentage error (MAPE). The outcomes showed that the SVGFBM occupies the highest level of accuracy according to smallest values of MSE and MAPE. While the accuracy of GBM come in the tail of the list models under study. These results have affirmed the positive affection of combining memory and stochastic volatility assumption into the GBM model, which agreed findings of numerous earlier works. Furthermore, the findings showed the GFBM models are more accurate than GBM models regardless of the type of volatility. While, under the same type of memory, the models with stochastic volatility assumption are more accurate than the corresponding models of constant volatility assumption. In general, all models considered in this work uncovered high accuracy through the value of MAPE ≤ 10%. This indicates of the ability of applying these models in a real financial environment. Through this empirical study, we can say that the Energy Sector in Saudi Arabia is predictable and stable and afterward we urge financial investors and stockholder to trade and invest in this sector.

The two-parameter distribution introduced by Kumaraswamy (1980) is a very flexible alternative to the Beta distribution with the same (0,1) support. Originally proposed in the field of hydrology, it has subsequently received a good deal of positive attention in both the theoretical and applied statistics literatures. Interestingly, the problem of testing formally for the appropriateness of the Kumaraswamy distribution appears to have received little or no attention to date. To fill this gap, in this paper we apply the “biased transformation” methodology proposed by Raschke (2009) to several standard goodness-of-fit tests based on the empirical distribution function. A simulation study reveals that these (modified) tests perform well in the context of the Kumaraswamy distribution, in terms of both low size distortion, and respectable power. In particular, the “biased transformation” Anderson-Darling test dominates the other tests that are considered.

IMPORTANCE: On December 10, 2021, the FDA published a Determination Letter, along with a Statistical Review and Evaluation Report, and concluded that under the non-informative prior, the local Bayesian optimal interval design (BOIN) design, in its revised form, can be designated fit-for-purpose for identifying the maximum tolerated dose of a new drug, assuming that dose-toxicity relationship is monotonically increasing. Although setting the BOIN design parameter p.tox = 1.4 * target.DLT.rate is recommended in almost all BOIN methodology articles and is the default value in the R package BOIN, it's unclear if the choice of p.tox should only depend on the target DLT rate and if certain range of p.tox could produce the same BOIN boundary table. DESIGN: In this simulation study, following parameters were varied one at a time, using R package BOIN, to explore their effects on the equivalence intervals of p.saf and p.tox: 1) target DLT rate, 2) n.earlystop, 3) cutoff.eli, 4) cohortsize, and 5) ncohort. And a simple 3+3 design was used as an example to explore equivalent sets of BOIN design parameters that can generate the same boundary table. RESULTS: When the early stopping parameter n.earlystop is relatively small or the cohortsize value is not optimized via simulation, it might be better to use p.tox < 1.4 * target.DLT.rate, or try out different cohort sizes, or increase n.earlystop, whichever is both feasible and provides better operating characteristics. This is because if the cohortsize was not optimized via simulation, even when n.earlystop = 12 and cohortsize > 3, the BOIN escalation/de-escalation rules generated using p.tox = 1.4 * target.DLT.rate could be exactly the same as those calculated using p.tox > 3 * target.DLT.rate, which might not be acceptable for some pediatric trials targeting 10% DLT rate. The traditional 3+3 design stops the dose finding process when 3 patients have been treated at the current dose level, 0 DLT has been observed, and the next higher dose has already been eliminated. If additional 3 patients were required to be treated at the current dose in the situation described above, the decision rules of this commonly used 3+3 design could be generated using BOIN design with target DLT rates ranging from 18% to 29%, p.saf ranging from 8% to 26%, and different p.tox values ranging from 39% to 99%. These BOIN parameters also need to satisfy a set of conditions. Meaning: This study demonstrates the importance of interpreting BOIN design parameter p.tox as an interval of toxicity rates that are considered too toxic, rather than one prespecified value that corresponds to the lowest toxicity probability that is deemed overly toxic. When designing a dose-finding trial using BOIN, it is important to perform simulation studies to identify equivalent sets of BOIN design parameters that can generate the same boundary table so that we can better compare the safety properties of different boundary tables.

This study introduces a novel computational approach for testing conditional independence (BB CI test) within causal Directed Acyclic Graphs (DAGs), leveraging Bayesian non-parametric bootstrap and machine learning techniques. Our method offers an alternative for validating the assumptions underpinning causal DAGs. Through simulation studies and an industrial case analysis, we demonstrate the test procedure in accurately assessing conditional independence, comparing it with the Generalized Covariance Measure (GCM) test. Our findings suggest that the BB CI test is advantageous in scenarios where existing methods may falter due to violations of model assumptions. This research contributes to the causal inference literature by providing a computational tool for researchers and practitioners to validate causal models.

The only cases where exact distributions of estimates are known is for samples from exponential families, and then only for special functions of the parameters. So statistical inference was traditionally based on the asymptotic normality of estimates. To improve on this we need the {\it Edgeworth expansion} for the distribution of the standardized estimate. This is an expansion in $n^{-1/2}$ about the normal distribution, where $n$ is typically the sample size. The 1st few terms of this expansion were originally given for the special case of a sample mean. In earlier work we derived it for {\it any } standard estimate, hugely expanding its application. We call an estimate $\hat{w}$ of an unknown vector $w\in R^p$, a {\it standard estimate}, if $E\ \hat{w}\rightarrow w$ as $n\rightarrow \infty$, and for $r\geq 1$ the $r$th order cumulants of $\hat{w}$ have magnitude $n^{1-r}$ and can be expanded in $n^{-1}.$ Here we give another huge extension. We give the expansion of the distribution of {\it any smooth function} of $\hat{w}$, say $t(\hat{w})\in R^q,$ giving its distribution to $n^{-5/2}$. We do this by showing that $t(\hat{w})$, is a standard estimate of $t(w)$. This provides far more accurate approximations for the distribution of $t(\hat{w})$ than its asymptotic normality. %NOT USED: The building blocks of the Edgeworth expansions are the {\it cumulant coefficients } of the estimate. These cumulant coefficients are also needed for bias reduction, Bayes estimates and confidence regions. We give {\it chain rules} for the cumulant coefficients of $t(\hat{w})$ in terms of those of $\hat{w}$ and the derivatives of $t(w)$, up to those needed for 5th order Edgeworth expansions for $t(\hat{w})$ and its {\it tilted expansion}, useful for the tail of the distribution.

A model of a single-server queuing-inventory system (QIS) with catastrophes and a finite waiting room for consumer customers (c-customers) has been developed. When a catastrophe occurs, all inventory in the system's warehouse is destroyed, but c-customers in the system are still waiting for restocking. In addition to c-customers, negative customers (n-customers) are also taken into account, which displaces one c-customers (if any). The policy (?, ?) is used to replenish stocks. If upon arrival of the c-customer the inventory level is zero, then according to Bernoulli’s scheme this c-customer is either lost or joining the queue. The mathematical model of the studied QIS is constructed in the form of a two-dimensional continuous-time Markov chain (2D CTMC). Exact and approximate methods for calculating the steady-state probabilities of constructed 2D CTMCs are developed and closed-form expressions are derived for calculating the performance measures. The results of numerical experiments are presented, demonstrating the high accuracy of the developed approximate formulas, as well as the behavior of performance indicators depending on the reorder point. In addition, an optimization problem is solved to obtain the optimal reorder point to minimize the expected total cost.

Considering that cryptocurrencies are now present in practically every financial transaction because they are widely accepted as an alternate means of making payments and exchanging currencies, academics and economists have more opportunities to study cryptocurrency prices. Over the years, investors, traders and investment banks have found it difficult to predict the closing daily price of Ethereum due to its rapid price fluctuation. The daily closing price of cryptocurrency is essential to consider when trading or investing in Ethereum. This report focuses on carrying out a comparative study of the predictive capabilities of deep machine learning algorithms with a stacking ensemble modelling framework using daily historical observations of the price of Ethereum obtained from Coindesk, tweets extracted from Twitter ranging from the 1st of August 2022 to the 8th of August 2022 and other five covariates (closing price lag1, closing price lag2, noltrend, daytype and month) engineered from the closing price of Ethereum. Seven models are used to compute the forecasts for the daily closing price of Ethereum; these are the recurrent neural network, ensemble stacked recurrent neural network, gradient boosting machine, generalized linear model, distributed random forest, deep neural networks and stacked ensemble for gradient boosting machine, generalized linear model, distributed random forest and deep neural networks. The main evaluation metric used is the mean absolute error. According to MAE, RNN forecasts outperform the other model’s forecasts in this study, producing an MAE of 0.0309.

This paper provides the first-time ever analytic modelling for Pointwise Stationary Fluid Flow Approximation(PSFFA) model of the non-stationary

The SK model proposed by Sherrington and Kirkpatrick is an important mean field model for spin glasses. The dependence structure of Hamiltonians of the SK model is considered in this paper. We have investigated the covariance matrix of Hamiltonians of the SK model, and establish a relationship between the rank of the corresponding covariance matrix and the dimension of the space spanned by the Hamiltonians. Finally, we also give an upper bound for the rank of the covariance matrix, which might be the best.

The paper explores the Kullback-Leibler divergence formalism (KLDF) applied to the stable MG1 queue manifold. More potentially, both service time probability and cumulative functions which make KLDF exact are obtained. The credibility of KLDF is justified through consistency axioms. Some potential applications of Kullback-Leibler divergence to Biometry are presented. The paper concludes with closing remarks combined with some challenging open problems and the next phase of research.

This paper provides a new discovery that adds to the contemporary theory of modelling of non-stationary queues, by capturing analytically the behavior of the root parameter, for the G1/M/1 PSFFA model of non-stationary Ek/M/1 queue. Additionally, it has been also revealed that the resulting root parameter reduces to the PSFFA model of non-stationary queue. Potential applications of PSFFA to Computer engineering are provided. Some challenging open problems are addressed combined with closing remarks and future research directions.

In descriptive statistics, U -statistics arise naturally in producing minimum-variance unbiased estimators. In 1984, Serfling considered the distribution formed by evaluating the kernel of the U -statistics and proposed generalized L-statistics which includes Hodges-Lehamnn estimator and Bickel-Lehmann spread as special cases. However, the structures of the kernel distributions remain unclear. In 1954, Hodges and Lehmann demonstrated that if X and Y are independently sampled from the same unimodal distribution, X − Y will exhibit symmetrical unimodality with its peak centered at zero. Building upon this foundational work, the current study delves into the structure of the kernel distribution. It is shown that the kth central moment kernel distributions (k > 2) derived from a unimodal distribution exhibit location invariance and is also nearly unimodal with the mode and median close to zero. This article provides an approach to study the general structure of kernel distributions.

Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a class of estimators, consistent simultanously for both a semiparametric distribution and a distinct parametric distribution, is proposed. These efficient estimators are robust to both gross errors and departures from parametric assumptions, making them ideal for estimating the mean and central moments of common unimodal distributions. This article also illuminates the understanding of the common nature of probability distributions and the measures of them.

This paper investigates the search for an exact analytic solution to a temporal first-order differential equation that represents the number of customers in a non-stationary or time-varying

We introduce a novel stochastically correlated two-factor (i.e., bivariate) diffusion process under the square-root format, for which we obtained, analytically, the corresponding solutions for the conditional moment generating functions and conditional characteristic functions. Such solutions recover verbatim those of the uncorrelated case. We believe that the The aforementioned model encompasses a range of processes similar to that produced by a bivariate square-root process in which entries are correlated in the standard way, i.e., via a constant correlation coefficient. Note that, for the latter, closed-form solutions for the conditional characteristic functions are not available. We focus on the financial scenario of obtaining closed-form expressions for the exact price of a zero-coupon bond and Asian option prices via a Fourier cosine series method.

The current study characterizes the transient M/M/1 queue manifold info-geometrically, through devising Fisher Information matrix(FIM) and its inverse(IFIM). Additionally, the impact of stability on the existence of IFIM and explore the geodesic equations of motion has been revealed. More potentially, the paper discusses the relationship between stability and the Gaussian curvature, as well as the connections between queueing theory, information geometry, , Riemannian geometry, and the Theory of Relativity.

The paper explores the Kullback-Leibler divergence formalism (KLDF) applied to the stable MG1 queue manifold. It explores the analytic forms of state probabilities and their maximization based on entropy functionals, subject to normalization and mean value constraints. The credibility of KLDF is justified through consistency axioms, and the application of Rényi's and Tsallis's formalisms on a stable M/G/1 queue is examined, resulting in novel state probabilities and insights into information theory of Queue Learning.

Population events such as natural disasters, pandemics, extreme weather, and wars might cause jumps that have an immediate impact on mortality rates. The recent COVID-19 pandemic has demonstrated that these events should not be treated as nonrepetitive exogenous interventions. Therefore, mortality models incorporating jump effects are particularly important to capture the adverse mortality shocks. The mortality models with jumps, proposed by Cox. et al. , Chen and Cox , and Özen and Şahin , which we consider in this study, differ in terms of the duration of the jumps - transitory or permanent, frequency of the jumps, and size of the jumps. To illustrate the effect of jumps, we also consider benchmark mortality models without jump effects, such as the Lee-Carter , Renshaw and Haberman and the Cairns-Blake-Dowd models. We discuss the performance of all the models by analysing their ability to capture the mortality deterioration caused by COVID-19. We use data from different countries to simulate the mortality rates for the pandemic years and examine their accuracy in forecasting the mortality jumps due to the pandemic. Moreover, we also analyse the impact of mortality jump models on catastrophe bond pricing.

The theory of Ismail's non-extensive maximum entropy solution (NME) is described in detail. It is used as an inductive inference technique for heavy-tailed queues with a non-robust mean queue length and a non-extensive "long-range" interaction. In our novel method, we substitute the non-robust mean queue length for the conventional Pollaczeck-Khinchin mean queue length. In other words, the new non-extensivity parameter q will be included in the resulting state probability function. Numerical portraits are provided to capture the influential effect of the derived formalism, , on the stable M//1 queue with heavy tails. More potentially, some applications of Hurst Exponent to social computing and connected health are provided. Conclusion with some challenging open problems and possible future research pathways are given.

The current paper provides a cutting-edge information data length- theoretic approach to the transient M/M/Infinity queueing system. This is a first time ever investigation that unifies information data length and queueing theories. The significant impact of both time and the number of states for the transient M/M/ Infinity queue on both the upper and lower bounds of the obtained information data length is observed and noted. The paper concludes with some challenging open problems, combined with concluding remarks and future research pathways.

From a differential geometric perspective, information geometry (IG) aims to characterise the structure of statistical geodesic models. The research done for this paper offers a novel method for modelling the information geometry of a queuing system. From the perspective of IG, the manifold of the transient M/M/infinity queue is described in this context. The Fisher Information matrix (FIM) as well as the inverse of (FIM), (IFIM) of transient M/M/infinity QM are devised. In addition to that, new results that uncovered the significant impact of stability of QM on the existence of (IFIM) are obtained. Moreover, the Geodesic equations of motion of the coordinates of the underlying transient are obtained. Also, it is revealed that stable QM is developable (i.e., has a zero Gaussian curvature) and has a non-zero Ricci Curvature Tensor (RCT). Novel stability dynamics of transient M/M/iInfinity queue manifold is revealed by discovering the mutual dual impact between the behaviour of (RCT) and the stability(instability) phases of M/M/Infinity QM. Furthermore, a new discovery that presents the significant impact of stability of queue manifold and the continuity of the unique representation between M/G/1 queue manifold and Ricci Curvature Tensor (RCT). The information matrix exponential (IME) is devised. Also, it is shown that stability of the devised (IME) enforces the instability of M/M/ Infinity QM. More interestingly, novel relativistic info-geometric queueing theoretic links are revealed .

The Rényi entropy functional was optimised for the novel findings of this investigation under various conditions. Their research's findings suggest that the complete spectrum of Lévy stable distributions is covered by generalised t-distributions. Additionally, an exposition was undertaken to prove that the Lévy distribution generalizes Tsallisian distribution, rather than the reverse. The current study is a strong generalization of an existing research work in the literature.

An exposition is undertaken to reveal the significant impact of the time-dependent root parameter, on the stability of Pointwise Stationary Fluid Flow Approximation (PSFFA) model of the non-stationary queueing system. This opens new grounds to stability analysis of non-stationary queueing systems. Potential PSFFA applications of IoT are highlighted.

Information geometry is a mathematical framework that analyses the structure of statistical models using concepts from differential geometry. It treats families of probability distributions as manifolds, where the parameters of each model determine the coordinate charts. By applying info-geometric tools, we can gain insights into the characteristics of these models. The approach involves characterizing the queueing system's manifold using information geometry and presenting the exponential of the information matrix. This integration of information geometry with queueing theory provides a novel perspective for analyzing the dynamics of queueing systems, incorporating relativistic and Riemannian concepts. Some applications to E-health are highlighted. Finally, closing remarks and the next phase of research.

The partial information decomposition (PID) framework is concerned with decomposing the information that a set of (two or more) random variables (the sources) has about another variable (the target) into three types of information: unique, redundant, and synergistic. Classical information theory alone does not provide a unique way to decompose information in this manner and additional assumptions have to be made. One often overlooked way to do this decomposition is using a so-called measure of union information – which quantifies the information that is present in at least one of the sources – from which a synergy measure stems. In this paper, we introduce a new measure of union information based on adopting a communication channel perspective, compare it with existing measures, and study some of its properties. We also include a comprehensive critical review of characterizations of union information and synergy measures that have been proposed in the literature.

Ridge regression is one of the most popular shrinkage estimation methods for linear models. Ridge regression effectively estimates regression coefficients in the presence of high-dimensional regressors. Recently, a generalized ridge estimator was suggested by generalizing the uniform shrinkage of ridge regression to the non-uniform shrinkage, which was shown to perform well under sparse and high-dimensional linear models. In this paper, we introduce our newly developed R package “g.ridge” (the first version published on 2023-12-07 at https://cran.r-project.org/package=g.ridge) that implements both the ridge estimator and generalized ridge estimators. The package equips with the generalized cross-validation for automatic estimation of shrinkage parameters. The package also includes a convenient tool for generating a design matrix. By simulations, we test the performance of the R package under sparse and high-dimensional settings with the normal and skew-normal error distributions. From the simulation results, we conclude that the generalized ridge estimator is superior to the benchmark ridge estimator based on “glmnet”, and hence, it can be the most recommended estimator under sparse and high-dimensional models. We demonstrate the package using the intracerebral hemorrhage data.

Multiple imputation with chained equations (MICE) is a widespread approach to account for missing data in empirical research. Combining MICE with bootstrapping, that is, repeatedly resampling with replacement from the data to estimate variances and confidence intervals of statistics of interest, is not straightforward. The current document provides an overview of how to use bootstrapping with imputed data in Stata. Two main approaches (impute first and then bootstrap or vice-versa) are discussed and shortly compared. Code is provided for Stata.

In the literature, estimation of weighted extropy are least considered. In this paper some non parametric estimators of weighted extropy are given. The validation and comparison of the estimators are implemented with the help of simulation study and data illustration. The usefulness of the estimators are demonstrated using real data sets.

Intrusion detection is generally carried out by matching network traffic patterns with known attack patterns or by identifying abnormal network traffic patterns. One statistical methodological approach used in intrusion detection is Statistical Process Control (SPC) by constructing a control chart. Hotelling’s T2 control chart is a multivariate control chart commonly used to monitor the mean process. The performance of the T2 chart in monitoring mean shifts can be increased if a robust estimator is utilized. Based on previous research, T2 based on the Fast-MCD estimator has good performance in monitoring low to medium outlier contaminated data. Therefore, the MRCD estimator can be used to detect intrusion. On the other hand, this research focuses on developing a bootstrap-based robust Hotelling’s T2 charts with Fast-MCD and MRCD estimators for evaluating performance in detecting intrusion on intrusion detection datasets. Based application of UNSW-NB15, the proposed chart has better performance than the conventional T2 and Fast-MCD-based T2 despite the longer execution time.

In this paper, we shall introduce the interval-valued spatial error model. Based on the idea of least square method of single-valued case, we give the parameter estimator for interval-valued spatial error model. The theoretical properties of the proposed estimator are proved. Finally, we give the numerical analysis and a real example.

In today’s competitive landscape, achieving customer-centricity is paramount for the sustainable growth and success of organisations. This research is dedicated to understanding customer preferences in the context of the Internet of Things (IoT) and employs a two-part modeling ap-proach tailored in this digital era. In the first phase, we leverage the power of the Self-Organizing Map (SOM) algorithm to segment IoT customers based on their connected device usage patterns. This segmentation approach reveals three distinct customer clusters, with the second cluster demonstrating the highest propensity for IoT device adoption and usage. In the second phase, we introduce a robust Decision Tree methodology designed to prioritize various factors influencing customer satisfaction in the IoT ecosystem. We employ the Classification and Regression Tree (CART) technique to analyze 17 key questions that assess the significance of factors impacting IoT device purchase decisions. By aligning these factors with the identified IoT customer clusters, we gain profound insights into customer behaviour and preferences in the rapidly evolving world of connected devices. This comprehensive analysis delves into the factors contributing to customer retention in the IoT space, with a strong emphasis on crafting logical marketing strategies, en-hancing customer satisfaction, and fostering customer loyalty in the digital realm. Our research methodology involves surveys and questionnaires distributed to 207 IoT users, categorizing them into three distinct IoT customer groups. Leveraging analytical statistical methods, regression analysis, and IoT-specific tools and software, this study rigorously evaluate the factors influencing IoT device purchases. Importantly, this approach not only effectively clusters the IoT Customer Relationship Management (IoT-CRM) dataset but also provides valuable visualizations that are essential for understanding the complex dynamics of the IoT customer landscape. Our findings underscore the critical role of logical marketing strategies, customer satisfaction, and customer loyalty in enhancing customer retention in the IoT era. This research makes a significant contri-bution to businesses seeking to optimize their IoT -CRM strategies and capitalize on the oppor-tunities presented by the IoT ecosystem.

Genome-wide association studies (GWAS) have successfully revealed many disease-associated genetic variants. For a case-control study, the adequate power of an association test can be achieved with a large sample size, although genotyping large samples is expensive. A cost‐effective strategy to boost power is to integrate external control samples with publicly available genotyped data. However, the naïve integration of external controls may inflate the type I error rates if ignoring the systematic differences (batch effect) between studies, such as the differences in sequencing platforms, genotype calling procedures, population stratification, and so forth. To account for the batch effect, we propose an approach by integrating External Controls into the Association Test by Regression Calibration (iECAT-RC) in case-control association studies. Extensive simulation studies show that iECAT-RC not only can control type I error rates but also can boost statistical power in all models. We also apply iECAT-RC to the UK Biobank data for M72 Fibroblastic disorders by considering genotype calling as the batch effect. Four SNPs associated with Fibroblastic disorders have been detected by iECAT-RC and the other two comparison methods. However, our method has a higher probability of identifying these significant SNPs in the scenario of an unbalanced case-control association study.

In the paper we present a new test for comparison of the means of multivariate samples with unknown distributions. The test is based on the comparison of the distributions of the distances between the samples’ elements and their means using univariate two-sample Kolmogorov-Smirnov test. The activity of the suggested method is illustrated by numerical analysis of the real-world and simulated data.

Spatial regression models have garnered significant attention across several disciplines, including functional magnetic resonance imaging analysis, econometrics, home price analysis, and many other domains. The phenomenon of sparsity is often found in nature, when a limited number of factors contribute significantly to the overall variation. Spatial regression models frequently use sparsity to indicate less complex computational and more superficial covariance structures. The spatial error model is a significant spatial regression model that focuses on the geographical dependence present in the error terms rather than the response variable. This study proposes an effective approach for estimating the vector of regression coefficients in the spatial error model, taking into consideration of the prior knowledge that some coefficients are insignificant and there is multicollinearity among the regressors. It also introduces pretest and shrinkage ridge estimators for spatial error regression models, evaluating their performance compared to traditional maximum likelihood estimators. It also assesses their efficacy using real-world data and bootstrapping techniques for comparison purposes.

This article deals with a finite-source stock-dependent stochastic inventory system with heterogeneous servers and retrial facility. The system can store up to S number of items, and the lifetime of each item follows an exponential distribution. The primary customers arrive in a finite waiting hall from a finite source and get service from the multi-channel (c-heterogeneous servers). The customer’s arrival rate depends on the present stock level. Those customers who arrive while the waiting hall is full enter into the finite orbit. Also, customers in the waiting hall can become impatient and enter the orbit. The (s,Q) ordering policy is adopted for the replenishment of stocks. In the steady state, the joint probability distribution of a number of items in the inventory, busy servers, customers in the waiting hall, and orbit is computed. The comparative numerical analysis of heterogeneous and homogeneous servers on the expected total cost, the average number of customers in the waiting hall and orbit, the fraction of successful retrial rate, and the average impatient customer rate are also carried out.

The aim of this paper is to study a semi-functional partial linear regression model (SFPLR) for spatial data with responses missing at random. The estimators are constructed by the kernel method, and some asymptotic properties such as probability convergence rates of the nonparametric component and asymptotic distribution of the parametric and nonparametric components are established under certain conditions. Next, the performances and the superiority of these estimators are presented and examined using a study on simulated data and on real data by carrying out a comparison between our semi-functional partially linear model with MAR estimator (SFPLRM), the semi-functional partially linear model with the full-case estimator (SFPLRC) and the nonparametric functional model estimator with MAR (FNPM). The results show that the proposed estimators outperform existing estimators as the number of random missing data increases.

This paper aims to contribute to refining the e-values for testing precise hypotheses, especially when dealing with nuisance parameters, leveraging the effectiveness of asymptotic expansions of the posterior. The proposed approach offers the advantage of bypassing the need for elicitation of priors and reference functions for the nuisance parameters and the multidimensional integration step. For this purpose, starting from a Laplace approximation, a posterior distribution for the parameter of interest only is considered and then a suitable objective matching prior is introduced, ensuring that the posterior mode aligns with an equivariant frequentist estimator. Consequently, both Highest Probability Density credible sets and the e-value remain invariant. Some targeted and challenging examples are discussed.

Empirical equations representing, interpolating and smoothing groups of measurement results by regression methods are in widespread use in metrology and other fields of science and engineering. Standard equations for the propagation of measurement uncertainties to values computed from such equations are available but suffer from a lack of general acceptance and are only infrequently applied in practice. One reason for the slow uptake is the lack of clear methods to account for systematic error. In this paper, uncertainty propagation equations in terms of covariance matrices are generalized to allow for systematic errors in least-squares regression, and effects of the resulting uncertainties are investigated analytically. A stochastic ensemble model of systematic error is proposed for the computation of the non-diagonal elements of the weight matrix of the Generalized Least-Squares method (GLS) from the measurement uncertainty. A GLS projector formalism is described which separates the effects of measurement scatter on values calculated by the equation from those on the related “residuals”, i.e., the residual errors in the fitted data. The same projectors act similarly on the associated uncertainties and covariance matrices and permit the effects of systematic errors on the simulation covariance to be quantified. It is demonstrated that, in order to include systematic errors in the uncertainty estimates of GLS, covariance matrices may be substituted by novel, specifically defined dispersion matrices that are not specified yet by the GUM[1]. Systematic measurement errors may be estimated from various sources; a particularly easy way suggested here involves analyzing the structure in the regression residuals. It is demonstrated that GLS projectors exhibit inherent features of “error blindness” also with respect to systematic errors. [1] GUM: Guide to the Expression of Uncertainty in Measurement, http://www.bipm.org/en/publications/guides

We present a new penalized method for estimation in sparse logistic regression models with group structure. Group sparsity suggests us to consider the Group Lasso penalty. Being different from penalized log-likelihood estimation, our method can be viewed as a penalized weighted score function method. Under some mild conditions, we provide non-asymptotic oracle inequalities promoting group sparsity of predictors. A modified block coordinate descent algorithm based on a weighted score function is also employed. The net advantage of our algorithm over the existing Group Lasso-type procedures is that the tuning parameter can be pre-specified. The simulations show that this algorithm is considerably faster and more stable than competing methods. Finally, we illustrate our methodology with two real data sets.

Financial time series and other human-driven, non-natural processes are known to exhibit fat-tailed outcome distributions. That is, such processes demonstrate a greater tendency for extreme outcomes than the normal distribution or other natural distributional processes would predict. We examine the mathematical expectation, or simply "expectation," traditionally the probability-weighted outcome, regarded since the seventeenth century as the mathematical definition of "expectation." However, when considering the "expectation" of an individual confronted with a finite sequence of outcomes, particularly existential outcomes (e.g., a trader with a limited time to perform or lose his position in a trading operation), we find this individual "expects" the median terminal outcome over those finite trials, with the classical seventeenth-century definition being the asymptotic limit as trials increase to this. Since such finite-sequence "expectations" often differ in values from the classic one, so do the optimal allocations (e.g., growth-optimal). We examine these for fat-tailed distributions. The focus is on implementation, and the techniques described can be applied to all distributional forms.

The distribution laws of various natural and anthropogenic processes in the world around us are stochastic in nature. The development of mathematics and, in particular, of stochastic modelling allows us to study regularities in such processes. In practice, stochastic modelling finds a huge number of applications in various fields, including finance and economics. In this work, some particular applications of stochastic processes in finance are examined in the conditions of financial crisis. More specifically, Autoregressive Integrated Moving Average (ARIMA) models and Modified Ordinary Differential Equations (ODE) models, which have been previously developed by the authors to predict assets’ prices of four Bulgarian companies, are validated on a time period during the crisis. Estimated rates of return are calculated from the models for one period ahead. The errors are estimated and the models are compared. The predicted return values with each of the two approaches are used to derive optimal risk portfolios based on the Markowitz Model. The resulting portfolios are compared in terms of distribution (weights of the stocks), risk and rate of return.

Measurements of systems taken along a continuous functional dimension, such as time or space, are ubiquitous in many fields, from the physical and biological sciences to economics and engineering. Such measurements can be viewed as realisations of an underlying smooth process sampled over the continuum. However, traditional methods for independence testing and causal learning are not directly applicable to such data, as they do not take into account the dependence along the functional dimension. By using specifically designed kernels, we introduce statistical tests for bivariate, joint, and conditional independence for functional variables. Our method not only extends the applicability to functional data of the Hilbert-Schmidt independence criterion (HSIC) and its d-variate version (d-HSIC), but also allows us to introduce a test for conditional independence by defining a novel statistic for the conditional permutation test (CPT) based on the Hilbert-Schmidt conditional independence criterion (HSCIC), with optimised regularisation strength estimated through an evaluation rejection rate. Our empirical results of the size and power of these tests on synthetic functional data show good performance, and we then exemplify their application to several constraint- and regression-based causal structure learning problems, including both synthetic examples and real socio-economic data.

This paper presents a new discrete counterpart of the mixture exponential distribution by utilizing the survival discretization method. The moment-generating function and associated moment measures are discussed. The distribution’s hazard rate function can assume increasing or decreasing forms, making it adaptable for diverse fields requiring count data modelling. The paper explores four distinct parameter estimation methods and assesses their performance through Monte Carlo simulations. The applicability of this distribution extends to time series analysis, particularly within the framework of the first-order integer-valued autoregressive process. Additionally, the paper explores quality control applications, addressing serial dependence challenges in count data encountered in production and market management. The performance of two distinct control charts, the cumulative sum chart and the exponentially weighted moving average chart, is evaluated for their effectiveness in detecting shifts in the process means under various models. A bivariate Markov chain approach is used to estimate the average run lengths of these charts, offering valuable insights for implementation. Design recommendations for achieving robustness in-control chart applications are provided. The effectiveness of the proposed models and charts is illustrated using a real data, demonstrating their practical superiority.

Random Forest (RF) is a widely used data prediction and variable selection technique. However, the variable selection aspect of RF can become unreliable when there are more irrelevant variables than relevant ones. In response, we introduced the Bayesian Random Forest (BRF) method specifically designed for high-dimensional datasets with a sparse covariate structure. Our research demonstrates that BRF possesses the oracle property, which means it achieves strong selection consistency without compromising efficiency or bias.

This article deals with the queueing-inventory system, composed of c junior servers, a senior server, two finite waiting halls, and an infinite orbit. On occasion, junior servers encounter challenges during customer service. In these instances, they approach the senior server for guidance in resolving the issue. Suppose the senior server is engaged with another junior server. The approaching junior servers await their turn in a finite waiting area with a capacity of c for consultation. Concerning this, we study the performance of junior servers approaching the senior server in the retrial queueing-inventory model with the two finite waiting halls dedicated to the primary customers and the junior servers for consultation. We formulate a level-dependent QBD process and solve its steady-state probability vector using Neuts and Rao’s truncation method. The stability condition of the system is derived, and the R matrix is computed. Optimum total cost has been obtained, and sensitivity analyses, which include expected total cost, waiting time of customers in waiting hall and orbit, number of busy servers, and fraction of successful retrial rate of the model, are done numerically.

In this article we introduce an extension of the Akash distribution. We use the slash 1 methodology to make the kurtosis of the Akash distribution more flexible. We study the general 2 density of this new distribution, some properties, moments, coefficients of asymmetry and kurtosis. 3 Statistical inference is performed using the methods of moments and maximum likelihood via the 4 EM algorithm. A simulation study is carried out to observe the behavior of the maximum likelihood 5 estimator. An application to a real data set with high kurtosis is considered, where it is shown that 6 the new distribution fits better than other extensions of the Akash distribution.

In this work, we propose a generalized partially functional linear model, which not only models the relationship between multiple scalar and functional predictors and response, but also automatically estimates the link function. Specifically, we use the functional principal component analysis method to reduce the dimensionality of functional predictors, estimate the regression coefficients using the maximum likelihood estimation method, estimate the link function using the method of local linear regression, iteratively obtain the final estimator, and prove the asymptotic normality of the estimator. The asymptotic normality is illustrated through simulation experiments. Finally, the proposed model is applied to study the influence of environmental, economic, and medical levels on life expectancy in China. In the study functional predictors are the daily air quality index, temperature, and humidity of 58 cities in 2020 and scalar predictors are GDP and number of beds in hospitals.

In this study, we present different methods of estimating fuzzy reliability of a two-parameter Rayleigh distribution via the maximum likelihood estimator, median first-order statistics estimator, quartile estimator, L-moment estimator, and mixed Thompson-type estimator. The mean-square error MSE as a measurement for comparing the considered methods using simulation through different values for the parameters and unalike sample sizes is used. The results of simulation show that the fuzziness values are better than the real values for all sample sizes, as well as the fuzzy reliability at the estimation of the Maximum

We introduce the lower chaos grade of a real-valued function F defined on the Markov triple (E,μ,Γ), where μ is a probability measure and Γ is the carré du champ operator. As an application of this concept, we obtain the better estimate of the four moments theorem for Markov diffusion generators worked by Bourguin et al (2019). For our purpose, we need to find the largest number except zero in the set of eigenvalues corresponding to its eigenfunction in the case where the square of a random variable F, coming from a Markov triple structure, can be expressed as a sum of eigenfunctions, We give some examples of eigenfunctions of the diffusion generators such as Ornstein-Uhlenbeck, Jacobi and Romanovski-Routh. In particular, two bounds, called the four moments theorem and fourth moment theorem respectively, will be provided for the normal approximation of the case where a random variable F comes from eigenfunctions of a Jacobi generator.

Positive recurrence for a single-server queueing system is established under generalised intensity conditions of service which does not assume existence of the density distribution function of service but a certain integral type lower bound as a sufficient condition. Positive recurrence implies existence of the invariant distribution and a guaranteed slow convergence to it in the total variation metric.

In this paper, we identify several relative ordering properties of the modified proportional hazard rate and modified proportional reversed hazard rate models. For this purpose, we use two well-known relative orderings, namely the relative hazard rate ordering and the relative reversed hazard rate ordering. The investigation is to see how a relative ordering between two possible base distributions for the response distributions in these models is preserved when the parameters of the underlying models are changed. We will give some examples to illustrate the results and the conditions under which they are obtained.

Financial technologies, stemming from the application of artificial intelligence to big data in finance, are continuously expanding, across different markets and financial services. While financial technologies bring many opportunities, such as reduced costs and extended inclusion, they also bring risks, among which cyber risks, which are constantly increasing and are difficult to measure. Among the difficulties in measurement lies the existence of interdependence among different cyber risks. The study of interdependence and possible contagion channels between cyber attacks to different institutions and economic sectors is indeed increasingly important to ensure economic and financial sustainability. Against this backdrop, this paper proposes a multivariate model for count time series of cyber risk events, in which the time-varying intensity parameter determining the probability that a cyber attack occurs evolves according to general autoregressive score models, taking both time and sectorial dependence into account. The model is particularly suitable for studying how the behaviors of different markets or sectors are interconnected and it constitutes a new approach to the multivariate analysis of count time series of cyber loss events.

In this paper, we investigate the cumulative historical entropy of the lifetime of an n-component coherent system under the assumption that all system components have failed at time t. Using the system signature, we can calculate the cumulative historical entropy of the system’s lifespan, which is an important aspect in determining a system’s predictability. This research produces a number of significant results, including expressions, bounds, and ordering aspects for this measure. In addition, we offer a method for finding a preferred system based on cumulative Kullback-Leibler discriminating information that is closely related to the parallel system. These findings provide important insights into the predictability and dependability of coherent systems, emphasizing the importance of this field.