The Muth distribution is a continuous random variable introduced in the context of reliability theory. In this paper, some mathematical properties of the model are derived, including analytical expressions for the moment generating function, moments, mode, quantile function and moments of the order statistics. In this regard, the generalized integro-exponential function, the Lambert W function and the golden ratio arise in a natural way. The parameter estimation of the model is performed by the methods of maximum likelihood, least squares, weighted least squares and moments, which are compared via a Monte Carlo simulation study. A natural extension of the model is considered as well as an application to a real data set.
18 March 2017 in Mathematical Modelling and Analysis
Muth introduced a probability distribution with application in reliability theory. We propose a new model from the Muth law. This paper studies its statistical properties, such as the computation of the moments, computer generation of pseudo-random data and the behavior of the failure rate function, among others. The estimation of parameters is carried out by the method of maximum likelihood and a Monte Carlo simulation study assesses the performance of this method. The practical usefulness of the new model is illustrated by means of two real data sets, showing that it may provide a better fit than other probability distributions.
The confusion matrix is the standard way to report on the thematic accuracy of geographic data (spatial databases, topographic maps, thematic maps, classified images, remote sensing products, etc.). Two widely adopted indices for the assessment of thematic quality are derived from the confusion matrix. They are overall accuracy (OA) and the Kappa coefficient (ĸ), which have received some criticism from some authors. Both can be used to test the similarity of two independent classifications by means of a simple statistical hypothesis test, which is the usual practice. Nevertheless, this is not recommended, because different combinations of cell values in the matrix can obtain the same value of OA or ĸ, due to the aggregation of data needed to compute these indices. Thus, not rejecting a test for equality between two index values does not necessarily mean that the two matrices are similar. Therefore, we present a new statistical tool to evaluate the similarity between two confusion matrices. It takes into account that the number of sample units correctly and incorrectly classified can be modeled by means of a multinomial distribution. Thus, it uses the individual cell values in the matrices and not aggregated information, such as the OA or ĸ values. For this purpose, it is considered a test function based on the discrete squared Hellinger distance, which is a measure of similarity between probability distributions. Given that the asymptotic approximation of the null distribution of the test statistic is rather poor for small and moderate sample sizes, we used a bootstrap estimator. To explore how the p-value evolves, we applied the proposed method over several predefined matrices which are perturbed in a specified range. Finally, a complete numerical example of the comparison of two matrices is presented.