Journal of Probability and Statistics

Prostate cancer occurs when cells in the prostate gland grow out of control. Almost all prostate cancers are adenocarcinomas. The survival rate for prostate cancer patients depends on the screening outcome, which can be either no prostate cancer, early detection, and late detection or advanced stage detection. The main objective of this study was to estimate the risk factors affecting the screening outcome of prostate cancer. With ordinal outcomes, a generalized Bayesian ordinal logistic model was considered in the analysis. The generalized Bayesian ordinal logistic model helped in estimation of coefficient parameters of the risk factors affecting each level of prostate cancer-screening outcomes. In the study, positive coefficients, that is, , indicated that the higher values on the explanatory variable increased the chances of the respondent being in a higher category of the dependent variable than the current one, while the negative coefficients, that is, , signified that the higher values on the explanatory variable increased the likelihood of being in the current or lower category of prostate cancer. For instance, from the analysis, positive or negative outcomes of prostate cancer showed that an increase in weight lowered the chances of an individual having the disease.

Background. Survival analysis attracted the attention of different scientists from various domains such as engineering, health, and social sciences. It has been widely exploited in clinical trials when comparing different treatments looking at their survival probabilities. Kaplan–Meier curves plotted from the Kaplan–Meier estimates of survival probabilities are used to depict the general image for such situations. Methods. The weighted log-rank test has been dealt with by suggesting different weight functions which give specific strength in specific situations. In this work, we proposed a new weight function comprising all numbers at risk, i.e., the overall number at risk and the separate numbers at risk in the groups under study, to detect late differences between survival curves. Results. The new test has been found to be a good alternative after the FH (0, 1) test in detecting late differences, and it outperformed all tests in case of small samples and heavy censoring rates according to the simulation studies. The new test kept the same strength when applied to real data where it showed itself to be among the powerful ones or even outperforms all other tests under consideration. Conclusion. As the new test stays stronger in the case of small samples and heavy censoring rates, it may be a better choice whenever targeting the detection of late differences between the survival curves.

In the context of a sample survey, the collection of information on a sensitive variable is difficult, which may cause nonresponse and measurement errors. Due to this, the estimates can be biased and the variation may increase. To overcome this difficulty, we propose an estimator for the estimation of a sensitive variable by using auxiliary information in the presence of nonresponse and measurement errors simultaneously. The properties of the proposed estimators have been studied, and the results have been compared with those of the usual complete response estimator. Theoretical results have been verified through a simulation study using an artificial population and two real-life applications. With the outcomes of the proposed estimator, a suitable recommendation has been made to the survey statisticians for their real-life application.

Method comparison studies mainly focus on determining if the two methods of measuring a continuous variable are agreeable enough to be used interchangeably. Typically, a standard mixed-effects model uses to model the method comparison data that assume normality for both random effects and errors. However, these assumptions are frequently violated in practice due to the skewness and heavy tails. In particular, the biases of the methods may vary with the extent of measurement. Thus, we propose a methodology for method comparison data to deal with these issues in the context of the measurement error model (MEM) that assumes a skew- (ST) distribution for the true covariates and centered Student’s (cT) distribution for the errors with known error variances, named STcT-MEM. An expectation conditional maximization (ECM) algorithm is used to compute the maximum likelihood (ML) estimates. The simulation study is performed to validate the proposed methodology. This methodology is illustrated by analyzing gold particle data and then compared with the standard measurement error model (SMEM). The likelihood ratio (LR) test is used to identify the most appropriate model among the above models. In addition, the total deviation index (TDI) and concordance correlation coefficient (CCC) were used to check the agreement between the methods. The findings suggest that our proposed framework for analyzing unreplicated method comparison data with asymmetry and heavy tails works effectively for modest and large samples.

In this paper, we apply the random time change by the real white noise to deterministic dynamical systems. We prove that the obtained random dynamical systems are solutions of some stochastic differential equations whenever the deterministic dynamical systems are solutions of ordinary differential equations.

Machine learning algorithms, especially random forests (RFs), have become an integrated part of the modern scientific methodology and represent an efficient alternative to conventional parametric algorithms. This study aimed to assess the influence of data features and overdispersion on RF regression performance. We assessed the effect of types of predictors (100, 75, 50, and 20% continuous, and 100% categorical), the number of predictors (p = 816 and 24), and the sample size (N = 50, 250, and 1250) on RF parameter settings. We also compared RF performance to that of classical generalized linear models (Poisson, negative binomial, and zero-inflated Poisson) and the linear model applied to log-transformed data. Two real datasets were analysed to demonstrate the usefulness of RF for overdispersed data modelling. Goodness-of-fit statistics such as root mean square error (RMSE) and biases were used to determine RF accuracy and validity. Results revealed that the number of variables to be randomly selected for each split, the proportion of samples to train the model, the minimal number of samples within each terminal node, and RF regression performance are not influenced by the sample size, number, and type of predictors. However, the ratio of observations to the number of predictors affects the stability of the best RF parameters. RF performs well for all types of covariates and different levels of dispersion. The magnitude of dispersion does not significantly influence RF predictive validity. In contrast, its predictive accuracy is significantly influenced by the magnitude of dispersion in the response variable, conditional on the explanatory variables. RF has performed almost as well as the models of the classical Poisson family in the presence of overdispersion. Given RF’s advantages, it is an appropriate statistical alternative for counting data.