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Authors:Manish Goyal, Narinder Kumar Pages: 1 - 16 Abstract: Testing the equality of population parameters is one of the basic problems in Natural Sciences, Social Sciences and Formal Sciences. For testing the equality of populations, generally two types of population parameters are studied as location and scale parameter in nonparametric inference. The problem related with scale parameter arises, when experimenter’s interest is to know whether populations follow the same distribution or there is difference in their scale parameters. This type of problem is usually encountered in Agriculture, Engineering, Business, Trade, Industries, and Medicine. Any consistent method always has a preference over other methods, so testing of scale parameter is used in practice. For testing the equality of scale parameters, we propose two classes of nonparametric tests when the common quantile may be different from median. The proposed classes of tests performs better than or as good as the relative tests. The application of the proposed classes of tests is illustrated using real life data set. Statistical power of the proposed classes of tests is computed using Monte Carlo simulation study. PubDate: 2022-08-20 Issue No:Vol. 23, No. 2 (2022)

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Authors:S. Prema, D. Jayanthi Pages: 17 - 30 Abstract: In this paper we have introduced “intuitionistic fuzzy almost γ generalized closed mappings, intuitionistic fuzzy almost γ generalized open mappings. Also we have investigated some of their properties and provided some characterizations of intuitionistic fuzzy almost γ generalized closed mappings. PubDate: 2022-08-20 Issue No:Vol. 23, No. 2 (2022)

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Authors:A. V. Oladugba, O. T. Babatunde, M. L. Adeleke Pages: 31 - 40 Abstract: The relative efficiency of Latin Square Design to randomized designs is commonly assessed by its error variance. This paper derives three relative efficiency (RE) formulae as substitute to existing formular (relative precision) for evaluating the RE of Latin Square Design to randomized designs. These three derived formulae provide information concerning the sensitivity and planning of the experimental designs. The formulae are illustrated numerically by examples from the literature. The results from the empirical analysis of the derived formulae and the existing formular showed that the derived formulae are suitable for assessing the RE of the Latin Square Design since the conclusions reached are the same. PubDate: 2022-08-20 Issue No:Vol. 23, No. 2 (2022)

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Authors:N. Mohan, M. Ramakrishnan, R. Ravanan Pages: 41 - 51 Abstract: The goal of this study is to compare the survival methods like Kaplan-Meier, Weibull Smoothing with Fuzzy logic approach to the data sets related to National Stock Exchange (NSE) during Covid-19 in India. The study of Survival Analysis differs from other classical approaches because of censoring. The author introduced the event of study in this data as five different percentage of increase of share price from the minimum price of the share of companies during the study period. Traditionally, the nonparametric method of estimation of survival function is used to compute probability structure from step function. This approach considers the same value of probability between two consecutive event time points. Weibull smoothing concept gives solution for this problem but it does not give probability beyond last event time of study period and keeps probability value of final ordered failure time for remaining time. Fuzzy linear regression approach gives the value for all time period of study. The author collected share price of 131 Companies from 10 Sectorial indices of NSE from 1st April, 2020 to 31st March, 2021 during covid-19 in India and applied all methods for this NSE data and compared the three estimates and there by validate the model. PubDate: 2022-08-20 Issue No:Vol. 23, No. 2 (2022)

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Authors:Rizwan Yousuf, Manish Sharma Pages: 52 - 62 Abstract: Outliers can cause inflated error rates as well as serious distortions in parameter and statistic estimates. Outliers in statistical analyses can have both positive and adverse implications. For instance, they increase the error variance and reduce the power of the statistical test. They have the potential to reduce normality and severely bias or affect estimates that may be of tangible significance. For detecting and identifying outliers in large data sets, robust regression estimators can be a very useful tool. Since they are unaffected by outliers, robust regression methods are implemented to solve this problem. In this paper we have used simulation data to examine the behaviour of estimates of the Square root production function in the presence of HLP. We have used MM estimation, S estimation and LTS robust techniques in our study. Robust regression handles outliers in a regression and produces different coefficient estimates than OLS. PubDate: 2022-08-20 Issue No:Vol. 23, No. 2 (2022)

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Authors:Salim Bouzebda, Fethi Madani, Youssouf Souddi Pages: 77 - 105 Abstract: The purpose of this paper is to establish the invariance principle for the conditional setindexed empirical process formed by strong mixing random variables when the covariates are functional. We establish our results under some assumptions on the richness of the index class C of sets in terms of metric entropy with bracketing. We apply our main result for testing the conditional independence, that is, testing whether whether two random vectors Y1 and Y2 are independent, given X. The theoretical results of the present paper are (or will be) key tools for many further developments in functional data analysis. PubDate: 2022-08-20 Issue No:Vol. 23, No. 2 (2022)

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Authors:Luigi Romano, Donato Scolozzi Pages: 63 - 76 Abstract: The Financial Immunization Classic Theory studies the interest rate risk and the necessary conditions to asset liability management. Redington, in 1952, introduced a model of asset liability management. His model considers the initial financial struture, the shifts of the interest rate function represented by z, for z 2 R, which is added to the initial financial structure, determining the new financial structure. Fisher and Weil, in 1971, studied the case in which the liability is given by a single payment L. The present work considers the value function v(t; s) as known, and includes the case of discontinuous interest rates function. The theorems of Redington and Fisher-Weil are extended to a sequence of asset and liability cash flows for constant shifts. PubDate: 2021-01-13 Issue No:Vol. 23, No. 2 (2021)