Time Series Modeling and Forecasting of Drug-Related Deaths in Iran (2014-2016).

Background: Investigating the temporal variations and forecasting the trends in drug-related deaths can help prevent health problems and develop intervention programs. The recent policy in Iran is strongly focused on deterring drug use and replacing illicit drugs with legal ones. This study aimed to investigate drug-related deaths in Iran in 2014-2016 and forecast the death toll by 2019. Methods: In this longitudinal study, Box-Jenkins time series analysis was used to forecast drug-related deaths. To this end, monthly counts of drug-related deaths were obtained from March 2014 to March 2017. After data processing, to obtain stationary time series and examine the stability assumption with the Dickey-Fuller test, the parameters of the Autoregressive Integrated Moving Averages (ARIMA) model were determined using autocorrelation function (ACF) and partial autocorrelation function (PACF) graphs. Based on Akaike statistics, ARIMA (0, 1, 1) was selected as the best-fit model. Moreover, the Dickey-Fuller test was used to confirm the stationarity of the time series of transformed observations. The forecasts were made for the next 36 months using the ARIMA (0,1,2) model and the same confidence intervals were applied to all months. The final extracted data were analyzed using R software, Minitab, and SPSS-23. Findings: According to the Iranian Ministry of Health and the Legal Medicine Organization, there were 8883 drug-related deaths in Iran from March 2014 to March 2017. According to the time series findings, this count had an upward trend and did not show any seasonal pattern. It was forecasted that the mean drug-related mortality rate in Iran would be 245.8 cases per month until 2019. Conclusion: This study showed a rising trend in drug-related mortality rates during the study period, and the modeling process for forecasting suggested this trend would continue until 2019 if proper interventions were not instituted.

Jensen-Inaccuracy Information Measure.

The purpose of the paper is to introduce the Jensen-inaccuracy measure and examine its properties. Furthermore, some results on the connections between the inaccuracy and Jensen-inaccuracy measures and some other well-known information measures are provided. Moreover, in three different optimization problems, the arithmetic mixture distribution provides optimal information based on the inaccuracy information measure. Finally, two real examples from image processing are studied and some numerical results in terms of the inaccuracy and Jensen-inaccuracy information measures are obtained.

Classical and Bayesian estimation for type-I extended-F family with an actuarial application.

In this work, a new flexible class, called the type-I extended-F family, is proposed. A special sub-model of the proposed class, called type-I extended-Weibull (TIEx-W) distribution, is explored in detail. Basic properties of the TIEx-W distribution are provided. The parameters of the TIEx-W distribution are obtained by eight classical methods of estimation. The performance of these estimators is explored using Monte Carlo simulation results for small and large samples. Besides, the Bayesian estimation of the model parameters under different loss functions for the real data set is also provided. The importance and flexibility of the TIEx-W model are illustrated by analyzing an insurance data. The real-life insurance data illustrates that the TIEx-W distribution provides better fit as compared to competing models such as Lindley-Weibull, exponentiated Weibull, Kumaraswamy-Weibull, α logarithmic transformed Weibull, and beta Weibull distributions, among others.

Cumulative Residual q-Fisher Information and Jensen-Cumulative Residual χ2 Divergence Measures.

In this work, we define cumulative residual q-Fisher (CRQF) information measures for the survival function (SF) of the underlying random variables as well as for the model parameter. We also propose q-hazard rate (QHR) function via q-logarithmic function as a new extension of hazard rate function. We show that CRQF information measure can be expressed in terms of the QHR function. We define further generalized cumulative residual χ2 divergence measures between two SFs. We then examine the cumulative residual q-Fisher information for two well-known mixture models, and the corresponding results reveal some interesting connections between the cumulative residual q-Fisher information and the generalized cumulative residual χ2 divergence measures. Further, we define Jensen-cumulative residual χ2 (JCR-χ2) measure and a parametric version of the Jensen-cumulative residual Fisher information measure and then discuss their properties and inter-connections. Finally, for illustrative purposes, we examine a real example of image processing and provide some numerical results in terms of the CRQF information measure.

Information Generating Function of Ranked Set Samples.

In the present paper, we study the information generating (IG) function and relative information generating (RIG) function measures associated with maximum and minimum ranked set sampling (RSS) schemes with unequal sizes. We also examine the IG measures for simple random sampling (SRS) and provide some comparison results between SRS and RSS procedures in terms of dispersive stochastic ordering. Finally, we discuss the RIG divergence measure between SRS and RSS frameworks.

Discrete Versions of Jensen-Fisher, Fisher and Bayes-Fisher Information Measures of Finite Mixture Distributions.

In this work, we first consider the discrete version of Fisher information measure and then propose Jensen-Fisher information, to develop some associated results. Next, we consider Fisher information and Bayes-Fisher information measures for mixing parameter vector of a finite mixture probability mass function and establish some results. We provide some connections between these measures with some known informational measures such as chi-square divergence, Shannon entropy, Kullback-Leibler, Jeffreys and Jensen-Shannon divergences.

New generalized-X family: Modeling the reliability engineering applications.

As is already known, statistical models are very important for modeling data in applied fields, particularly in engineering, medicine, and many other disciplines. In this paper, we propose a new family to introduce new distributions suitable for modeling reliability engineering data. We called our proposed family a new generalized-X family of distributions. For the practical illustration, we introduced a new special sub-model, called the new generalized-Weibull distribution, to describe the new family's significance. For the proposed family, we introduced some mathematical reliability properties. The maximum likelihood estimators for the parameters of the new generalized-X distributions are derived. For assessing the performance of these estimators, a comprehensive Monte Carlo simulation study is carried out. To assess the efficiency of the proposed model, the new generalized-Weibull model is applied to the coating machine failure time data. Finally, Bayesian analysis and performance of Gibbs sampling for the coating machine failure time data are also carried out. Furthermore, the measures such as Gelman-Rubin, Geweke and Raftery-Lewis are used to track algorithm convergence.

On Modeling the Earthquake Insurance Data via a New Member of the T-X Family.

Heavy-tailed distributions play an important role in modeling data in actuarial and financial sciences. In this article, a new method is suggested to define new distributions suitable for modeling data with a heavy right tail. The proposed method may be named as the Z-family of distributions. For illustrative purposes, a special submodel of the proposed family, called the Z-Weibull distribution, is considered in detail to model data with a heavy right tail. The method of maximum likelihood estimation is adopted to estimate the model parameters. A brief Monte Carlo simulation study for evaluating the maximum likelihood estimators is done. Furthermore, some actuarial measures such as value at risk and tail value at risk are calculated. A simulation study based on these actuarial measures is also done. An application of the Z-Weibull model to the earthquake insurance data is presented. Based on the analyses, we observed that the proposed distribution can be used quite effectively in modeling heavy-tailed data in insurance sciences and other related fields. Finally, Bayesian analysis and performance of Gibbs sampling for the earthquake data have also been carried out.