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Nonparametric Predictive Inference for Two Future Observations with Right-Censored Data (2024)
Journal Article
Coolen-Maturi, T., Mahnashi, A. M., & Coolen, F. P. A. (in press). Nonparametric Predictive Inference for Two Future Observations with Right-Censored Data. Mathematical Methods of Statistics,

In reliability and survival analyses, right-censored observations are common. This type of data occurs when an event of interest is not fully observed during an experiment and there is no information provided about a random quantity, except that it e... Read More about Nonparametric Predictive Inference for Two Future Observations with Right-Censored Data.

Smoothed Bootstrap Methods for Hypothesis Testing (2024)
Journal Article
Al Luhayb, A. S. M., Coolen-Maturi, T., & Coolen, F. P. A. (2024). Smoothed Bootstrap Methods for Hypothesis Testing. Journal of statistical theory and practice, 18(1), Article 16. https://doi.org/10.1007/s42519-024-00370-x

This paper demonstrates the application of smoothed bootstrap methods and Efron’s methods for hypothesis testing on real-valued data, right-censored data and bivariate data. The tests include quartile hypothesis tests, two sample medians and Pearson... Read More about Smoothed Bootstrap Methods for Hypothesis Testing.

Reproducibility of Statistical Tests Based on Randomised Response Data (2024)
Journal Article
Alghamdi, F. M., Coolen, F. P. A., & Coolen-Maturi, T. (2024). Reproducibility of Statistical Tests Based on Randomised Response Data. Journal of statistical theory and practice, 18(1), Article 13. https://doi.org/10.1007/s42519-024-00366-7

Reproducibility of experimental conclusions is an important topic in various fields, including social studies. The lack of reproducibility in research results not only limits scientific progress, but also wastes time, resources, and undermines societ... Read More about Reproducibility of Statistical Tests Based on Randomised Response Data.

Smoothed bootstrap methods for bivariate data (2023)
Journal Article
Al Luhayb, A., Coolen-Maturi, T., & Coolen, F. (2023). Smoothed bootstrap methods for bivariate data. Journal of statistical theory and practice, 17(3), Article 37. https://doi.org/10.1007/s42519-023-00334-7

A smoothed bootstrap method is introduced for right-censored data based on the rightcensoring-A(n) assumption introduced by Coolen and Yan (2004), which is a generalization of Hill’s A(n) assumption (Hill, 1968) for right-censored data. The smoothed... Read More about Smoothed bootstrap methods for bivariate data.

A generalized system reliability model based on survival signature and multiple competing failure processes (2023)
Journal Article
Chang, M., Coolen, F., Coolen-Maturi, T., & Huang, X. (2023). A generalized system reliability model based on survival signature and multiple competing failure processes. Journal of Computational and Applied Mathematics, Article 115364. https://doi.org/10.1016/j.cam.2023.115364

Degradation-based system reliability analysis has been extensively conducted, but the components in a system are assumed to experience similar degradation and shock processes, neglecting actual failure mechanisms. However, multiple types of component... Read More about A generalized system reliability model based on survival signature and multiple competing failure processes.

New reliability model for complex systems based on stochastic processes and survival signature (2023)
Journal Article
Chang, M., Huang, X., Coolen, F., & Coolen-Maturi, T. (2023). New reliability model for complex systems based on stochastic processes and survival signature. European Journal of Operational Research, 309(3), 1349-1364. https://doi.org/10.1016/j.ejor.2023.02.027

For systems with complicated structures, reliability analysis based on survival signature has been carried out by modelling time-to-failure data with specific distributions. However, for highly reliable systems, only little or no failure data may be... Read More about New reliability model for complex systems based on stochastic processes and survival signature.

Smoothed Bootstrap for Right-Censored Data (2023)
Journal Article
Luhayb, A. S. M. A., Coolen, F. P., & Coolen-Maturi, T. (2023). Smoothed Bootstrap for Right-Censored Data. Communications in Statistics - Theory and Methods, https://doi.org/10.1080/03610926.2023.2171708

A smoothed bootstrap method is introduced for right-censored data based on the right-censoring-A(n) assumption introduced by Coolen and Yan, which is a generalization of Hill’s A(n) assumption for right-censored data. The smoothed bootstrap method is... Read More about Smoothed Bootstrap for Right-Censored Data.

Discussion of signature‐based models of preventive maintenance (2022)
Journal Article
Coolen, F. P., Coolen‐Maturi, T., & van Houtum, G. (2023). Discussion of signature‐based models of preventive maintenance. Applied Stochastic Models in Business and Industry, 39(1), 68-70. https://doi.org/10.1002/asmb.2716

As a contribution to the discussion of the paper An overview of some classical models and discussion of the signature-based models of preventive maintenance,1 we consider the assumption of exchangeability of the failure times of components in systems... Read More about Discussion of signature‐based models of preventive maintenance.

A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference (2022)
Journal Article
Moral-Garcia, S., Abellan, J., Coolen-Maturi, T., & Coolen, F. (2022). A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference. Applied Soft Computing, 123, Article 108916. https://doi.org/10.1016/j.asoc.2022.108916

Classifiers sometimes return a set of values of the class variable since there is not enough information to point to a single class value. These classifiers are known as imprecise classifiers. Decision Trees for Imprecise Classification were proposed... Read More about A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference.

Pricing exotic options in the incomplete market: an imprecise probability method (2022)
Journal Article
He, T., Coolen, F., & Coolen-Maturi, T. (2022). Pricing exotic options in the incomplete market: an imprecise probability method. Applied Stochastic Models in Business and Industry, 38(3), 422-440. https://doi.org/10.1002/asmb.2668

This paper considers a novel exotic option pricing method for incomplete markets. Nonparametric Predictive Inference (NPI) is applied to the option pricing procedure based on the binomial tree model allowing the method to evaluate exotic options with... Read More about Pricing exotic options in the incomplete market: an imprecise probability method.

Statistical reproducibility for pairwise t-tests in pharmaceutical research (2021)
Journal Article
Simkus, A., Coolen, F., Coolen-Maturi, T., Karp, N., & Bendtsen, C. (2022). Statistical reproducibility for pairwise t-tests in pharmaceutical research. Statistical Methods in Medical Research, 31(4), 673-688. https://doi.org/10.1177/09622802211041765

This paper investigates statistical reproducibility of the t-test. We formulate reproducibility as a predictive inference problem and apply the nonparametric predictive inference (NPI) method. Within our research framework, statistical reproducibilit... Read More about Statistical reproducibility for pairwise t-tests in pharmaceutical research.

Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels (2021)
Journal Article
Chang, M., Huang, X., Coolen, F., & Coolen-Maturi, T. (2021). Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels. Reliability Engineering & System Safety, 216, Article 108007. https://doi.org/10.1016/j.ress.2021.108007

Degradation-shock failure processes widely exist in practice, and extensive work has been carried out to better describe such processes. In this paper, a new model is developed for reliability analysis of systems subject to dependent degradation-shoc... Read More about Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels.

Survival Signatures for System Reliability (2021)
Book Chapter
Coolen, F. P., & Coolen‐Maturi, T. (2022). Survival Signatures for System Reliability. In Wiley StatsRef: Statistics Reference Online. Wiley. https://doi.org/10.1002/9781118445112.stat08331

In system reliability, the structure function models functioning of a system for given states of its components. The survival signature provides a useful summary of the structure function to aid quantification of system reliability with components of... Read More about Survival Signatures for System Reliability.

The survival signature for quantifying system reliability: an introductory overview from practical perspective (2021)
Book Chapter
Coolen, F., & Coolen-Maturi, T. (2021). The survival signature for quantifying system reliability: an introductory overview from practical perspective. In C. van Gulijk, & E. Zaitseva (Eds.), Reliability Engineering and Computational Intelligence (23-37). Springer Verlag. https://doi.org/10.1007/978-3-030-74556-1_2

The structure function describes the functioning of a system dependent on the states of its components, and is central to theory of system reliability. The survival signature is a summary of the structure function which is sufficient to derive the sy... Read More about The survival signature for quantifying system reliability: an introductory overview from practical perspective.

A monotonicity property of weighted log-rank tests (2021)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2023). A monotonicity property of weighted log-rank tests. Communications in Statistics - Theory and Methods, 52(7), 2402-2416. https://doi.org/10.1080/03610926.2021.1952270

The logrank test is a well-known nonparametric test which is often used to compare the survival distributions of two samples including right-censored observations, it is also known as the Mantel-Haenszel test. The Gρ family of tests, generalizes the... Read More about A monotonicity property of weighted log-rank tests.

Imprecise inference based on the log-rank test for accelerated life testing (2021)
Journal Article
Coolen, F., Ahmadini, A., & Coolen-Maturi, T. (2021). Imprecise inference based on the log-rank test for accelerated life testing. Metrika, 84, 913-925. https://doi.org/10.1007/s00184-021-00807-4

This paper presents an imprecise predictive inference method for accelerated life testing. The method is largely nonparametric, with a basic parametric function to link different stress levels. The log-rank test is used to provide imprecision for the... Read More about Imprecise inference based on the log-rank test for accelerated life testing.

The joint survival signature of coherent systems with shared components (2020)
Journal Article
Coolen-Maturi, T., Coolen, F. P., & Balakrishnan, N. (2021). The joint survival signature of coherent systems with shared components. Reliability Engineering & System Safety, 207, Article 107350. https://doi.org/10.1016/j.ress.2020.107350

The concept of joint bivariate signature, introduced by Navarro et al. [13], is a useful tool for quantifying the reliability of two systems with shared components. As with the univariate system signature, introduced by Samaniego [17], its applicatio... Read More about The joint survival signature of coherent systems with shared components.

The ordering of future observations from multiple groups (2020)
Journal Article
Coolen-Maturi, T. (2022). The ordering of future observations from multiple groups. Communications in Statistics - Simulation and Computation, 51(12), 7526-7543. https://doi.org/10.1080/03610918.2020.1839768

There are many situations where comparison of different groups is of great interest. Considering the ordering of the efficiency of some treatments is an example. We present nonparametric predictive inference (NPI) for the ordering of real-valued futu... Read More about The ordering of future observations from multiple groups.

Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model (2020)
Journal Article
He, T., Coolen, F., & Coolen-Maturi, T. (2021). Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model. Communications in Statistics - Theory and Methods, 50(20), 4657-4684. https://doi.org/10.1080/03610926.2020.1764040

In this article, we present the American option pricing procedure based on the binomial tree from an imprecise statistical aspect. Nonparametric Predictive Inference (NPI) is implemented to infer imprecise probabilities of underlying asset movements,... Read More about Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model.

Nonparametric predictive inference for comparison of two diagnostic tests (2020)
Journal Article
Alabdulhadi, M., Coolen-Maturi, T., & Coolen, F. (2021). Nonparametric predictive inference for comparison of two diagnostic tests. Communications in Statistics - Theory and Methods, 50(19), 4470-4486. https://doi.org/10.1080/03610926.2020.1719157

An important aim in diagnostic medical research is comparison of the accuracy of two diagnostic tests. In this paper, comparison of two diagnostic tests is presented using nonparametric predictive inference (NPI) for future order statistics. The test... Read More about Nonparametric predictive inference for comparison of two diagnostic tests.

On nonparametric predictive inference for asset and European option trading in the binomial tree model (2019)
Journal Article
Chen, J., Coolen, F., & Coolen-Maturi, T. (2019). On nonparametric predictive inference for asset and European option trading in the binomial tree model. Journal of the Operational Research Society, 70(10), 1678-1691. https://doi.org/10.1080/01605682.2019.1643682

This paper introduces a novel method for asset and option trading in a binomial scenario. This method uses nonparametric predictive inference (NPI), a statistical methodology within im- precise probability theory. Instead of inducing a single probabi... Read More about On nonparametric predictive inference for asset and European option trading in the binomial tree model.

A new study on reliability importance analysis of phased mission systems (2019)
Journal Article
Huang, X., Coolen, F., Coolen-Maturi, T., & Zhang, Y. (2020). A new study on reliability importance analysis of phased mission systems. IEEE Transactions on Reliability, 69(2), 522-532. https://doi.org/10.1109/tr.2019.2923695

Reliability importance which serves to quantify the influence of each component (or each type of components) in each phase on the reliability of a phased mission system (PMS) plays an important role in security assessment and risk management. In this... Read More about A new study on reliability importance analysis of phased mission systems.

Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach (2019)
Journal Article
Tee, K. F., Pesinis, K., & Coolen-Maturi, T. (2019). Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach. International Journal of Pressure Vessels and Piping, 175, Article 103919. https://doi.org/10.1016/j.ijpvp.2019.06.001

Risk analysis based on historical failure data can form an integral part of the integrity management of oil and gas pipelines. The scarcity and lack of consistency in the information provided by major incident databases leads to non-specific results... Read More about Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach.

Nonparametric predictive comparison of two diagnostic tests based on total numbers of correctly diagnosed individuals (2019)
Journal Article
Alabdulhadi, M., Coolen, F., & Coolen-Maturi, T. (2019). Nonparametric predictive comparison of two diagnostic tests based on total numbers of correctly diagnosed individuals. Journal of statistical theory and practice, 13, Article 38. https://doi.org/10.1007/s42519-019-0039-6

In clinical applications, it is important to compare and study the ability of diagnostic tests to discriminate between individuals with and without the disease. In this paper, comparison of two diagnostic tests is presented and discussed using nonpar... Read More about Nonparametric predictive comparison of two diagnostic tests based on total numbers of correctly diagnosed individuals.

Nonparametric Predictive Inference for European Option Pricing based on the Binomial Tree Model (2019)
Journal Article
He, T., Coolen, F., & Coolen-Maturi, T. (2019). Nonparametric Predictive Inference for European Option Pricing based on the Binomial Tree Model. Journal of the Operational Research Society, 70(10), 1692-1708. https://doi.org/10.1080/01605682.2018.1495997

In finance, option pricing is one of the main topics. A basic model for option pricing is the Binomial Tree Model, proposed by Cox, Ross, and Rubinstein in 1979 (CRR). This model assumes that the underlying asset price follows a binomial distribution... Read More about Nonparametric Predictive Inference for European Option Pricing based on the Binomial Tree Model.

A heuristic survival signature based approach for reliability-redundancy allocation (2019)
Journal Article
Huang, X., Coolen, F., & Coolen-Maturi, T. (2019). A heuristic survival signature based approach for reliability-redundancy allocation. Reliability Engineering & System Safety, 185, 511-517. https://doi.org/10.1016/j.ress.2019.02.010

In recent research, the major focus on reliability-redundancy allocation problems has been on the possibility of using more efficient and effective algorithms to improve convergence speed and solution accuracy of the optimization model. But the model... Read More about A heuristic survival signature based approach for reliability-redundancy allocation.

Nonparametric predictive inference for diagnostic test thresholds (2018)
Journal Article
Coolen-Maturi, T., Coolen, F., & Alabdulhadi, M. (2020). Nonparametric predictive inference for diagnostic test thresholds. Communications in Statistics - Theory and Methods, 49(3), 697-725. https://doi.org/10.1080/03610926.2018.1549249

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning and credit scoring. The receiver operating characteristic (ROC) curve and surface are useful tools to assess the ability of diagnosti... Read More about Nonparametric predictive inference for diagnostic test thresholds.

Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions (2018)
Journal Article
Marques, F., Coolen, F., & Coolen-Maturi, T. (2019). Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions. Journal of statistical theory and practice, 13, Article 17. https://doi.org/10.1007/s42519-018-0021-8

In this paper, the likelihood ratio to test between two Beta distributions is addressed. The exact distribution of the likelihood ratio statistic, for simple hypotheses, is obtained in terms of Gamma or Generalized Integer Gamma distributions, when t... Read More about Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions.

Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests (2018)
Journal Article
Marques, F., Coolen, F., & Coolen-Maturi, T. (2019). Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests. Journal of statistical theory and practice, 13, Article 15. https://doi.org/10.1007/s42519-018-0020-9

This paper introduces the nonparametric predictive inference approach for reproducibility of likelihood ratio tests. The general idea of this approach is outlined for tests between two simple hypotheses, followed by an investigation of reproducibilit... Read More about Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests.

Non‐parametric predictive inference for the validation of credit rating systems (2018)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2019). Non‐parametric predictive inference for the validation of credit rating systems. Journal of the Royal Statistical Society: Series A, 182(4), 1189-1204. https://doi.org/10.1111/rssa.12416

Credit rating or credit scoring systems are important tools for estimating the obligor's creditworthiness and for providing an indication of the obligor's future status. The discriminatory power of a credit rating or credit scoring system refers to i... Read More about Non‐parametric predictive inference for the validation of credit rating systems.

Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests (2018)
Journal Article
Muhammad, N., Coolen-Maturi, T., & Coolen, F. (2018). Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests. Statistics, optimization & information computing, 6(3), 398-408. https://doi.org/10.19139/soic.v6i3.579

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning and credit scoring. The receiver operating characteristic (ROC) curve is a useful tool to assess the ability of a diagnostic test to... Read More about Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests.

Mean residual life of coherent systems consisting of multiple types of dependent components (2018)
Journal Article
Eryilmaz, S., Coolen, F., & Coolen-Maturi, T. (2018). Mean residual life of coherent systems consisting of multiple types of dependent components. Naval Research Logistics, 65(1), 86-97. https://doi.org/10.1002/nav.21782

Mean residual life is a useful dynamic characteristic to study reliability of a system. It has been widely considered in the literature not only for single unit systems but also for coherent systems. This article is concerned with the study of mean r... Read More about Mean residual life of coherent systems consisting of multiple types of dependent components.

Marginal and joint reliability importance based on survival signature (2017)
Journal Article
Eryilmaz, S., Coolen, F., & Coolen-Maturi, T. (2018). Marginal and joint reliability importance based on survival signature. Reliability Engineering & System Safety, 172, 118-128. https://doi.org/10.1016/j.ress.2017.12.002

Marginal and joint reliability importance measures have been found to be useful in optimal system design. Various importance measures have been defined and studied for a variety of system models. The results in the literature are mostly based on the... Read More about Marginal and joint reliability importance based on survival signature.

Nonparametric predictive inference for future order statistics (2017)
Journal Article
Coolen, F., Coolen-Maturi, T., & Alqifari, H. (2018). Nonparametric predictive inference for future order statistics. Communications in Statistics - Theory and Methods, 47(10), 2527-2548. https://doi.org/10.1080/03610926.2017.1342834

This paper presents nonparametric predictive inference for future order statistics. Given data consisting of n real-valued observations, m future observations are considered and predictive probabilities are presented for the r-th ordered future obser... Read More about Nonparametric predictive inference for future order statistics.

An imprecise statistical method for accelerated life testing using the power-Weibull model (2017)
Journal Article
Yin, Y., Coolen, F., & Coolen-Maturi, T. (2017). An imprecise statistical method for accelerated life testing using the power-Weibull model. Reliability Engineering & System Safety, 167, 158-167. https://doi.org/10.1016/j.ress.2017.05.045

Accelerated life testing provides an interesting challenge for quantification of the uncertainties involved, in particular due to the required linking of the units’ failure times, or failure time distributions, at different stress levels. This paper... Read More about An imprecise statistical method for accelerated life testing using the power-Weibull model.

Predictive inference for best linear combination of biomarkers subject to limits of detection (2017)
Journal Article
Coolen-Maturi, T. (2017). Predictive inference for best linear combination of biomarkers subject to limits of detection. Statistics in Medicine, 36(18), 2844-2874. https://doi.org/10.1002/sim.7317

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning and credit scoring. The receiver operating characteristic (ROC) curve is a useful tool to assess the ability of a diagnostic test to... Read More about Predictive inference for best linear combination of biomarkers subject to limits of detection.

Simulation Methods for System Reliability Using the Survival Signature (2017)
Journal Article
Patelli, E., Feng, G., Coolen, F., & Coolen-Maturi, T. (2017). Simulation Methods for System Reliability Using the Survival Signature. Reliability Engineering & System Safety, 167, 327-337. https://doi.org/10.1016/j.ress.2017.06.018

Recently, the survival signature has been presented as a summary of the structure function which is sufficient for computation of common reliability metrics and has the crucial advantage that it can be applied to systems with components whose failure... Read More about Simulation Methods for System Reliability Using the Survival Signature.

On the structure function and survival signature for system reliability (2016)
Journal Article
Coolen, F., & Coolen-Maturi, T. (2016). On the structure function and survival signature for system reliability. Safety and Reliability, 36(2), 77-87. https://doi.org/10.1080/09617353.2016.1219936

The quantification of reliability of systems has, for decades, been based on the structure function, which expresses functioning of a system given the states of its components. One problem of the structure function is that, in its simplest form, for... Read More about On the structure function and survival signature for system reliability.

Three-group ROC predictive analysis for ordinal outcomes (2016)
Journal Article
Coolen-Maturi, T. (2016). Three-group ROC predictive analysis for ordinal outcomes. Communications in Statistics - Theory and Methods, 46(19), 9476--9493. https://doi.org/10.1080/03610926.2016.1212074

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning and credit scoring. The receiver operating characteristic (ROC) surface is a useful tool to assess the ability of a diagnostic test t... Read More about Three-group ROC predictive analysis for ordinal outcomes.

Nonparametric predictive inference for stock returns (2016)
Journal Article
Baker, R., Coolen-Maturi, T., & Coolen, F. (2017). Nonparametric predictive inference for stock returns. Journal of Applied Statistics, 44(8), 1333-1349. https://doi.org/10.1080/02664763.2016.1204429

In finance, inferences about future asset returns are typically quantified with the use of parametric distributions and single-valued probabilities. It is attractive to use less restrictive inferential methods, including nonparametric methods which d... Read More about Nonparametric predictive inference for stock returns.

The structure function for system reliability as predictive (imprecise) probability (2016)
Journal Article
Coolen, F., & Coolen-Maturi, T. (2016). The structure function for system reliability as predictive (imprecise) probability. Reliability Engineering & System Safety, 154, 180-187. https://doi.org/10.1016/j.ress.2016.06.008

In system reliability, the structure function models functioning of a system for given states of its components. As such, it is typically a straightforward binary function which plays an essential role in reliability assessment, yet it has received r... Read More about The structure function for system reliability as predictive (imprecise) probability.

Predictive inference for bivariate data: Combining nonparametric predictive inference for marginals with an estimated copula (2016)
Journal Article
Coolen-Maturi, T., Coolen, F., & Muhammad, N. (2016). Predictive inference for bivariate data: Combining nonparametric predictive inference for marginals with an estimated copula. Journal of statistical theory and practice, 10(3), 515-538. https://doi.org/10.1080/15598608.2016.1184112

This paper presents a new method for prediction of an event involving a future bivariate observation. The method combines nonparametric predictive inference (NPI) applied to the marginals with a parametric copula to model and estimate the dependence... Read More about Predictive inference for bivariate data: Combining nonparametric predictive inference for marginals with an estimated copula.

New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings (2016)
Journal Article
Coolen-Maturi, T. (2016). New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings. Journal of Applied Statistics, 43(12), 2261-2279. https://doi.org/10.1080/02664763.2016.1140726

Three new weighted rank correlation coefficients are proposed which are sensitive to both agreement on top and bottom rankings. The first one is based on the weighted rank correlation coefficient proposed by Maturi and Abdelfattah [13], the second an... Read More about New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings.

Modelling Uncertain Aspects of System Dependability with Survival Signatures. (2015)
Book Chapter
Coolen, F., & Coolen-Maturi, T. (2015). Modelling Uncertain Aspects of System Dependability with Survival Signatures. In W. Zamojski, & J. Sugier (Eds.), Dependability Problems of Complex Information Systems (19-34). Springer Verlag. https://doi.org/10.1007/978-3-319-08964-5_2

The survival signature was recently introduced to simplify quantification of reliability for systems and networks. It is based on the structure function, which expresses whether or not a system functions given the status of its components. In this pa... Read More about Modelling Uncertain Aspects of System Dependability with Survival Signatures..

Application of receiver operating characteristic curve for pipeline reliability analysis (2015)
Journal Article
Tee, F., Khan, L., & Coolen-Maturi, T. (2015). Application of receiver operating characteristic curve for pipeline reliability analysis. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 229(3), 181-192. https://doi.org/10.1177/1748006x15571115

Structural reliability analysis of buried pipeline systems is one of the fundamental issues for water and wastewater asset managers. Measuring the accuracy of a reliability analysis or a failure prediction technique is an effective approach to enhanc... Read More about Application of receiver operating characteristic curve for pipeline reliability analysis.

Predictive inference for system reliability after common-cause component failures (2014)
Journal Article
Coolen, F., & Coolen-Maturi, T. (2015). Predictive inference for system reliability after common-cause component failures. Reliability Engineering & System Safety, 135, 27-33. https://doi.org/10.1016/j.ress.2014.11.005

This paper presents nonparametric predictive inference for system reliability following common-cause failures of components. It is assumed that a single failure event may lead to simultaneous failure of multiple components. Data consist of frequencie... Read More about Predictive inference for system reliability after common-cause component failures.

Nonparametric predictive pairwise comparison with competing risks (2014)
Journal Article
Coolen-Maturi, T. (2014). Nonparametric predictive pairwise comparison with competing risks. Reliability Engineering & System Safety, 132, 146-153. https://doi.org/10.1016/j.ress.2014.07.014

In reliability, failure data often correspond to competing risks, where several failure modes can cause a unit to fail. This paper presents nonparametric predictive inference (NPI) for pairwise comparison with competing risks data, assuming that the... Read More about Nonparametric predictive pairwise comparison with competing risks.

Nonparametric Predictive Inference with Combined Data Under Different Right-Censoring Schemes (2014)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2015). Nonparametric Predictive Inference with Combined Data Under Different Right-Censoring Schemes. Journal of statistical theory and practice, 9(2), 288-304. https://doi.org/10.1080/15598608.2014.886313

This paper presents nonparametric predictive inference (NPI) for meta-analysis in which multiple independent samples of lifetime data are combined, where different censoring schemes may apply to the different samples. NPI is a frequentist statistical... Read More about Nonparametric Predictive Inference with Combined Data Under Different Right-Censoring Schemes.

Nonparametric predictive inference for system reliability using the survival signature (2014)
Journal Article
Coolen, F., Coolen-Maturi, T., & Al-nefaiee, A. (2014). Nonparametric predictive inference for system reliability using the survival signature. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 228(5), 437-448. https://doi.org/10.1177/1748006x14526390

The survival signature has recently been presented as an attractive concept to aid quantification of system reliability. It has similar characteristics as the system signature, which is well established, but contrary to the latter it is easily applic... Read More about Nonparametric predictive inference for system reliability using the survival signature.

Three-group ROC analysis: a nonparametric predictive approach (2014)
Journal Article
Coolen-Maturi, T., Elkhafifi, F., & Coolen, F. (2014). Three-group ROC analysis: a nonparametric predictive approach. Computational Statistics & Data Analysis, 78, 69-81. https://doi.org/10.1016/j.csda.2014.04.005

Measuring the accuracy of diagnostic tests is crucial in many application areas, in particular medicine and health care. The receiver operating characteristic (ROC) surface is a useful tool to assess the ability of a diagnostic test to discriminate a... Read More about Three-group ROC analysis: a nonparametric predictive approach.

A New Weighted Rank Coefficient of Concordance. (2014)
Journal Article
Coolen-Maturi, T. (2014). A New Weighted Rank Coefficient of Concordance. Journal of Applied Statistics, 41(8), 1721-1745. https://doi.org/10.1080/02664763.2014.889664

There are many situations where n objects are ranked by b>2 independent sources or observers and in which the interest is focused on agreement on the top rankings. Kendall's coefficient of concordance [10 M. Kendall and B. Smith, The problem of m ran... Read More about A New Weighted Rank Coefficient of Concordance..

Nonparametric predictive inference for combined competing risks data (2014)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2014). Nonparametric predictive inference for combined competing risks data. Reliability Engineering & System Safety, 126, 87-97. https://doi.org/10.1016/j.ress.2014.01.007

The nonparametric predictive inference (NPI) approach for competing risks data has recently been presented, in particular addressing the question due to which of the competing risks the next unit will fail, and also considering the effects of unobser... Read More about Nonparametric predictive inference for combined competing risks data.

Nonparametric Predictive Inference for Ordinal Data. (2013)
Journal Article
Coolen, F., Coolen-Schrijner, P., & Coolen-Maturi, T. (2013). Nonparametric Predictive Inference for Ordinal Data. Communications in Statistics - Theory and Methods, 42(19), 3478-3496. https://doi.org/10.1080/03610926.2011.632104

Nonparametric predictive inference (NPI) is a powerful frequentist statistical framework based only on an exchangeability assumption for future and past observations, made possible by the use of lower and upper probabilities. In this article, NPI is... Read More about Nonparametric Predictive Inference for Ordinal Data..

Islamic Insurance (Takaful): Demand and Supply in the UK (2013)
Journal Article
Coolen-Maturi, T. (2013). Islamic Insurance (Takaful): Demand and Supply in the UK. International Journal of Islamic and Middle Eastern Finance and Management, 6(2), 87-104. https://doi.org/10.1108/17538391311329806

Purpose: – This paper aims to examine empirically whether there is a real demand for takaful products among Muslims in the UK, and to assess the awareness about takaful insurance and its main principles among UK Muslim communities. Design/methodology... Read More about Islamic Insurance (Takaful): Demand and Supply in the UK.

Nonparametric predictive multiple comparisons of lifetime data (2012)
Journal Article
Coolen-Maturi, T., Coolen-Schrijner, P., & Coolen, F. (2012). Nonparametric predictive multiple comparisons of lifetime data. Communications in Statistics - Theory and Methods, 41(22), 4164-4181. https://doi.org/10.1080/03610926.2011.569863

We consider lifetime experiments to compare units from different groups, where the units’ lifetimes may be right censored. Nonparametric predictive inference for comparison of multiple groups is presented, in particular lower and upper probabilities... Read More about Nonparametric predictive multiple comparisons of lifetime data.

Nonparametric predictive inference for binary diagnostic tests (2012)
Journal Article
Coolen-Maturi, T., Coolen-Schrijner, P., & Coolen, F. (2012). Nonparametric predictive inference for binary diagnostic tests. Journal of statistical theory and practice, 6(4), 665-680. https://doi.org/10.1080/15598608.2012.719800

Measuring the accuracy of diagnostic tests is crucial in many application areas, including medicine, health care, and data mining. Good methods for determining diagnostic accuracy provide useful guidance on selection of patient treatment, and the abi... Read More about Nonparametric predictive inference for binary diagnostic tests.

Nonparametric predictive inference for diagnostic accuracy (2012)
Journal Article
Coolen-Maturi, T., Coolen-Schrijner, P., & Coolen, F. (2012). Nonparametric predictive inference for diagnostic accuracy. Journal of Statistical Planning and Inference, 142(5), 1141-1150. https://doi.org/10.1016/j.jspi.2011.11.015

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. Good methods for determining diagnostic accuracy provide useful guidance on selection of patient treatment, and the ability to compare... Read More about Nonparametric predictive inference for diagnostic accuracy.

Generalizing the signature to systems with multiple types of components (2012)
Book Chapter
Coolen, F., & Coolen-Maturi, T. (2012). Generalizing the signature to systems with multiple types of components. In W. Zamojski, J. Mazurkiewicz, J. Sugier, T. Walkowiak, & J. Kacprzyk (Eds.), Complex systems and dependability (115-130). Springer Verlag. https://doi.org/10.1007/978-3-642-30662-4_8

The concept of signature was introduced to simplify quantification of reliability for coherent systems and networks consisting of a single type of components, and for comparison of such systems’ reliabilities. The signature describes the structure of... Read More about Generalizing the signature to systems with multiple types of components.

Unobserved, re-defined, unknown or removed failure modes in competing risks (2011)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2011). Unobserved, re-defined, unknown or removed failure modes in competing risks. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 225(4), 461-474. https://doi.org/10.1177/1748006x11401706

Recently the nonparametric predictive approach to inference for competing risks was introduced by Maturi et al. (2010, J. Risk Reliab. 224, 11–26). In this paper further results for such inferences are presented, with focus on four important and clos... Read More about Unobserved, re-defined, unknown or removed failure modes in competing risks.

A Comparison of Correlation Coefficients via a Three-Step Bootstrap Approach (2010)
Journal Article
Maturi, T., & Elsayigh, A. (2010). A Comparison of Correlation Coefficients via a Three-Step Bootstrap Approach. Journal of Mathematics Research, 2(2), 3-10. https://doi.org/10.5539/jmr.v2n2p3

In this paper we compare ten correlation coefficients using a three-step bootstrap approach (TSB). A three-step bootstrap is applied to determine the optimal repetitions, B, to estimate the standard error of the statistic with certain degree of accur... Read More about A Comparison of Correlation Coefficients via a Three-Step Bootstrap Approach.

Nonparametric Predictive Precedence Testing for Two Groups. (2009)
Book Chapter
Coolen-Schrijner, P., Maturi, T., & Coolen, F. (2009). Nonparametric Predictive Precedence Testing for Two Groups. In P. Coolen-Schrijner, F. Coolen, M. Troffaes, T. Augustin, & S. Gupta (Eds.), Imprecision in Statistical Theory and Practice (91-105). Grace Scientific Publishing LLC

The Correlation between Variate-Values and Ranks in Samples from Complete Fourth Power Exponential Distribution (2009)
Journal Article
Maturi, T., & Elsayigh, A. (2009). The Correlation between Variate-Values and Ranks in Samples from Complete Fourth Power Exponential Distribution. Journal of Mathematics Research, 1(1), 14-18. https://doi.org/10.5539/jmr.v1n1p14

In this paper, we derive the correlation between variate-values and ranks in a sample from the Complete Fourth Power Exponential (CFPE) distribution. A sample from the CFPE distribution could be misclassified as if it is drawn from the normal distrib... Read More about The Correlation between Variate-Values and Ranks in Samples from Complete Fourth Power Exponential Distribution.

A New Weighted Rank Correlation (2008)
Journal Article
Maturi, T., & Abdelfattah, E. (2008). A New Weighted Rank Correlation. Journal of mathematics and statistics, 4(4), 226-230. https://doi.org/10.3844/jmssp.2008.226.230

Problem Statement: There have been many cases in real life where two independent sources have ranked n objects, with the interest focused on agreement in the top rankings. Spearman's rho and Kendall's tau coefficients assigned equal weights to all ra... Read More about A New Weighted Rank Correlation.