Confidence Interval for Parameters Estimates in Circular Simultaneous Functional Relationship Model (CSFRM) for Equal Variances using Normal Asymptotic and Bootstrap Confidence Intervals; [Selang Keyakinan Anggaran Parameter untuk Model Hubungan Fungsian Membulat Serentak (CSFRM) dengan Andaian Ralat Varians sama menggunakan Pendekatan Asimptot dan Pembutstrapan]

Few studies have considered the functional relationship model for circular variables. Anuar has proposed a new model of Circular Simultaneous Functional Relationship Model for equal variances. However, the confidence interval for all parameter estimates in this model has not received any considerati...

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Published in:Sains Malaysiana
Main Author: Badarisam F.N.; Anuar M.S.M.; Hussin A.G.; Rambli A.; Zulkifli N.R.
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2022
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85145953741&doi=10.17576%2fjsm-2022-5111-25&partnerID=40&md5=16bee6ce2e47382bd56a29f464411198
id 2-s2.0-85145953741
spelling 2-s2.0-85145953741
Badarisam F.N.; Anuar M.S.M.; Hussin A.G.; Rambli A.; Zulkifli N.R.
Confidence Interval for Parameters Estimates in Circular Simultaneous Functional Relationship Model (CSFRM) for Equal Variances using Normal Asymptotic and Bootstrap Confidence Intervals; [Selang Keyakinan Anggaran Parameter untuk Model Hubungan Fungsian Membulat Serentak (CSFRM) dengan Andaian Ralat Varians sama menggunakan Pendekatan Asimptot dan Pembutstrapan]
2022
Sains Malaysiana
51
11
10.17576/jsm-2022-5111-25
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85145953741&doi=10.17576%2fjsm-2022-5111-25&partnerID=40&md5=16bee6ce2e47382bd56a29f464411198
Few studies have considered the functional relationship model for circular variables. Anuar has proposed a new model of Circular Simultaneous Functional Relationship Model for equal variances. However, the confidence interval for all parameter estimates in this model has not received any consideration in any literature. This paper proposes the confidence interval for all parameter estimates of von Mises distribution in this model. The parameters are estimated using minimum sum (ms) and polyroot function provided in (built-in package) Splus statistical software. The parameters confidence may be obtained from parameter estimation. Those estimation values are obtained by minimizing the negative value of the log-likelihood function. Then, the confidence interval for all parameters based on the bootstrap method will be compared with the normal asymptotic confidence interval via simulation studies. It is found that bootstrap method is the superior method by measuring the performance using coverage probability and expected length. The confidence intervals are illustrated using real wind direction data of Bayan Lepas that collected at 16.3 m above ground level, latitude 05°18’N and longitude 100°16’E. The results showed that the estimate parameters fall between the estimate interval, and we note that the method works well for this model. © 2022 Penerbit Universiti Kebangsaan Malaysia. All rights reserved.
Penerbit Universiti Kebangsaan Malaysia
01266039
English
Article
All Open Access; Gold Open Access; Green Open Access
author Badarisam F.N.; Anuar M.S.M.; Hussin A.G.; Rambli A.; Zulkifli N.R.
spellingShingle Badarisam F.N.; Anuar M.S.M.; Hussin A.G.; Rambli A.; Zulkifli N.R.
Confidence Interval for Parameters Estimates in Circular Simultaneous Functional Relationship Model (CSFRM) for Equal Variances using Normal Asymptotic and Bootstrap Confidence Intervals; [Selang Keyakinan Anggaran Parameter untuk Model Hubungan Fungsian Membulat Serentak (CSFRM) dengan Andaian Ralat Varians sama menggunakan Pendekatan Asimptot dan Pembutstrapan]
author_facet Badarisam F.N.; Anuar M.S.M.; Hussin A.G.; Rambli A.; Zulkifli N.R.
author_sort Badarisam F.N.; Anuar M.S.M.; Hussin A.G.; Rambli A.; Zulkifli N.R.
title Confidence Interval for Parameters Estimates in Circular Simultaneous Functional Relationship Model (CSFRM) for Equal Variances using Normal Asymptotic and Bootstrap Confidence Intervals; [Selang Keyakinan Anggaran Parameter untuk Model Hubungan Fungsian Membulat Serentak (CSFRM) dengan Andaian Ralat Varians sama menggunakan Pendekatan Asimptot dan Pembutstrapan]
title_short Confidence Interval for Parameters Estimates in Circular Simultaneous Functional Relationship Model (CSFRM) for Equal Variances using Normal Asymptotic and Bootstrap Confidence Intervals; [Selang Keyakinan Anggaran Parameter untuk Model Hubungan Fungsian Membulat Serentak (CSFRM) dengan Andaian Ralat Varians sama menggunakan Pendekatan Asimptot dan Pembutstrapan]
title_full Confidence Interval for Parameters Estimates in Circular Simultaneous Functional Relationship Model (CSFRM) for Equal Variances using Normal Asymptotic and Bootstrap Confidence Intervals; [Selang Keyakinan Anggaran Parameter untuk Model Hubungan Fungsian Membulat Serentak (CSFRM) dengan Andaian Ralat Varians sama menggunakan Pendekatan Asimptot dan Pembutstrapan]
title_fullStr Confidence Interval for Parameters Estimates in Circular Simultaneous Functional Relationship Model (CSFRM) for Equal Variances using Normal Asymptotic and Bootstrap Confidence Intervals; [Selang Keyakinan Anggaran Parameter untuk Model Hubungan Fungsian Membulat Serentak (CSFRM) dengan Andaian Ralat Varians sama menggunakan Pendekatan Asimptot dan Pembutstrapan]
title_full_unstemmed Confidence Interval for Parameters Estimates in Circular Simultaneous Functional Relationship Model (CSFRM) for Equal Variances using Normal Asymptotic and Bootstrap Confidence Intervals; [Selang Keyakinan Anggaran Parameter untuk Model Hubungan Fungsian Membulat Serentak (CSFRM) dengan Andaian Ralat Varians sama menggunakan Pendekatan Asimptot dan Pembutstrapan]
title_sort Confidence Interval for Parameters Estimates in Circular Simultaneous Functional Relationship Model (CSFRM) for Equal Variances using Normal Asymptotic and Bootstrap Confidence Intervals; [Selang Keyakinan Anggaran Parameter untuk Model Hubungan Fungsian Membulat Serentak (CSFRM) dengan Andaian Ralat Varians sama menggunakan Pendekatan Asimptot dan Pembutstrapan]
publishDate 2022
container_title Sains Malaysiana
container_volume 51
container_issue 11
doi_str_mv 10.17576/jsm-2022-5111-25
url https://www.scopus.com/inward/record.uri?eid=2-s2.0-85145953741&doi=10.17576%2fjsm-2022-5111-25&partnerID=40&md5=16bee6ce2e47382bd56a29f464411198
description Few studies have considered the functional relationship model for circular variables. Anuar has proposed a new model of Circular Simultaneous Functional Relationship Model for equal variances. However, the confidence interval for all parameter estimates in this model has not received any consideration in any literature. This paper proposes the confidence interval for all parameter estimates of von Mises distribution in this model. The parameters are estimated using minimum sum (ms) and polyroot function provided in (built-in package) Splus statistical software. The parameters confidence may be obtained from parameter estimation. Those estimation values are obtained by minimizing the negative value of the log-likelihood function. Then, the confidence interval for all parameters based on the bootstrap method will be compared with the normal asymptotic confidence interval via simulation studies. It is found that bootstrap method is the superior method by measuring the performance using coverage probability and expected length. The confidence intervals are illustrated using real wind direction data of Bayan Lepas that collected at 16.3 m above ground level, latitude 05°18’N and longitude 100°16’E. The results showed that the estimate parameters fall between the estimate interval, and we note that the method works well for this model. © 2022 Penerbit Universiti Kebangsaan Malaysia. All rights reserved.
publisher Penerbit Universiti Kebangsaan Malaysia
issn 01266039
language English
format Article
accesstype All Open Access; Gold Open Access; Green Open Access
record_format scopus
collection Scopus
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