Khamis Khalid Said

• Phd in Statistics
• Deputy Principal Academic Research Innovation and Consultancy at Karume Institute of Science and Technology

In this article, we discuss a linear regression change-point model with skew normal errors. We propose a testing procedure, based on a modified version of the Schwarz information criterion, which is named the modified information criterion (MIC) to locate change points in such a linear regression model. Due to the difficulty of derivation of the as...

Skew normal distribution has been introduced by Azzalini (1985 Azzalini, A. (1985) A class of distributions which includes the normal ones. Scand. J.Statist. 12, 171–178.[Web of Science ®] [Google Scholar]) as an alternative to the normal distribution to accommodate asymmetry. Since then extensive studies have been done on applying Azzalini's skewn...

The skew normal distribution family is an attractive distribution family due to its mathematical tractability and inclusion of the normal distribution as the special case. It has wide applications in many applied fields such as finance, economics and medical research. Such a distribution family has been studied extensively since it was introduced b...

Likelihood ratio type test statistic and Schwarz information criterion statistics are proposed for detecting possible bathtub-shaped changes in the parameter in a sequence of exponential distributions. The asymptotic distribution of likelihood ratio type statistic under the null hypothesis and the testing procedure based on Schwarz information crit...

Generalized logistic distribution, as the generalized form of the symmetric logistic distribution, plays an important role in reliability analysis. This article focuses on the statistical inference for the stress–strength parameter R=P(Y<X) of the generalized logistic distribution with the same and different scale parameters. Firstly, we use the fr...

In this paper, we study the change point problem for the skew normal distribution model from the view of model selection problem. The detection procedure based on the modified information criterion (MIC) for change problem is proposed. Such a procedure has advantage in detecting the changes in early and late stage of a data comparing to the one bas...

The linear regression model with normal distribution errors in detecting change in the regression parameters b 0 and b 1 has been studied. We propose a testing procedure based on a modified information criterion (MIC) to locate change points, such procedure is the modified version of the Schwartz information criterion (SIC). The asymptotic distribu...

This paper examines the dynamic relationship between stationary time series for the impact of real exchange rate on output growth and inflation in Tanzania: Zanzibar using vector autoregressive (VAR) model. The impact of the real exchange rate on economic performance in Tanzania using VAR approach shows that the main sources of variance decompositi...

This paper examines the dynamic relationship between stationary time series for the impact of real exchange rate on output growth and inflation in Tanzania: Zanzibar using vector autoregressive (VAR) model. The impact of the real exchange rate on economic performance in Tanzania using VAR approach shows that the main sources of variance decompositi...

This study examines the dynamic relationship between stationary time series using vector autoregressive (VAR) model. The time series discussed in this study are the real exchange rate, inflation and Tourism Arrival in Zanzibar. The impact of the real exchange rate on economic performance in Tanzania using VAR approach shows that the main sources of...