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A proposal method for selecting smoothing parameter with missing values
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In this paper we proposed a new method for selecting a smoothing parameter in kernel estimator to estimate a nonparametric regression function in the presence of missing values. The proposed method is based on work on the golden ratio and Surah AL-E-Imran in the Qur'an. Simulation experiments were conducted to study a small sample behavior. The results proved the superiority the proposed on the competition method for selecting smoothing parameter.

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Publication Date
Wed Sep 01 2021
Journal Name
Baghdad Science Journal
New Method for Estimation Mebeverine Hydrochloride Drugs Preparation by a New Analyser: Ayah 6S.X1(WSLEDs)-T.- Two Solar Cells Complied with C.F.I.A
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A sensitivity-turbidimetric method at (0-180o) was used for detn. of mebeverine in drugs by two solar cell and six source  with C.F.I.A.. The method was based on the formation  of  ion pair for the pinkish banana color  precipitate by the reaction of Mebeverine hydrochloride with Phosphotungstic acid. Turbidity was measured via the reflection of incident light that collides on the surface particles of   precipitated at 0-180o. All variables were optimized. The linearity ranged of Mebeverine hydrochloride was 0.05-12.5mmol.L-1, the L.D. (S/N= 3)(3SB) was 521.92 ng/sample depending on dilution for the minimum concentration , with correlation coefficient r = 0.9966while was R.S.D%

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Publication Date
Tue Dec 01 2009
Journal Name
Iraqi Journal Of Physics
Laplacian Operator as Speaker Identification Parameter
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New speaker identification test’s feature, extracted from the differentiated form of the wave file, is presented. Differentiation operation is performed by an operator similar to the Laplacian operator. From the differentiated record’s, two parametric measures have been extracted and used as identifiers for the speaker; i.e. mean-value and number of zero-crossing points.

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Publication Date
Thu Apr 30 2020
Journal Name
Journal Of Economics And Administrative Sciences
Comparison Branch and Bound Algorithm with Penalty Function Method for solving Non-linear Bi-level programming with application
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The problem of Bi-level programming is to reduce or maximize the function of the target by having another target function within the constraints. This problem has received a great deal of attention in the programming community due to the proliferation of applications and the use of evolutionary algorithms in addressing this kind of problem. Two non-linear bi-level programming methods are used in this paper. The goal is to achieve the optimal solution through the simulation method using the Monte Carlo method using different small and large sample sizes. The research reached the Branch Bound algorithm was preferred in solving the problem of non-linear two-level programming this is because the results were better.

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Publication Date
Thu Aug 31 2023
Journal Name
Journal Of Kufa For Mathematics And Computer
Four Points Block Method with Second Derivative for Solving First Order Ordinary Differential Equations
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Publication Date
Sat Jan 01 2011
Journal Name
Journal Of Engineering
TWO-PARAMETER GAMMA DISTRIBUTION AND LOG NORMAL DISTRIBUTION FOR DERIVATION OF SYNTHETIC UNIT HYDROGRAPH
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Most available methods for unit hydrographs (SUH) derivation involve manual, subjective fitting of
a hydrograph through a few data points. The use of probability distributions for the derivation of synthetic
hydrographs had received much attention because of its similarity with unit hydrograph properties. In this
paper, the use of two flexible probability distributions is presented. For each distribution the unknown
parameters were derived in terms of the time to peak(tp), and the peak discharge(Qp). A simple Matlab
program is prepared for calculating these parameters and their validity was checked using comparison
with field data. Application to field data shows that the gamma and lognormal distributions had fit well.<

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Publication Date
Sat Oct 01 2016
Journal Name
Journal Of Economics And Administrative Sciences
Bayesian Estimator for the Scale Parameter of the Normal Distribution Under Different Prior Distributions
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In this study, we used Bayesian method to estimate scale parameter for the normal distribution. By considering three different prior distributions such as the square root inverted gamma (SRIG) distribution and the non-informative prior distribution and the natural conjugate family of priors. The Bayesian estimation based on squared error loss function, and compared it with the classical estimation methods to estimate the scale parameter for the normal distribution, such as the maximum likelihood estimation and th

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Publication Date
Wed Apr 30 2025
Journal Name
Iraqi Journal Of Science
Calculating the Variation of the Universal Parameter (Variable) Using Kepler's Equation for Different Orbits
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Stumpff functions are an infinite series that depends on the value of z. This value results from multiplying the reciprocal semi-major axis with a universal anomaly. The purpose from those functions is to calculate the variation of the universal parameter (variable) using Kepler's equation for different orbits. In this paper, each range for the reciprocal of the semi-major axis, universal anomaly, and z is calculated in order to study the behavior of Stumpff functions C(z) and S(z). The results showed that when z grew, Stumpff functions for hyperbola, parabola, and elliptical orbits were also growing. They intersected and had a tendency towards zero for both hyperbola and parabola orbits, but for elliptical orbits, Stumpff functions

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Publication Date
Tue Dec 31 2019
Journal Name
Journal Of Economics And Administrative Sciences
Comparing Different Estimators for the shape Parameter and the Reliability function of Kumaraswamy Distribution
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In this paper, we used maximum likelihood method and the Bayesian method to estimate the shape parameter (θ), and reliability function (R(t)) of the Kumaraswamy distribution with two parameters l , θ (under assuming the exponential distribution, Chi-squared distribution and Erlang-2 type distribution as prior distributions), in addition to that we used method of moments for estimating the parameters of the prior distributions. Bayes

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Crossref
Publication Date
Thu Aug 25 2016
Journal Name
International Journal Of Mathematics Trends And Technology
Pretest Single Stage Shrinkage Estimator for the Shape Parameter of the Power Function Distribution
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Publication Date
Thu Jun 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Proposed Entropy Loss function and application to find Bayesian estimator for Exponential distribution parameter
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The aim of this paper to find Bayes estimator under new loss function assemble between symmetric and asymmetric loss functions, namely, proposed entropy loss function, where this function that merge between entropy loss function and the squared Log error Loss function, which is quite asymmetric in nature. then comparison a the Bayes estimators of exponential distribution under the proposed function, whoever, loss functions ingredient for the proposed function the using a standard mean square error (MSE) and Bias quantity (Mbias), where the generation of the random data using the simulation for estimate exponential distribution parameters different sample sizes (n=10,50,100) and (N=1000), taking initial

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