In this study, we focused on the random coefficient estimation of the general regression and Swamy models of panel data. By using this type of data, the data give a better chance of obtaining a better method and better indicators. Entropy's methods have been used to estimate random coefficients for the general regression and Swamy of the panel data which were presented in two ways: the first represents the maximum dual Entropy and the second is general maximum Entropy in which a comparison between them have been done by using simulation to choose the optimal methods.
The results have been compared by using mean squares error and mean absolute percentage error to different cases in term of correlation valu
... Show MoreThe search is contain compared among some order selection criteria (FPE,AIC,SBC,H-Q) for the Model first order Autoregressive when the White Noise is follow Normal distribution and some of non Gaussian distributions (Log normal, Exponential and Poisson distribution ) by using Simulation
Abstract
In this work, diabetic glucose concentration level control under disturbing meal has been controlled using two set of advanced controllers. The first set is sliding mode controllers (classical and integral) and the second set is represented by optimal LQR controllers (classical and Min-, ax). Due to their characteristic features of disturbance rejection, both integral sliding mode controller and LQR Minmax controller are dedicated here for comparison. The Bergman minimal mathematical model was used to represent the dynamic behavior of a diabetic patient’s blood glucose concentration to the insulin injection. Simulations based on Matlab/Simulink, were performed to verify the performance of each controll
... Show MoreIn this research the Empirical Bayes method is used to Estimate the affiliation parameter in the clinical trials and then we compare this with the Moment Estimates for this parameter using Monte Carlo stimulation , we assumed that the distribution of the observation is binomial distribution while the distribution with the unknown random parameters is beta distribution ,finally we conclude that the Empirical bayes method for the random affiliation parameter is efficient using Mean Squares Error (MSE) and for different Sample size .
Many of the dynamic processes in different sciences are described by models of differential equations. These models explain the change in the behavior of the studied process over time by linking the behavior of the process under study with its derivatives. These models often contain constant and time-varying parameters that vary according to the nature of the process under study in this We will estimate the constant and time-varying parameters in a sequential method in several stages. In the first stage, the state variables and their derivatives are estimated in the method of penalized splines(p- splines) . In the second stage we use pseudo lest square to estimate constant parameters, For the third stage, the rem
... Show MoreThe 3-parameter Weibull distribution is used as a model for failure since this distribution is proper when the failure rate somewhat high in starting operation and these rates will be decreased with increasing time .
In practical side a comparison was made between (Shrinkage and Maximum likelihood) Estimators for parameter and reliability function using simulation , we conclude that the Shrinkage estimators for parameters are better than maximum likelihood estimators but the maximum likelihood estimator for reliability function is the better using statistical measures (MAPE)and (MSE) and for different sample sizes.
Note:- ns : small sample ; nm=median sample
... Show MoreReliability has an important role in both the industrial and engineering applications. So the need for Reliability Tests appeared are series of tests a discover out of factors that appear through the test, knowledge limit of fit a specifics production addition for getting on goodness of production.
Therefore, the need for research to test for censor data from ( Type II ) for exponential distribution with one parameter and that test it’s (Reliability Growth) includes three curves are Idealized Growth curve estimation parameters and reliability with maximum likelihood method, Duane Growth curve takes estimation parameters and reliability with least squares method, Exponential Reliability Growth Cur
... Show MoreMixture experiments are response variables based on the proportions of component for this mixture. In our research we will compare the scheffʼe model with the kronecker model for the mixture experiments, especially when the experimental area is restricted.
Because of the experience of the mixture of high correlation problem and the problem of multicollinearity between the explanatory variables, which has an effect on the calculation of the Fisher information matrix of the regression model.
to estimate the parameters of the mixture model, we used the (generalized inverse ) And the Stepwise Regression procedure
... Show MoreThis study discussed a biased estimator of the Negative Binomial Regression model known as (Liu Estimator), This estimate was used to reduce variance and overcome the problem Multicollinearity between explanatory variables, Some estimates were used such as Ridge Regression and Maximum Likelihood Estimators, This research aims at the theoretical comparisons between the new estimator (Liu Estimator) and the estimators
The prediction process of time series for some time-related phenomena, in particular, the autoregressive integrated moving average(ARIMA) models is one of the important topics in the theory of time series analysis in the applied statistics. Perhaps its importance lies in the basic stages in analyzing of the structure or modeling and the conditions that must be provided in the stochastic process. This paper deals with two methods of predicting the first was a special case of autoregressive integrated moving average which is ARIMA (0,1,1) if the value of the parameter equal to zero, then it is called Random Walk model, the second was the exponential weighted moving average (EWMA). It was implemented in the data of the monthly traff
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