Copula modeling is widely used in modern statistics. The boundary bias problem is one of the problems faced when estimating by nonparametric methods, as kernel estimators are the most common in nonparametric estimation. In this paper, the copula density function was estimated using the probit transformation nonparametric method in order to get rid of the boundary bias problem that the kernel estimators suffer from. Using simulation for three nonparametric methods to estimate the copula density function and we proposed a new method that is better than the rest of the methods by five types of copulas with different sample sizes and different levels of correlation between the copula variables and the different parameters for the function. The results showed that the best method is to combine probit transformation and mirror reflection kernel estimator (PTMRKE) and followed by the (IPE) method when using all copula functions and for all sample sizes if the correlation is strong (positive or negative). But in the case of using weak and medium correlations, it turns out that the (IPE) method is the best, followed by the proposed method(PTMRKE), depending on (RMSE, LOGL, Akaike)criteria. The results also indicated that the mirror kernel reflection method when using the five copulas is weak.
In this paper an estimator of reliability function for the pareto dist. Of the first kind has been derived and then a simulation approach by Monte-Calro method was made to compare the Bayers estimator of reliability function and the maximum likelihood estimator for this function. It has been found that the Bayes. estimator was better than maximum likelihood estimator for all sample sizes using Integral mean square error(IMSE).
The increasing availability of computing power in the past two decades has been use to develop new techniques for optimizing solution of estimation problem. Today's computational capacity and the widespread availability of computers have enabled development of new generation of intelligent computing techniques, such as our interest algorithm, this paper presents one of new class of stochastic search algorithm (known as Canonical Genetic' Algorithm ‘CGA’) for optimizing the maximum likelihood function strategy is composed of three main steps: recombination, mutation, and selection. The experimental design is based on simulating the CGA with different values of are compared with those of moment method. Based on MSE value obtained from bot
... Show MoreIn 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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Analysis the economic and financial phenomena and other requires to build the appropriate model, which represents the causal relations between factors. The operation building of the model depends on Imaging conditions and factors surrounding an in mathematical formula and the Researchers target to build that formula appropriately. Classical linear regression models are an important statistical tool, but used in a limited way, where is assumed that the relationship between the variables illustrations and response variables identifiable. To expand the representation of relationships between variables that represent the phenomenon under discussion we used Varying Coefficient Models
... Show MoreHigh peak to average power ration (PAPR) in orthogonal frequency division multiplexing (OFDM) is an important problem, which increase the cost and complexity of high power amplifiers. One of the techniques used to reduce the PAPR in OFDM system is the tone reservation method (TR). In our work we propose a modified tone reservation method to decrease the PAPR with low complexity compared with the conventional TR method by process the high and low amplitudes at the same time. An image of size 128×128 is used as a source of data that transmitted using OFDM system. The proposed method decrease the PAPR by 2dB compared with conventional method with keeping the performance unchanged. The performance of the proposed method is tested with
... Show MoreAmong the metaheuristic algorithms, population-based algorithms are an explorative search algorithm superior to the local search algorithm in terms of exploring the search space to find globally optimal solutions. However, the primary downside of such algorithms is their low exploitative capability, which prevents the expansion of the search space neighborhood for more optimal solutions. The firefly algorithm (FA) is a population-based algorithm that has been widely used in clustering problems. However, FA is limited in terms of its premature convergence when no neighborhood search strategies are employed to improve the quality of clustering solutions in the neighborhood region and exploring the global regions in the search space. On the
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