In this paper, The transfer function model in the time series was estimated using different methods, including parametric Represented by the method of the Conditional Likelihood Function, as well as the use of abilities nonparametric are in two methods local linear regression and cubic smoothing spline method, This research aims to compare those capabilities with the nonlinear transfer function model by using the style of simulation and the study of two models as output variable and one model as input variable in addition to generating random error in the model of the transfer function model that follows the ARMA model by two functions and a variation (0.5) at sample sizes (n = 100,150,200) The results showed the superiority of the nonparametric transfer function model at the cubic smoothing spline estimator C.S.S On the nonlinear and nonparametric transfer function model.
This research aims to review the importance of estimating the nonparametric regression function using so-called Canonical Kernel which depends on re-scale the smoothing parameter, which has a large and important role in Kernel and give the sound amount of smoothing .
We has been shown the importance of this method through the application of these concepts on real data refer to international exchange rates to the U.S. dollar against the Japanese yen for the period from January 2007 to March 2010. The results demonstrated preference the nonparametric estimator with Gaussian on the other nonparametric and parametric regression estima
... Show MoreIt is the regression analysis is the foundation stone of knowledge of statistics , which mostly depends on the ordinary least square method , but as is well known that the way the above mentioned her several conditions to operate accurately and the results can be unreliable , add to that the lack of certain conditions make it impossible to complete the work and analysis method and among those conditions are the multi-co linearity problem , and we are in the process of detected that problem between the independent variables using farrar –glauber test , in addition to the requirement linearity data and the lack of the condition last has been resorting to the
... Show MoreIn this paper we introduce several estimators for Binwidth of histogram estimators' .We use simulation technique to compare these estimators .In most cases, the results proved that the rule of thumb estimator is better than other estimators.
The analysis of survival and reliability considered of topics and methods of vital statistics at the present time because of their importance in the various demographical, medical, industrial and engineering fields. This research focused generate random data for samples from the probability distribution Generalized Gamma: GG, known as: "Inverse Transformation" Method: ITM, which includes the distribution cycle integration function incomplete Gamma integration making it more difficult classical estimation so will be the need to illustration to the method of numerical approximation and then appreciation of the function of survival function. It was estimated survival function by simulation the way "Monte Carlo". The Entropy method used for the
... Show MoreThe main aim of this paper is to study how the different estimators of the two unknown parameters (shape and scale parameter) of a generalized exponential distribution behave for different sample sizes and for different parameter values. In particular,
. Maximum Likelihood, Percentile and Ordinary Least Square estimators had been implemented for different sample sizes (small, medium, and large) and assumed several contrasts initial values for the two parameters. Two indicators of performance Mean Square Error and Mean Percentile Error were used and the comparisons were carried out between different methods of estimation by using monte carlo simulation technique .. It was obse
... Show MoreThis paper deals with the modeling of a preventive maintenance strategy applied to a single-unit system subject to random failures.
According to this policy, the system is subjected to imperfect periodic preventive maintenance restoring it to ‘as good as new’ with probability
p and leaving it at state ‘as bad as old’ with probability q. Imperfect repairs are performed following failures occurring between consecutive
preventive maintenance actions, i.e the times between failures follow a decreasing quasi-renewal process with parameter a. Considering the
average durations of the preventive and corrective maintenance actions a
... Show MoreOften phenomena suffer from disturbances in their data as well as the difficulty of formulation, especially with a lack of clarity in the response, or the large number of essential differences plaguing the experimental units that have been taking this data from them. Thus emerged the need to include an estimation method implicit rating of these experimental units using the method of discrimination or create blocks for each item of these experimental units in the hope of controlling their responses and make it more homogeneous. Because of the development in the field of computers and taking the principle of the integration of sciences it has been found that modern algorithms used in the field of Computer Science genetic algorithm or ant colo
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It is considered as one of the statistical methods used to describe and estimate the relationship between randomness (Y) and explanatory variables (X). The second is the homogeneity of the variance, in which the dependent variable is a binary response takes two values (One when a specific event occurred and zero when that event did not happen) such as (injured and uninjured, married and unmarried) and that a large number of explanatory variables led to the emergence of the problem of linear multiplicity that makes the estimates inaccurate, and the method of greatest possibility and the method of declination of the letter was used in estimating A double-response logistic regression model by adopting the Jackna
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It is considered as one of the statistical methods used to describe and estimate the relationship between randomness (Y) and explanatory variables (X). The second is the homogeneity of the variance, in which the dependent variable is a binary response takes two values (One when a specific event occurred and zero when that event did not happen) such as (injured and uninjured, married and unmarried) and that a large number of explanatory variables led to the emergence of the problem of linear multiplicity that makes the estimates inaccurate, and the method of greatest possibility and the method of declination of the letter was used in estimating A double-response logistic regression model by adopting the Jackna
... Show MoreWe have studied Bayesian method in this paper by using the modified exponential growth model, where this model is more using to represent the growth phenomena. We focus on three of prior functions (Informative, Natural Conjugate, and the function that depends on previous experiments) to use it in the Bayesian method. Where almost of observations for the growth phenomena are depended on one another, which in turn leads to a correlation between those observations, which calls to treat such this problem, called Autocorrelation, and to verified this has been used Bayesian method.
The goal of this study is to knowledge the effect of Autocorrelation on the estimation by using Bayesian method. F
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