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Comparing Between Shrinkage &Maximum likelihood Method For Estimation Parameters &Reliability Function With 3- Parameter Weibull Distribution By Using Simulation
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The 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 ; nl=large sample.

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Publication Date
Thu Nov 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Estimate size sub-population by Killworth method
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The aim of the thesis is to estimate the partial and inaccessible population groups, which is a field study to estimate the number of drug’s users in the Baghdad governorate for males who are (15-60) years old.

Because of the absence of data approved by government institutions, as well as the difficulty of estimating the numbers of these people from the traditional survey, in which the respondent expresses himself or his family members in some cases. In these challenges, the NSUM Network Scale-Up Method Is mainly based on asking respondents about the number of people they know in their network of drug addicts.

Based on this principle, a statistical questionnaire was designed to

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Publication Date
Thu Dec 01 2011
Journal Name
Journal Of Economics And Administrative Sciences
Dynamic algorithm (DRBLTS) and potentially weighted (WBP) to estimate hippocampal regression parameters using a techniqueBootstrap (comparative study)
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Bootstrap is one of an important re-sampling technique which has given the attention of  researches recently. The presence of outliers in the original data set may cause serious problem to the classical bootstrap when the percentage of outliers are higher than the original one. Many methods are proposed to overcome this problem such  Dynamic Robust Bootstrap for LTS (DRBLTS) and Weighted Bootstrap with Probability (WBP). This paper try to show the accuracy of parameters estimation by comparison the results of both methods. The bias , MSE and RMSE are considered. The criterion of the accuracy is based on the RMSE value since the method that provide us RMSE value smaller than other is con

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Publication Date
Thu Jan 16 2020
Journal Name
Periodicals Of Engineering And Natural Sciences
Comparison of some reliability estimation methods for Laplace distribution using simulations
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In this paper, we derived an estimator of reliability function for Laplace distribution with two parameters using Bayes method with square error loss function, Jeffery’s formula and conditional probability random variable of observation. The main objective of this study is to find the efficiency of the derived Bayesian estimator compared to the maximum likelihood of this function and moment method using simulation technique by Monte Carlo method under different Laplace distribution parameters and sample sizes. The consequences have shown that Bayes estimator has been more efficient than the maximum likelihood estimator and moment estimator in all samples sizes

Publication Date
Sun May 26 2019
Journal Name
Iraqi Journal Of Science
Bayesian Estimation for Two Parameters of Gamma Distribution under Generalized Weighted Loss Function
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This paper deals with, Bayesian estimation of the parameters of Gamma distribution under Generalized Weighted loss function, based on Gamma and Exponential priors for the shape and scale parameters, respectively. Moment, Maximum likelihood estimators and Lindley’s approximation have been used effectively in Bayesian estimation. Based on Monte Carlo simulation method, those estimators are compared in terms of the mean squared errors (MSE’s).

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Publication Date
Fri May 01 2020
Journal Name
Journal Of Physics: Conference Series
Bayesian Inference for Reliability Function of Gompertz Distribution
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Abstract<p>In this paper, some Bayes estimators of the reliability function of Gompertz distribution have been derived based on generalized weighted loss function. In order to get a best understanding of the behaviour of Bayesian estimators, a non-informative prior as well as an informative prior represented by exponential distribution is considered. Monte-Carlo simulation have been employed to compare the performance of different estimates for the reliability function of Gompertz distribution based on Integrated mean squared errors. It was found that Bayes estimators with exponential prior information under the generalized weighted loss function were generally better than the estimators based o</p> ... Show More
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Publication Date
Sun Aug 17 2025
Journal Name
Journal Of Al-qadisiyah For Computer Science And Mathematics
Modified LASS Method Suggestion as an additional Penalty on Principal Components Estimation – with Application-
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This research deals with a shrinking method concernes with the principal components similar to that one which used in the multiple regression “Least Absolute Shrinkage and Selection: LASS”. The goal here is to make an uncorrelated linear combinations from only a subset of explanatory variables that may have a multicollinearity problem instead taking the whole number say, (K) of them. This shrinkage will force some coefficients to equal zero, after making some restriction on them by some "tuning parameter" say, (t) which balances the bias and variance amount from side, and doesn't exceed the acceptable percent explained variance of these components. This had been shown by MSE criterion in the regression case and the percent explained v

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Publication Date
Sat Sep 01 2007
Journal Name
Journal Of Economics And Administrative Sciences
Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Univariate Mixed Model with Low Order
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A condense study was done to compare between the ordinary estimators. In particular the maximum likelihood estimator and the robust estimator, to estimate the parameters of the mixed model of order one, namely ARMA(1,1) model.

Simulation study was done for a varieties the model.  using: small, moderate and large sample sizes, were some new results were obtained. MAPE was used as a statistical criterion for comparison.

 

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Publication Date
Mon Feb 01 2016
Journal Name
Journal Of Economics And Administrative Sciences
Comparison of Partial Least Squares and Principal Components Methods by Simulation
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Abstract                                                                                              

The methods of the Principal Components and Partial Least Squares can be regard very important methods  in the regression analysis, whe

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Publication Date
Sat Dec 31 2022
Journal Name
Periodicals Of Engineering And Natural Sciences (pen)
Estimation of nonparametric regression function using shrinkage wavelet and different mother functions
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Publication Date
Wed Jan 01 2014
Journal Name
American Journal Of Mathematics And Statistics
Preliminary Test Single Stage Shrinkage Estimator for the Scale Parameter of Gamma Distribution
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