Preferred Language
Articles
/
lxdBA5ABVTCNdQwCSYLS
An Efficient Shrinkage Estimator for the Parameters of Simple Linear Regression Model
...Show More Authors

Publication Date
Tue Feb 01 2022
Journal Name
Baghdad Science Journal
An Efficient Algorithm for Fuzzy Linear Fractional Programming Problems via Ranking Function
...Show More Authors

In many applications such as production, planning, the decision maker is important in optimizing an objective function that has fuzzy ratio two functions which can be handed using fuzzy fractional programming problem technique. A special class of optimization technique named fuzzy fractional programming problem is considered in this work when the coefficients of objective function are fuzzy. New ranking function is proposed and used to convert the data of the fuzzy fractional programming problem from fuzzy number to crisp number so that the shortcoming when treating the original fuzzy problem can be avoided. Here a novel ranking function approach of ordinary fuzzy numbers is adopted for ranking of triangular fuzzy numbers with simpler an

... Show More
View Publication Preview PDF
Scopus (5)
Crossref (3)
Scopus Clarivate Crossref
Publication Date
Sat May 01 2021
Journal Name
Journal Of Physics: Conference Series
An Efficient Shrinkage Estimators For Generalized Inverse Rayleigh Distribution Based On Bounded And Series Stress-Strength Models
...Show More Authors
Abstract<p>In this paper, we investigate two stress-strength models (Bounded and Series) in systems reliability based on Generalized Inverse Rayleigh distribution. To obtain some estimates of shrinkage estimators, Bayesian methods under informative and non-informative assumptions are used. For comparison of the presented methods, Monte Carlo simulations based on the Mean squared Error criteria are applied.</p>
View Publication
Scopus (3)
Crossref (2)
Scopus Crossref
Publication Date
Wed Mar 18 2020
Journal Name
Baghdad Science Journal
New Versions of Liu-type Estimator in Weighted and non-weighted Mixed Regression Model
...Show More Authors

This paper considers and proposes new estimators that depend on the sample and on prior information in the case that they either are equally or are not equally important in the model. The prior information is described as linear stochastic restrictions. We study the properties and the performances of these estimators compared to other common estimators using the mean squared error as a criterion for the goodness of fit. A numerical example and a simulation study are proposed to explain the performance of the estimators.

View Publication Preview PDF
Scopus (5)
Crossref (2)
Scopus Clarivate Crossref
Publication Date
Thu Mar 01 2012
Journal Name
Journal Of Economics And Administrative Sciences
Nadaraya-Watson Estimator a Smoothing Technique for Estimating Regression Function
...Show More Authors

    The using of the parametric models and the subsequent estimation methods require the presence of many of the primary conditions to be met by those models to represent the population under study adequately, these prompting researchers to search for more flexible models of parametric models and these models were nonparametric models.

    In this manuscript were compared to the so-called Nadaraya-Watson estimator in two cases (use of fixed bandwidth and variable) through simulation with different models and samples sizes.  Through simulation experiments and the results showed that for the first and second models preferred NW with fixed bandwidth fo

... Show More
View Publication Preview PDF
Crossref
Publication Date
Sun Dec 30 2012
Journal Name
Journal Of Kufa For Mathematics And Computer
On Jeffery Prior Distribution in Modified Double Stage Shrinkage-Bayesian Estimator for Exponential Mean
...Show More Authors

View Publication Preview PDF
Publication Date
Wed Jul 20 2022
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
An Application Model for Linear Programming with an Evolutionary Ranking Function
...Show More Authors

One of the most important methodologies in operations research (OR) is the linear programming problem (LPP). Many real-world problems can be turned into linear programming models (LPM), making this model an essential tool for today's financial, hotel, and industrial applications, among others. Fuzzy linear programming (FLP) issues are important in fuzzy modeling because they can express uncertainty in the real world. There are several ways to tackle fuzzy linear programming problems now available. An efficient method for FLP has been proposed in this research to find the best answer. This method is simple in structure and is based on crisp linear programming. To solve the fuzzy linear programming problem (FLPP), a new ranking function (R

... Show More
View Publication Preview PDF
Crossref (1)
Crossref
Publication Date
Wed Oct 05 2011
Journal Name
Iraqi Journal Of Physics
Study of linear shrinkage for siliceous materials to meet insulating requirements
...Show More Authors

Preview PDF
Publication Date
Thu Dec 01 2011
Journal Name
Iraqi Journal Of Physics
vStudy of Linear Shrinkage for Siliceous Materials to Meet Insulating Requirements
...Show More Authors

Iraqi siliceous rocks were chosen to be used as raw materials in this study which is concern with the linear shrinkage and their related parameters. They are porcelinite from Safra area (western desert) and Kaolin Duekla, their powders were mixed in certain percentage, to shape compacts and sintered. The study followed with thermal and chemical treatments, which are calcination and acid washing. The effects on final compact properties such as linear shrinkage were studied. Linear shrinkage was calculated for sintered compacts to study the effects of calcination processes, chemical washing, weight percentage, sintering processes, loading moment were studied on this property where the compacts for groups is insulating materials.
Linear

... Show More
View Publication Preview PDF
Publication Date
Fri Jan 31 2025
Journal Name
Al-rafidain University College For Sciences
“Simple Regression Analysis by using Linear Programming Technique and illustration of Absolute Residuals method with another Estimation Techniques”
...Show More Authors

This research deals with unusual approach for analyzing the Simple Linear Regression via Linear Programming by Two - phase method, which is known in Operations Research: “O.R.”. The estimation here is found by solving optimization problem when adding artificial variables: Ri. Another method to analyze the Simple Linear Regression is introduced in this research, where the conditional Median of (y) was taken under consideration by minimizing the Sum of Absolute Residuals instead of finding the conditional Mean of (y) which depends on minimizing the Sum of Squared Residuals, that is called: “Median Regression”. Also, an Iterative Reweighted Least Squared based on the Absolute Residuals as weights is performed here as another method to

... Show More
View Publication Preview PDF
Publication Date
Thu Jan 01 2009
Journal Name
مجلة العلوم الاحصائية
Robust Estimator for Semiparametric Generalized Additive Model
...Show More Authors

Generalized Additive Model has been considered as a multivariate smoother that appeared recently in Nonparametric Regression Analysis. Thus, this research is devoted to study the mixed situation, i.e. for the phenomena that changes its behaviour from linear (with known functional form) represented in parametric part, to nonlinear (with unknown functional form: here, smoothing spline) represented in nonparametric part of the model. Furthermore, we propose robust semiparametric GAM estimator, which compared with two other existed techniques.

View Publication Preview PDF