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
The aim of this study is to estimate the parameters and reliability function for kumaraswamy distribution of this two positive parameter (a,b > 0), which is a continuous probability that has many characterstics with the beta distribution with extra advantages.
The shape of the function for this distribution and the most important characterstics are explained and estimated the two parameter (a,b) and the reliability function for this distribution by using the maximum likelihood method (MLE) and Bayes methods. simulation experiments are conducts to explain the behaviour of the estimation methods for different sizes depending on the mean squared error criterion the results show that the Bayes is bet
... Show MoreIn this paper, Bayes estimators of the parameter of Maxwell distribution have been derived along with maximum likelihood estimator. The non-informative priors; Jeffreys and the extension of Jeffreys prior information has been considered under two different loss functions, the squared error loss function and the modified squared error loss function for comparison purpose. A simulation study has been developed in order to gain an insight into the performance on small, moderate and large samples. The performance of these estimators has been explored numerically under different conditions. The efficiency for the estimators was compared according to the mean square error MSE. The results of comparison by MSE show that the efficiency of Bayes est
... Show MoreIn this paper, Bayes estimators of the parameter of Maxwell distribution have been derived along with maximum likelihood estimator. The non-informative priors; Jeffreys and the extension of Jeffreys prior information has been considered under two different loss functions, the squared error loss function and the modified squared error loss function for comparison purpose. A simulation study has been developed in order to gain an insight into the performance on small, moderate and large samples. The performance of these estimators has been explored numerically under different conditions. The efficiency for the estimators was compared according to the mean square error MSE. The results of comparison by MSE show that the efficiency of B
... Show MoreRadiation therapy plays an important role in improving breast cancer cases, in order to obtain an appropriateestimate of radiation doses number given to the patient after tumor removal; some methods of nonparametric regression werecompared. The Kernel method was used by Nadaraya-Watson estimator to find the estimation regression function forsmoothing data based on the smoothing parameter h according to the Normal scale method (NSM), Least Squared CrossValidation method (LSCV) and Golden Rate Method (GRM). These methods were compared by simulation for samples ofthree sizes, the method (NSM) proved to be the best according to average of Mean Squares Error criterion and the method(LSCV) proved to be the best according to Average of Mean Absolu
... Show MoreThe multiple linear regression model is an important regression model that has attracted many researchers in different fields including applied mathematics, business, medicine, and social sciences , Linear regression models involving a large number of independent variables are poorly performing due to large variation and lead to inaccurate conclusions , One of the most important problems in the regression analysis is the multicollinearity Problem, which is considered one of the most important problems that has become known to many researchers , As well as their effects on the multiple linear regression model, In addition to multicollinearity, the problem of outliers in data is one of the difficulties in constructing the reg
... Show MoreIn this paper, we used maximum likelihood method and the Bayesian method to estimate the shape parameter (θ), and reliability function (R(t)) of the Kumaraswamy distribution with two parameters l , θ (under assuming the exponential distribution, Chi-squared distribution and Erlang-2 type distribution as prior distributions), in addition to that we used method of moments for estimating the parameters of the prior distributions. Bayes
In this paper, we derived an estimators and parameters of Reliability and Hazard function of new mix distribution ( Rayleigh- Logarithmic) with two parameters and increasing failure rate using Bayes Method with Square Error Loss function and Jeffery and conditional probability random variable of observation. The main objective of this study is to find the efficiency of the derived of Bayesian estimator compared to the to the Maximum Likelihood of this function using Simulation technique by Monte Carlo method under different Rayleigh- Logarithmic parameter and sample sizes. The consequences have shown that Bayes estimator has been more efficient than the maximum likelihood estimator in all sample sizes with application
In this article, performing and deriving te probability density function for Rayleigh distribution is done by using ordinary least squares estimator method and Rank set estimator method. Then creating interval for scale parameter of Rayleigh distribution. Anew method using is used for fuzzy scale parameter. After that creating the survival and hazard functions for two ranking functions are conducted to show which one is beast.
Simulation experiments are a means of solving in many fields, and it is the process of designing a model of the real system in order to follow it and identify its behavior through certain models and formulas written according to a repeating software style with a number of iterations. The aim of this study is to build a model that deals with the behavior suffering from the state of (heteroskedasticity) by studying the models (APGARCH & NAGARCH) using (Gaussian) and (Non-Gaussian) distributions for different sample sizes (500,1000,1500,2000) through the stage of time series analysis (identification , estimation, diagnostic checking and prediction). The data was generated using the estimations of the parameters resulting f
... Show More