scholarly journals Generalized Odd Power Cauchy Family and Its Associated Heteroscedastic Regression Model

2021 ◽  
Vol 9 (3) ◽  
pp. 516-528
Author(s):  
Emrah Altun EA ◽  
Morad Alizadeh ◽  
Thiago Ramires ◽  
Edwin Ortega
Keyword(s):  
Monte Carlo ◽  
Regression Model ◽  
Data Structures ◽  
Generating Functions ◽  
Shape Parameter ◽  
Model Parameters ◽  
Data Sets ◽  
Complex Data ◽  
Linear Representations ◽  
Heteroscedastic Regression

This study introduces a generalization of the odd power Cauchy family by adding one more shape parameter togain more flexibility modeling the complex data structures. The linear representations for the density, moments, quantile,and generating functions are derived. The model parameters are estimated employing the maximum likelihood estimationmethod. The Monte Carlo simulations are performed under different parameter settings and sample sizes for the proposedmodels. In addition, we introduce a new heteroscedastic regression model based on the special member of the proposedfamily. Three data sets are analyzed with competitive and proposed models.

scholarly journals Technical note: Monte Carlo genetic algorithm (MCGA) for model analysis of multiphase chemical kinetics to determine transport and reaction rate coefficients using multiple experimental data sets

2017 ◽  
Vol 17 (12) ◽  
pp. 8021-8029 ◽  
Author(s):  
Thomas Berkemeier ◽  
Markus Ammann ◽  
Ulrich K. Krieger ◽  
Thomas Peter ◽  
Peter Spichtinger ◽  
...  
Keyword(s):  
Experimental Data ◽  
Genetic Algorithm ◽  
Monte Carlo ◽  
Kinetic Models ◽  
Reaction Rate ◽  
Rate Coefficients ◽  
Model Parameters ◽  
Data Sets ◽  
Model Input ◽  
Input Parameters

Abstract. We present a Monte Carlo genetic algorithm (MCGA) for efficient, automated, and unbiased global optimization of model input parameters by simultaneous fitting to multiple experimental data sets. The algorithm was developed to address the inverse modelling problems associated with fitting large sets of model input parameters encountered in state-of-the-art kinetic models for heterogeneous and multiphase atmospheric chemistry. The MCGA approach utilizes a sequence of optimization methods to find and characterize the solution of an optimization problem. It addresses an issue inherent to complex models whose extensive input parameter sets may not be uniquely determined from limited input data. Such ambiguity in the derived parameter values can be reliably detected using this new set of tools, allowing users to design experiments that should be particularly useful for constraining model parameters. We show that the MCGA has been used successfully to constrain parameters such as chemical reaction rate coefficients, diffusion coefficients, and Henry's law solubility coefficients in kinetic models of gas uptake and chemical transformation of aerosol particles as well as multiphase chemistry at the atmosphere–biosphere interface. While this study focuses on the processes outlined above, the MCGA approach should be portable to any numerical process model with similar computational expense and extent of the fitting parameter space.

scholarly journals The Weibull-G Poisson Family for Analyzing Lifetime Data

2020 ◽  
pp. 131-148 ◽  
Author(s):  
Haitham Yousof ◽  
Muhammad Mansoor ◽  
Morad Alizadeh ◽  
Ahmed Afify ◽  
Indranil Ghosh
Keyword(s):  
Generating Functions ◽  
Likelihood Estimation ◽  
Real Data ◽  
Model Parameters ◽  
Data Sets ◽  
Lifetime Data ◽  
New Family ◽  
Mathematical Properties ◽  
Independent Identically Distributed ◽  
Family Of Distributions

We study a new family of distributions defined by the minimum of the Poissonrandom number of independent identically distributed random variables having a general Weibull-G distribution (see Bourguignon et al. (2014)). Some mathematical properties of the new family including ordinary and incomplete moments, quantile and generating functions, mean deviations, order statistics, reliability and entropies are derived. Maximum likelihood estimation of the model parameters is investigated. Three special models of the new family are discussed. We perform three applications to real data sets to show the potentiality of theproposed family.

scholarly journals TOPP LEONE WEIBULL LOMAX DISTRIBUTION: PROPERTIES, REGRESSION MODEL AND APPLICATIONS

2021 ◽  
Author(s):  
Farrukh Jamal ◽  
Hesham Mohammed Reyad ◽  
Muhammad Arslan Nasir ◽  
Christophe Chesneau ◽  
Jamal Abdul Nasir ◽  
...  
Keyword(s):  
Regression Model ◽  
Stochastic Ordering ◽  
Quantile Function ◽  
Model Parameters ◽  
Data Sets ◽  
Lomax Distribution ◽  
Conditional Moments ◽  
Estimated Parameters ◽  
Proposed Model ◽  
Probability Weighted Moment

A new four-parameter lifetime distribution (called the Topp Leone Weibull-Lomax distribution) is proposed in this paper. Different mathematical properties of the proposed distribution were studied which include quantile function, ordinary and incomplete moments, probability weighted moment, conditional moments, order statistics, stochastic ordering, and stress-strength reliability parameter. The regression model and the residual analysis for the proposed model were also carried out. The model parameters were estimated by using the maximum likelihood criterion and the behaviour of these estimated parameters were examined by conducting a simulation study. The importance and flexibility of the proposed distribution have been proved empirically by using four separate data sets.

scholarly journals The Generalized Transmuted Poisson-G Family of Distributions: Theory, Characterizations and Applications

2018 ◽  
pp. 759-779 ◽  
Author(s):  
Haitham Yousof ◽  
Ahmed Z Afify ◽  
Morad Alizadeh ◽  
G. G. Hamedani ◽  
S. Jahanshahi ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Order Statistics ◽  
Real Data ◽  
Model Parameters ◽  
Data Sets ◽  
Continuous Distributions ◽  
New Class ◽  
Mathematical Properties ◽  
Family Of Distributions

In this work, we introduce a new class of continuous distributions called the generalized poissonfamily which extends the quadratic rank transmutation map. We provide some special models for thenew family. Some of its mathematical properties including Rényi and q-entropies, order statistics andcharacterizations are derived. The estimations of the model parameters is performed by maximumlikelihood method. The Monte Carlo simulations is used for assessing the performance of the maximumlikelihood estimators. The ‡exibility of the proposed family is illustrated by means of two applicationsto real data sets.

scholarly journals A New Generalized Family of Distributions for Lifetime Data

2021 ◽  
Vol 19 (1) ◽  
pp. 2-23
Author(s):  
Maha A. D. Aldahlan ◽  
Mohamed G. Khalil ◽  
Ahmed Z. Afify
Keyword(s):  
Generating Functions ◽  
Real Data ◽  
Model Parameters ◽  
Data Sets ◽  
Lifetime Data ◽  
New Class ◽  
New Family ◽  
Mathematical Properties ◽  
Generated Family ◽  
Family Of Distributions

A new class of continuous distributions called the generalized Burr X-G family is introduced. Some special models of the new family are provided. Some of its mathematical properties including explicit expressions for the quantile and generating functions, ordinary and incomplete moments, order statistics and Rényi entropy are derived. The maximum likelihood is used for estimating the model parameters. The flexibility of the generated family is illustrated by means of two applications to real data sets.

scholarly journals Theory and Applications of the Unit Gamma/Gompertz Distribution

Mathematics ◽  
2021 ◽  
Vol 9 (16) ◽  
pp. 1850
Author(s):  
Rashad A. R. Bantan ◽  
Farrukh Jamal ◽  
Christophe Chesneau ◽  
Mohammed Elgarhy
Keyword(s):  
Stochastic Ordering ◽  
Real Data ◽  
Rate Function ◽  
The Other ◽  
Likelihood Method ◽  
Model Parameters ◽  
Data Sets ◽  
Gompertz Distribution ◽  
Probability And Statistics ◽  
Analytical Behavior

Unit distributions are commonly used in probability and statistics to describe useful quantities with values between 0 and 1, such as proportions, probabilities, and percentages. Some unit distributions are defined in a natural analytical manner, and the others are derived through the transformation of an existing distribution defined in a greater domain. In this article, we introduce the unit gamma/Gompertz distribution, founded on the inverse-exponential scheme and the gamma/Gompertz distribution. The gamma/Gompertz distribution is known to be a very flexible three-parameter lifetime distribution, and we aim to transpose this flexibility to the unit interval. First, we check this aspect with the analytical behavior of the primary functions. It is shown that the probability density function can be increasing, decreasing, “increasing-decreasing” and “decreasing-increasing”, with pliant asymmetric properties. On the other hand, the hazard rate function has monotonically increasing, decreasing, or constant shapes. We complete the theoretical part with some propositions on stochastic ordering, moments, quantiles, and the reliability coefficient. Practically, to estimate the model parameters from unit data, the maximum likelihood method is used. We present some simulation results to evaluate this method. Two applications using real data sets, one on trade shares and the other on flood levels, demonstrate the importance of the new model when compared to other unit models.

scholarly journals Statistical Analysis of Tritium Breeding Ratio Deviations in the DEMO Due to Nuclear Data Uncertainties

2021 ◽  
Vol 11 (11) ◽  
pp. 5234
Author(s):  
Jin Hun Park ◽  
Pavel Pereslavtsev ◽  
Alexandre Konobeev ◽  
Christian Wegmann
Keyword(s):  
Monte Carlo ◽  
Fusion Reactor ◽  
Nuclear Data ◽  
Data File ◽  
Nuclear Model ◽  
Model Parameters ◽  
Tritium Breeding ◽  
Tritium Breeding Ratio ◽  
Nuclear Data Library ◽  
Breeding Ratio

For the stable and self-sufficient functioning of the DEMO fusion reactor, one of the most important parameters that must be demonstrated is the Tritium Breeding Ratio (TBR). The reliable assessment of the TBR with safety margins is a matter of fusion reactor viability. The uncertainty of the TBR in the neutronic simulations includes many different aspects such as the uncertainty due to the simplification of the geometry models used, the uncertainty of the reactor layout and the uncertainty introduced due to neutronic calculations. The last one can be reduced by applying high fidelity Monte Carlo simulations for TBR estimations. Nevertheless, these calculations have inherent statistical errors controlled by the number of neutron histories, straightforward for a quantity such as that of TBR underlying errors due to nuclear data uncertainties. In fact, every evaluated nuclear data file involved in the MCNP calculations can be replaced with the set of the random data files representing the particular deviation of the nuclear model parameters, each of them being correct and valid for applications. To account for the uncertainty of the nuclear model parameters introduced in the evaluated data file, a total Monte Carlo (TMC) method can be used to analyze the uncertainty of TBR owing to the nuclear data used for calculations. To this end, two 3D fully heterogeneous geometry models of the helium cooled pebble bed (HCPB) and water cooled lithium lead (WCLL) European DEMOs were utilized for the calculations of the TBR. The TMC calculations were performed, making use of the TENDL-2017 nuclear data library random files with high enough statistics providing a well-resolved Gaussian distribution of the TBR value. The assessment was done for the estimation of the TBR uncertainty due to the nuclear data for entire material compositions and for separate materials: structural, breeder and neutron multipliers. The overall TBR uncertainty for the nuclear data was estimated to be 3~4% for the HCPB and WCLL DEMOs, respectively.

scholarly journals Bayesian Inference of Species Trees using Diffusion Models

2020 ◽  
Vol 70 (1) ◽  
pp. 145-161 ◽  
Author(s):  
Marnus Stoltz ◽  
Boris Baeumer ◽  
Remco Bouckaert ◽  
Colin Fox ◽  
Gordon Hiscott ◽  
...  
Keyword(s):  
Bayesian Inference ◽  
Numerical Algorithms ◽  
Diffusion Models ◽  
Model Parameters ◽  
Data Sets ◽  
Species Trees ◽  
Computationally Efficient ◽  
Data Set ◽  
Snp Data ◽  
Binary Markers

Abstract We describe a new and computationally efficient Bayesian methodology for inferring species trees and demographics from unlinked binary markers. Likelihood calculations are carried out using diffusion models of allele frequency dynamics combined with novel numerical algorithms. The diffusion approach allows for analysis of data sets containing hundreds or thousands of individuals. The method, which we call Snapper, has been implemented as part of the BEAST2 package. We conducted simulation experiments to assess numerical error, computational requirements, and accuracy recovering known model parameters. A reanalysis of soybean SNP data demonstrates that the models implemented in Snapp and Snapper can be difficult to distinguish in practice, a characteristic which we tested with further simulations. We demonstrate the scale of analysis possible using a SNP data set sampled from 399 fresh water turtles in 41 populations. [Bayesian inference; diffusion models; multi-species coalescent; SNP data; species trees; spectral methods.]

scholarly journals Parameter stability and consistency in an alongshore-current model determined with Markov chain Monte Carlo

2008 ◽  
Vol 10 (2) ◽  
pp. 153-162 ◽  
Author(s):  
B. G. Ruessink
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Parameter Estimates ◽  
Model Parameters ◽  
Parameter Stability ◽  
Small Uncertainty ◽  
Best Fit ◽  
Stability And Consistency

When a numerical model is to be used as a practical tool, its parameters should preferably be stable and consistent, that is, possess a small uncertainty and be time-invariant. Using data and predictions of alongshore mean currents flowing on a beach as a case study, this paper illustrates how parameter stability and consistency can be assessed using Markov chain Monte Carlo. Within a single calibration run, Markov chain Monte Carlo estimates the parameter posterior probability density function, its mode being the best-fit parameter set. Parameter stability is investigated by stepwise adding new data to a calibration run, while consistency is examined by calibrating the model on different datasets of equal length. The results for the present case study indicate that various tidal cycles with strong (say, >0.5 m/s) currents are required to obtain stable parameter estimates, and that the best-fit model parameters and the underlying posterior distribution are strongly time-varying. This inconsistent parameter behavior may reflect unresolved variability of the processes represented by the parameters, or may represent compensational behavior for temporal violations in specific model assumptions.

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