scholarly journals Bayesian Estimation for Two Parameters of Gamma Distribution under Generalized Weighted Loss Function

2019 ◽  
Vol 60 (5) ◽  
pp. 1161-1171
Author(s):  
Loaiy F. Naji ◽  
Huda A. Rasheed
Keyword(s):  
Bayesian Estimation ◽  
Gamma Distribution ◽  
Loss Function ◽  
Maximum Likelihood Estimators ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Mean Squared Errors ◽  
Scale Parameters ◽  
The Mean ◽  
Two Parameters

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).

scholarly journals Bayesian Estimation for Two Parameters of Gamma Distribution Under Precautionary Loss Function

2019 ◽  
Vol 32 (1) ◽  
pp. 193 ◽  
Author(s):  
Loaiy F. Naji ◽  
Huda Abdullah Rasheed
Keyword(s):  
Bayesian Estimation ◽  
Gamma Distribution ◽  
Loss Function ◽  
Simulation Method ◽  
Mean Squared Errors ◽  
Scale Parameters ◽  
Lindley’S Approximation ◽  
The Mean ◽  
Two Parameters ◽  
Better Than

In the current study, the researchers have been obtained Bayes estimators for the shape and scale parameters of Gamma distribution under the precautionary loss function, assuming the priors, represented by 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 depending on the mean squared errors (MSE’s). The results show that, the performance of Bayes estimator under precautionary loss function with Gamma and Exponential priors is better than other estimates in all cases.

scholarly journals Bayesian Estimation for Two Parameters of Weibull Distribution under Generalized Weighted Loss Function

2021 ◽  
Vol 34 (4) ◽  
pp. 116-129
Author(s):  
Abtisam J. Kadhim ◽  
Huda A. Rasheed
Keyword(s):  
Weibull Distribution ◽  
Bayesian Estimation ◽  
Loss Function ◽  
Simulation Method ◽  
Bayes Estimators ◽  
Mean Squared Errors ◽  
Scale Parameters ◽  
The Mean ◽  
Two Parameters

In this paper, Bayes estimators for the shape and scale parameters of Weibull distribution have been obtained using the generalized weighted loss function, based on Exponential priors. Lindley’s approximation has been used effectively in Bayesian estimation. Based on theMonte Carlo simulation method, those estimators are compared depending on the mean squared errors (MSE’s).

scholarly journals Some Bayes Estimators for Maxwell Distribution by Using New Loss Function

2017 ◽  
Vol 28 (1) ◽  
pp. 103
Author(s):  
Huda A. Rasheed ◽  
Zainab N. Khalifa
Keyword(s):  
Monte Carlo Simulation ◽  
Loss Function ◽  
Scale Parameter ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Maxwell Distribution ◽  
Bayes Estimators ◽  
Mean Squared Errors ◽  
The Mean ◽  
Bayesian Estimations

In the current study, we have been derived some Bayesian estimations of the scale parameter of Maxwell distribution using the New loss function (NLF) which it called Generalized weighted loss function, assuming non-informative prior, namely, Jefferys prior and information prior, represented by Inverted Levy prior. Based on Monte Carlo simulation method, those estimations are compared depending on the mean squared errors (MSE's). The results show that, the behavior of Bayesian estimation under New loss function using Inverted Levy prior when (k=0, c=3) is the better behavior than other estimates for all cases.

scholarly journals Variability in rainfall dispersion in Madhya Pradesh

MAUSAM ◽  
2021 ◽  
Vol 43 (1) ◽  
pp. 29-36
Author(s):  
H.P. DAS ◽  
A. CHOWDHURY
Keyword(s):  
Gamma Distribution ◽  
Rainfall Variability ◽  
Probability Model ◽  
Regional Distribution ◽  
Madhya Pradesh ◽  
Regression Equations ◽  
Scale Parameters ◽  
Agronomic Practices ◽  
Distribution Probability ◽  
The Mean

An attempt has been made to examine distribution and dispersion in rainfall variability in Madhya Pradesh by applying Gamma distribution probability model, The spatial and regional distribution of shape and scale parameters of the Gamma distribution have been examined, Periods of water surpluses and deficiencies have been identified by comparing the probability rainfall with the water requirement. Regression equations have been developed to find probabilitistic rainfall from the mean rainfall. Agronomic practices have been evaluated for efficient utilization of water resources for crop planning.  

Simulation of the Effect of Nano Phase Size on Microstructure Evolution in Nanocomposite Ceramic Tool Materials

2013 ◽  
Vol 395-396 ◽  
pp. 162-165
Author(s):  
Hong Mei Cheng ◽  
Chuan Zhen Huang
Keyword(s):  
Microstructure Evolution ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Ceramic Tool ◽  
Tool Materials ◽  
Material Systems ◽  
Phase Size ◽  
Mean Size ◽  
The Mean ◽  
Set Up

Monte Carlo simulation method of microstructure evolution in nanocomposite ceramic tool materials is set up. Two-phased material systems with the same area fractions but various sizes of nanoparticles are designed, and the processes of microstructure evolution are simulated. The influences of nanoparticle size on microstructure and grain growth are observed and discussed quantitatively. It is found that the mean size of matrix grains increases with the increase of nanophase size during simulation, and intragranular-type microstructure is more difficult to form. The material Al2O3/nanoSiC is developed and the simulated results are verified.

scholarly journals Pengukuran Value at Risk pada Aset Perusahaan dengan Metode Simulasi Monte Carlo

Jurnal MIPA ◽  
2013 ◽  
Vol 2 (1) ◽  
pp. 5
Author(s):  
Leony P. Tupan ◽  
Tohap Manurung ◽  
Jantje D. Prang
Keyword(s):  
At Risk ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Value At Risk ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Monte Carlo Data ◽  
Closing Price ◽  
The Mean ◽  
Mean Variance

Telah dilakukan penelitian untuk mengukur Value at Risk (VaR) pada aset perusahaan PT. Indo Tambangraya Megah Tbk (ITMG), PT. Bank Mandiri Tbk (BMRI), dan PT. Astra International Tbk (ASII) serta portofolio yang dapat dibentuk oleh ketiga aset tersebut menggunakan metode simulasi Monte Carlo. Data yang digunakan adalah data return harian diperoleh dari harga penutupan (closing price) saham harian ketiga perusahaan tersebut selama periode tahun 2011. Bobot masing-masing portofolio ditentukan dengan metode Mean Variance Efficient Portofolio. Hasil pengukuran menunjukan bahwa jika dana yang diinvestasikan sebesar Rp 100.000.000,00 dengan tingkat kepercayaan 95% dengan periode adalah 1 hari, maka VaR ITMG sebesar Rp 4.103.963,33, VaR BMRI sebesar Rp 4.060.096,67, dan VaR ASII sebesar Rp 3.353.913,33. Sedangkan VaR portofolio1 (terdiri dari aset ITMG dan BMRI) adalah Rp 3.726.543,33. VaR portofolio2 (terdiri dari aset ITMG dan ASII) adalah Rp 3.233.133,33. VaR portofolio3 (terdiri dari aset BMRI dan ASII) adalah Rp 3.278.933,33. VaR portofolio4 (terdiri dari aset ITMG, BMRI, dan ASII) adalah Rp 3.218.906,67. Nilai VaR portofolio yang lebih rendah dari VaR aset tunggal disebabkan karena adanya efek diversifikasi.Research has been conducted to measure the Value at risk (VaR) at assets PT. Indo Tambangraya Megah Tbk (ITMG), PT. Bank Mandiri Tbk (BMRI), and PT. Astra International Tbk (ASII) and portfolios that can be formed by the three assets using Monte Carlo simulation method. The data used daily return data by the three assets obtained from the closing price of daily stock over a period in 2011. The weight of each portfolio is determined by the Mean Variance Efficient Portfolio method. If the funds invested amounting to Rp 100.000.000,00 with 95% confidence level and the period is 1 day, then the results from measurement VaR ITMG is Rp 4.103.963,33, VaR BMRI is Rp 4.060.096,67 and VaR ASII is Rp 3.353.913,33. While VaR portofolio1 (consists of ITMG and BMRI asset) is Rp 3.726.543,33. VaR portofolio2 (consists of ITMG and ASII asset) Rp 3.233.133,33. VaR portofolio3 (consists of BMRI and ASII asset) is Rp 3.278.933,33. VaR portofolio4 (consists of ITMG, BMRI and ASII asset) is Rp 3.218.906,67. VaR portfolios are lower than VaR of each single asset due to diversification effects.

scholarly journals Bayesian and Non - Bayesian Inference for Shape Parameter and Reliability Function of Basic Gompertz Distribution

2020 ◽  
Vol 17 (3) ◽  
pp. 0854
Author(s):  
Manahel Awad ◽  
Huda Rashed
Keyword(s):  
Shape Parameter ◽  
Simulation Method ◽  
Reliability Function ◽  
Monte Carlo Simulation Method ◽  
Scale Invariant ◽  
Squared Error Loss Function ◽  
Gompertz Distribution ◽  
Mean Squared Errors ◽  
Squared Error ◽  
Informative Prior

In this paper, some estimators of the unknown shape parameter and reliability function  of Basic Gompertz distribution (BGD) have been obtained, such as MLE, UMVUE, and MINMSE, in addition to estimating Bayesian estimators under Scale invariant squared error loss function assuming informative prior represented by Gamma distribution and non-informative prior by using Jefferys prior. Using Monte Carlo simulation method, these estimators of the shape parameter and R(t), have been compared based on mean squared errors and integrated mean squared, respectively

Photo-electric Hβ and uvby photometry

1966 ◽  
Vol 24 ◽  
pp. 170-180
Author(s):  
D. L. Crawford
Keyword(s):  
Narrow Band ◽  
Line Strength ◽  
Interference Filter ◽  
B Stars ◽  
Relative Line ◽  
The Mean ◽  
F Stars ◽  
Two Parameters ◽  
Filter Photometry ◽  
The Continuum

Early in the 1950's Strömgren (1, 2, 3, 4, 5) introduced medium to narrow-band interference filter photometry at the McDonald Observatory. He used six interference filters to obtain two parameters of astrophysical interest. These parameters he calledlandc, for line and continuum hydrogen absorption. The first measured empirically the absorption line strength of Hβby means of a filter of half width 35Å centered on Hβand compared to the mean of two filters situated in the continuum near Hβ. The second index measured empirically the Balmer discontinuity by means of a filter situated below the Balmer discontinuity and two above it. He showed that these two indices could accurately predict the spectral type and luminosity of both B stars and A and F stars. He later derived (6) an indexmfrom the same filters. This index was a measure of the relative line blanketing near 4100Å compared to two filters above 4500Å. These three indices confirmed earlier work by many people, including Lindblad and Becker. References to this earlier work and to the systems discussed today can be found in Strömgren's article inBasic Astronomical Data(7).

Essai d'application de modèles météorologiques au calcul du moment d'apparition de deux phases phénologiques | Application of Meteorological Models for the Calculation of the Beginning of Two Phenological Phases

2000 ◽  
Vol 151 (10) ◽  
pp. 385-397
Author(s):  
Bernard Primault
Keyword(s):  
Sunshine Duration ◽  
Fruit Trees ◽  
Swiss Alps ◽  
Winter Solstice ◽  
Phenological Data ◽  
Thermal Thresholds ◽  
The Mean ◽  
Two Parameters ◽  
Meteorological Models ◽  
Phenological Phases

Many years ago, a model was elaborated to calculate the«beginning of the vegetation's period», based on temperatures only (7 days with +5 °C temperature or more). The results were correlated with phenological data: the beginning of shoots with regard to spruce and larch. The results were not satisfying, therefore, the value of the two parameters of the first model were modified without changing the second one. The result, however, was again not satisfying. Research then focused on the influence of cumulated temperatures over thermal thresholds. Nevertheless, the results were still not satisfying. The blossoming of fruit trees is influenced by the mean temperature of a given period before the winter solstice. Based on this knowledge, the study evaluated whether forest trees could also be influenced by temperature or sunshine duration of a given period in the rear autumn. The investigation was carried through from the first of January on as well as from the date of snow melt of the following year. In agricultural meteorology, the temperature sums are often interrelated with the sunshine duration, precipitation or both. However,the results were disappointing. All these calculations were made for three stations situated between 570 and 1560 m above sea-level. This allowed to draw curves of variation of the two first parameters (number of days and temperature) separately for each species observed. It was finally possible to specify the thus determined curves with data of three other stations situated between the first ones. This allows to calculate the flushing of the two tree species, if direct phenological observation is lacking. This method, however, is only applicable for the northern part of the Swiss Alps.

scholarly journals Relationship between large-scale ionospheric field-aligned currents and electron/ion precipitations: DMSP observations

2020 ◽  
Vol 72 (1) ◽  
Author(s):  
Chao Xiong ◽  
Claudia Stolle ◽  
Patrick Alken ◽  
Jan Rauberg
Keyword(s):  
Time Distribution ◽  
Large Scale ◽  
Particle Flux ◽  
Particle Energy ◽  
Lower Latitude ◽  
Particle Precipitation ◽  
Data Set ◽  
The Mean ◽  
Two Parameters ◽  
Meteorological Satellite

Abstract In this study, we have derived field-aligned currents (FACs) from magnetometers onboard the Defense Meteorological Satellite Project (DMSP) satellites. The magnetic latitude versus local time distribution of FACs from DMSP shows comparable dependences with previous findings on the intensity and orientation of interplanetary magnetic field (IMF) By and Bz components, which confirms the reliability of DMSP FAC data set. With simultaneous measurements of precipitating particles from DMSP, we further investigate the relation between large-scale FACs and precipitating particles. Our result shows that precipitation electron and ion fluxes both increase in magnitude and extend to lower latitude for enhanced southward IMF Bz, which is similar to the behavior of FACs. Under weak northward and southward Bz conditions, the locations of the R2 current maxima, at both dusk and dawn sides and in both hemispheres, are found to be close to the maxima of the particle energy fluxes; while for the same IMF conditions, R1 currents are displaced further to the respective particle flux peaks. Largest displacement (about 3.5°) is found between the downward R1 current and ion flux peak at the dawn side. Our results suggest that there exists systematic differences in locations of electron/ion precipitation and large-scale upward/downward FACs. As outlined by the statistical mean of these two parameters, the FAC peaks enclose the particle energy flux peaks in an auroral band at both dusk and dawn sides. Our comparisons also found that particle precipitation at dawn and dusk and in both hemispheres maximizes near the mean R2 current peaks. The particle precipitation flux maxima closer to the R1 current peaks are lower in magnitude. This is opposite to the known feature that R1 currents are on average stronger than R2 currents.

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