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25 results for “Coefficient of Variance (CV)”
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Research ArticleOpen accessIn the abstractProportional Hazard Inverse Weibull Distribution and Associated InferenceSuja M. Aboukhamseen, Mohamed E. Ghitany, Ramesh C. GuptaIn this study, we have considered the proportional hazard version of the inverse Weibull distribution. It has been shown that the density and hazard rate functions are unimodal and the mean residual life function is bathtub shaped. For the considered model, many functions of the parameters, such as the mean, variance, coefficient of variation and the critical points of the … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 18 Apr 2016 · 7,385 accessesView PDFCite
Research ArticleOpen accessIn the abstractEfficient Monte Carlo Algorithm Using Antithetic Variate and Brownian Bridge Techniques for Pricing the Barrier Options with Rebate PaymentsHasan AlzubaidiThe down-and-out call barrier option with rebate payment on dividend-paying stock is simulated using a new version of the Monte Carlo algorithm. The standard Monte Carlo method for simulating such an option suffers from two sources of errors: Hitting time error inherent from time stepping and the Monte Carlo statistical error. We present a modified version of Monte Carlo method … …Journal of Mathematics and Statistics, Vol. 12, Issue 1 · 22 Feb 2016 · 8,259 accessesView PDFCite
Research ArticleOpen accessIn the abstractBivariate Poisson-Lindley Distribution with ApplicationHossein Zamani, Pouya Faroughi, Noriszura IsmailThis study applies a Bivariate Poisson-Lindley (BPL) distribution for modeling dependent and over-dispersed count data. The advantage of using this form of BPL distribution is that the correlation coefficient can be positive, zero or negative, depending on the multiplicative factor parameter. Several properties such as mean, variance and correlation coefficient of the BPL distribution are discussed. A numerical example is … …Journal of Mathematics and Statistics, Vol. 11, Issue 1 · 12 Mar 2015 · 7,931 accessesView PDFCite
Research ArticleOpen accessIn the abstractPrice Volatility of Grains: Relationship with Crude Oil Price Using CCC-Multivariate GARCH ModelAreerat Todsadee, Hiroshi Kameyama, Shoichi ItoAgricultural commodities prices have increased and become significantly more volatile during the past few years periods. The high agricultural commodity prices in recent years have raised the question of whether or not volatility is increasing and leading to more frequent extreme price swings. It is very important to quantify price variability of agricultural products. This paper measures the volatility of … …American Journal of Economics and Business Administration, Vol. 6, Issue 4 · 2 Jan 2015 · 6,640 accessesView PDFCite
Research ArticleOpen accessIn the abstractA NEW AIR CONDITIONING SYSTEM FAN MODEL BASED ON NUMERICAL ANALYSISNabil Nassif, Raymond Tesiero, Nihal AlRaeesA large portion of energy use in buildings is attributed to air movement devices. Accurate estimation of fan performance is a key element in maximizing fan efficiency. This study proposes a new fan model that can be used in several applications such as optimization and fault detection and can also be incorporated into any commercial building models. The model uses … …American Journal of Engineering and Applied Sciences, Vol. 7, Issue 1 · 14 Mar 2014 · 8,183 accessesView PDFCite
Research ArticleOpen accessIn the abstractSOME STATISTICAL PROPERTIES OF THE SOLUTIONS OF A SYSTEM OF TWO DIMENSIONAL STOCHASTIC FREDHOLM INTEGRAL EQUATIONS CONTAINS GAMMA PROCESSESMohammad Wahdan MuflihIn this study, we find the two solutions of a system of two dimensional stochastic Fredholm integral equations contains two gamma processes with different values of the two parameters (the first controls the rate of jump arrivals and the second inversely controls the jump size of this arrivals) in two cases and equal in the third that is to introduce … …Journal of Mathematics and Statistics, Vol. 9, Issue 2 · 4 May 2013 · 6,897 accessesView PDFCite
Research ArticleOpen accessIn the abstractVariability of Hydraulic Conductivity Due to Multiple FactorsSanjit K. Deb, Manoj K. ShuklaSoil properties are greatly influenced by intrinsic factors of soil formation as well as extrinsic factors associated with land use and management and vary both in time and space. Intrinsic variability is caused by the pedogenesis and usually takes place at large time scales. The variability caused by extrinsic factors could take effect relatively quickly and could not be treated … …American Journal of Environmental Sciences, Vol. 8, Issue 5 · 13 Aug 2012 · 10,219 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Measure of Monotonicity of two Random VariablesFarida Kachapova, Ilias KachapovProblem statement: When analyzing random variables it was useful to measure the degree of their monotone dependence or compare pairs of random variables with respect to their monotonicity. Existing coefficients measure general or linear dependence of random variables. Developing a measure of monotonicity was useful for practical applications as well as for general theory, since monotonicity was an important type … …Journal of Mathematics and Statistics, Vol. 8, Issue 2 · 26 May 2012 · 8,692 accessesView PDFCite
Research ArticleOpen accessIn the abstractInvestigating the Relationship between Organizational Social Capital and Service Quality in Teaching HospitalsFereshteh Farzianpour, Abass Rahimi Fouroshani, Reza Gholi Vahidi et al.Problem statement: In modern age, the service quality and sensitivity towards better qualified service are among the priorities of the global community. Quality is defined as the customer’s desire and the customer’s perceptions and expectations constitute the key factor determining quality. The issue of quality is particularly important in healthcare service. Nowadays, alongside the human, financial and economic capitals, a … …American Journal of Economics and Business Administration, Vol. 3, Issue 2 · 12 Jul 2011 · 7,672 accessesView PDFCite
Research ArticleOpen accessIn the abstractStudy of Relation of Psychological Factors of Empowerment and EntrepreneurshipMehrdad Goudarzvand CheginiProblem statement: Today, organizations are able to survive that have dynamic requirements and potentials and can make a proper response to changes and equip their human sources to the knowledge and skill of generative entrepreneurship through establishing necessary aspects. The increasing rate of changes in scientific, economic and social areas is one of the most common features of the century. … …American Journal of Economics and Business Administration, Vol. 2, Issue 1 · 31 Mar 2010 · 7,779 accessesView PDFCite