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83 articles for “Monte Carlo”
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Research ArticleOpen accessPhrase in the titleAssessing Convergence of the Markov Chain Monte Carlo Method in Multivariate CaseDenismar Alves Nogueira, Thelma Safadi, Daniel Furtado Ferreira, Eric Batista FerreiraThe formal convergence diagnosis of the Markov Chain Monte Carlo (MCMC) is made using univariate and multivariate criteria. In 1998, a multivariate extension of the univariate criterion of multiple sequences was proposed. However, due to some problems of that multivariate criterion, an alternative form of calculation was proposed in addition to the two new alternatives for multivariate convergence criteria. In … …Journal of Mathematics and Statistics, Vol. 8, Issue 4 · 8 Jan 2013 · 7,019 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleA Monte Carlo Study of Seven Homogeneity of Variance TestsHoward B. Lee, Gary S. Katz, Alberto F. RestoriProblem statement: The decision by SPSS (now PASW) to use the unmodified Levene test to test homogeneity of variance was questioned. It was compared to six other tests. In total, seven homogeneity of variance tests used in Analysis Of Variance (ANOVA) were compared on robustness and power using Monte Carlo studies. The homogeneity of variance tests were (1) Levene, (2) … …Journal of Mathematics and Statistics, Vol. 6, Issue 3 · 30 Sep 2010 · 8,103 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Comparative Study on Barrier Option Pricing using Antithetic and Quasi Monte-Carlo SimulationsNneka Umeorah, Phillip MasheleMonte-Carlo simulations have been utilized greatly in the pricing of derivative securities. Over the years, several variance reduction techniques have been developed to curb the instability, as well as, increase the simulation efficiencies of the Monte-Carlo methods. Our approach in this research work will consider the use of antithetic variate techniques to estimate the fair prices of barrier options. Next, … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 9 May 2018 · 8,793 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Machine Learning Framework for Strategic Gameplay Optimization in Scrabble Using Reinforcement LearningMohd Kaleem, Kanta Prasad Sharma, Tapsi Nagpal et al.This paper explores and compare various artificial intelligence-based techniques used for playing classic board game Scrabble. As the world is evolving around finding quick and efficient techniques for the solution of each problem using Machine learning, gaming industry is also a flourishing industry and has grown 9.8% compared to previous year and has generated a revenue of 26.14 billion dollars … …Journal of Computer Science, Vol. 22, Issue 9 · 22 Sep 2026 · 666 accessesView PDFCite
Research ArticleOpen accessIn the keywordsAbsolute Measures of Interindividual Variation: A Simulation StudyJosé Moral-de la RubiaFour absolute measures and one relative measure of interindividual variability have been defined, together with their point and interval estimation (bootstrap and asymptotic), and an R script has been developed for their computation. However, further simulation studies are required to strengthen their methodological evaluation. This study focused on the three absolute measures with potentially better regularity conditions, Mean Interindividual Differences … …Journal of Mathematics and Statistics, Vol. 22, Issue 1 · 4 Aug 2026 · 957 accessesView PDFCite
Research ArticleOpen accessIn the keywordsParameter-Expanded Data Augmentation for Analyzing Nominal Data With Missing Values Using Multinomial Probit ModelsSuwash Silwal, Xiao ZhangNominal data occur in many scientific fields, such as health-related studies, transportation, and econometrics. Due to the ubiquitousness of missing data, it is inevitable to analyze nominal data with missing values. As is well known, statistical methods for analyzing nominal variables are quite limited. The Multinomial Probit (MNP) model has been an essential tool for analyzing nominal categorical data, but … …Journal of Mathematics and Statistics, Vol. 22, Issue 1 · 23 May 2026 · 1,804 accessesView PDFCite
Research ArticleOpen accessIn the keywordsComparison of Collinearity Indices for Linear Models in Agricultural TrialsDanny Villegas Rivas, José M. Palacios Sánchez, Cristina A. Alzamora Rivero et al.The deleterious consequences of collinearity in linear regression on the precision of estimators of regression coefficients and the interpretability of the fitted model are widely recognized. In this study, we compare several methodologies for assessing collinearity in linear models and explore the effect of outliers on collinearity. The robustness of collinearity measures (individual and overall) is validated through two detailed … …OnLine Journal of Biological Sciences, Vol. 24, Issue 2 · 28 Dec 2023 · 6,491 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMultivariate Option Pricing with Gaussian Mixture Distributions and Mixed CopulasJimbo Henri Claver, Tatanfack Emerson, Shu FelixRecently, it has been reported that the hypothesis proposed by the classical black scholes model to price multivariate options in finance were unrealistic, as such, several other methods have been introduced over the last decades including the copulas methods which uses copulas functions to model the dependence structure of underlying assets. However, the previous work did not take into account … …Journal of Mathematics and Statistics, Vol. 19, Issue 1 · 3 Apr 2023 · 6,511 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA New Family: Σh DistributionsYasser Mohamed Amer, Rania Mustafa ShalabiIn this study, a new method is proposed for generating families of the sum of the hazard functions for two distributions named the Σh distributions. This new family will help in the application of a wider range of life time data. Many new distributions, which are members of the family, are presented with emphasis on the Σh Exponential-Lomax distribution. Details … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 7 Jan 2021 · 7,281 accessesView PDFCite
Research ArticleOpen accessIn the keywordsUncertainty Assessment for the Buckling Analysis of Glass Columns with Random ParametersMohammad Momeni, Chiara BedonLoad-bearing elements composed of glass, as known, are often susceptible to buckling collapse mechanisms. This intrinsic characteristic (and thus potential limitation for design) typically derives from the use of relatively small thicknesses to cover large spans and surfaces, thus resulting in a multitude of columns, beams, or plates that are characterized by high slenderness. In the literature, accordingly, several and … …International Journal of Structural Glass and Advanced Materials Research, Vol. 4, Issue 1 · 22 Dec 2020 · 6,295 accessesView PDFCite