Research ArticleOpen accessIn the abstractHomogeneous Bubbles during Jet Impingement QuenchingM. A. Islam, S. F. AhmedProblem statement: Jet impingement quenching has a very effective and large cooling potential and is a very effective means of cooling for many applications. It gives rise to heterogeneous and/or homogeneous nucleation of bubbles, which is yet to be explored. Approach: Analytically investigate the phenomenon that happened during a brief contact of a water jet impinging on a hot surface. … …American Journal of Applied Sciences, Vol. 7, Issue 6 · 30 Jun 2010 · 7,162 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Theory of the Risks of Venture Capital FinancingEdmund H. MantellProblem statement: There is no general theory analyzing how the time-varying cash flows of venture capitalist financing affect the likelihood of success of a new venture. This research addressed that lacuna in the literature. Approach: Research in the area of venture capital financing was needed because of the importance of new ventures as germinators of technological innovation. The research in … …American Journal of Economics and Business Administration, Vol. 1, Issue 2 · 30 Jun 2009 · 7,760 accessesView PDFCite
Research ArticleOpen accessIn the abstractA New Weighted Rank CorrelationTahani A. Maturi, Ezz H. AbdelfattahProblem Statement: There have been many cases in real life where two independent sources have ranked n objects, with the interest focused on agreement in the top rankings. Spearman's rho and Kendall's tau coefficients assigned equal weights to all rankings. As a result, the literature proposed several weighted correlation coefficients with emphasis on the top rankings, including the top-down, weighted … …Journal of Mathematics and Statistics, Vol. 4, Issue 4 · 31 Dec 2008 · 8,826 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordRisks Ratios of Shrinkage Estimators for the Multivariate Normal MeanAbdenour Hamdaoui, Nadia MezouarWe study the estimation of the mean θ of a multivariate Gaussian random variable X∼Np(θ,σ2Ip) in ℜp, σ2 is unknown and estimated by the chi-square variable S2∼σ2χn2. In this work we are interested in studying bounds and limits of risk ratios of shrinkage estimators to the maximum likelihood estimator X, when n and p tend to infinity. We recall that … …Journal of Mathematics and Statistics, Vol. 13, Issue 2 · 3 Apr 2017 · 7,108 accessesView PDFCite