Research ArticleOpen accessIn the abstractLQ-Moments: Application to the Log-Normal distributionAni Shabri, Abdul A. JemainMudolkar and Hutson (1998) extended L-moments to new moment like entitles called LQmoments (LQMOM). The LQMOM are constructed by using functional defining the quick estimators, where the parameters of quick estimator take the values p = 0, α = 1 for the median, p = 1/4, α = 1/4 for the trimean and p = 0.3, α = 1/3 for … …Journal of Mathematics and Statistics, Vol. 2, Issue 3 · 30 Sep 2006 · 6,998 accessesView PDFCite
Research ArticleOpen accessIn the abstractVAR-models for Predicting BiodiversityTonio D. Bettista, S. A. Gattone, Mariagrzia GranturcoThe aim of this work is to introduce a methodology for monitoring diversity of a biological population by using the tool of diversity profiles. In particular, we develop a theory for studying the diversity profile along the temporal axis. We propose forecasting techniques for diversity profile by using the VAR model on multivariate time series of abundance vector and ARMA … …Journal of Mathematics and Statistics, Vol. 1, Issue 4 · 31 Dec 2005 · 6,175 accessesView PDFCite
Research ArticleOpen accessIn the abstractComparison of Bit Error Rate Performance of Multi Tone Channel Utilising De-OQPSK and De-Off Set 16 QAM with Guard IntervalIbrahim A.Z. QatawnehDigital communications systems use Multi tone Channel (MC) transmission techniques with differentially encoded and differentially coherent demodulation. Today there are two principle MC application, one is for the high speed digital subscriber loop and the other is for the broadcasting of digital audio and video signals. In this study the comparison of multi carriers with OQPSK and Offset 16 QAM … …Journal of Computer Science, Vol. 1, Issue 3 · 30 Sep 2005 · 6,847 accessesView PDFCite
Research ArticleOpen accessIn the abstractThe Finite-Sample Bias of the Autoregressive Parameter Under Rank-based EstimationSteven CookMonte Carlo simulation is employed to examine the finite-sample properties of the estimated autoregressive parameter associated with the Dickey-Fuller and rank-based Dickey-Fuller unit root tests. While the downward bias associated with estimator under the Dickey-Fuller test has long been noted in the literature, the corresponding properties for the rank-based test have not been considered previously. The results presented show that … …Journal of Mathematics and Statistics, Vol. 1, Issue 1 · 31 Mar 2005 · 6,239 accessesView PDFCite
Research ArticleOpen accessIn the abstractRange of Medium and High Energy Protons and Alpha Particles in NaI ScintillatorOnder KabadayiWe have calculated the range of proton and alpha particle in NaI scintillator which is a commonly used substance in scintillation detector manufacturing. The stopping power of proton and alpha particle in NaI is calculated first by using the theoretical treatment of Montenegro et al.[1]. The range calculation has been performed by using a technique that we developed in the … …American Journal of Applied Sciences, Vol. 1, Issue 1 · 31 Mar 2004 · 6,946 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordAn Empirical Study of Robust Modified Recursive Fits of Moving Average ModelsMohamed Ali Ismail, Hend A. Auda, Joe W. McKean, Mahmoud Mohamed SadekThe time-series Moving Average (MA) model is a nonlinear model; see, for example. For traditional Least Squares (LS) fits, there are several algorithms to use for computing its fit. Since the model is nonlinear, Fuller discusses a Newton-type step algorithm. proposed a recursive algorithm based on a sequence of three linear LS regressions. In this study, we robustify Koreisha and … …Journal of Mathematics and Statistics, Vol. 18, Issue 1 · 28 Jul 2022 · 5,859 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordAssessing 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