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306 results for “probability”
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Research ArticleOpen accessIn the keywordsApplication of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic TradingAldo Taranto, Shahjahan KhanBi-directional Grid Constrained (BGC) Stochastic Processes (BGCSP) become more constrained the further they drift away from the origin or time axis are examined here. As they drift further away from the time axis, then the greater the likelihood of stopping, as if by two hidden reflective barriers. The theory of BGCSP is applied to a trading environment in which long … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 6 Mar 2021 · 8,524 accessesView PDFCite
Research ArticleOpen accessIn the keywordsDrawdown and Drawup of Bi-Directional Grid Constrained Stochastic ProcessesAldo Taranto, Shahjahan KhanThe Grid Trading Problem (GTP) of mathematical finance, used in portfolio loss minimization, generalized dynamic hedging and algorithmic trading, is researched by examining the impact of the drawdown and drawup of discrete random walks and of Itô diffusions on the Bi-Directional Grid Constrained (BGC) stochastic process for profit Pt and equity Et over time. A comprehensive Discrete Difference Equation (DDE) … …Journal of Mathematics and Statistics, Vol. 16, Issue 1 · 14 Sep 2020 · 9,153 accessesView PDFCite
Research ArticleOpen accessIn the keywordsOn Using Conventional and TL moments for the Estimation of a Mixture of Exponential Distributions, A Theoretical ReviewHabib Ahmed ElsayirThis paper focuses on derivation of a mixture of exponential distribution and Linear Moments (LM) and Trimmed Linear moments (TL) is derived for estimation of its parameters. A comparison was made between L-moments, TL-moments of two component mixture of exponential distributions and conventional moments. In intensive simulation study, empirical study results are in the favor of conventional moments, the reason … …American Journal of Applied Sciences, Vol. 17, Issue 1 · 23 May 2020 · 7,089 accessesView PDFCite
Research ArticleOpen accessIn the keywordsSurvival Analysis of Data of HIV Infected Persons Receiving Antiretroviral Therapy Using a Model-Based Binary Tree ApproachSimon Tiendrébéogo, Blaise Somé, Séni Kouanda, Simplice Dossou-GbétéDiscrete-time approach is used in survival data analysis when only the time interval in which the event of interest has occurred is known or when this event occurs in a discrete - time scale. The work presented in this paper is motivated by the analysis of HIV/AIDS follow-up data collected in Burkina Faso during the 5-YEAR Global Fund program implemented … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 24 Dec 2019 · 6,495 accessesView PDFCite
Research ArticleOpen accessIn the keywordsThe Statistical Examination of Winning and Succeeding in SportsElisee JosephCertain statistical strategies that cater to a particular team's style of play can enable a team to establish a competitive advantage in a sporting event. The purpose of this paper is to cultivate a linear statistical model that contributes to the success of a competitive sporting game between two teams. Using a linear success metric, this paper also examines the … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 26 Apr 2019 · 7,093 accessesView PDFCite
Research ArticleOpen accessIn the keywordsReliability Equivalence Factors of a Parallel System Subject to Weibull Distribution Using Multivariate FGM CopulaNeama Salah Youssef TemrazThis paper analyze a parallel system consisted of n dependent components with lifetimes follow Weibull distribution. FGM Copula in multivariate case is used to generate the reliability function of the original system. Reduction method is introduced to improve system reliability. Other methods of hot, cold and warm duplication are established to improve system reliability. An application using real time data … …American Journal of Applied Sciences, Vol. 15, Issue 1 · 3 Feb 2018 · 7,940 accessesView PDFCite
Research ArticleOpen accessIn the keywordsPrediction Intervals for Future Observations Based on Samples of Random SizesMohammad Z. Raqab, Haroon M. BarakatOn the basis of failure times of an informative sample (X-sample) of random size M of iid continuous random variables, we consider the prediction problem of failure times of another independent future sample (Y-sample) of random size N of iid variables from the same distribution. In this paper, we derive various exact prediction intervals for future failure times from the … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 2 Jan 2018 · 7,902 accessesView PDFCite
Research ArticleOpen accessIn the keywordsProportional 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 keywordsVisual Curvatures of H1N1 Incidences in African, Asian, European, American and Oceanic NationsRamalingam ShanmugamThe World Health Organization (WHO) was worried about the outbreak of H1N1 epidemic worldwide as it consumed several human lives. In a novel manner, this article defines, computes and illustrates the effectiveness of health administrators’ efforts to extinguish pandemic H1N1 using curvature concept. Data on weekly incidences of H1N1 in year 2009 among the nations in Africa, Asia, Europe, Americas … …Current Research in Medicine, Vol. 6, Issue 2 · 29 Oct 2015 · 6,942 accessesView PDFCite
Research ArticleOpen accessIn the keywordsAnalysis of the Tunnel-Support Interaction Through a Probabilistic ApproachPierpaolo OresteThe analysis of the behavior of a tunnel requires the evaluation of numerous parameters, relative to the ground and the support structure and which are generally only known with a certain degree of approximation. The uncertainty of these parameters is reflected on the results of the calculation, that is, on the state of stress in the support structure. In order … …American Journal of Applied Sciences, Vol. 12, Issue 2 · 3 Apr 2015 · 6,983 accessesView PDFCite