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52 results for “Monte-Carlo Method”
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Research ArticleOpen accessEvery word in the titlePersian Curve Versus Monte Carlo MethodAbdolrasoul Ranjbaran, Mohammad Ranjbaran, Fatema RanjbaranThe Monte Carlo Simulation method is a powerfultool for solving problems including random variables. The basic idea toimplement a Monte Carlo simulation is to first generate samples of randominputs from their assumed distributionfunctions and then perform a deterministic calculation on the generated randominputs, based on mathematical modeling of the system, to obtain output results.An early version of Monte Carlo simulation … …International Journal of Structural Glass and Advanced Materials Research, Vol. 5, Issue 1 · 6 Jul 2021 · 8,300 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleEvaluation of Subset Matching Methods: Evidence from a Monte Carlo Simulation StudyLateef Amusa, Temesgen Zewotir, Delia NorthIn the absence or infeasibility of experiments, matching methods have increasingly been used in making causal claims using observational data. This paper conducts a Monte Carlo simulation study, based on a household panel survey, to compare the performance of some widely used subset matching methods. The methods include the propensity score caliper matching, Mahalanobis distance matching, and coarsened exact matching. … …American Journal of Applied Sciences, Vol. 16, Issue 3 · 11 Apr 2019 · 7,740 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleReal-Time Simulation Method Using Monte Carlo and Clustering Algorithms: A Case Study Covering Drill Bit WearRodolfo Wilvert Reitz, Paulo José de Freitas FilhoMinimization of the cost of drilling an oil well is primarily achieved by reducing the operation completion time, which in turn can be achieved by increasing the Rate of Penetration (ROP). The ROP is the result of a combination of factors, such as lithological formation, operational parameters and bit wear. This paper addresses bit wear during drilling, using a method … …Journal of Computer Science, Vol. 14, Issue 2 · 27 Feb 2018 · 8,210 accessesView PDFCite
Research ArticleOpen accessEvery word 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 accessEvery word in the titleEstimation under Multicollinearity: A Comparative Approach Using Monte Carlo MethodsD. A. Agunbiade, J. O. IyaniwuraProblem statement: A comparative investigation was done experimentally for 6 different Estimation Techniques of a just-identified simultaneous three-equation econometric model with three multi-collinear exogenous variables. Approach: The aim is to explore in depth the effects of the problems of multicollinearity and examine the sensitivity of findings to increasing sample sizes and increasing number of replications using the mean and total … …Journal of Mathematics and Statistics, Vol. 6, Issue 2 · 30 Jun 2010 · 7,531 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 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
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
Research ArticleOpen accessIn the abstractAbsolute 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 abstractParameter-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