2 articles for “MonteCarlo Simulation”

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Research ArticleOpen accessIn the keywordsStatistical Size and Power of Eight Normality Tests in Presence of GARCH (1 1) ErrorsJulio César Alonso, Daniela EstradaIn this work, we assess the power and size of eight normality tests underthe assumption that errors follow a GARCH (1, 1) process by using MonteCarlo simulations. Four results stand out. First, the presence of a GARCH(1, 1) process increases the probability of making type I error. Second, Pearsonnormality test is recommended if it is assumed that errors follow a … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 11 Feb 2019 · 6,992 accessesView PDF Cite

Research ArticleOpen accessIn the abstractNON-INVASIVE OPTICAL METHOD FOR EPIDERMAL THICKNESS ESTIMATIONAdrian Pena, Miguel Arronte, Eduardo De Posada et al.A non-invasive method to determine epidermal thickness from the intensity of transmitted visible light is proposed. A simple model for passing light through the epidermis layers, then measuring what is transmitted back out of the surface, is implemented by using the Montecarlo method. Simulations revealed that the transmittance is linearly dependent on the thickness of the epidermis and so demonstrated … …OnLine Journal of Biological Sciences, Vol. 14, Issue 2 · 25 Jun 2014 · 7,478 accessesView PDF Cite