THE WEIBULL LENGTH BIASED DISTRIBUTION -PROPERTIES AND ESTIMATION-

Size: px
Start display at page:

Download "THE WEIBULL LENGTH BIASED DISTRIBUTION -PROPERTIES AND ESTIMATION-"

Transcription

1 THE WEIBULL LENGTH BIASED DISTIBUTION -POPETIES AND ESTIMATION- By S. A. Shaba Nama Ahme Bourssa I.S.S. aro Uversy I.N.P.S. Algers Uversy ABSTAT The legh-base verso of he Webull srbuo kow as Webull leghbase WLB srbuo s cosere s show ha s umoal hroughou examg s shape. Oher properes of he srbuo were sue such as he momes a he hazar rae fuco. I s show ha he hazar fuco s upse bahub shape for values of he shape parameer ha are less ha uy a creasg oherwse. Bayesa a o Bayesa esmao problems are also cosere. a umercal example s rouce for llusrao. Keywors: Legh-base Hazar rae fuco elably fuco Webull srbuo Mome meho Maxmum lkelhoo esmaes Bayesa esmaes. MS 000: Prmary: 60E05 secoary: 6E5 6F0 a 6F5. - INTODUTION The cocep of weghe srbuo ca be race o Fsher hs paper The suy of effec of mehos of ascerame upo esmao of frequeces 94; whle hs of legh-base samplg was rouce by ox 96 see Pall 00. These wo coceps f varous applcaos bomecal area such as famly hsory a sease survval a ermeae eves a laecy pero of AIDS ue o bloo rasfuso Gupa a Akma 995. The suy of huma famles a wllfe populaos was he subjec of a arcle evelope by Pall a ao 978. Pall e al. 986 presee a ls of he mos commo forms of he wegh fuco useful scefc a sascal leraure as well as some basc heorems for weghe srbuos a sze-base; as specal case hey arrve a he cocluso ha he legh-base verso of some mxure

2 of scree srbuos arses as a mxure of he legh-base verso of hese srbuos. Gupa a Trpah 990 sue he error mae f a orary srbuo s use sea of he legh-base verso hs error was ame as ype III error or moelg error by ao Gupa a Trpah 990. They erve a geeral form for hs error whe he raom varable uer suy follows a we class of scree srbuos kow as mofe power seres srbuo. The resuls were apple o suy he famly hsory a seases usg he Posso a he geeralze Posso srbuos. Gupa a Trpah 996 sue he weghe verso of he bvarae hree-parameer logarhmc seres srbuo whch has applcaos may fels such as: ecology socal a behavoral sceces a speces abuace sues. They frs erve he weghe verso of hs srbuo a gave a explc form for he probably mass fuco a he probably geerag fuco he legh-base case. Much work was oe o characerze relaoshps bewee orgal srbuos a her legh base versos. A able for some basc srbuos a her legh base forms s gve by Pall a ao 978 such as Logormal Gamma Pareo Bea srbuo. Kharee 989 presee a useful resul by gvg a relaoshp bewee he orgal raom varable X a s legh-base verso Y whe X s eher Iverse Gaussa or Gamma srbuo. He showe ha he legh-base raom varable Y ca be wre as a lear combao of he orgal raom varable X a a ch-square raom varable Z a versely he orgal raom varable ca be characerze hrough hs relaoshp. elaoshps he coex of relably were reae by several auhors such as Pall e al. 986 Ja e al. 989 Gupa a Krma 990 a recely by Oulye a George 00; I hese works he survval fuco he falure rae a he mea resual lfe fuco of he legh-base srbuo were expresse relao wh hese of he orgal srbuo. Webull srbuo plays a mpora role lfe esg a relably sues. I was rouce by he Swesh sces Wallo Webull 95 Kapur a Saxea 00. If X s a raom varable havg he Webull srbuo s pf akes he form: g x x exp x x 0 > 0 > 0 -

3 Where: s he shape parameer a scale parameer. The Webull srbuo s very flexble a hs s ue o s ably moelg boh creasg > a ecreasg < falure raes. The Webull srbuo has he followg rh mome: r r r E X r - I hs pa per he legh-base verso of he webulll srbuo s cosere whch has may applcaos foresry a lfe esg. Le T be a o egave raom varable T s sa o have he Webull legh-base srbuo wll be abbrevae as WLB f s esy fuco s gve by: f e > 0 > 0 - The esy - ca be obae by combg he efo of he legh- base srbuo gve by: g f -4 E a he esy of he orgal srbuo -. Ths srbuo ca be explae as follows: Suppose ha he lfemes of a gve sample of ems s Webull a ha he ems oes have he same chace of beg selece bu each oe s selece accorg o s legh or lfe legh he he resulg srbuo s o Webull bu Webull legh-base. I ca be oe ha - s a geeralze gamma as efe by Sacy 96 wh parameers η k.the WLB srbuo clues he gamma srbuo as specal case. The relably fuco of he WLB srbuo s gve by: γ The umeraor represes he complee gamma fuco efe as: -5 x a γ a x e -6 0 The rh mome assocae wh - s:

4 E T r r r r -7 The same resul ca be obae by usg he momes of he orgal srbuo Webull va he followg relaoshp: r r r E X r E T f. g -8 E X E X 0 0 The res of he paper s orgaze as follows: he shape of he WLB srbuo a s hazar rae fuco are sue secos wo a hree respecvely. Bayesa a o Bayesa esmao problems are cosere seco four. A umercal example s gve seco fve o llusrae he above mehos. - THE SHAPE: The shape of he esy fuco gve - ca be clarfe by suyg hs fuco efe over he posve real le [0 ] a he behavor of s ervave as follows: -- Lms a ervaves of he fuco We have: - lm f lm exp 0 0 bu: lm 0 a lmexp 0 resuls ha: 0 lm f lm f If we pu lm exp z he above lm ca be rewre as: - 4

5 lm bu : f lm lm z exp z lm f 0 z z exp z from hs follows ha 0 - Secoly we suy he ervave sce he fuco f a s logarhm are maxmze a he same po a orer o smplfy calculaos we wll ake he ervave of he logarhm of he fuco f gve by l f l l l l - Takg he ervave of hs fuco wh respec o yels: l f Equag hs ervave o zero gves: The he ervave s equal zero a 0 egave for values of ha excee 0 a posve oherwse. To verfy f he po 0 0 s a maxmum or mmum he seco ervave of f wh respec o s erve whch s equal o: l f -5 Ths quay s egave for all values of. From he above resuls he fuco f creases akes s maxmum a 0 he ecreases aga. The followg fgure llusraes some of he possble shapes of he esy f for specfe values of. The scale parameer was ake o be uy sce oes fluece he shape of hs fuco. 5

6 Fgure : The esy fuco of he WLB srbuo f The shape of he srbuo ca be sue more eals usg he followg wo coeffces. -- oeffce of skewess: Deoe by Sk he coeffce of skewess eables us o kow f he srbuo uer suy s symmerc or o s efe by: µ Sk -6 σ Where: µ s he hr mome abou he mea a σ s he saar evao of he srbuo. The skewess s zero for symmercal srbuos posve for skewe rgh srbuos a egave f he srbuo s skewe o he lef Frak a Alhoe 994 hs meas ha he sg of he coeffce caes he reco of he skew. From equao - for r a equao -. eplacg hem equao -6 gves: SK

7 I ca be oe from -7 ha he coeffce of skewess of he WLB srbuo oes epe o he scale parameer a s fuco of he shape parameer oly he we ca wre as Sk. Numercal vesgao of Sk caes ha he WLB srbuo s symmerc for.448 -a hs po he mea s equal o he mea - posvely skewe wh a al o he rgh for values <.448 a egavely skewe wh a al o he lef for >.448. I pracce more aeo s gve o he frs case.e. for < oeffce of kuross: Deoe by Kur he coeffce of kuross measures he flaess of he op a s efe by: µ Kur 4-8 σ 4 The kuross s equal zero for he ormal srbuo posve for he more all a slm curves ha he ormal oe he eghborhoo of he moe hs case he srbuo s sa o be lepokurc. I s egave for playkurc srbuos.e. flaer ha he ormal srbuo. Usg he momes from - a he varace from - he coeffce of kuross for he WLBD s gve by: Kur Kur s also a fuco o he parameer oly a ca be wre as Kur Kur he Kuross s posve for values of he shape parameer ha are.64 or > he he WLB srbuo s curve s lepokurc h s playcurc for.64 < sce he coeffce s egave for hs case. I s ear zero he eghborhoo of each of he wo pos. 7

8 -HAZAD ATE FUNTION The hazar rae fuco s efe by he rao / F e h γ f akes he form: - I orer o suy he behavor of hs hazar rae we apply resuls of Glaser 980 gve he form of lemma -. Lemma -: Le T be a couous raom varable wh wce ffereable esy f fuco f. Defe he quay η where f eoe he frs ervave f of he esy fuco wh respec o. suppose ha he frs ervave of η -ame η - exss. Glaser gave he followg resuls for more eals see Glaser If η < 0 for all >0 he he hazar rae s mooocally ecreasg falure rae DF. - If η > 0 for all >0 he he hazar rae s mooocally creasg falure rae IF. - If here exss 0 such ha > 0 η for all 0 < < 0 ; 0 0 η a η < 0 for all > 0. I ao o ha lm f 0 ; he he hazar rae s upse ow 0 bahub shape UBT. 4- If here exss 0 such ha η < 0 for all 0<< 0 ; 0 0 all > 0. Ag o ha η a η > 0 lm f. cosequeces ha he hazar rae s 0 bahub shape BT. For WLB srbuo we beg by compug he quay η ; by frs akg he ervave of he esy fuco gve - wh respec o whch s gve by: f f f - Dvg boh ses of he equao - by he measure f we oba: η akg s ervave wh respec o yels: η - Accorg o he values of he shape parameer : for 8

9 - For < s easly see ha he hr par of he lemma follows; where 0 s soluo of. I resuls ha he hazar rae s UBT η shape. - For η whch s srcly posve fuco for all values of. I resuls from he lemma 4- ha h s IF hs case also he WLBD reuces o gamma srbuo wh parameer k wh a creasg hazar rae. - For > η > 0 for all he he hazar rae s mooocally creasg IF; hs agrees wh he heorem gve Gupa a Krma 990 whch cae ha he legh-base verso preserves he IF propery of he orgal raom varable. These resuls ca be summarze hrough he followg heorem: Theorem -: le T be a o egave raom varable havg he Webull legh-base srbuo; he s hazar rae h s IF for values of he shape parameer ha are greaer or equal oe a UBT oherwse meas for 0 < <. The shapes of he hazar rae of he WLB srbuo for specal values of he shape parameer are llusrae fgure he scale parameer was ake o be he uy sce oes fluece he shape of he hazar ra 9

10 Fgure : The Hazar rae of he WLB srbuo for gve values of h ESTIMATION I hs seco esmaes of he wo parameers of he WLB srbuo a he relably fuco are obae by he meho of mome maxmum lkelhoo meho a Bayesa a approxmae Bayesa meho -usg Lley s expaso- assumg epee o-formave pror for each parameer. 4-- Mome esmaes Ths meho follows by equag he populao momes from -7 o he sample momes hs yels he followg sysem of wo equaos: * * * * * * * * Solvg hs sysem wll yel * * 4--a 4--b he mome s esmaes of a respecvely. These esmaes are geerally use as al values for he maxmum lkelhoo meho whe o close form exss for he MLE a he ormal equaos ees o be solve eravely. eplacg hese esmaes he formula of he relably -5 yels: 0

11 * * γ * * 4- * Ths esmae ca be calle he mome esmae of he relably fuco. 4-- Maxmum lkelhoo esmaes MLE: Suppose ha a sample was raw from - he he logarhm of he lkelhoo s gve by: l l l l l 4- Dffereag 4- wh respec o a urs a equag he ervaves o zero we ge he followg ormal equaos: a l l l 0 Ψ 4-4-b Where he Ps-fuco Ψ a s efe as he ervave of he logarhm of he gamma fuco wh respec o a. see he Habook of Mahemacal Fucos 970 page 59 a Ψ a l a a>0 4-5 a a The Ps-fuco s kow as gamma fuco whch ca be approxmae by: Ψ a ~ l a a a 0a 5a The sysem 4-4-a 4-4-b ca be reuce o oly oe equao by exracg from he frs equao: 4-7 A replace he seco oe.e. equao 4-4-b we oba:

12 0 l l l l l Ψ χ 4-8 Ths olear equao oes seem o have a close form soluo a mus be solve eravely o oba he esmae of he shape parameer whch wll be replace 4-7 o ge he MLE of he scale parameer. Or he sysem of he wo equaos ca be solve smulaeously. The asympoc expece varace-covarace marx of he esmaes ca be obae by verg he formao marx see he Appex wh elemes ha are egaves of he expece values of he seco ervaves of he lkelhoo fuco wh respec o he parameers a : l E I 4-9-a Ψ l l E I I 4-9-b Ψ l ξ l E I Ψ Ψ l 4-9-c Where s he ervave of he gamma fuco ca be approxmae by akg he ervave of 4-6 a Ψ. a z ξ s ema s zea fuco see Grashey a yzhk 965 pages:07-07 s efe by: 0 0 exp exp z z a a z a z ξ 4-0 By replacg z a a by her values or formula we ge: 0 0 exp exp ξ 4- The he varace-covarace marx of he esmaes of he parameers ca be obae by verg he formao marx as follows:

13 I I Var ov Var 4- I I ov Var A observe varace-covarace marx ca be obae also by replacg he MLE he formao marx a verg whou akg expecaos Specal cases: If oe of he wo parameers s kow we have he followg resuls: - If he shape parameer s kow he MLE of he scale parameer s gve by: 4--a Wh varace Var 4--b - If he scale parameer s kow he MLE of he shape parameer ca be obae by solvg equao 4-4-b afer replacg by a s varace s obae by verg 4-9-c a replacg by oo Maxmum lkelhoo esmae of he relably fuco The relably fuco ca be regare as a parameer a ees o be esmae. Usg he varace propery of he maxmum lkelhoo meho he MLE of he relably ca be obae by replacg a he maxmum lkelhoo esmaes of a he formula -5 s gve by γ 4-4 Usg Taylor expaso of orer oe abou he parameer esmaes of we ca wre:

14 By akg he expecao of he above formula a from he properes of he MLE resuls ha s asympocally ubase esmae of wh varace: V V V OV 4-5 Where he varaces a covaraces of he maxmum lkelhoo esmaes of he parameers were gve he marx Bayes esmaes: Suppose ha a lle formao s avalable abou he parameers a he he approprae pror for hs case assumg epeece s: π 4-6 : beg he sg of proporoaly. Usg Bayes heorem whch combes he lkelhoo fuco wh he pror gve 4-6 we oba he followg jo poseror: π / T exp l 4-7 Usg a square error loss fuco he Bayes esmaes of ay fuco of parameers s s poseror expecao gve by: E Ω u η / 4-8 u η π η / η Ω π η / η Where η s a parameer whch s hs case η or s equal o oe of he wo parameers f he oher oe s kow a Ω s he parameer space. Whe he aalycal meho s o aracable we refer o umercal egrao o oba he Bayes esmaes Bayes esmae of he scale parameer : Pug u η u 4-8 a usg he poseror 4-7 we ge he Bayes esmae of he scale parameer by a rao of wo egrals hs meas: ~ π / T 00 E / T 4-9-a 00 π / T Where s he ormalzg cosa; s gve by: 4

15 0 l l exp 4-9-b A 0 l l exp 4-9-c The varace of he Bayes esmae of scale parameer ca be obae by applyg he followg formula: / / ~ T E T E Var 5-9- The seco poseror mome ca be obae by seg η u u 4-8 a usg he poseror 4-7 hs yel: / / / T T T E π π 4-9-e 0 l l exp 4-9-f No close form soluos have bee fou for he egrals 4-9-b 4-9-c a 4-9-f whe boh parameers are ukow a umercal egrao s ecessary o evaluae hem. If we suppose ha he shape parameer s kow he egrals 4-9-a a 4-9-b wll am close form soluos he Bayes esmae of he scale parameer a s varace are ecal o hose of he maxmum lkelhoo meho gve by 4-- a 4--b The shape parameer : Seg η u u 4-8 a usg he poseror 4-7 we ge he Bayes esmae of he shape parameer by a rao of wo egrals hs meas: / / / ~ T T T E π π 4-0-a The eomaor was gve by equao 4-9-b gve a he umeraor s gve by: 5

16 0 4 l l exp 4-0-b A / / / T T T E π π 4-0-c 0 5 l l exp 4-0- The varace of he Bayes esmae of he shape parameer s he gve by: 4 5 / / ~ T E T E Var 4-0-e Whe he scale parameer s kow he egrals 4-9-b 4-0-b 4-0- o have a close form expresso a wll reuce o: 0 l exp 4--a 0 4 l exp 4--b 0 5 l exp 4--c The boh cases kow or ukow umercal egrao s ecessary o evaluae hese egrals The relably fuco: Pug u u η 4-8 a usg he poseror 4-7 we ge he Bayes esmae of he shape parameer by a rao of wo egrals hs meas: 6

17 ~ / π / T 0 0 E T Wh: 0 0 π / T γ 6 A s varace ca be obae from: exp l 4--a 4--b Var ~ E / T E / T 4--c Where: π / T 00 E / T 00 π / T γ exp l e No close form soluos exs for he egrals 4--a a 4--b eve f oe of he wo parameers s kow hese egrals ca be compue va umercal egrao Approxmae Bayes esmaes: Whe he egrals occurrg Bayesa aalyss o am close form soluo we refer o umercal egrao o f a soluo as was suggese he precee seco. Lley 980 gave a alerave meho o approxmae he egrals ha occur Bayesa sascs. The form of rao of egrals cosere by Lley 980 s as gve bellow: w η exp l η v η exp l η η η 4- Where: η η η L ηm s he parameer l η s he logarhm of he lkelhoo fuco a w. v. are arbrary fucos of η. Le v η π η he pror esy of he parameer η w η u η π η a ρ η l π η he rao 4-5 wll be he 7

18 poseror expecao of he fuco u η uer square error loss fuco a we wre: u η exp l η ρ η η E u η / 4-4 exp l η ρ η η Ths rao s equvale o he rao gve 4-8; The basc ea o evaluae s o expa o Taylor seres he fucos volve abou he maxmum lkelhoo η of η hs lea o he followg formula where he frs erm ome s O : E u η / ~ u uj u ρ j σ j ljk ul σ j σ 4-5 kl j j k Where each suffx eoes ffereao oce wh respec o he varable havg ha suffx; hs meas: l η u η u η ρ η l jk uj u ρ ec. σ j s he j eleme η η η η η η η j k j of he varace covarace-marx wh elemes ha are he verse of egaves of he seco ervaves of he log lkelhoo wh respec o he parameers. All he quaes 4-5 are o be evaluae a he MLE of a he summao ru over all suffxes from oe o m he mesoaly of. Lley 980 gave he oe parameer a woparameer verso of 4-5 as follows: For he oe- parameer case: 4 E u η/ ~ u η u uρ σ luσ 4-6-a Where: u η u η ρ l l u u ρ l σ l l η η η η η A for he wo-parameer case: E u η / ~ u σ u u ρ σ u u ρ σ u u ρ σ u u ρ u u σ σ l0 σ l uσ σ u σ σ σ l u σσ σ uσσ l0 u σσ uσ 4-6-b All he quaes 4-6-a a 4-6-b are o be evaluae a he MLE of he parameer η. All he eee resuls o ge he approxmae Bayes esmaes are gve he appex. 8

19 4-4-- The scale parameer Pug u η u 4-4 we ge he Bayes esmae of he scale parameer. Takg he ervaves of he fuco uη whch respec o each parameer ur yel: u u u u 0 u. eplacg hese ervaves wh he above resuls evaluae a he MLE of he parameers 4-6-b gves: ~ 4-7-a By he same way we pu u η u whch has ervaves u u u u u 0 o ge s poseror seco mome. E / 4-7-b If we suppose ha he shape parameer s kow he approxmae Bayes esmae of he scale parameer a s varace are gve by: ~ ~ 4-7-a ~ ~ Var Var Var 4-7-b Ths meas ha he MLE he Bayes a approxmae Bayes esmaes are ecal a have he same varace The shape parameer Seg u η u whch has ervaves u u 0 u u u 4-4 gves he Bayes esmae of he shape parameer. Usg he ervaves of he fuco uη a he resuls gve he appex. eplacg hem 4-6-b gves: ~ 4-8-a a we pu also u η orer o oba he varace he ervaves of he fuco "u" hs case are: u u u u u 0. Ths gves: E / 4-8-b If we suppose ha he scale parameer s kow we ge: 9

20 4 A D B A D 4-8-c A D B A D 4-8- Wh: l Ψ Ψ A 6l 6 Ψ Ψ B l 4 D l 4-8-e The relably fuco: To f he esmae of he relably fuco we se u u η 4-4 he ervaves of he relably fuco are gve he appex such ha u u u u u hs yel: u ~ 4-9-a To ge he seco poseror mome of he relably fuco we pu he frs a he seco ervaves of hs fuco are: u u u η u u u u a u we ge: / E 4-9-b - If we suppose ha he shape parameer s kow we ge: f 4-9-c f f 4-9- Where s he WLB esy evaluae a he MLE of he ukow parameers. f - If he scale parameer s assume o be kow we ge 0

21 A B A D D 4-9-e 4 A B A D D 4-9-f 4 5-NUMEIAL EXAMPLE To llusrae he above formulas a mehos he followg aa were ake from Gupa a Akma 998 hey represe mllo of revoluos o falure for ball beargs fague es: These aa have bee prevously fe assumg Webull logormal Iverse Gaussa a legh-base verse Gaussa. The Kolmogorov-Smrov es oes rejec ha hs aa come from a WLB srbuo. Some properes of he sample were compue such as he meat 7. 4 he varace VT.44 0 he Skeweess Sk.008 a kuross Kur 0.96 ; from he values of hese wo las coeffces he srbuo of hs aa s posve skewe rgh a lepokurc. The parameers of he sample were esmae umercally sce here was o close form for hem excep whe s kow he sysem 4--a a 4--b was solve umercally a yels he mome esmaes * *.56 a whch were use as al values for he ormal equaos 4-4-a a 4-4-b o oba he maxmum lkelhoo esmaes. Bayes a approxmae Bayes esmaes were also obae a he resuls are gve he followg able: Table MLE Bayes a approxmae Bayes esmaes of he parameers a her varaces. Parameers Esmaes MLE BE ABE

22 *.: Icaes he varace : MLE: maxmum lkelhoo esmaes :BE: Bayesa esmaes : ABE: Approxmae Bayes esmae. We observe ha he esmaes of he shape a he scale parameers are close a he Bayes oe have he smalles varace for he wo parameers. The relably fuco was evaluae for cera values of me by boh classcal a Bayesa mehos he resuls are gve able below: Table Mome MLE Bayes a approxmae Bayes esmaes of he relably fuco wh varaces Esmaes ~ * ~ Approxmae mome esmae MLE Bayes esmae Bayes esmae Tme * * From able we observe ha * ~ ~ a are sgushable whle preses a slgh fferece. The approxmae meho gves he smalles varaces for all values of "".

23 APPENDIX The followg resuls are useful o compue he approxmae Bayes esmaes A-- The ervaves of he log lkelhoo fuco: The log lkelhoo fuco of he WLB srbuo was gve equao 4- seco four. The seco ervaves of hs fuco evaluae a he MLE are gve by: l l 0 l l l l l0 l l Ψ Ψ A- Takg he egaves of hese quaes wll gve he observe formao marx whch wll be vere o f he observe varace-covarace marx wh elemes: l 0 l σ σ V A- l l 0 σ σ The hr ervaves of he log lkelhoo fuco evaluae a he MLE s are gve by: l l l l 0 l l l l 0 Ψ 6Ψ l 4 Ψ l 6 6l A- 4 A-- The ervaves of he logarhm of he pror fuco: The logarhm of he pror esy s gve by: ρ l π l l Dffereag hs fuco wh respec o each parameer ur we ge:

24 ρ ρ ρ ρ A-4 A-- The ervaves of he relably fuco: By ffereag he relably fuco gve -5 we ge wh respec o a ur we ge: A--- The frs ervaves: exp f l I f Ψ A-5 A---The seco ervaves: f Ψ l l f Ψ Ψ A-6 l l l Ψ Ψ I I f Where: x x e x x I 0 l x e x x I x 0 l 4

25 EFENES Abramowz M. a Segu I Habook of Mahemacal fucos wh formulas graphs a mahemacal ables. Dover Publcaos Ic.New york. Frak H. a Alhoe S Sascs coceps a applcaos. ambrge Uversy Press Grea Bra. Glaser.E Bahub a relae falure rae characerzao. J. Amer. Sascal Assoc Vol Gupa.. a Akma H.O O he relably sues of a weghe verse Gaussa moel. Joural of Sascal Plag a Iferece Gupa.. a Krma S. N. V. A The role of weghe srbuo sochasc moelg. ommu. Sas. Theory Meh Gupa.. a Trpah Effec of legh-base samplg o he moelg error. ommucao sascs Theory Meh Gupa.. a Trpah Weghe bvarae logarhmc seres srbuos. ommu. Sas. Theory Meh Grashey I.S. a yzhk I.M. 965: Table of egrals seres a proucs. Acaemc press Ic. New York a Loo. Ja K. SghH. a Baga I elaos for relably measures of weghe srbuos.. ommu. Sas. Theory Meh Kapur J.N. a Saxea H Mahemacal sascs 0h eo S. ha & ompay LTD New Delh Ia repr 00. Kharee haracerzao of Iverse-Gaussa a Gamma srbuos Through her legh-base srbuos. IEEE Trasacos o elably Lley D.V. 980.Approxmae Bayesa Mehos. Trabojos e Esasca Vol Olyee B.O. a George E.O.00. O sochasc Iequales a comparsos of relably measures for weghe srbuos. Mahemacal Problems Egeerg. Vol.8 -. Pall G.P. 00. Weghe srbuos. Ecyclopea of Evromecs Vol Joho Wley & Sos. 5

26 Pall G.P. a ao Weghe srbuos a sze-base samplg wh applcao o wllfe populaos a huma famles. Bomercs Pall G.P. a ao.. a aaparkh M.V O scree weghe srbuos a her use moel choce for observe aa.. ommu. Sas. Theory Meh Sacy E.W. 96: A geeralzao of he gamma srbuo A. Mah. Sa. Vol

Continuous Time Markov Chains

Continuous Time Markov Chains Couous me Markov chas have seay sae probably soluos f a oly f hey are ergoc, us lke scree me Markov chas. Fg he seay sae probably vecor for a couous me Markov cha s o more ffcul ha s he scree me case,

More information

Chapter 3: Maximum-Likelihood & Bayesian Parameter Estimation (part 1)

Chapter 3: Maximum-Likelihood & Bayesian Parameter Estimation (part 1) Aoucemes Reags o E-reserves Proec roosal ue oay Parameer Esmao Bomercs CSE 9-a Lecure 6 CSE9a Fall 6 CSE9a Fall 6 Paer Classfcao Chaer 3: Mamum-Lelhoo & Bayesa Parameer Esmao ar All maerals hese sles were

More information

Use of Non-Conventional Measures of Dispersion for Improved Estimation of Population Mean

Use of Non-Conventional Measures of Dispersion for Improved Estimation of Population Mean Amerca Joural of Operaoal esearch 06 6(: 69-75 DOI: 0.59/.aor.06060.0 Use of o-coveoal Measures of Dsperso for Improve Esmao of Populao Mea ubhash Kumar aav.. Mshra * Alok Kumar hukla hak Kumar am agar

More information

(1) Cov(, ) E[( E( ))( E( ))]

(1) Cov(, ) E[( E( ))( E( ))] Impac of Auocorrelao o OLS Esmaes ECON 3033/Evas Cosder a smple bvarae me-seres model of he form: y 0 x The four key assumpos abou ε hs model are ) E(ε ) = E[ε x ]=0 ) Var(ε ) =Var(ε x ) = ) Cov(ε, ε )

More information

The Poisson Process Properties of the Poisson Process

The Poisson Process Properties of the Poisson Process Posso Processes Summary The Posso Process Properes of he Posso Process Ierarrval mes Memoryless propery ad he resdual lfeme paradox Superposo of Posso processes Radom seleco of Posso Pos Bulk Arrvals ad

More information

Reliability Analysis of Sparsely Connected Consecutive-k Systems: GERT Approach

Reliability Analysis of Sparsely Connected Consecutive-k Systems: GERT Approach Relably Aalyss of Sparsely Coece Cosecuve- Sysems: GERT Approach Pooa Moha RMSI Pv. L Noa-2131 poalovely@yahoo.com Mau Agarwal Deparme of Operaoal Research Uversy of Delh Delh-117, Ia Agarwal_maulaa@yahoo.com

More information

The Mean Residual Lifetime of (n k + 1)-out-of-n Systems in Discrete Setting

The Mean Residual Lifetime of (n k + 1)-out-of-n Systems in Discrete Setting Appled Mahemacs 4 5 466-477 Publshed Ole February 4 (hp//wwwscrporg/oural/am hp//dxdoorg/436/am45346 The Mea Resdual Lfeme of ( + -ou-of- Sysems Dscree Seg Maryam Torab Sahboom Deparme of Sascs Scece ad

More information

Moments of Order Statistics from Nonidentically Distributed Three Parameters Beta typei and Erlang Truncated Exponential Variables

Moments of Order Statistics from Nonidentically Distributed Three Parameters Beta typei and Erlang Truncated Exponential Variables Joural of Mahemacs ad Sascs 6 (4): 442-448, 200 SSN 549-3644 200 Scece Publcaos Momes of Order Sascs from Nodecally Dsrbued Three Parameers Bea ype ad Erlag Trucaed Expoeal Varables A.A. Jamoom ad Z.A.

More information

Key words: Fractional difference equation, oscillatory solutions,

Key words: Fractional difference equation, oscillatory solutions, OSCILLATION PROPERTIES OF SOLUTIONS OF FRACTIONAL DIFFERENCE EQUATIONS Musafa BAYRAM * ad Ayd SECER * Deparme of Compuer Egeerg, Isabul Gelsm Uversy Deparme of Mahemacal Egeerg, Yldz Techcal Uversy * Correspodg

More information

Density estimation III.

Density estimation III. Lecure 6 esy esmao III. Mlos Hausrec mlos@cs..eu 539 Seo Square Oule Oule: esy esmao: Bomal srbuo Mulomal srbuo ormal srbuo Eoeal famly aa: esy esmao {.. } a vecor of arbue values Objecve: ry o esmae e

More information

COMPARISON OF ESTIMATORS OF PARAMETERS FOR THE RAYLEIGH DISTRIBUTION

COMPARISON OF ESTIMATORS OF PARAMETERS FOR THE RAYLEIGH DISTRIBUTION COMPARISON OF ESTIMATORS OF PARAMETERS FOR THE RAYLEIGH DISTRIBUTION Eldesoky E. Affy. Faculy of Eg. Shbee El kom Meoufa Uv. Key word : Raylegh dsrbuo, leas squares mehod, relave leas squares, leas absolue

More information

FALL HOMEWORK NO. 6 - SOLUTION Problem 1.: Use the Storage-Indication Method to route the Input hydrograph tabulated below.

FALL HOMEWORK NO. 6 - SOLUTION Problem 1.: Use the Storage-Indication Method to route the Input hydrograph tabulated below. Jorge A. Ramírez HOMEWORK NO. 6 - SOLUTION Problem 1.: Use he Sorage-Idcao Mehod o roue he Ipu hydrograph abulaed below. Tme (h) Ipu Hydrograph (m 3 /s) Tme (h) Ipu Hydrograph (m 3 /s) 0 0 90 450 6 50

More information

International Journal Of Engineering And Computer Science ISSN: Volume 5 Issue 12 Dec. 2016, Page No.

International Journal Of Engineering And Computer Science ISSN: Volume 5 Issue 12 Dec. 2016, Page No. www.jecs. Ieraoal Joural Of Egeerg Ad Compuer Scece ISSN: 19-74 Volume 5 Issue 1 Dec. 16, Page No. 196-1974 Sofware Relably Model whe mulple errors occur a a me cludg a faul correco process K. Harshchadra

More information

Density estimation III. Linear regression.

Density estimation III. Linear regression. Lecure 6 Mlos Hauskrec mlos@cs.p.eu 539 Seo Square Des esmao III. Lear regresso. Daa: Des esmao D { D D.. D} D a vecor of arbue values Obecve: r o esmae e uerlg rue probabl srbuo over varables X px usg

More information

θ = θ Π Π Parametric counting process models θ θ θ Log-likelihood: Consider counting processes: Score functions:

θ = θ Π Π Parametric counting process models θ θ θ Log-likelihood: Consider counting processes: Score functions: Paramerc coug process models Cosder coug processes: N,,..., ha cou he occurreces of a eve of eres for dvduals Iesy processes: Lelhood λ ( ;,,..., N { } λ < Log-lelhood: l( log L( Score fucos: U ( l( log

More information

Comparison of the Bayesian and Maximum Likelihood Estimation for Weibull Distribution

Comparison of the Bayesian and Maximum Likelihood Estimation for Weibull Distribution Joural of Mahemacs ad Sascs 6 (2): 1-14, 21 ISSN 1549-3644 21 Scece Publcaos Comarso of he Bayesa ad Maxmum Lkelhood Esmao for Webull Dsrbuo Al Omar Mohammed Ahmed, Hadeel Salm Al-Kuub ad Noor Akma Ibrahm

More information

4. THE DENSITY MATRIX

4. THE DENSITY MATRIX 4. THE DENSTY MATRX The desy marx or desy operaor s a alerae represeao of he sae of a quaum sysem for whch we have prevously used he wavefuco. Alhough descrbg a quaum sysem wh he desy marx s equvale o

More information

FORCED VIBRATION of MDOF SYSTEMS

FORCED VIBRATION of MDOF SYSTEMS FORCED VIBRAION of DOF SSES he respose of a N DOF sysem s govered by he marx equao of moo: ] u C] u K] u 1 h al codos u u0 ad u u 0. hs marx equao of moo represes a sysem of N smulaeous equaos u ad s me

More information

14. Poisson Processes

14. Poisson Processes 4. Posso Processes I Lecure 4 we roduced Posso arrvals as he lmg behavor of Bomal radom varables. Refer o Posso approxmao of Bomal radom varables. From he dscusso here see 4-6-4-8 Lecure 4 " arrvals occur

More information

Chapter 8. Simple Linear Regression

Chapter 8. Simple Linear Regression Chaper 8. Smple Lear Regresso Regresso aalyss: regresso aalyss s a sascal mehodology o esmae he relaoshp of a respose varable o a se of predcor varable. whe here s jus oe predcor varable, we wll use smple

More information

Available online Journal of Scientific and Engineering Research, 2014, 1(1): Research Article

Available online  Journal of Scientific and Engineering Research, 2014, 1(1): Research Article Avalable ole wwwjsaercom Joural o Scec ad Egeerg Research, 0, ():0-9 Research Arcle ISSN: 39-630 CODEN(USA): JSERBR NEW INFORMATION INEUALITIES ON DIFFERENCE OF GENERALIZED DIVERGENCES AND ITS APPLICATION

More information

Solution set Stat 471/Spring 06. Homework 2

Solution set Stat 471/Spring 06. Homework 2 oluo se a 47/prg 06 Homework a Whe he upper ragular elemes are suppressed due o smmer b Le Y Y Y Y A weep o he frs colum o oba: A ˆ b chagg he oao eg ad ec YY weep o he secod colum o oba: Aˆ YY weep o

More information

Mathematical Formulation

Mathematical Formulation Mahemacal Formulao The purpose of a fe fferece equao s o appromae he paral ffereal equao (PE) whle maag he physcal meag. Eample PE: p c k FEs are usually formulae by Taylor Seres Epaso abou a po a eglecg

More information

Fully Fuzzy Linear Systems Solving Using MOLP

Fully Fuzzy Linear Systems Solving Using MOLP World Appled Sceces Joural 12 (12): 2268-2273, 2011 ISSN 1818-4952 IDOSI Publcaos, 2011 Fully Fuzzy Lear Sysems Solvg Usg MOLP Tofgh Allahvraloo ad Nasser Mkaelvad Deparme of Mahemacs, Islamc Azad Uversy,

More information

Least Squares Fitting (LSQF) with a complicated function Theexampleswehavelookedatsofarhavebeenlinearintheparameters

Least Squares Fitting (LSQF) with a complicated function Theexampleswehavelookedatsofarhavebeenlinearintheparameters Leas Squares Fg LSQF wh a complcaed fuco Theeampleswehavelookedasofarhavebeelearheparameers ha we have bee rg o deerme e.g. slope, ercep. For he case where he fuco s lear he parameers we ca fd a aalc soluo

More information

Mixed Integral Equation of Contact Problem in Position and Time

Mixed Integral Equation of Contact Problem in Position and Time Ieraoal Joural of Basc & Appled Sceces IJBAS-IJENS Vol: No: 3 ed Iegral Equao of Coac Problem Poso ad me. A. Abdou S. J. oaquel Deparme of ahemacs Faculy of Educao Aleadra Uversy Egyp Deparme of ahemacs

More information

Efficient Estimators for Population Variance using Auxiliary Information

Efficient Estimators for Population Variance using Auxiliary Information Global Joural of Mahemacal cece: Theor ad Praccal. IN 97-3 Volume 3, Number (), pp. 39-37 Ieraoal Reearch Publcao Houe hp://www.rphoue.com Effce Emaor for Populao Varace ug Aular Iformao ubhah Kumar Yadav

More information

QR factorization. Let P 1, P 2, P n-1, be matrices such that Pn 1Pn 2... PPA

QR factorization. Let P 1, P 2, P n-1, be matrices such that Pn 1Pn 2... PPA QR facorzao Ay x real marx ca be wre as AQR, where Q s orhogoal ad R s upper ragular. To oba Q ad R, we use he Householder rasformao as follows: Le P, P, P -, be marces such ha P P... PPA ( R s upper ragular.

More information

Solution of Impulsive Differential Equations with Boundary Conditions in Terms of Integral Equations

Solution of Impulsive Differential Equations with Boundary Conditions in Terms of Integral Equations Joural of aheacs ad copuer Scece (4 39-38 Soluo of Ipulsve Dffereal Equaos wh Boudary Codos Ters of Iegral Equaos Arcle hsory: Receved Ocober 3 Acceped February 4 Avalable ole July 4 ohse Rabba Depare

More information

Regression Approach to Parameter Estimation of an Exponential Software Reliability Model

Regression Approach to Parameter Estimation of an Exponential Software Reliability Model Amerca Joural of Theorecal ad Appled Sascs 06; 5(3): 80-86 hp://www.scecepublshggroup.com/j/ajas do: 0.648/j.ajas.060503. ISSN: 36-8999 (Pr); ISSN: 36-9006 (Ole) Regresso Approach o Parameer Esmao of a

More information

Some Probability Inequalities for Quadratic Forms of Negatively Dependent Subgaussian Random Variables

Some Probability Inequalities for Quadratic Forms of Negatively Dependent Subgaussian Random Variables Joural of Sceces Islamc epublc of Ira 6(: 63-67 (005 Uvers of ehra ISSN 06-04 hp://scecesuacr Some Probabl Iequales for Quadrac Forms of Negavel Depede Subgaussa adom Varables M Am A ozorga ad H Zare 3

More information

RATIO ESTIMATORS USING CHARACTERISTICS OF POISSON DISTRIBUTION WITH APPLICATION TO EARTHQUAKE DATA

RATIO ESTIMATORS USING CHARACTERISTICS OF POISSON DISTRIBUTION WITH APPLICATION TO EARTHQUAKE DATA The 7 h Ieraoal as of Sascs ad Ecoomcs Prague Sepember 9-0 Absrac RATIO ESTIMATORS USING HARATERISTIS OF POISSON ISTRIBUTION WITH APPLIATION TO EARTHQUAKE ATA Gamze Özel Naural pulaos bolog geecs educao

More information

Lecture 3 Topic 2: Distributions, hypothesis testing, and sample size determination

Lecture 3 Topic 2: Distributions, hypothesis testing, and sample size determination Lecure 3 Topc : Drbuo, hypohe eg, ad ample ze deermao The Sude - drbuo Coder a repeaed drawg of ample of ze from a ormal drbuo of mea. For each ample, compue,,, ad aoher ac,, where: The ac he devao of

More information

Fault Tolerant Computing. Fault Tolerant Computing CS 530 Probabilistic methods: overview

Fault Tolerant Computing. Fault Tolerant Computing CS 530 Probabilistic methods: overview Probably 1/19/ CS 53 Probablsc mehods: overvew Yashwa K. Malaya Colorado Sae Uversy 1 Probablsc Mehods: Overvew Cocree umbers presece of uceray Probably Dsjo eves Sascal depedece Radom varables ad dsrbuos

More information

As evident from the full-sample-model, we continue to assume that individual errors are identically and

As evident from the full-sample-model, we continue to assume that individual errors are identically and Maxmum Lkelhood smao Greee Ch.4; App. R scrp modsa, modsb If we feel safe makg assumpos o he sascal dsrbuo of he error erm, Maxmum Lkelhood smao (ML) s a aracve alerave o Leas Squares for lear regresso

More information

The Linear Regression Of Weighted Segments

The Linear Regression Of Weighted Segments The Lear Regresso Of Weghed Segmes George Dael Maeescu Absrac. We proposed a regresso model where he depede varable s made o up of pos bu segmes. Ths suao correspods o he markes hroughou he da are observed

More information

Determination of Antoine Equation Parameters. December 4, 2012 PreFEED Corporation Yoshio Kumagae. Introduction

Determination of Antoine Equation Parameters. December 4, 2012 PreFEED Corporation Yoshio Kumagae. Introduction refeed Soluos for R&D o Desg Deermao of oe Equao arameers Soluos for R&D o Desg December 4, 0 refeed orporao Yosho Kumagae refeed Iroduco hyscal propery daa s exremely mpora for performg process desg ad

More information

Partial Molar Properties of solutions

Partial Molar Properties of solutions Paral Molar Properes of soluos A soluo s a homogeeous mxure; ha s, a soluo s a oephase sysem wh more ha oe compoe. A homogeeous mxures of wo or more compoes he gas, lqud or sold phase The properes of a

More information

Convexity Preserving C 2 Rational Quadratic Trigonometric Spline

Convexity Preserving C 2 Rational Quadratic Trigonometric Spline Ieraoal Joural of Scefc a Researc Publcaos, Volume 3, Issue 3, Marc 3 ISSN 5-353 Covexy Preservg C Raoal Quarac Trgoomerc Sple Mrula Dube, Pree Twar Deparme of Maemacs a Compuer Scece, R. D. Uversy, Jabalpur,

More information

Linear Regression Linear Regression with Shrinkage

Linear Regression Linear Regression with Shrinkage Lear Regresso Lear Regresso h Shrkage Iroduco Regresso meas predcg a couous (usuall scalar oupu from a vecor of couous pus (feaures x. Example: Predcg vehcle fuel effcec (mpg from 8 arbues: Lear Regresso

More information

AML710 CAD LECTURE 12 CUBIC SPLINE CURVES. Cubic Splines Matrix formulation Normalised cubic splines Alternate end conditions Parabolic blending

AML710 CAD LECTURE 12 CUBIC SPLINE CURVES. Cubic Splines Matrix formulation Normalised cubic splines Alternate end conditions Parabolic blending CUIC SLINE CURVES Cubc Sples Marx formulao Normalsed cubc sples Alerae ed codos arabolc bledg AML7 CAD LECTURE CUIC SLINE The ame sple comes from he physcal srume sple drafsme use o produce curves A geeral

More information

The Bernstein Operational Matrix of Integration

The Bernstein Operational Matrix of Integration Appled Mahemacal Sceces, Vol. 3, 29, o. 49, 2427-2436 he Berse Operaoal Marx of Iegrao Am K. Sgh, Vee K. Sgh, Om P. Sgh Deparme of Appled Mahemacs Isue of echology, Baaras Hdu Uversy Varaas -225, Ida Asrac

More information

Upper Bound For Matrix Operators On Some Sequence Spaces

Upper Bound For Matrix Operators On Some Sequence Spaces Suama Uer Bou formar Oeraors Uer Bou For Mar Oeraors O Some Sequece Saces Suama Dearme of Mahemacs Gaah Maa Uersy Yogyaara 558 INDONESIA Emal: suama@ugmac masomo@yahoocom Isar D alam aer aa susa masalah

More information

Asymptotic Behavior of Solutions of Nonlinear Delay Differential Equations With Impulse

Asymptotic Behavior of Solutions of Nonlinear Delay Differential Equations With Impulse P a g e Vol Issue7Ver,oveber Global Joural of Scece Froer Research Asypoc Behavor of Soluos of olear Delay Dffereal Equaos Wh Ipulse Zhag xog GJSFR Classfcao - F FOR 3 Absrac Ths paper sudes he asypoc

More information

Real-Time Systems. Example: scheduling using EDF. Feasibility analysis for EDF. Example: scheduling using EDF

Real-Time Systems. Example: scheduling using EDF. Feasibility analysis for EDF. Example: scheduling using EDF EDA/DIT6 Real-Tme Sysems, Chalmers/GU, 0/0 ecure # Updaed February, 0 Real-Tme Sysems Specfcao Problem: Assume a sysem wh asks accordg o he fgure below The mg properes of he asks are gve he able Ivesgae

More information

VARIATIONAL ITERATION METHOD FOR DELAY DIFFERENTIAL-ALGEBRAIC EQUATIONS. Hunan , China,

VARIATIONAL ITERATION METHOD FOR DELAY DIFFERENTIAL-ALGEBRAIC EQUATIONS. Hunan , China, Mahemacal ad Compuaoal Applcaos Vol. 5 No. 5 pp. 834-839. Assocao for Scefc Research VARIATIONAL ITERATION METHOD FOR DELAY DIFFERENTIAL-ALGEBRAIC EQUATIONS Hoglag Lu Aguo Xao Yogxag Zhao School of Mahemacs

More information

Probability Bracket Notation and Probability Modeling. Xing M. Wang Sherman Visual Lab, Sunnyvale, CA 94087, USA. Abstract

Probability Bracket Notation and Probability Modeling. Xing M. Wang Sherman Visual Lab, Sunnyvale, CA 94087, USA. Abstract Probably Bracke Noao ad Probably Modelg Xg M. Wag Sherma Vsual Lab, Suyvale, CA 94087, USA Absrac Ispred by he Drac oao, a ew se of symbols, he Probably Bracke Noao (PBN) s proposed for probably modelg.

More information

ON TESTING EXPONENTIALITY AGAINST NBARFR LIFE DISTRIBUTIONS

ON TESTING EXPONENTIALITY AGAINST NBARFR LIFE DISTRIBUTIONS STATISTICA, ao LII,. 4, ON TESTING EPONENTIALITY AGAINST NBARR LIE DISTRIBUTIONS M. A. W. Mahmoud, N. A. Abdul Alm. INTRODUCTION AND DEINITIONS Tesg expoealy agas varous classes of lfe dsrbuos has go a

More information

8. Queueing systems lect08.ppt S Introduction to Teletraffic Theory - Fall

8. Queueing systems lect08.ppt S Introduction to Teletraffic Theory - Fall 8. Queueg sysems lec8. S-38.45 - Iroduco o Teleraffc Theory - Fall 8. Queueg sysems Coes Refresher: Smle eleraffc model M/M/ server wag laces M/M/ servers wag laces 8. Queueg sysems Smle eleraffc model

More information

The algebraic immunity of a class of correlation immune H Boolean functions

The algebraic immunity of a class of correlation immune H Boolean functions Ieraoal Coferece o Advaced Elecroc Scece ad Techology (AEST 06) The algebrac mmuy of a class of correlao mmue H Boolea fucos a Jgla Huag ad Zhuo Wag School of Elecrcal Egeerg Norhwes Uversy for Naoales

More information

Modeling of the linear time-variant channel. Sven-Gustav Häggman

Modeling of the linear time-variant channel. Sven-Gustav Häggman Moelg of he lear me-vara chael Sve-Gusav Häggma 2 1. Characerzao of he lear me-vara chael 3 The rasmsso chael (rao pah) of a rao commucao sysem s mos cases a mulpah chael. Whe chages ae place he propagao

More information

Brownian Motion and Stochastic Calculus. Brownian Motion and Stochastic Calculus

Brownian Motion and Stochastic Calculus. Brownian Motion and Stochastic Calculus Browa Moo Sochasc Calculus Xogzh Che Uversy of Hawa a Maoa earme of Mahemacs Seember, 8 Absrac Ths oe s abou oob decomoso he bascs of Suare egrable margales Coes oob-meyer ecomoso Suare Iegrable Margales

More information

An Efficient Dual to Ratio and Product Estimator of Population Variance in Sample Surveys

An Efficient Dual to Ratio and Product Estimator of Population Variance in Sample Surveys "cece as True Here" Joural of Mahemacs ad ascal cece, Volume 06, 78-88 cece gpos Publshg A Effce Dual o Rao ad Produc Esmaor of Populao Varace ample urves ubhash Kumar Yadav Deparme of Mahemacs ad ascs

More information

For the plane motion of a rigid body, an additional equation is needed to specify the state of rotation of the body.

For the plane motion of a rigid body, an additional equation is needed to specify the state of rotation of the body. The kecs of rgd bodes reas he relaoshps bewee he exeral forces acg o a body ad he correspodg raslaoal ad roaoal moos of he body. he kecs of he parcle, we foud ha wo force equaos of moo were requred o defe

More information

Fundamentals of Speech Recognition Suggested Project The Hidden Markov Model

Fundamentals of Speech Recognition Suggested Project The Hidden Markov Model . Projec Iroduco Fudameals of Speech Recogo Suggesed Projec The Hdde Markov Model For hs projec, s proposed ha you desg ad mpleme a hdde Markov model (HMM) ha opmally maches he behavor of a se of rag sequeces

More information

Midterm Exam. Tuesday, September hour, 15 minutes

Midterm Exam. Tuesday, September hour, 15 minutes Ecoomcs of Growh, ECON560 Sa Fracsco Sae Uvers Mchael Bar Fall 203 Mderm Exam Tuesda, Sepember 24 hour, 5 mues Name: Isrucos. Ths s closed boo, closed oes exam. 2. No calculaors of a d are allowed. 3.

More information

Numerical Methods for a Class of Hybrid. Weakly Singular Integro-Differential Equations.

Numerical Methods for a Class of Hybrid. Weakly Singular Integro-Differential Equations. Ale Mahemacs 7 8 956-966 h://www.scr.org/joural/am ISSN Ole: 5-7393 ISSN Pr: 5-7385 Numercal Mehos for a Class of Hybr Wealy Sgular Iegro-Dffereal Equaos Shhchug Chag Dearme of Face Chug Hua Uversy Hschu

More information

IMPROVED PORTFOLIO OPTIMIZATION MODEL WITH TRANSACTION COST AND MINIMAL TRANSACTION LOTS

IMPROVED PORTFOLIO OPTIMIZATION MODEL WITH TRANSACTION COST AND MINIMAL TRANSACTION LOTS Vol.7 No.4 (200) p73-78 Joural of Maageme Scece & Sascal Decso IMPROVED PORTFOLIO OPTIMIZATION MODEL WITH TRANSACTION COST AND MINIMAL TRANSACTION LOTS TIANXIANG YAO AND ZAIWU GONG College of Ecoomcs &

More information

Least squares and motion. Nuno Vasconcelos ECE Department, UCSD

Least squares and motion. Nuno Vasconcelos ECE Department, UCSD Leas squares ad moo uo Vascocelos ECE Deparme UCSD Pla for oda oda we wll dscuss moo esmao hs s eresg wo was moo s ver useful as a cue for recogo segmeao compresso ec. s a grea eample of leas squares problem

More information

The Signal, Variable System, and Transformation: A Personal Perspective

The Signal, Variable System, and Transformation: A Personal Perspective The Sgal Varable Syem ad Traformao: A Peroal Perpecve Sherv Erfa 35 Eex Hall Faculy of Egeerg Oule Of he Talk Iroduco Mahemacal Repreeao of yem Operaor Calculu Traformao Obervao O Laplace Traform SSB A

More information

-distributed random variables consisting of n samples each. Determine the asymptotic confidence intervals for

-distributed random variables consisting of n samples each. Determine the asymptotic confidence intervals for Assgme Sepha Brumme Ocober 8h, 003 9 h semeser, 70544 PREFACE I 004, I ed o sped wo semesers o a sudy abroad as a posgraduae exchage sude a he Uversy of Techology Sydey, Ausrala. Each opporuy o ehace my

More information

Learning of Graphical Models Parameter Estimation and Structure Learning

Learning of Graphical Models Parameter Estimation and Structure Learning Learg of Grahal Models Parameer Esmao ad Sruure Learg e Fukumzu he Isue of Sasal Mahemas Comuaoal Mehodology Sasal Iferee II Work wh Grahal Models Deermg sruure Sruure gve by modelg d e.g. Mxure model

More information

M2S1 - EXERCISES 8: SOLUTIONS

M2S1 - EXERCISES 8: SOLUTIONS MS - EXERCISES 8: SOLUTIONS. As X,..., X P ossoλ, a gve that T ˉX, the usg elemetary propertes of expectatos, we have E ft [T E fx [X λ λ, so that T s a ubase estmator of λ. T X X X Furthermore X X X From

More information

Other Topics in Kernel Method Statistical Inference with Reproducing Kernel Hilbert Space

Other Topics in Kernel Method Statistical Inference with Reproducing Kernel Hilbert Space Oher Topcs Kerel Mehod Sascal Iferece wh Reproducg Kerel Hlber Space Kej Fukumzu Isue of Sascal Mahemacs, ROIS Deparme of Sascal Scece, Graduae Uversy for Advaced Sudes Sepember 6, 008 / Sascal Learg Theory

More information

Optimal Eye Movement Strategies in Visual Search (Supplement)

Optimal Eye Movement Strategies in Visual Search (Supplement) Opmal Eye Moveme Sraeges Vsual Search (Suppleme) Jr Naemk ad Wlso S. Gesler Ceer for Percepual Sysems ad Deparme of Psychology, Uversy of exas a Aus, Aus X 787 Here we derve he deal searcher for he case

More information

EE 6885 Statistical Pattern Recognition

EE 6885 Statistical Pattern Recognition EE 6885 Sascal Paer Recogo Fall 005 Prof. Shh-Fu Chag hp://www.ee.columba.edu/~sfchag Lecure 5 (9//05 4- Readg Model Parameer Esmao ML Esmao, Chap. 3. Mure of Gaussa ad EM Referece Boo, HTF Chap. 8.5 Teboo,

More information

A note on Turán number Tk ( 1, kn, )

A note on Turán number Tk ( 1, kn, ) A oe o Turá umber T (,, ) L A-Pg Beg 00085, P.R. Cha apl000@sa.com Absrac: Turá umber s oe of prmary opcs he combaorcs of fe ses, hs paper, we wll prese a ew upper boud for Turá umber T (,, ). . Iroduco

More information

A Comparison of AdomiansDecomposition Method and Picard Iterations Method in Solving Nonlinear Differential Equations

A Comparison of AdomiansDecomposition Method and Picard Iterations Method in Solving Nonlinear Differential Equations Global Joural of Scece Froer Research Mahemacs a Decso Sceces Volume Issue 7 Verso. Jue Te : Double Bl Peer Revewe Ieraoal Research Joural Publsher: Global Jourals Ic. (USA Ole ISSN: 49-466 & Pr ISSN:

More information

Complementary Tree Paired Domination in Graphs

Complementary Tree Paired Domination in Graphs IOSR Joural of Mahemacs (IOSR-JM) e-issn: 2278-5728, p-issn: 239-765X Volume 2, Issue 6 Ver II (Nov - Dec206), PP 26-3 wwwosrjouralsorg Complemeary Tree Pared Domao Graphs A Meeaksh, J Baskar Babujee 2

More information

Iterated Bernstein polynomial approximations

Iterated Bernstein polynomial approximations Ieraed Berse polyomal approxmaos arxv:0909.0684v3 [mah.ca] 16 Oc 2009 Zhog Gua Deparme of Mahemacal Sceces, Idaa Uversy Souh Bed, 1700 Mshawaka Aveue, P.O. Box 7111 Souh Bed, IN 46634-7111, U.S.A. zgua@usb.edu

More information

Solution. The straightforward approach is surprisingly difficult because one has to be careful about the limits.

Solution. The straightforward approach is surprisingly difficult because one has to be careful about the limits. ose ad Varably Homewor # (8), aswers Q: Power spera of some smple oses A Posso ose A Posso ose () s a sequee of dela-fuo pulses, eah ourrg depedely, a some rae r (More formally, s a sum of pulses of wdh

More information

FD-RBF for Partial Integro-Differential Equations with a Weakly Singular Kernel

FD-RBF for Partial Integro-Differential Equations with a Weakly Singular Kernel Apple a Compuaoal Mahemacs 5; 4(6): 445-45 Publshe ole Ocober 5 (hp://www.scecepublshggroup.com//acm) o:.648/.acm.546.7 ISS: 38-565 (Pr); ISS: 38-563 (Ole) FD-RBF for Paral Iegro-Dffereal Equaos wh a Weakly

More information

Density estimation. Density estimations. CS 2750 Machine Learning. Lecture 5. Milos Hauskrecht 5329 Sennott Square

Density estimation. Density estimations. CS 2750 Machine Learning. Lecture 5. Milos Hauskrecht 5329 Sennott Square Lecure 5 esy esmao Mlos Hauskrec mlos@cs..edu 539 Seo Square esy esmaos ocs: esy esmao: Mamum lkelood ML Bayesa arameer esmaes M Beroull dsrbuo. Bomal dsrbuo Mulomal dsrbuo Normal dsrbuo Eoeal famly Noaramerc

More information

Real-time Classification of Large Data Sets using Binary Knapsack

Real-time Classification of Large Data Sets using Binary Knapsack Real-me Classfcao of Large Daa Ses usg Bary Kapsack Reao Bru bru@ds.uroma. Uversy of Roma La Sapeza AIRO 004-35h ANNUAL CONFERENCE OF THE ITALIAN OPERATIONS RESEARCH Sepember 7-0, 004, Lecce, Ialy Oule

More information

Cyclically Interval Total Colorings of Cycles and Middle Graphs of Cycles

Cyclically Interval Total Colorings of Cycles and Middle Graphs of Cycles Ope Joural of Dsree Mahemas 2017 7 200-217 hp://wwwsrporg/joural/ojdm ISSN Ole: 2161-7643 ISSN Pr: 2161-7635 Cylally Ierval Toal Colorgs of Cyles Mddle Graphs of Cyles Yogqag Zhao 1 Shju Su 2 1 Shool of

More information

Cyclone. Anti-cyclone

Cyclone. Anti-cyclone Adveco Cycloe A-cycloe Lorez (963) Low dmesoal aracors. Uclear f hey are a good aalogy o he rue clmae sysem, bu hey have some appealg characerscs. Dscusso Is he al codo balaced? Is here a al adjusme

More information

Bianchi Type II Stiff Fluid Tilted Cosmological Model in General Relativity

Bianchi Type II Stiff Fluid Tilted Cosmological Model in General Relativity Ieraoal Joural of Mahemacs esearch. IN 0976-50 Volume 6, Number (0), pp. 6-7 Ieraoal esearch Publcao House hp://www.rphouse.com Bach ype II ff Flud led Cosmologcal Model Geeral elay B. L. Meea Deparme

More information

Redundancy System Fault Sampling Under Imperfect Maintenance

Redundancy System Fault Sampling Under Imperfect Maintenance A publcao of CHEMICAL EGIEERIG TRASACTIOS VOL. 33, 03 Gues Edors: Erco Zo, Pero Barald Copyrgh 03, AIDIC Servz S.r.l., ISB 978-88-95608-4-; ISS 974-979 The Iala Assocao of Chemcal Egeerg Ole a: www.adc./ce

More information

Estimation of Stress- Strength Reliability model using finite mixture of exponential distributions

Estimation of Stress- Strength Reliability model using finite mixture of exponential distributions Iteratoal Joural of Computatoal Egeerg Research Vol, 0 Issue, Estmato of Stress- Stregth Relablty model usg fte mxture of expoetal dstrbutos K.Sadhya, T.S.Umamaheswar Departmet of Mathematcs, Lal Bhadur

More information

Stability analysis for stochastic BAM nonlinear neural network with delays

Stability analysis for stochastic BAM nonlinear neural network with delays Joural of Physcs: Coferece Seres Sably aalyss for sochasc BAM olear eural ework wh elays o ce hs arcle: Z W Lv e al 8 J Phys: Cof Ser 96 4 Vew he arcle ole for upaes a ehacemes Relae coe - Robus sably

More information

Bayes Estimator for Exponential Distribution with Extension of Jeffery Prior Information

Bayes Estimator for Exponential Distribution with Extension of Jeffery Prior Information Malaysa Joural of Mathematcal Sceces (): 97- (9) Bayes Estmator for Expoetal Dstrbuto wth Exteso of Jeffery Pror Iformato Hadeel Salm Al-Kutub ad Noor Akma Ibrahm Isttute for Mathematcal Research, Uverst

More information

Quantum Mechanics II Lecture 11 Time-dependent perturbation theory. Time-dependent perturbation theory (degenerate or non-degenerate starting state)

Quantum Mechanics II Lecture 11 Time-dependent perturbation theory. Time-dependent perturbation theory (degenerate or non-degenerate starting state) Pro. O. B. Wrgh, Auum Quaum Mechacs II Lecure Tme-depede perurbao heory Tme-depede perurbao heory (degeerae or o-degeerae sarg sae) Cosder a sgle parcle whch, s uperurbed codo wh Hamloa H, ca exs a superposo

More information

Solving fuzzy linear programming problems with piecewise linear membership functions by the determination of a crisp maximizing decision

Solving fuzzy linear programming problems with piecewise linear membership functions by the determination of a crisp maximizing decision Frs Jo Cogress o Fuzzy ad Iellge Sysems Ferdows Uversy of Mashhad Ira 9-3 Aug 7 Iellge Sysems Scefc Socey of Ira Solvg fuzzy lear programmg problems wh pecewse lear membershp fucos by he deermao of a crsp

More information

Density estimation III.

Density estimation III. Lecure 4 esy esmao III. Mlos Hauskrec mlos@cs..edu 539 Seo Square Oule Oule: esy esmao: Mamum lkelood ML Bayesa arameer esmaes MP Beroull dsrbuo. Bomal dsrbuo Mulomal dsrbuo Normal dsrbuo Eoeal famly Eoeal

More information

Some Improved Estimators for Population Variance Using Two Auxiliary Variables in Double Sampling

Some Improved Estimators for Population Variance Using Two Auxiliary Variables in Double Sampling Vplav Kumar gh Rajeh gh Deparme of ac Baara Hdu Uver Varaa-00 Ida Flore maradache Uver of ew Meco Gallup UA ome Improved Emaor for Populao Varace Ug Two Aular Varable Double amplg Publhed : Rajeh gh Flore

More information

Fresnel Equations cont.

Fresnel Equations cont. Lecure 12 Chaper 4 Fresel quaos co. Toal eral refleco ad evaesce waves Opcal properes of meals Laer: Famlar aspecs of he eraco of lgh ad maer Fresel quaos r 2 Usg Sell s law, we ca re-wre: r s s r a a

More information

Comparing Different Estimators of three Parameters for Transmuted Weibull Distribution

Comparing Different Estimators of three Parameters for Transmuted Weibull Distribution Global Joural of Pure ad Appled Mathematcs. ISSN 0973-768 Volume 3, Number 9 (207), pp. 55-528 Research Ida Publcatos http://www.rpublcato.com Comparg Dfferet Estmators of three Parameters for Trasmuted

More information

Supplement Material for Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion

Supplement Material for Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion Suppleme Maeral for Iverse Probably Weged Esmao of Local Average Treame Effecs: A Hger Order MSE Expaso Sepe G. Doald Deparme of Ecoomcs Uversy of Texas a Aus Yu-C Hsu Isue of Ecoomcs Academa Sca Rober

More information

A Fuzzy Weight Representation for Inner Dependence Method AHP

A Fuzzy Weight Representation for Inner Dependence Method AHP A Fuzzy Wegh Represeao for Ier Depeece Meho AHP Sh-ch Ohsh 2 Taahro Yamao Heyu Ima 2 Faculy of Egeerg, Hoa-Gaue Uversy Sapporo, 0640926 JAPAN 2 Grauae School of Iformao Scece a Techology, Hoao Uversy Sapporo,

More information

Solving Fuzzy Equations Using Neural Nets with a New Learning Algorithm

Solving Fuzzy Equations Using Neural Nets with a New Learning Algorithm Joural of Advaces Compuer Research Quarerly ISSN: 28-6148 Sar Brach, Islamc Azad Uversy, Sar, I.R.Ira (Vol. 3, No. 4, November 212), Pages: 33-45 www.jacr.ausar.ac.r Solvg Fuzzy Equaos Usg Neural Nes wh

More information

The ray paths and travel times for multiple layers can be computed using ray-tracing, as demonstrated in Lab 3.

The ray paths and travel times for multiple layers can be computed using ray-tracing, as demonstrated in Lab 3. C. Trael me cures for mulple reflecors The ray pahs ad rael mes for mulple layers ca be compued usg ray-racg, as demosraed Lab. MATLAB scrp reflec_layers_.m performs smple ray racg. (m) ref(ms) ref(ms)

More information

General Complex Fuzzy Transformation Semigroups in Automata

General Complex Fuzzy Transformation Semigroups in Automata Joural of Advaces Compuer Research Quarerly pissn: 345-606x eissn: 345-6078 Sar Brach Islamc Azad Uversy Sar IRIra Vol 7 No May 06 Pages: 7-37 wwwacrausaracr Geeral Complex uzzy Trasformao Semgroups Auomaa

More information

JORIND 9(2) December, ISSN

JORIND 9(2) December, ISSN JORIND 9() December, 011. ISSN 1596 8308. www.rascampus.org., www.ajol.o/jourals/jord THE EXONENTIAL DISTRIBUTION AND THE ALICATION TO MARKOV MODELS Usma Yusu Abubakar Deparme o Mahemacs/Sascs Federal

More information

Spike-and-Slab Dirichlet Process Mixture Models

Spike-and-Slab Dirichlet Process Mixture Models Ope oural of Sascs 5-58 hp://dxdoorg/436/os566 Publshed Ole December (hp://wwwscrporg/oural/os) Spke-ad-Slab Drchle Process Mxure Models Ka Cu Wesha Cu Deparme of Sascal Scece Duke Uversy Durham USA School

More information

The textbook expresses the stock price as the present discounted value of the dividend paid and the price of the stock next period.

The textbook expresses the stock price as the present discounted value of the dividend paid and the price of the stock next period. ublc Affars 974 Meze D. Ch Fall Socal Sceces 748 Uversy of Wscos-Madso Sock rces, News ad he Effce Markes Hypohess (rev d //) The rese Value Model Approach o Asse rcg The exbook expresses he sock prce

More information

Continuous Indexed Variable Systems

Continuous Indexed Variable Systems Ieraoal Joural o Compuaoal cece ad Mahemacs. IN 0974-389 Volume 3, Number 4 (20), pp. 40-409 Ieraoal Research Publcao House hp://www.rphouse.com Couous Idexed Varable ysems. Pouhassa ad F. Mohammad ghjeh

More information

SMALL SAMPLE POWER OF BARTLETT CORRECTED LIKELIHOOD RATIO TEST OF COINTEGRATION RANK

SMALL SAMPLE POWER OF BARTLETT CORRECTED LIKELIHOOD RATIO TEST OF COINTEGRATION RANK SALL SAPLE POWER OF BARTLETT CORRECTED LIKELIHOOD RATIO TEST OF COINTEGRATION RANK PIOTR KĘBŁOWSKI 3 ay 5 Asrac I s well-ocumee pheomeo ha he asympoc sruo of he lelhoo rao es of coegrao ra s ffere from

More information

Survival Prediction Based on Compound Covariate under Cox Proportional Hazard Models

Survival Prediction Based on Compound Covariate under Cox Proportional Hazard Models Ieraoal Bomerc Coferece 22/8/3, Kobe JAPAN Survval Predco Based o Compoud Covarae uder Co Proporoal Hazard Models PLoS ONE 7. do:.37/oural.poe.47627. hp://d.plos.org/.37/oural.poe.47627 Takesh Emura Graduae

More information

Final Exam Applied Econometrics

Final Exam Applied Econometrics Fal Eam Appled Ecoomercs. 0 Sppose we have he followg regresso resl: Depede Varable: SAT Sample: 437 Iclded observaos: 437 Whe heeroskedasc-cosse sadard errors & covarace Varable Coeffce Sd. Error -Sasc

More information

The textbook expresses the stock price as the present discounted value of the dividend paid and the price of the stock next period.

The textbook expresses the stock price as the present discounted value of the dividend paid and the price of the stock next period. coomcs 435 Meze. Ch Fall 07 Socal Sceces 748 Uversy of Wscos-Madso Sock rces, News ad he ffce Markes Hypohess The rese Value Model Approach o Asse rcg The exbook expresses he sock prce as he prese dscoued

More information