Results 11 to 20 of about 7,710 (298)

Estimation of the parameter of L´evy distribution using ranked set sampling [PDF]

open access: yesAUT Journal of Mathematics and Computing, 2021
Ranked set sampling is a statistical technique for data collection that generally leads to more efficient estimators than competitors based on simple random sampling.
Sahar Dorniani   +2 more
doaj   +1 more source

Farlie–Gumbel–Morgenstern Bivariate Moment Exponential Distribution and Its Inferences Based on Concomitants of Order Statistics

open access: yesStats, 2023
In this research, we design the Farlie–Gumbel–Morgenstern bivariate moment exponential distribution, a bivariate analogue of the moment exponential distribution, using the Farlie–Gumbel–Morgenstern approach.
Sasikumar Padmini Arun   +3 more
doaj   +1 more source

Best Linear Unbiased Estimation of the nuclear masses [PDF]

open access: yesAnnals of Nuclear Energy, 2011
This paper presents methods to provide an optimal evaluation of the nuclear masses. The techniques used for this purpose come from data assimilation that allows combining, in an optimal and consistent way, information coming from experiment and from numerical model.
Bertrand Bouriquet, Jean-Philippe Argaud
openaire   +3 more sources

Muth Distribution and Estimation of a Parameter Using Order Statistics

open access: yesStatistica, 2021
In this work, we have considered a lifetime distribution namely Muth distribution and pointed out instances where it appears as a good model to study the stochastic nature of the variable under consideration.
Muhammed Rasheed Irshad   +2 more
doaj   +1 more source

Data‐driven performance metrics for neural network learning

open access: yesInternational Journal of Adaptive Control and Signal Processing, EarlyView., 2023
Summary Effectiveness of data‐driven neural learning in terms of both local mimima trapping and convergence rate is addressed. Such issues are investigated in a case study involving the training of one‐hidden‐layer feedforward neural networks with the extended Kalman filter, which reduces the search for the optimal network parameters to a state ...
Angelo Alessandri   +2 more
wiley   +1 more source

Interval-Valued Linear Model [PDF]

open access: yesInternational Journal of Computational Intelligence Systems, 2015
This paper introduces a new type of statistical model: the interval-valued linear model, which describes the linear relationship between an interval-valued output random variable and real-valued input variables.
Xun Wang, Shoumei Li, Thierry Denœux
doaj   +1 more source

Statistical modelling of rate gyros based on fully overlapping Allan variance

open access: yesIET Science, Measurement & Technology, 2022
Angular random walk and rate random walk are two dominant random noise components which are inherent in almost gyroscopes. Therefore, modelling these noise components accurately is very important. Here, a modified algorithm is proposed for estimating the
Yong Gil Ri   +2 more
doaj   +1 more source

PENDUGAAN PARAMETER REGRESI ROBUST METODE MINIMUM COVARIANCE DETERMINANT DAN METODE TELBS

open access: yesE-Jurnal Matematika, 2023
The parameter estimator on the regression model can be obtained through the ordinary least square (OLS). When there are outliers in the data, OLS cannot be applied because it will produce an unbiased estimator that is not the best linear estimator ...
NI KETUT ZELINA YERISKA   +2 more
doaj   +1 more source

Ancestral Spectrum Analysis With Population-Specific Variants

open access: yesFrontiers in Genetics, 2021
With the advance of sequencing technology, an increasing number of populations have been sequenced to study the histories of worldwide populations, including their divergence, admixtures, migration, and effective sizes.
Gang Shi, Qingmin Kuang
doaj   +1 more source

Consistency of the Estimator for the Common Mean in Fixed-Effect Meta-Analyses

open access: yesAxioms, 2023
Fixed-effect meta-analyses aim to estimate the common mean parameter by the best linear unbiased estimator. Besides unbiasedness, consistency is one of the most fundamental requirements for the common mean estimator to be valid.
Nanami Taketomi, Takeshi Emura
doaj   +1 more source

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