Search results for: (conditional) proba¬bility distributions

Authors: Ibrahim Garba

Abstract:

This research involved the use of word distributions and morphological knowledge by speakers of Arabic learning English connected different allomorphs in order to realize how the morphology and syntax of English gives meaning through using interactive crossword puzzles (ICP). Fifteen chapters covered with a class of nine learners over an academic year of an intensive English program were reviewed using the ICP. Learners were questioned about how the use of this gaming element enhanced and motivated their learning of English. The findings were positive indicating a successful implementation of ICP both at creational and user levels. This indicated a positive role technology had when learning and teaching English through adopting an interactive gaming element for learning English.

Keywords: Distribution, gaming, interactive-crossword-puzzle, morphology.

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Authors: Josip Visković, Josip Arnerić, Ante Rozga

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Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behavior of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.

Keywords: Central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities.

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Authors: Yilun Shang

Abstract:

In this paper we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process. The transition probability matrix and stationary distribution are derived for the Markov chains concerning connectivity and the number of components. We analyze the algorithm for hitting time regarding disconnectivity. In addition to dynamical properties, we also study topological properties for static snapshots. We obtain the degree distributions as well as asymptotic precise bounds and strong law of large numbers for connectivity threshold distance and the largest nearest neighbor distance amongst others. Both exact results and limit theorems are provided in this paper.

Keywords: random geometric graph, autoregressive process, degree, connectivity, Markovian, wireless network.

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Authors: L. Estrada, D. Torres, H. Toral

Abstract:

In this work, a characterization and modeling of packet loss of a Voice over Internet Protocol (VoIP) communication is developed. The distributions of the number of consecutive received and lost packets (namely gap and burst) are modeled from the transition probabilities of two-state and four-state model. Measurements show that both models describe adequately the burst distribution, but the decay of gap distribution for non-homogeneous losses is better fit by the four-state model. The respective probabilities of transition between states for each model were estimated with a proposed algorithm from a set of monitored VoIP calls in order to obtain representative minimum, maximum and average values for both models.

Keywords: Packet loss, gap and burst distribution, Markovchain, VoIP measurements.

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Authors: L. Mirtskhulava, M. Khunjgurua, N. Lomineishvili, K. Bakuria

Abstract:

Software reliability prediction gives a great opportunity to measure the software failure rate at any point throughout system test. A software reliability prediction model provides with the technique for improving reliability. Software reliability is very important factor for estimating overall system reliability, which depends on the individual component reliabilities. It differs from hardware reliability in that it reflects the design perfection. Main reason of software reliability problems is high complexity of software. Various approaches can be used to improve the reliability of software. We focus on software reliability model in this article, assuming that there is a time redundancy, the value of which (the number of repeated transmission of basic blocks) can be an optimization parameter. We consider given mathematical model in the assumption that in the system may occur not only irreversible failures, but also a failure that can be taken as self-repairing failures that significantly affect the reliability and accuracy of information transfer. Main task of the given paper is to find a time distribution function (DF) of instructions sequence transmission, which consists of random number of basic blocks. We consider the system software unreliable; the time between adjacent failures has exponential distribution.

Keywords: Exponential distribution, conditional mean time to failure, distribution function, mathematical model, software reliability.

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Authors: Thomas Fiedler, Irina V. Belova, Graeme E. Murch

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Lattice Monte Carlo methods are an excellent choice for the simulation of non-linear thermal diffusion problems. In this paper, and for the first time, Lattice Monte Carlo analysis is performed on thermal diffusion combined with convective heat transfer. Laminar flow of water modeled as an incompressible fluid inside a copper pipe with a constant surface temperature is considered. For the simulation of thermal conduction, the temperature dependence of the thermal conductivity of the water is accounted for. Using the novel Lattice Monte Carlo approach, temperature distributions and energy fluxes are obtained.

Keywords: Coupled Analysis, Laminar Flow, Lattice MonteCarlo, Thermal Diffusion

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Authors: J. Levendovszky, I. Koncz, P. Boros

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The paper is concerned with developing stochastic delay mechanisms for efficient multicast protocols and for smooth mobile handover processes which are capable of preserving a given Quality of Service (QoS). In both applications the participating entities (receiver nodes or subscribers) sample a stochastic timer and generate load after a random delay. In this way, the load on the networking resources is evenly distributed which helps to maintain QoS communication. The optimal timer distributions have been sought in different p.d.f. families (e.g. exponential, power law and radial basis function) and the optimal parameter have been found in a recursive manner. Detailed simulations have demonstrated the improvement in performance both in the case of multicast and mobile handover applications.

Keywords: Multicast communication, stochactic delay mechanisms.

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Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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Authors: Chie Obayashi, Hidekazu Tanaka, Yoshiji Takagi

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In multi-parameter family of distributions, conditions for a modified maximum likelihood estimator to be second order admissible are given. Applying these results to the multi-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second order inadmissible. Also, conditions for the Berkson estimator to be second order admissible are given.

Keywords: Berkson estimator, modified maximum likelihood estimator, Multi-parameter logistic regression model, second order admissibility.

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Authors: Arun Kumar, Yousef L. A. Latif, Fugen Daver

Abstract:

Despite the availability of natural disaster related time series data for last 110 years, there is no forecasting tool available to humanitarian relief organizations to determine forecasts for emergency logistics planning. This study develops a forecasting tool based on identifying probability distributions. The estimates of the parameters are used to calculate natural disaster forecasts. Further, the determination of aggregate forecasts leads to efficient pre-disaster planning. Based on the research findings, the relief agencies can optimize the various resources allocation in emergency logistics planning.

Keywords: Humanitarian logistics, relief agencies, probability distribution.

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Authors: A. Abdedou, K. Bouhadef

Abstract:

The present study is an analysis of the forced convection heat transfer in porous channel with an oriented jet at the inlet with uniform velocity and temperature distributions. The upper wall is insulated when the bottom one is kept at constant temperature higher than that of the fluid at the entrance. The dynamic field is analysed by the Brinkman-Forchheimer extended Darcy model and the thermal field is traduced by the energy one equation model. The numerical solution of the governing equations is obtained by using the finite volume method. The results mainly concern the effect of Reynolds number, jet angle and thermal conductivity ratio on the flow structure and local and average Nusselt numbers evolutions.

Keywords: Forced convection, oriented confined jet, porous media.

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Authors: Abd Elrahman Elgamala, N. Darwish, I. Bondouk, Sh. Hamada

Abstract:

Available experimental angular distributions for ⁶Li elastically scattered from ¹⁶O nucleus in the energy range 13.0–50.0 MeV are investigated and reanalyzed using optical model of the conventional phenomenological potential and also using double folding optical model of different interaction models: DDM3Y1, CDM3Y1, CDM3Y2, and CDM3Y3. All the involved models of interaction are of M3Y Paris except DDM3Y1 which is of M3Y Reid and the main difference between them lies in the different values for the parameters of the incorporated density distribution function F(ρ). We have extracted the renormalization factor N_R for ⁶Li+¹⁶O nuclear system in the energy range 13.0–50.0 MeV using the aforementioned interaction models.

Keywords: Elastic scattering, optical model, folding potential, density distribution.

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Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes

Abstract:

In this paper, we consider a drift flux mixture model of the blood flow. The mixture consists of gas phase which is carbon dioxide and liquid phase which is an aqueous carbon dioxide solution. This model was used to determine the distributions of the mixture velocity, the mixture pressure, and the carbon dioxide pressure. These theoretical data are used to determine a measurement method of mean gas pressure through the determination of radial velocity distribution. This method can be applicable in experimental domain.

Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity.

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Authors: Naveed Ur Rehman, Rehan Jamil, Irfan Jamil

Abstract:

In this paper, we regard as a coded transmission over a frequency-selective channel. We plan to study analytically the convergence of the turbo-detector using a maximum a posteriori (MAP) equalizer and a MAP decoder. We demonstrate that the densities of the maximum likelihood (ML) exchanged during the iterations are e-symmetric and output-symmetric. Under the Gaussian approximation, this property allows to execute a one-dimensional scrutiny of the turbo-detector. By deriving the analytical terminology of the ML distributions under the Gaussian approximation, we confirm that the bit error rate (BER) performance of the turbo-detector converges to the BER performance of the coded additive white Gaussian noise (AWGN) channel at high signal to noise ratio (SNR), for any frequency selective channel.

Keywords: MAP, ML, SNR, Decoder, BER, Coded transmission.

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Authors: Shan Gao

Abstract:

This paper treats a discrete-time finite buffer batch arrival queue with a single working vacation and partial batch rejection in which the inter-arrival and service times are, respectively, arbitrary and geometrically distributed. The queue is analyzed by using the supplementary variable and the imbedded Markov-chain techniques. We obtain steady-state system length distributions at prearrival, arbitrary and outside observer-s observation epochs. We also present probability generation function (p.g.f.) of actual waiting-time distribution in the system and some performance measures.

Keywords: Discrete-time, finite buffer, single working vacation, batch arrival, partial rejection.

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Authors: András Király, Tamás Varga, János Abonyi

Abstract:

Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.

Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management

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Authors: Yi Hong, Zhao Yang Dong

Abstract:

This paper presents the performance analysis of space-time trellis codes in orthogonal frequency division multiplexing systems (STTC-OFDMs) over quasi-static frequency selective fading channels. In particular, the effect of channel delay distributions on the code performance is discussed. For a STTCOFDM over multiple-tap channels, two extreme conditions that produce the largest minimum determinant are highlighted. The analysis also proves that the corresponding coding gain increases with the maximum tap delay. The performance of STTC-OFDM, under various channel conditions, is evaluated by simulation. It is shown that the simulation results agree with the performance analysis.

Keywords: Space-time trellis code, OFDM, delay profile.

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Authors: Wanyu Mao, Qiwen Sun, Weiyong Ying, Dingye Fang

Abstract:

The influence of copper promoters and reaction conditions on the formation of alcohols byproducts of a common Fischer-Tropsch synthesis used iron-based catalysts were investigated. A good compromise of 28%Cu/FeKLaSiO2 can lead to the optimization of an improved Fischer-Tropsch catalyst. The product distribution shifts towards hydrocarbons with increasing the reaction temperature, while pressure promotes the formation of alcohols. It was found that the production of either alcohols or hydrocarbons followed A-S-F distributions, and their α parameters were essentially different which indicated a competition in the growing chain between the two species. TPD after acetaldehyde adsorption gave strong evidence of the insertion of a C1 oxygen-containing species into an alkyl chain.

Keywords: Fischer-Tropsch synthesis, Fe-Cu catalyst, alcohols byproducts, reaction pathways

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Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Seasonal variability of nutrients concentration in the Baltic Sea using the 3D ecosystem numerical model 3D-CEMBS has been investigated. Additionally this study shows horizontal and vertical distribution of nutrients in the Baltic Sea. Model domain is an extended Baltic Sea area divided into 600x640 horizontal grid cells. Aside from standard hydrodynamic parameters 3D-CEMBS produces modeled ecological variables such as: three types of phytoplankton, two detrital classes, dissolved oxygen and the nutrients (nitrate, ammonium, phosphate and silicate). The presented model allows prediction of parameters that describe distribution of nutrients concentration and phytoplankton biomass. 3D-CEMBS can be used to study the effect of different hydrodynamic and biogeochemical processes on distributions of these variables in a larger scale.

Keywords: ecosystem model, nutrients, Baltic Sea

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Authors: Min Min Swe Zin

Abstract:

This paper introduces the foundations of Bayesian probability theory and Bayesian decision method. The main goal of Bayesian decision theory is to minimize the expected loss of a decision or minimize the expected risk. The purposes of this study are to review the decision process on the issue of flood occurrences and to suggest possible process for decision improvement. This study examines the problem structure of flood occurrences and theoretically explicates the decision-analytic approach based on Bayesian decision theory and application to flood occurrences in Environmental Engineering. In this study, we will discuss about the flood occurrences upon an annual maximum water level in cm, 43-year record available from 1965 to 2007 at the gauging station of Sagaing on the Ayeyarwady River with the drainage area - 120193 sq km by using Bayesian decision method. As a result, we will discuss the loss and risk of vast areas of agricultural land whether which will be inundated or not in the coming year based on the two standard maximum water levels during 43 years. And also we forecast about that lands will be safe from flood water during the next 10 years.

Keywords: Bayesian decision method, conditional binomial distribution, minimax rules, prior beta distribution.

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Authors: N. Burtebayev, Sh. Hamada, Zh. Kerimkulov, D. K. Alimov, A. V. Yushkov, N. Amangeldi, A. N. Bakhtibaev

Abstract:

The main aim of the current work is to examine if 14N  is candidate to be clusterized nuclei or not. In order to check this  attendance, we have measured the angular distributions for 14N ion  beam elastically scattered on 12C target nuclei at different low  energies; 17.5, 21, and 24.5MeV which are close to the Coulomb  barrier energy for 14N+12C nuclear system. Study of various transfer  reactions could provide us with useful information about the  attendance of nuclei to be in a composite form (core + valence). The  experimental data were analyzed using two approaches;  Phenomenological (Optical Potential) and semi-microscopic (Double  Folding Potential). The agreement between the experimental data and  the theoretical predictions is fairly good in the whole angular range.

 

Keywords: Deuteron Transfer, Elastic Scattering, Optical Model, Double Folding, Density Distribution.

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Authors: Sh. Hamada

Abstract:

The current work aims to study the rainbow like-structure observed in the elastic scattering of alpha particles on both ¹²C and ¹⁶O nuclei. We reanalyzed the experimental elastic scattering angular distributions data for α+¹²C and α+¹⁶O nuclear systems at different energies using both optical model and double folding potential of different interaction models such as: CDM3Y1, DDM3Y1, CDM3Y6 and BDM3Y1. Potential created by BDM3Y1 interaction model has the shallowest depth which reflects the necessity to use higher renormalization factor (N_r). Both optical model and double folding potential of different interaction models fairly reproduce the experimental data.

Keywords: Nuclear rainbow, elastic scattering, optical model, double folding, density distribution.

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Authors: N.Ibrahim, Peter A. Jensen, K. Dam-Johansen, Roshafima.R. Ali, Rafiziana.M. Kasmani

Abstract:

The aim of this study was to investigate the influence of reaction temperature and wheat straw moisture content on the pyrolysis product yields, in the temperature range of 475-575 °C. Samples of straw with moisture contents from 1.5 wt % to 15.0 wt % were fed to a bench scale Pyrolysis Centrifuge Reactor (PCR). The experimental results show that the changes in straw moisture content have no significant effect on the distribution of pyrolysis product yields. The maximum bio-oil yields approximately 60 (wt %, on dry ash free feedstock basis) was observed around 525 °C - 550 °C for all straw moisture levels. The water content in the wet straw bio-oil was the highest. The heating value of bio-oil and solid char were measured and the percentages of its energy distribution were calculated. The energy distributions of bio-oil, char and gas were 56- 69 % 24-33 %, and 2-19 %, respectively.

Keywords: Flash pyrolysis, moisture content, wheat straw, biooil.

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Authors: Elijah Acquah-Andoh

Abstract:

The UK has had its fair share of the shale gas revolutionary waves blowing across the global oil and gas industry at present. Although, its exploitation is widely agreed to have been delayed, shale gas was looked upon favorably by the UK Parliament when they recognized it as genuine energy source and granted licenses to industry to search and extract the resource. This, although a significant progress by industry, there yet remains another test the UK fracking resource must pass in order to render shale gas extraction feasible – it must be economically extractible and sustainably so. Developing unconventional resources is much more expensive and risky, and for shale gas wells, producing in commercial volumes is conditional upon drilling horizontal wells and hydraulic fracturing, techniques which increase CAPEX. Meanwhile, investment in shale gas development projects is sensitive to gas price and technical and geological risks. Using a Two-Factor Model, the economics of the Bowland shale wells were analyzed and the operational conditions under which fracking is profitable in the UK was characterized. We find that there is a great degree of flexibility about Opex spending; hence Opex does not pose much threat to the fracking industry in the UK. However, we discover Bowland shale gas wells fail to add value at gas price of $8/ Mmbtu. A minimum gas price of $12/Mmbtu at Opex of no more than $2/ Mcf and no more than $14.95M Capex are required to create value within the present petroleum tax regime, in the UK fracking industry.

Keywords: Capex, economical, investment, profitability, shale gas development, sustainable.

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Authors: Amir Atrian, Javad Jafari Fesharaki, Gh. Hossein Majzoobi, Mahsa Sheidaee

Abstract:

The analytical solution of functionally graded piezoelectric hollow cylinder which is under radial electric potential and non-axisymmetric thermo-mechanical loads, are presented in this paper. Using complex Fourier series and estimation of power law for variations of material characterizations through the thickness, the electro thermo mechanical behavior of the FGPM cylinder is obtained. The stress and displacement distributions and the effect of electric potential field on the cylinder behavior are also presented and some applicable results are offered at the end of the paper.

Keywords: Analytical, FGM, Fourier series, Non-axisymmetric, Piezoelectric, Thermo-elasticity

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Authors: Goh Chin Hock, Chandan Kumar Chakrabarty, Mohammad Hadi Badjian, Sanjay Devkumar

Abstract:

This paper presents a microstrip meandered open circuited stub with bandstop characteristic. The proposed structure is designed on a high frequency laminate with dielectric constant of 4.0 and board thickness of 0.508 millimeters. The scattering parameters and electromagnetic field distributions at various frequencies are investigated by modeling the structure with three dimensional electromagnetic simulation tool. In order to describe the resonant and bandstop characteristic of the meandered open circuited stub, a Smith chart as well as electric field at various frequencies and phases is illustrated accordingly. The structure can be an alternative method in suppressing the harmonic response of a bandpass filter.

Keywords: Bandstop, Equivalent Lumped Element Model, Electromagnetic Model, Meandered Open Circuited Stub

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Authors: Mohammad Ahmed Rehmatullah

Abstract:

The aim of this paper is to discuss a low-cost methodology that can predict traffic flow conflicts and quantitatively rank crash expectancies (based on relative probability) for various traffic facilities. This paper focuses on the application of statistical distributions to model traffic flow and Monte Carlo techniques to simulate traffic and discusses how to create a tool in order to predict the possibility of a traffic crash. A low-cost data collection methodology has been discussed for the heterogeneous traffic flow that exists and a GIS platform has been proposed to thematically represent traffic flow from simulations and the probability of a crash. Furthermore, discussions have been made to reflect the dynamism of the model in reference to its adaptability, adequacy, economy, and efficiency to ensure adoption.

Keywords: Heterogeneous traffic data collection, Monte CarloSimulation, Traffic Flow Modeling, GIS.

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Authors: Morteza Abbaszadeh, Parvin Nikpoorparizi, Mina Shahrooz

Abstract:

For the first time since 1940 and presentation of theodorson-s theory, distribution of thrust, torque and efficiency along the blade of a counter rotating propeller axial fan was studied with a novel method in this research. A constant chord, constant pitch symmetric fan was investigated with Reynolds Stress Turbulence method in this project and H.E.S. method was utilized to obtain distribution profiles from C.F.D. tests outcome. C.F.D. test results were validated by estimation from Playlic-s analytical method. Final results proved ability of H.E.S. method to obtain distribution profiles from C.F.D test results and demonstrated interesting facts about effects of solidity and differences between distributions in front and rear section.

Keywords: C.F.D Test, Counter Rotating Propeller, H.E.S. Method, R.S.M. Method

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Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

Abstract:

Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: Bootstrap, Edgeworth approximation, independent and Identical distributed, quantile.

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Authors: Hao Wu, Jonathan L. Shapiro

Abstract:

The Bayesian Optimization Algorithm (BOA) is an algorithm based on the estimation of distributions. It uses techniques from modeling data by Bayesian networks to estimating the joint distribution of promising solutions. To obtain the structure of Bayesian network, different search algorithms can be used. The key point that BOA addresses is whether the constructed Bayesian network could generate new and useful solutions (strings), which could lead the algorithm in the right direction to solve the problem. Undoubtedly, this ability is a crucial factor of the efficiency of BOA. Varied search algorithms can be used in BOA, but their performances are different. For choosing better ones, certain suitable method to present their ability difference is needed. In this paper, a greedy search algorithm and a stochastic search algorithm are used in BOA to solve certain optimization problem. A method using Kullback-Leibler (KL) Divergence to reflect their difference is described.

Keywords: Bayesian optimization algorithm, greedy search, KL divergence, stochastic search.

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