Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7851

Search results for: multi-Monte Carlo method.

7851 Statistical Evaluation of Nonlinear Distortion using the Multi-Canonical Monte Carlo Method and the Split Step Fourier Method

Authors: Ioannis Neokosmidis, Nikos Gkekas, Thomas Kamalakis, Thomas Sphicopoulos

Abstract:

In high powered dense wavelength division multiplexed (WDM) systems with low chromatic dispersion, four-wave mixing (FWM) can prove to be a major source of noise. The MultiCanonical Monte Carlo Method (MCMC) and the Split Step Fourier Method (SSFM) are combined to accurately evaluate the probability density function of the decision variable of a receiver, limited by FWM. The combination of the two methods leads to more accurate results, and offers the possibility of adding other optical noises such as the Amplified Spontaneous Emission (ASE) noise.

Keywords: Monte Carlo, Nonlinear optics, optical crosstalk, Wavelength-division Multiplexing (WDM).

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7850 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.

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7849 A Monte Carlo Method to Data Stream Analysis

Authors: Kittisak Kerdprasop, Nittaya Kerdprasop, Pairote Sattayatham

Abstract:

Data stream analysis is the process of computing various summaries and derived values from large amounts of data which are continuously generated at a rapid rate. The nature of a stream does not allow a revisit on each data element. Furthermore, data processing must be fast to produce timely analysis results. These requirements impose constraints on the design of the algorithms to balance correctness against timely responses. Several techniques have been proposed over the past few years to address these challenges. These techniques can be categorized as either dataoriented or task-oriented. The data-oriented approach analyzes a subset of data or a smaller transformed representation, whereas taskoriented scheme solves the problem directly via approximation techniques. We propose a hybrid approach to tackle the data stream analysis problem. The data stream has been both statistically transformed to a smaller size and computationally approximated its characteristics. We adopt a Monte Carlo method in the approximation step. The data reduction has been performed horizontally and vertically through our EMR sampling method. The proposed method is analyzed by a series of experiments. We apply our algorithm on clustering and classification tasks to evaluate the utility of our approach.

Keywords: Data Stream, Monte Carlo, Sampling, DensityEstimation.

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7848 Reducing Uncertainty of Monte Carlo Estimated Fatigue Damage in Offshore Wind Turbines Using FORM

Authors: Jan-Tore H. Horn, Jørgen Juncher Jensen

Abstract:

Uncertainties related to fatigue damage estimation of non-linear systems are highly dependent on the tail behaviour and extreme values of the stress range distribution. By using a combination of the First Order Reliability Method (FORM) and Monte Carlo simulations (MCS), the accuracy of the fatigue estimations may be improved for the same computational efforts. The method is applied to a bottom-fixed, monopile-supported large offshore wind turbine, which is a non-linear and dynamically sensitive system. Different curve fitting techniques to the fatigue damage distribution have been used depending on the sea-state dependent response characteristics, and the effect of a bi-linear S-N curve is discussed. Finally, analyses are performed on several environmental conditions to investigate the long-term applicability of this multistep method. Wave loads are calculated using state-of-the-art theory, while wind loads are applied with a simplified model based on rotor thrust coefficients.

Keywords: Fatigue damage, FORM, monopile, monte carlo simulation, reliability, wind turbine.

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7847 The Investigations of Water-ethanol Mixture by Monte Carlo Method

Authors: Atamas N. A., Atamas A. A.

Abstract:

Energetic and structural results for ethanol-water mixtures as a function of the mole fraction were calculated using Monte Carlo methodology. Energy partitioning results obtained for equimolar water-ethanol mixture and ether organic liquids are compared. It has been shown that at xet=0.22 the RDFs for waterethanol and ethanol-ethanol interactions indicated strong hydrophobic interactions between ethanol molecules and the local structure of solution is less structured at this concentration as at ether ones. Results obtained for ethanol-water mixture as a function of concentration are in good agreement with the experimental data.

Keywords: Ethanol, molecular liquids, Monte Carlo, water, thermodynamics.

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7846 Semi Classical Three-Valley Monte Carlo Simulation Analysis of Steady-State and Transient Electron Transport within Bulk Ga0.38In0.62P

Authors: N. Massoum, B. Bouazza, H. Tahir, C. Sayah, A. Guen Bouazza

Abstract:

to simulate the phenomenon of electronic transport in semiconductors, we try to adapt a numerical method, often and most frequently it’s that of Monte Carlo. In our work, we applied this method in the case of a ternary alloy semiconductor GaInP in its cubic form; The Calculations are made using a non-parabolic effective-mass energy band model. We consider a band of conduction to three valleys (ΓLX), major of the scattering mechanisms are taken into account in this modeling, as the interactions with the acoustic phonons (elastic collisions) and optics (inelastic collisions). The polar optical phonons cause anisotropic collisions, intra-valleys, very probable in the III-V semiconductors. Other optical phonons, no polar, allow transitions inter-valleys. Initially, we present the full results obtained by the simulation of Monte Carlo in GaInP in stationary regime. We consider thereafter the effects related to the application of an electric field varying according to time, we thus study the transient phenomenon which make their appearance in ternary material

Keywords: Monte Carlo simulation, steady-state electron transport, transient electron transport, alloy scattering.

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7845 The Contribution of Edgeworth, Bootstrap and Monte Carlo Methods in Financial Data

Authors: Edlira Donefski, Tina Donefski, Lorenc Ekonomi

Abstract:

Edgeworth Approximation, Bootstrap and Monte Carlo Simulations have a considerable impact on the achieving certain results related to different problems taken into study. In our paper, we have treated a financial case related to the effect that have the components of a Cash-Flow of one of the most successful businesses in the world, as the financial activity, operational activity and investing activity to the cash and cash equivalents at the end of the three-months period. To have a better view of this case we have created a Vector Autoregression model, and after that we have generated the impulse responses in the terms of Asymptotic Analysis (Edgeworth Approximation), Monte Carlo Simulations and Residual Bootstrap based on the standard errors of every series created. The generated results consisted of the common tendencies for the three methods applied, that consequently verified the advantage of the three methods in the optimization of the model that contains many variants.

Keywords: Autoregression, Bootstrap, Edgeworth Expansion, Monte Carlo Method.

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7844 Bayesian Online Learning of Corresponding Points of Objects with Sequential Monte Carlo

Authors: Miika Toivanen, Jouko Lampinen

Abstract:

This paper presents an online method that learns the corresponding points of an object from un-annotated grayscale images containing instances of the object. In the first image being processed, an ensemble of node points is automatically selected which is matched in the subsequent images. A Bayesian posterior distribution for the locations of the nodes in the images is formed. The likelihood is formed from Gabor responses and the prior assumes the mean shape of the node ensemble to be similar in a translation and scale free space. An association model is applied for separating the object nodes and background nodes. The posterior distribution is sampled with Sequential Monte Carlo method. The matched object nodes are inferred to be the corresponding points of the object instances. The results show that our system matches the object nodes as accurately as other methods that train the model with annotated training images.

Keywords: Bayesian modeling, Gabor filters, Online learning, Sequential Monte Carlo.

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7843 A Novel Probablistic Strategy for Modeling Photovoltaic Based Distributed Generators

Authors: Engy A. Mohamed, Yasser G. Hegazy

Abstract:

This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.

Keywords: Comulative distribution function, distributed generation, Monte Carlo.

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7842 Lattice Monte Carlo Analyses of Thermal Diffusion in Laminar Flow

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

Abstract:

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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7841 A CT-based Monte Carlo Dose Calculations for Proton Therapy Using a New Interface Program

Authors: A. Esmaili Torshabi, A. Terakawa, K. Ishii, H. Yamazaki, S. Matsuyama, Y. Kikuchi, M. Nakhostin, H. Sabet, A. Ishizaki, W. Yamashita, T. Togashi, J. Arikawa, H. Akiyama, K. Koyata

Abstract:

The purpose of this study is to introduce a new interface program to calculate a dose distribution with Monte Carlo method in complex heterogeneous systems such as organs or tissues in proton therapy. This interface program was developed under MATLAB software and includes a friendly graphical user interface with several tools such as image properties adjustment or results display. Quadtree decomposition technique was used as an image segmentation algorithm to create optimum geometries from Computed Tomography (CT) images for dose calculations of proton beam. The result of the mentioned technique is a number of nonoverlapped squares with different sizes in every image. By this way the resolution of image segmentation is high enough in and near heterogeneous areas to preserve the precision of dose calculations and is low enough in homogeneous areas to reduce the number of cells directly. Furthermore a cell reduction algorithm can be used to combine neighboring cells with the same material. The validation of this method has been done in two ways; first, in comparison with experimental data obtained with 80 MeV proton beam in Cyclotron and Radioisotope Center (CYRIC) in Tohoku University and second, in comparison with data based on polybinary tissue calibration method, performed in CYRIC. These results are presented in this paper. This program can read the output file of Monte Carlo code while region of interest is selected manually, and give a plot of dose distribution of proton beam superimposed onto the CT images.

Keywords: Monte Carlo, CT images, Quadtree decomposition, Interface program, Proton beam

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7840 Networks with Unreliable Nodes and Edges: Monte Carlo Lifetime Estimation

Authors: Y. Shpungin

Abstract:

Estimating the lifetime distribution of computer networks in which nodes and links exist in time and are bound for failure is very useful in various applications. This problem is known to be NP-hard. In this paper we present efficient combinatorial approaches to Monte Carlo estimation of network lifetime distribution. We also present some simulation results.

Keywords: Combinatorial spectrum, Monte Carlo, Networklifetime, Unreliable nodes and edges.

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7839 A New Method to Estimate the Low Income Proportion: Monte Carlo Simulations

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

Abstract:

Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords:

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7838 Wind Fragility of Window Glass in 10-Story Apartment with Two Different Window Models

Authors: Viriyavudh Sim, WooYoung Jung

Abstract:

Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.

Keywords: Wind fragility, glass window, high rise apartment, Monte Carlo Simulation method.

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7837 A Dose Distribution Approach Using Monte Carlo Simulation in Dosimetric Accuracy Calculation for Treating the Lung Tumor

Authors: Md Abdullah Al Mashud, M. Tariquzzaman, M. Jahangir Alam, Tapan Kumar Godder, M. Mahbubur Rahman

Abstract:

This paper presents a Monte Carlo (MC) method-based dose distributions on lung tumor for 6 MV photon beam to improve the dosimetric accuracy for cancer treatment. The polystyrene which is tissue equivalent material to the lung tumor density is used in this research. In the empirical calculations, TRS-398 formalism of IAEA has been used, and the setup was made according to the ICRU recommendations. The research outcomes were compared with the state-of-the-art experimental results. From the experimental results, it is observed that the proposed based approach provides more accurate results and improves the accuracy than the existing approaches. The average %variation between measured and TPS simulated values was obtained 1.337±0.531, which shows a substantial improvement comparing with the state-of-the-art technology.

Keywords: Lung tumor, Monte Carlo, polystyrene, elekta synergy, Monaco Planning System.

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7836 Dynamical Characteristics of Interaction between Water Droplet and Aerosol Particle in Dedusting Technology

Authors: Ding Jue, Li Jiahua, Lei Zhidi, Weng Peifen, Li Xiaowei

Abstract:

With the rapid development of national modern industry, people begin to pay attention to environmental pollution and harm caused by industrial dust. Based on above, a numerical study on the dedusting technology of industrial environment was conducted. The dynamic models of multicomponent particles collision and coagulation, breakage and deposition are developed, and the interaction of water droplet and aerosol particle in 2-Dimension flow field was researched by Eulerian-Lagrangian method and Multi-Monte Carlo method. The effects of the droplet scale, movement speed of droplet and the flow field structure on scavenging efficiency were analyzed. The results show that under the certain condition, 30μm of droplet has the best scavenging efficiency. At the initial speed 1m/s of droplets, droplets and aerosol particles have more time to interact, so it has a better scavenging efficiency for the particle.

Keywords: Water droplet, aerosol particle, collision and coagulation, multi-Monte Carlo method.

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7835 Applying Gibbs Sampler for Multivariate Hierarchical Linear Model

Authors: Satoshi Usami

Abstract:

Among various HLM techniques, the Multivariate Hierarchical Linear Model (MHLM) is desirable to use, particularly when multivariate criterion variables are collected and the covariance structure has information valuable for data analysis. In order to reflect prior information or to obtain stable results when the sample size and the number of groups are not sufficiently large, the Bayes method has often been employed in hierarchical data analysis. In these cases, although the Markov Chain Monte Carlo (MCMC) method is a rather powerful tool for parameter estimation, Procedures regarding MCMC have not been formulated for MHLM. For this reason, this research presents concrete procedures for parameter estimation through the use of the Gibbs samplers. Lastly, several future topics for the use of MCMC approach for HLM is discussed.

Keywords: Gibbs sampler, Hierarchical Linear Model, Markov Chain Monte Carlo, Multivariate Hierarchical Linear Model

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7834 Simulation of the Large Hadrons Collisions Using Monte Carlo Tools

Authors: E. Al Daoud

Abstract:

In many cases, theoretical treatments are available for models for which there is no perfect physical realization. In this situation, the only possible test for an approximate theoretical solution is to compare with data generated from a computer simulation. In this paper, Monte Carlo tools are used to study and compare the elementary particles models. All the experiments are implemented using 10000 events, and the simulated energy is 13 TeV. The mean and the curves of several variables are calculated for each model using MadAnalysis 5. Anomalies in the results can be seen in the muons masses of the minimal supersymmetric standard model and the two Higgs doublet model.

Keywords: Feynman rules, hadrons, Lagrangian, Monte Carlo, simulation.

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7833 Estimating Shortest Circuit Path Length Complexity

Authors: Azam Beg, P. W. Chandana Prasad, S.M.N.A Senenayake

Abstract:

When binary decision diagrams are formed from uniformly distributed Monte Carlo data for a large number of variables, the complexity of the decision diagrams exhibits a predictable relationship to the number of variables and minterms. In the present work, a neural network model has been used to analyze the pattern of shortest path length for larger number of Monte Carlo data points. The neural model shows a strong descriptive power for the ISCAS benchmark data with an RMS error of 0.102 for the shortest path length complexity. Therefore, the model can be considered as a method of predicting path length complexities; this is expected to lead to minimum time complexity of very large-scale integrated circuitries and related computer-aided design tools that use binary decision diagrams.

Keywords: Monte Carlo circuit simulation data, binary decision diagrams, neural network modeling, shortest path length estimation

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7832 Influence of Optical Fluence Distribution on Photoacoustic Imaging

Authors: Mohamed K. Metwally, Sherif H. El-Gohary, Kyung Min Byun, Seung Moo Han, Soo Yeol Lee, Min Hyoung Cho, Gon Khang, Jinsung Cho, Tae-Seong Kim

Abstract:

Photoacoustic imaging (PAI) is a non-invasive and non-ionizing imaging modality that combines the absorption contrast of light with ultrasound resolution. Laser is used to deposit optical energy into a target (i.e., optical fluence). Consequently, the target temperature rises, and then thermal expansion occurs that leads to generating a PA signal. In general, most image reconstruction algorithms for PAI assume uniform fluence within an imaging object. However, it is known that optical fluence distribution within the object is non-uniform. This could affect the reconstruction of PA images. In this study, we have investigated the influence of optical fluence distribution on PA back-propagation imaging using finite element method. The uniform fluence was simulated as a triangular waveform within the object of interest. The non-uniform fluence distribution was estimated by solving light propagation within a tissue model via Monte Carlo method. The results show that the PA signal in the case of non-uniform fluence is wider than the uniform case by 23%. The frequency spectrum of the PA signal due to the non-uniform fluence has missed some high frequency components in comparison to the uniform case. Consequently, the reconstructed image with the non-uniform fluence exhibits a strong smoothing effect.

Keywords: Finite Element Method, Fluence Distribution, Monte Carlo Method, Photoacoustic Imaging.

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7831 Formulating the Stochastic Finite Elements for Free Vibration Analysis of Plates with Variable Elastic Modulus

Authors: Mojtaba Aghamiri Esfahani, Mohammad Karkon, Seyed Majid Hosseini Nezhad, Reza Hosseini-Ara

Abstract:

In this study, the effect of uncertainty in elastic modulus of a plate on free vibration response is investigated. For this purpose, the elastic modulus of the plate is modeled as stochastic variable with normal distribution. Moreover, the distance autocorrelation function is used for stochastic field. Then, by applying the finite element method and Monte Carlo simulation, stochastic finite element relations are extracted. Finally, with a numerical test, the effect of uncertainty in the elastic modulus on free vibration response of a plate is studied. The results show that the effect of uncertainty in elastic modulus of the plate cannot play an important role on the free vibration response.

Keywords: Stochastic finite elements, plate bending, free vibration, Monte Carlo, Neumann expansion method.

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7830 Direct Simulation Monte Carlo (DSMC) Algorithm – A Comparison of Mathematica Code with FLUENT 6.2 for Low Knudsen Number

Authors: Nabeel A. Qazi, Absaar ul Jabbar, Khalid Parvez

Abstract:

A code has been developed in Mathematica using Direct Simulation Monte Carlo (DSMC) technique. The code was tested for 2-D air flow around a circular cylinder. Same geometry and flow properties were used in FLUENT 6.2 for comparison. The results obtained from Mathematica simulation indicated significant agreement with FLUENT calculations, hence providing insight into particle nature of fluid flows.

Keywords: DSMC algorithm, non continuum gas flows, Monte Carlo methods

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7829 Monte Carlo Analysis and Fuzzy Sets for Uncertainty Propagation in SIS Performance Assessment

Authors: Fares Innal, Yves Dutuit, Mourad Chebila

Abstract:

The object of this work is the probabilistic performance evaluation of safety instrumented systems (SIS), i.e. the average probability of dangerous failure on demand (PFDavg) and the average frequency of failure (PFH), taking into account the uncertainties related to the different parameters that come into play: failure rate (λ), common cause failure proportion (β), diagnostic coverage (DC)... This leads to an accurate and safe assessment of the safety integrity level (SIL) inherent to the safety function performed by such systems. This aim is in keeping with the requirement of the IEC 61508 standard with respect to handling uncertainty. To do this, we propose an approach that combines (1) Monte Carlo simulation and (2) fuzzy sets. Indeed, the first method is appropriate where representative statistical data are available (using pdf of the relating parameters), while the latter applies in the case characterized by vague and subjective information (using membership function). The proposed approach is fully supported with a suitable computer code.

Keywords: Fuzzy sets, Monte Carlo simulation, Safety instrumented system, Safety integrity level.

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7828 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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7827 Probabilistic Model Development for Project Performance Forecasting

Authors: Milad Eghtedari Naeini, Gholamreza Heravi

Abstract:

In this paper, based on the past project cost and time performance, a model for forecasting project cost performance is developed. This study presents a probabilistic project control concept to assure an acceptable forecast of project cost performance. In this concept project activities are classified into sub-groups entitled control accounts. Then obtain the Stochastic S-Curve (SS-Curve), for each sub-group and the project SS-Curve is obtained by summing sub-groups- SS-Curves. In this model, project cost uncertainties are considered through Beta distribution functions of the project activities costs required to complete the project at every selected time sections through project accomplishment, which are extracted from a variety of sources. Based on this model, after a percentage of the project progress, the project performance is measured via Earned Value Management to adjust the primary cost probability distribution functions. Then, accordingly the future project cost performance is predicted by using the Monte-Carlo simulation method.

Keywords: Monte Carlo method, Probabilistic model, Project forecasting, Stochastic S-curve

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7826 A Discretizing Method for Reliability Computation in Complex Stress-strength Models

Authors: Alessandro Barbiero

Abstract:

This paper proposes, implements and evaluates an original discretization method for continuous random variables, in order to estimate the reliability of systems for which stress and strength are defined as complex functions, and whose reliability is not derivable through analytic techniques. This method is compared to other two discretizing approaches appeared in literature, also through a comparative study involving four engineering applications. The results show that the proposal is very efficient in terms of closeness of the estimates to the true (simulated) reliability. In the study we analyzed both a normal and a non-normal distribution for the random variables: this method is theoretically suitable for each parametric family.

Keywords: Approximation, asymmetry, experimental design, interference theory, Monte Carlo simulations.

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7825 Inferences on Compound Rayleigh Parameters with Progressively Type-II Censored Samples

Authors: Abdullah Y. Al-Hossain

Abstract:

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

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7824 Application Reliability Method for Concrete Dams

Authors: Mustapha Kamel Mihoubi, Mohamed Essadik Kerkar

Abstract:

Probabilistic risk analysis models are used to provide a better understanding of the reliability and structural failure of works, including when calculating the stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of reliability analysis methods including the methods used in engineering. It is in our case, the use of level 2 methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type first order risk method (FORM) and the second order risk method (SORM). By way of comparison, a level three method was used which generates a full analysis of the problem and involves an integration of the probability density function of random variables extended to the field of security using the Monte Carlo simulation method. Taking into account the change in stress following load combinations: normal, exceptional and extreme acting on the dam, calculation of the results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities, thus causing a significant decrease in strength, shear forces then induce a shift that threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case the increase of uplift in a hypothetical default of the drainage system.

Keywords: Dam, failure, limit-state, Monte Carlo simulation, reliability, probability, simulation, sliding, Taylor.

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7823 On Estimating the Headcount Index by Using the Logistic Regression Estimator

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

Abstract:

The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.

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7822 Approximate Confidence Interval for Effect Size Base on Bootstrap Resampling Method

Authors: S. Phanyaem

Abstract:

This paper presents the confidence intervals for the effect size base on bootstrap resampling method. The meta-analytic confidence interval for effect size is proposed that are easy to compute. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. The best confidence interval method will have a coverage probability close to 0.95. Simulation results have shown that our proposed confidence intervals perform well in terms of coverage probability and expected length.

Keywords: Effect size, confidence interval, Bootstrap Method.

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