نتایج جستجو برای: multivariate simulation
تعداد نتایج: 671687 فیلتر نتایج به سال:
The slash distribution is often used as a challenging distribution for a statistical procedure. In this article, we define a skewed version of the slash distribution in the multivariate setting and derive several of its properties. The multivariate skew-slash distribution is shown to be easy to simulate from and can therefore be used in simulation studies. We provide various examples for illust...
As is typical of stochastic-optimization problems, the multivariate integration of the probability-density function is the most difficult task in the optimal allotment of tolerances. In this paper, a truncated Monte Carlo simulation and a genetic algorithm are used as analysis (i.e. multivariate-integration) and synthesis (i.e. optimization) tools, respectively. The new method has performed rob...
In this review paper we outline some recent contributions to copula theory. Several new author's investigations are presented brie°y, namely: order statistics copula, copulas with given multivariate marginals, copula representation via a local dependence measure and applications of extreme value copulas. Key-words: Copula; Dependence measures; Extremes; Kendall distribution; Local dependence; M...
Providing accurate and automated input modeling support is one of the challenging problems in the application of computer simulation. In this paper, we present a general-purpose input-modeling tool for representing, fitting, and generating random variates from multivariate input processes to drive computer simulations. We explain the theory underlying the suggested data fitting and data generat...
A multivariate test of size α for assessing the similarity of two dissolution profiles is proposed. The inferential procedure is developed using the approach for the common mean problem in a multivariate setup due to Halperin (15). The performance of the proposed method is compared with Intersection Union Test as well as criterion recommended by the FDA through a simulation study. All the metho...
x-ray absorption fine structure (xafs) spectroscopy was used to identify directly the metal speciation and local bonding environment of fe in sediments originated from dobczyce reservoir (poland); special attention was paid to analysis of samples collected from points situated at different distances from the land. the combination of traditional approach to data analysis as well as usage of mult...
Abstract Motifs represent local subgraphs that are overrepresented in networks. Several disciplines document multiple instances which motifs appear graphs and provide insight into the structure processes of these In current paper, we focus on social networks examine prevalence dyad, triad, symmetric tetrad among 24 six types interactions: friendship, legislative co-sponsorship, Twitter messages...
Four robust estimators of multivariate locations are compared in a Monte Carlo study by examining their empirical efficiency performance on a range of bivariate distributions with heavier tails than the Gaussian distribution. Using three different multivariate measures of relative efficiency, the simulation results show that the Hodges-Lehmann estimator is "safest" among the robust estimators, ...
We developed a multivariate moving average control chart to monitor the mean vector of a multivariate process in this study. The proposed chart is based on Hotelling’s 2 T statistic. A simulation study is conducted to evaluate the average run length performance of the proposed chart. The proposed chart performs better than Hotelling’s 2 T chart, 2 T chart with runs rules and the synthetic 2 T c...
A multivariate test of size a for assessing the similarity of two dissolution profiles is proposed. The inferential procedure is developed by using the approach for the common mean problem in a multivariate setup due to Halperin (1961). The performance of the proposed method is compared with Intersection Union Test as well as f2 criterion recommended by the FDA through a simulation study. All t...
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