We study a unidirectional hyperbolic transport equation, with a homogeneous stochastic transport velocity, solved by Monte Carlo simulation. Several finite difference schemes are applied to the deterministic problem in each Monte Carlo iteration, and the numerical solution of the stochastic problem is compared to analytical solutions derived in the paper. We present both a theoretical analysis ...

Monte Carlo sampling has become a major vehicle for approximate inference in Bayesian networks. In this paper, we investigate a fam­ ily of related simulation approaches, known collectively as quasi-Monte Carlo methods based on deterministic low-discrepancy se­ quences. We first outline several theoreti­ cal aspects of deterministic low-discrepancy sequences, show three examples of such se­ que...

Traditional factor models explicitly or implicitly assume that the factors follow a multivariate normal distribution; that is, only moments up to order two are involved. However, it may happen in real data problems that the first two moments cannot explain the factors. Based on this motivation, here we devise three new skewed factor models, the skew-normal, the skew-t , and the generalized skew...

Econometrics textbooks generally conclude that in regression, because the calculation of path estimate variances includes a variance inflation factor (VIF) that reflects correlations between “independent” constructs, multicollinearity should not cause false positives except in extreme cases. However, textbook treatments of multicollinearity assume perfect measurement – rare in behavioral resear...

background: monte carlo and experimental relative dose determination in a water phantom, due to a high dose rate (hdr) 192ir source is presented for real energy spectrum and monochromatic at 356 kev. materials and methods: the dose distribution has been calculated around the 192ir located in the center of 30 cm ×30 cm ×30 cm water phantom using mcnp4c code by monte carlo method. relative dose v...

Introduction: In the last few decades, a lot of monte carlo codes have been introduced for medical applications. this is important because through simulation, we are fully independent of the spectral scattering factor that we are not able measure in real terms. The effect of the radiation energy, the dimension of the radiation field, the sensitive volume of the ion chamber on t...

introduction cr-39 detectors are widely used for radon and progeny measurement in the air. in this paper, using the monte carlo simulation, the possibility of using the cr-39 for direct measurement of radon and progeny in water is investigated. materials and methods assuming the random position and angle of alpha particle emitted by radon and progeny, alpha energy and angular spectrum that arri...

Introduction: The CT machine utilizes a bowtie filter to shape the X-ray beam and remove lower energy photons. Configuration of this bowtie filter is complex and its geometry is often not available in detail. It causes the CT dose index (CTDI) be with the different values in measurement versus Monte Carlo simulation studies and other analytical calculations. It is important esp...

In this paper, we introduce a goodness of fit test for expo- nentiality based on Lin-Wong divergence measure. In order to estimate the divergence, we use a method similar to Vasicek’s method for estimat- ing the Shannon entropy. The critical values and the powers of the test are computed by Monte Carlo simulation. It is shown that the proposed test are competitive with other tests of exponentia...