in this paper, drift change point estimation in the mean of polynomial profiles is considered. for this purpose, the proposed change point estimator is computed using maximum likelihood approach. performance of the proposed estimator is evaluated using monte carlo simulations when t2 control chart issues an out-of-control signal. simulation results show that the performance of the proposed esti...

Dynmnic Financial Analysis can be viewed as the process of studying profitability and solvency of an ilmurance firm under a realistic and integrated nmdel of key input random variables such as loss frequency and severity, expenses, reinsurance, interest and inflation rates, and asset defaults. Traditional nmdels of input variables have generally fitted parameters for a predetermined family of p...

background:     purpose:     methods     results     th percentile for the score was 41.66 and the 75   th percentile was 58.68. conclusion

this paper presents a discrete-time robust control for electrically driven robot manipulators in the task space. a novel discrete-time model-free control law is proposed by employing an adaptive fuzzy estimator for the compensation of the uncertainty including model uncertainty, external disturbances and discretization error. parameters of the fuzzy estimator are adapted to minimize the estimat...

1 Asymptotics of Percentile Order Statistics Let Xi (i = 1, . . . , N) be independently identically distributed (IID) continuous random variables with CDF, P (x) = P(Xi ≤ x), and PDF, p(x) = dP . Let Y (α) be the 100αth percentile, which is dx N uniquely defined by ordering the outcomes, X(1) ≤ X(2) ≤ . . . ≤ X(N) (using the standard notation of order statistics) and setting YN (α) = X([αN ]) (...