Estimation by simulation involves drawing random terms for each observation and calculating an element (such as the probability or score) that enters an objective function (e.g. the simulated log-likelihood function) and/or a first-order condition (e.g., the sum of simulated scores or simulated moment conditions). The resulting parameter estimates depend on the particular values of the draws fo...

Abstact:The term “stressstrength reliability” when it appears in statistical literature typically refers to the quantityP(X > Y), where a system with random strength X is subjected to a random strength Y such that a system fails, if the stress exceeds the strength. Stress –Strength reliability is considered in this paper where the strength follows finite mixture of two parameter Lindley distrib...

In the previous lecture the detection of deterministic signals was dealt with. In this lecture, the focus will be on deciding between signals that are known except for a set of unknown random parameters. For this situation the hypothesis testing problem can be conveniently written as, (1) where Θ is an unknown parameter taking values from a parameter set Λ. Density of Θ is ω j under the hypothe...

We carry out numerical investigations of the perturbations in N-flation models where the mass spectrum is generated by random matrix theory. The tensor-to-scalar ratio and non-Gaussianity are already known to take the single-field values, and so the density perturbation spectral index is the main parameter of interest. We study several types of random field initial conditions and compute the sp...

Unlike anemias, most thrombocytopenias cannot be separated into those due to impaired production and those due to accelerated consumption. While rapid clearance of labeled platelets from the bloodstream can be followed in thrombocytopenic individuals, no model exists for quantitatively inferring from autologous or allogeneic platelet consumption data what changes in random consumption, lifespan...

BACKGROUND Although the Netherlands currently has its own procedure for evaluating chemical compounds and setting occupational exposure limits (OELs), most of these limits were originally adopted in the 1970s from threshold limit values (TLVs) set by the American Conference of Governmental Industrial Hygienists (ACGIH). However, beginning in the late 1980s, criticism about non-scientific consid...

We have investigated simulation-based techniques for parameter estimation in chaotic intercellular networks. The proposed methodology combines a synchronization-based framework for parameter estimation in coupled chaotic systems with some state-of-the-art computational inference methods borrowed from the field of computational statistics. The first method is a stochastic optimization algorithm,...