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Physical Sciences and Mathematics Commons™
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- Keyword
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- Impatient customers (2)
- Nonparametric estimation (2)
- Balking (1)
- Bandwidth Selection (1)
- Bernoulli feedback (1)
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- Block-by-block method (1)
- Branching processes (1)
- Breakdown (1)
- Canonical and grand-canonical species abundance distributions (1)
- Combinatorial probability (1)
- Density estimation (1)
- Dependent Lives (1)
- Distribution function (1)
- Dividends (1)
- EM Algorithm (1)
- Entropy (1)
- Entropy loss function (1)
- Feedback (1)
- Functional dependent data (1)
- Galton-Watson trees (1)
- Generalized Stein loss (GSL) function (1)
- Hamilton-Jacobi-Bellman equation (1)
- Inadmissibility (1)
- Increasing trees (1)
- Instantaneous feedback (1)
- Interrupted closedown (1)
- Inverse Rayleigh distribution (1)
- Kernel estimator (1)
- Kernel smoothing (1)
- Life Insurance (1)
Articles 1 - 12 of 12
Full-Text Articles in Physical Sciences and Mathematics
Nonparametric Estimation Of Trend Function For Stochastic Differential Equations Driven By A Weighted Fractional Brownian Motion, Abdelmalik Keddi, Fethi Madani, Amina A. Bouchentouf
Nonparametric Estimation Of Trend Function For Stochastic Differential Equations Driven By A Weighted Fractional Brownian Motion, Abdelmalik Keddi, Fethi Madani, Amina A. Bouchentouf
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we consider the problem of nonparametric estimation of trend function for stochastic differential equations driven by a weighted fractional Brownian motion (weighted-fBm). Under some general conditions, the consistent uniform, the rate of convergence as well as the asymptotic normality of our estimator are established. In addition, a numerical example is provided to illustrate the validity of the considered estimator.
Impatient Customers In An Markovian Queue With Bernoulli Schedule Working Vacation Interruption And Setup Time, P. Manoharan, T. Jeeva
Impatient Customers In An Markovian Queue With Bernoulli Schedule Working Vacation Interruption And Setup Time, P. Manoharan, T. Jeeva
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, using probability generating function method, Impatient customers in an Markovian queue with Bernoulli schedule working vacation interruption and setup time is discussed. Customers impatience is due to the servers vacation. During the working vacation period, if there are customers in the queue, the vacation can be interrupted at a service completion instant and the server begins a regular service period with probability (1 - b) or continues the vacation with probability b. We obtain the probability generating functions of the stationary state probabilities, performance measures, sojourn time of a customer and stochastic decomposition of the queue length, …
The Odd Inverse Rayleigh Family Of Distributions: Simulation & Application To Real Data, Saeed E. Hemeda, Muhammad A. Ul Haq
The Odd Inverse Rayleigh Family Of Distributions: Simulation & Application To Real Data, Saeed E. Hemeda, Muhammad A. Ul Haq
Applications and Applied Mathematics: An International Journal (AAM)
A new family of inverse probability distributions named inverse Rayleigh family is introduced to generate many continuous distributions. The shapes of probability density and hazard rate functions are investigated. Some Statistical measures of the new generator including moments, quantile and generating functions, entropy measures and order statistics are derived. The Estimation of the model parameters is performed by the maximum likelihood estimation method. Furthermore, a simulation study is used to estimate the parameters of one of the members of the new family. The data application shows that the new family models can be useful to provide better fits than other …
Estimating Parameter Of The Selected Uniform Population Under The Generalized Stein Loss Function, K. R. Meena, Aditi K. Gangopadhyay
Estimating Parameter Of The Selected Uniform Population Under The Generalized Stein Loss Function, K. R. Meena, Aditi K. Gangopadhyay
Applications and Applied Mathematics: An International Journal (AAM)
This paper deals with the problem of estimating scale parameter of the selected uniform population when sample sizes are unequal. The loss has been measured by the generalized Stein loss (GSL) function. The uniformly minimum risk unbiased (UMRU) estimator is derived, and the natural estimators are also constructed under the GSL function. One of the natural estimators is proved to be the generalized Bayes estimator with respect to a noninformative prior. For k = 2, we obtained a sufficient condition for an inadmissibility result and demonstrate that the natural estimator and UMRU estimator are inadmissible. A simulation investigation is also …
Analysis Of Map/Ph/1 Queueing Model With Breakdown, Instantaneous Feedback And Server Vacation, G. Ayyappan, K. Thilagavathy
Analysis Of Map/Ph/1 Queueing Model With Breakdown, Instantaneous Feedback And Server Vacation, G. Ayyappan, K. Thilagavathy
Applications and Applied Mathematics: An International Journal (AAM)
In this article, we analyze a single server queueing model with feedback, a single vacation under Bernoulli schedule, breakdown and repair. The arriving customers follow the Markovian Arrival Process (MAP) and service follow the phase-type distribution. When the server returns from vacation, if there is no one present in the system, the server will wait until the customer’s arrival. When the service completion epoch if the customer is not satisfied then that customer will get the service immediately. Under the steady-state probability vector that the total number of customers are present in the system is probed by the Matrix-analytic method. …
On A Multiserver Queueing System With Customers’ Impatience Until The End Of Service Under Single And Multiple Vacation Policies, Mokhtar Kadi, Amina A. Bouchentouf, Lahcene Yahiaoui
On A Multiserver Queueing System With Customers’ Impatience Until The End Of Service Under Single And Multiple Vacation Policies, Mokhtar Kadi, Amina A. Bouchentouf, Lahcene Yahiaoui
Applications and Applied Mathematics: An International Journal (AAM)
This paper deals with a multiserver queueing system with Bernoulli feedback and impatient customers (balking and reneging) under synchronous multiple and single vacation policies. Reneged customers may be retained in the system. Using probability generating functions (PGFs) technique, we formally obtain the steady-state solution of the proposed queueing system. Further, important performance measures and cost model are derived. Finally, numerical examples are presented.
Statistics Of Branched Populations Split Into Different Types, Thierry E. Huillet
Statistics Of Branched Populations Split Into Different Types, Thierry E. Huillet
Applications and Applied Mathematics: An International Journal (AAM)
Some population is made of n individuals that can be of P possible species (or types) at equilibrium. How are individuals scattered among types? We study two random scenarios of such species abundance distributions. In the first one, each species grows from independent founders according to a Galton-Watson branching process. When the number of founders P is either fixed or random (either Poisson or geometrically-distributed), a question raised is: given a population of n individuals as a whole, how does it split into the species types? This model is one pertaining to forests of Galton-Watson trees. A second scenario that …
On A New Class Of Bivariate Survival Distributions Based On The Model Of Dependent Lives And Its Generalization, Shirin Shoaee
On A New Class Of Bivariate Survival Distributions Based On The Model Of Dependent Lives And Its Generalization, Shirin Shoaee
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, a new class of survival distributions based on the model of dependent lives and proportional hazard rate family is introduced. This new family of bivariate survival models contains several bivariate lifetime models and is more flexible. The main purpose of this paper is to generalize this family of bivariate survival distributions of dependent lives so that more flexible models can be achieved. These new families of distributions are called the bivariate proportional hazard rate (BPHR) and the bivariate proportional hazard rate-geometric (BPHRG) families, respectively. It is also observed that, if θ = 1, then the BPHR family …
Nonparametric M-Regression With Scale Parameter For Functional Dependent Data, Mebsout Mokhtaria, Attouch M. Kadi, Fetitah Omar
Nonparametric M-Regression With Scale Parameter For Functional Dependent Data, Mebsout Mokhtaria, Attouch M. Kadi, Fetitah Omar
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we study the equivariant nonparametric robust regression estimation relationship between a functional dependent random covariable and a scalar response. We consider a new robust regression estimator when the scale parameter is unknown. The consistency result of the proposed estimator is studied, namely the uniform almost complete convergence (with rate). Thus, suitable topological considerations are needed, implying changes in the convergence rates, which are quantified by entropy considerations. The benefits of considering robust estimators are illustrated on two real data sets where the robust fit reveals the presence of influential outliers.
The Linear Combination Of Kernels In The Estimation Of Cumulative Distribution Functions, Abdel-Razzaq Mugdadi, Rugayyah Sani
The Linear Combination Of Kernels In The Estimation Of Cumulative Distribution Functions, Abdel-Razzaq Mugdadi, Rugayyah Sani
Applications and Applied Mathematics: An International Journal (AAM)
The kernel distribution function estimator method is the most popular nonparametric method to estimate the cumulative distribution function F(x). In this investigation, we propose a new estimator for F(x) based on a linear combination of kernels. The mean integrated squared error, asymptotic mean integrated squared error and the asymptotically optimal bandwidth for the new estimator are derived. Also, based on the plug-in technique in density estimation, we propose a data based method to select the bandwidth for the new estimator. In addition, we evaluate the new estimator using simulations and real life data.
Performance Analysis Of An M/M/1 Queue With N-Policy Interrupted Closedown Preventive Maintenance Balking And Feedback, A. Azhagappan, T. Deepa
Performance Analysis Of An M/M/1 Queue With N-Policy Interrupted Closedown Preventive Maintenance Balking And Feedback, A. Azhagappan, T. Deepa
Applications and Applied Mathematics: An International Journal (AAM)
This paper investigates the transient and stationary behavior of a M/M/1 queueing model with N-policy, interrupted closedown, balking, feedback and preventive maintenance. The server stays dormant (off state) until N customers accumulate in the queue and then starts an exhaustive service (on state). After the service, each customer may either leave the system or get immediate feedback. When the system becomes empty, the server resumes closedown. If any arrival occurs before the completion of closedown time, the closedown work of the server is interrupted and starts the busy period in an exhaustive manner. If no arrival occurs during the …
Dividend Maximization Under A Set Ruin Probability Target In The Presence Of Proportional And Excess-Of-Loss Reinsurance, Christian Kasumo, Juma Kasozi, Dmitry Kuznetsov
Dividend Maximization Under A Set Ruin Probability Target In The Presence Of Proportional And Excess-Of-Loss Reinsurance, Christian Kasumo, Juma Kasozi, Dmitry Kuznetsov
Applications and Applied Mathematics: An International Journal (AAM)
We study dividend maximization with set ruin probability targets for an insurance company whose surplus is modelled by a diffusion perturbed classical risk process. The company is permitted to enter into proportional or excess-of-loss reinsurance arrangements. By applying stochastic control theory, we derive Volterra integral equations and solve numerically using block-by-block methods. In each of the models, we have established the optimal barrier to use for paying dividends provided the ruin probability does not exceed a predetermined target. Numerical examples involving the use of both light- and heavy-tailed distributions are given. The results show that ruin probability targets result in …