Physical Sciences and Mathematics Commons^™

The Valuation Of Exit Option In A Lignite Mine Using Monte Carlo Simulation, Marcin Pawlak, Tomasz Wiśniewski

Journal of Sustainable Mining

This study aims to demonstrate the application of simulation techniques to the valuation of real options. The nature of the paper is methodological and empirical. The purpose of the valuation of the option to close a lignite mine in Poland is to demonstrate the methodology and advantages of employing Monte Carlo simulation in the valuation of real options. Close to actual numerical data reveals a complex optimization problem in the context of strategy selection by decision-makers. Numerous factors (extraction costs, reclamation costs, the write-off for the reclamation fund, etc.), their interpenetration and multilevel influence on the decision to close the …

(R2027) A New Class Of Pareto Distribution: Estimation And Its Applications, Anitta Susan Aniyan, Dais George

Applications and Applied Mathematics: An International Journal (AAM)

The classical Pareto distribution is a positively skewed and right heavy-tailed lifetime distribution having a lot many applications in various fields of science and social science. In this work, via logarithmic trans-formed method, a new three parameter lifetime distribution, an extension of classical Pareto distribution is generated. The different structural properties of the new distribution are studied. The model parameters are estimated by the method of maximum likelihood and Bayesian procedure. When all the three parameters of the distribution are unknown, the Bayes estimators cannot be obtained in a closed form and hence, the Lindley’s approximation under squared error loss …

Application Of Hierarchical Clustering On Electricity Demand Of Electric Vehicles For Gep Problems, Seyedkazem Afghah, Hati̇ce Teki̇ner Moğulkoç, Bi̇jan Bi̇bak

Turkish Journal of Electrical Engineering and Computer Sciences

Increasing fossil fuel consumption and consequently the effects of greenhouse gases (GHGs) on the environment and economy are a major concern for all nations and governments. Electric vehicles (EVs) with plug-in capabilities have the potential to ease such problems. However, the extracted power from the grid for charging the EVs' batteries will significantly impact daily power demand. To satisfy the increasing demand and ensure generation capacity adequacy, the generation expansion planning (GEP) problem is solved to determine the investment decisions for electricity generation sources. Even though there are no centralized utilities for generation planning in most markets, there is still …

Study Of ⋀N Fsi With ⋀ Quasi-Free Productions On The ³H (E, E'K⁺) X Reaction At Jlab, K. Itabashi, K. N. Suzuki, B. Pandey, K. Okuyama, T. Gogami, S. Nagao, S. N. Nakamura, L. Tang, D. Abrams, T. Akiyama, D. Androic, K. Aniol, C. Ayerbe Gayoso, J. Bane, S. Barcus, J. Barrow, V. Bellini, H. Bhatt, D. Bhetuwal, D. Biswas, A. Camsonne, J. Castellanos, J.-P. Chen, J. Chen, S. Covrig, D. Chrisman, R. Cruz-Torres, R. Das, E. Fuchey, K. Gnanvo, F. Garibaldi, T. Gautam, J. Gomez, P. Gueye, T. J. Hague, O. Hansen, W. Henry, F. Hauenstein, D. W. Higinbotham, C. E. Hyde, M. Kaneta, C. Keppel, T. Kutz, N. Lashley-Colthirst, S. Li, H. Liu, J. Mammei, P. Markowitz, R. E. Mcclellan, F. Meddi, D. Meekins, R. Michaels, M. Milhovilovic, A. Moyer, D. Nguyen, M. Nycz, V. Owen, C. Palatchi, S. Park, T. Petkovic, S. Premathilake, P. E. Reimer, J. Reinhold, S. Riordan, V. Rodriguez, C. Samanta, S. N. Santiesteban, B. Sawatzky, S. Širca, K. Slifer, T. Su, Y. Tian, Y. Toyama, K. Uehara, G. M. Urciuoli, D. Votaw, J. Williamson, B. Wojtsekhowski, S. A. Wood, B. Yale, Z. Ye, J. Zhang, X. Zheng

Physics Faculty Publications

An nnΛ is a neutral baryon system with no charge. The study of the pure Λ-neutron system such as nnΛ gives us information on the Λn interaction. The nnΛ search experiment (E12-17-003) was performed at JLab Hall A in 2018. In this article, the Λn FSI was investigated by a shape analysis of the ³H(e, e′K⁺)X missing mass spectrum, and a preliminary result for the Λn FSI study is given.

Production Of Protactinium-229 Via Deuteron Irradiation Of Thorium-232, Naser Burahmah

Doctoral Dissertations

²²⁵Ac [Actinium-225] is a promising radionuclide for targeted alpha therapy of cancer. ²²⁹Pa can lead to the production of ²²⁹Th [Thorium-229] and ²²⁵Ac [Actinium-225]. Deuteron bombardment on natural thorium targets has been investigated to measure cross sections of protactinium isotopes. In this work, ²²⁹Pa [Protactinium-229] excitation function was measured via deuteron energies up to 50 MeV [Mega electron volt] of thin thorium foils. The irradiation took place at Lawrence Berkeley National Laboratory’s (LBNL) 88-Inch Cyclotron. The target processing and analysis were performed at Oak Ridge National Laboratory (ORNL). The target consisted of 4 thin foils …

A New Extended Alpha Power Transformed Family Of Distributions: Properties, Characterizations And An Application To A Data Set In The Insurance Sciences, Zubair Ahmad, Eisa Mahmoudi, Gholamhossein Hamedani

Mathematical and Statistical Science Faculty Research and Publications

Heavy tailed distributions are useful for modeling actuarial and financial risk management problems. Actuaries often search for finding distributions that provide the best fit to heavy tailed data sets. In the present work, we introduce a new class of heavy tailed distributions of a special sub-model of the proposed family, called a new extended alpha power transformed Weibull distribution, useful for modeling heavy tailed data sets. Mathematical properties along with certain characterizations of the proposed distribution are presented. Maximum likelihood estimates of the model parameters are obtained. A simulation study is provided to evaluate the performance of the maximum likelihood …

Grey Water Footprint Assessment Of Geothermal Water Resources In The Southeasternanatolia Region, Peli̇n Yapicioğlu, Mehmet İrfan Yeşi̇lnacar

Turkish Journal of Earth Sciences

This paper aimed to determine the grey water footprint (GWF) of geothermal water resources and to investigate the effect of biochar adsorption on grey water footprint in Southeastern Turkey. In this paper, GWF has been calculated in terms of iron (Fe), arsenic (As), manganese (Mn), boron (B), and chrome (Cr) concentrations for fifteen observation geothermal resources located in Southeastern Anatolia Region. In this study, a new approach based on the GWF was developed in order to determine the geothermal water pollution. Grey water footprints related to fifteen geothermal resources were investigated. In the second stage of the study, the effect …

Pinning The Conformation Of A Protein (Cora) In A Solute Matrix With Selective Binding, Warin Rangubpit, Sunan Kitjaruwankul, Pornthep Sompornpisut, R. B. Pandey

Faculty Publications

Conformation of a protein (CorA) is examined in a matrix with mobile solute constituents as a function of solute–residue interaction strength (f) by a coarse-grained model with a Monte Carlo simulation. Solute particles are found to reach their targeted residue due to their unique interactions with the residues. Degree of slowing down of the protein depends on the interaction strength f. Unlike a predictable dependence of the radius of gyration of the same protein on interaction in an effective medium, it does not show a systematic dependence on interaction due to pinning caused by the solute binding. …

The Performance Of Some Biased Estimators With Different Biased Parameter In Linear Regression Model, Mustafa Nadhim Lattef, Mustafa I. Alheety

Al-Qadisiyah Journal of Pure Science

To circumvent the problem of multicollinearity, biased estimation method has been suggested to improve the precision of estimators. In this paper, we study types of biased estimators that can help to reduce the effect of multicollinearity on estimation. A simulation study is carried out to study the relative effectiveness of certain types of biased estimators in comparison to some proposed estimated ridge parameter (k) that have been shown in the literature . Moreover, a real data set has been considered to support the simulation results based on the estimated mean square error criterion.

An Investigation Of Chi-Square And Entropy Based Methods Of Item-Fit Using Item Level Contamination In Item Response Theory, William R. Dardick, Brandi A. Weiss

Journal of Modern Applied Statistical Methods

New variants of entropy as measures of item-fit in item response theory are investigated. Monte Carlo simulation(s) examine aberrant conditions of item-level misfit to evaluate relative (compare EMR_j, X², G², S-X², and PV-Q₁) and absolute (Type I error and empirical power) performance. EMR_j has utility in discovering misfit.

Jmasm 53: Miccerird, Michael Lance

Journal of Modern Applied Statistical Methods

Fortran 77 and 90 modules (REALPOPS.lib) exist for invoking the 8 distributions estimated by Micceri (1989). These respective modules were created by Sawilowsky et al. (1990) and Sawilowsky and Fahoome (2003). The MicceriRD (Micceri’s Real Distributions) Python package was created because Python is increasingly used for data analysis and, in some cases, Monte Carlo simulations.

Optimal Linear Moment Estimation Method For Gumbel Distribution, Yumei Zhai, Ruixing Zhao

Journal of System Simulation

Abstract: Linear moment is one of the important methods to estimate the extreme value distribution function in engineering practice. In order to improve the estimation performance for Gumbel distribution, the estimating results of twelve empirical distribution functions were simulated by using Monte Carlo method. The optimal linear moment estimation method was constructed based on the empirical distribution function with the minimum estimation error, and compared with ordinary moment, traditional linear moment and maximum likelihood method. The study shows that choosing an appropriate empirical distribution function can enhance the estimation accuracy. The optimal empirical distribution function varies depending on the sample …

Artillery Company Firepower Assignment Model And Algorithm, Xuezhi Lü, Lisheng Chang, Xianwen Wang, Xinhui Zhao

Journal of System Simulation

Abstract: In view of deficiency of traditional firepower assignment method and characteristics of modern artillery, the model and algorithm of firepower assignment of artillery company were studied. The firepower assignment problem of artillery company was described, and the resolving concept was discussed. Three firepower assignment modes based on resolving concept were introduced. The idea of getting optimal solution of firepower assignment with Monte Carlo simulation and golden section search were analyzed. The model and algorithm were validated with an example.

Modeling And Simulation Of Single Lane Taxi Boarding System Based On Queuing Theory, Sun Jian, Rijia Ding, Yanyan Chen

Journal of System Simulation

Abstract: Taxi pick-up area was described as a queuing system based on the GPSS language to establish a simulation model, to find out a new way to improve taxi traffic capacity. Vehicle release officer and passenger release officer were represented by logic switch object, such business logic as taxi producing, taxi entering, boarding, taxi leaving could be reappeared well in computer. The time which spent on the above processes were analysed and by video data. Multi wheel simulation experiments were carried out. Quantitative analysis was executed to find out how the traffic capacity are affected by the berth quantity and …

Recent Developments Of Mcvine And Its Applications At Sns, J. Y. Y. Lin, F. Islam, G. Sala, I. Lumsden, Hillary L. Smith, M. Doucet, M. B. Stone, D. L. Abernathy, G. Ehlers, J. F. Ankner

Physics & Astronomy Faculty Works

MCViNE is an open source, object-oriented Monte Carlo neutron ray-tracing simulation software package. Its design allows for flexible, hierarchical representations of sophisticated instrument components such as detector systems, and samples with a variety of shapes and scattering kernels. Recently this flexible design has enabled several applications of MCViNE simulations at the Spallation Neutron Source (SNS) at Oak Ridge National Lab, including assisting design of neutron instruments at the second target station and design of novel sample environments, as well as studying effects of instrument resolution and multiple scattering. Here we provide an overview of the recent developments and new features …

Empirical Bayes Estimators And Borel-Tanner Distribution, Celestina Ruby Soltero

Theses and Dissertations

The motivation for this paper stems from the role Borel-Tanner (BT) distribution has as the distribution of the total outbreak number in epidemics modeled by branching processes. We briefly review Borel-Tanner distribution and its applications. In Chapter II we outline the Bayes decision problem, a construction for an Empirical Bayes (EB) estimator proposed by Liang [9] and discuss risk analysis. In Chapter III, the importance of randomization addressed and a classical construction of a monotonized EB estimator proposed by Houwalingen [14] is outlined. Lastly in Chapter IV we use R software to perform a Monte Carlo simulation and conduct a …

Non Parametric Test For Testing Exponentiality Against Exponential Better Than Used In Laplace Transform Order, Mahmoud Mansour, M A W Mahmoud Prof.

Basic Science Engineering

In this paper, the test statistic for testing exponentiality against exponential better than used in Laplace transform order (EBUL) based on the Laplace transform technique is proposed. Pitman’s asymptotic efficiency of our test is calculated and compared with other tests. The percentiles of this test are tabulated. The powers of the test are estimated for famously used distributions in aging problems. In the case of censored data, our test is applied and the percentiles are also calculated and tabulated. Finally, real examples in different areas are utilized as practical applications for the proposed test.

Three Dimension Tolerance Analysis And Optimization Based On 3dcs, Qiaofeng Meng, Linxuan Zhang, Linzheng Yin, Zhixia Hou, Zou Fang

Journal of System Simulation

Abstract: According to the tolerance allocation and optimization problems in engineering practice, the vector loop model is established by using the concept of vector, and the improved scheme based on the idea of "dichotomy" method is explored. Through the virtual assembly process of a certain model car, the rear cover and tail light are mounted on the white body. Based on 3DCS dimensional tolerance analysis and optimization of simulation, it is proved that the improved scheme with some advanced and practical property has great superiority compared to the original equal tolerance allocation method. It can solve the practical problems faced …

Determination Of Fluence Rate Distribution In A Multilayered Skin Tissue Model Byusing Monte Carlo Simulations, Hali̇l Arslan, Bahar Pehli̇vanöz

Turkish Journal of Physics

Information on light-tissue interaction is important for clinical applications of lasers. The Monte Carlo technique is one of the commonly used methods to simulate photon propagation and to describe energy absorption in biological tissues. In this study, fluence rate distributions of 633 nm and 830 nm light inside a multilayered skin tissue model have been investigated by using two different simulation software programs: GAMOS tissue optics plug-in and MCML. Results of the plug-in for the fluence rate distributions are in very good agreement with the ones from MCML for both of the wavelengths. This shows that GAMOS tissue optics plug-in …

Marikina Flood Hazard Models Using Historical Data Of Water Level, Elvira P. De Lara-Tuprio, Evangeline P. Bautista, Reginaldo M. Marcelo, Ramil T. Bataller, Divino Angelo B. Esteban, Yvanne Paolo B. Yutuc

Mathematics Faculty Publications

In this paper, ten-year historical data of water levels recorded at Sto. Niño, Marikina station of MMDA-EFCOS were analysed and processed to determine the number of times per year (annual frequency) that critical levels of the Marikina River near the Sto. Niño station were reached and for how long (duration). Probability distributions for the annual frequency and duration were then fitted to the samples obtained. Monte Carlo simulation was applied in order to generate possible realizations of the random variables. Summary statistics were then obtained from the simulated values. Finally, backtesting using historical data of water levels after the period …

Kinetic Monte Carlo Simulation Of Binary Alloys, Timothy Craig Marshall

Theses and Dissertations

There are many tools to simulate physical phenomena. Generally, the simulation technique is defined by the size of the simulation area. Two well know techniques for simulating atom dynamics are kinetic Monte Carlo (kMC) and molecular dynamics (MD). In this work we simulate physical vapor deposition of binary metallic systems using the kMC technique. A sufficient quantity of atoms are deposited so that morphological features can be observed. Where kMC has fallen short we have used MD to supplement our results.

Outlier Impact And Accommodation On Power, Hongjing Liao, Yanju Li, Gordon P. Brooks

Journal of Modern Applied Statistical Methods

The outliers’ influence on power rates in ANOVA and Welch tests at various conditions was examined and compared with the effectiveness of nonparametric methods and Winsorizing in minimizing the impact of outliers. Results showed that, considering both power and Type I error, a nonparametric test is the safest choice to control the inflation of Type I error with a decent sample size and yield relatively high power.

Power Oscillation Damping Control By Pss And Dfig Wind Turbine Under Multiple Operating Conditions, Korakot Thanpisit, Issarachai Ngamroo

Turkish Journal of Electrical Engineering and Computer Sciences

Multiple operating conditions in power systems including wind power sources significantly affect the damping of low frequency oscillation modes due to diverse generating and loading conditions, random wind speeds, line outage contingencies, etc. To cope with multiple operating conditions, this paper proposes the new parameter optimization technique of the power system stabilizer (PSS) and the doubly-fed induction generator (DFIG) wind turbine with the power oscillation damper (POD) based on the probability method. Different operating conditions are randomly generated by Monte Carlo simulation. Under the generated operating points, the particle swarm optimization of PSS and POD parameters is carried out to …

Robustness And Power Of The Student T, Welch-Aspin, Yuen, Tukey Quick, And Haga Tests, Dong Li

Wayne State University Dissertations

Classical parametric statistic procedures are widely used in the research community. However, for classical tests to produce accurate results, the assumptions underlying them must be sufficiently satisfied. When the assumptions are not met, the results of the analysis may be due to the violation of the assumptions, instead of the true pattern of the data. The assumptions are rarely met when analyzing real data. The use of classic parametric methods with violated assumptions may lead to substantive errors in the interpretation of data. As an alternative to normal theory statistics, nonparametric statistical procedures do not make assumptions about the underlying …

Monte Carlo Simulation Design For Evaluating Normal-Based Control Chart Properties, John N. Dyer

Journal of Modern Applied Statistical Methods

The advent of more complicated control charting schemes has necessitated the use of Monte Carlo simulation (MCS) methods. Unfortunately, few sources exist to study effective design and validation of MCS methods related to control charting. This paper describes the design, issues, considerations and limitations for conducting normal-based control chart MCS studies, including choice of random number generator, simulation size requirements, and accuracy/error in simulation estimation. This paper also describes two design strategies for MCS for control chart evaluations and provides the programming code. As a result, this paper hopes to establish de facto MCS schemes aimed at guiding researchers and …

Bayesian Inference For Median Of The Lognormal Distribution, K. Aruna Rao, Juliet Gratia D'Cunha

Journal of Modern Applied Statistical Methods

Lognormal distribution has many applications. The past research papers concentrated on the estimation of the mean of this distribution. This paper develops credible interval for the median of the lognormal distribution. The estimated coverage probability and average length of the credible interval is compared with the confidence interval using Monte Carlo simulation.

On Generalizing Cumulative Ordered Regression Models, Robert W. Walker

Journal of Modern Applied Statistical Methods

We examine models that relax proportionality in cumulative ordered regression models. Something fundamental arising from ordered variables and stochastic ordering implies a partitioning. Efforts to relax proportionality also relax the ability to collapse an inherently multidimensional problem to a partitioning of the (unidimensional) real line. It is surprising and unfortunate to find that deviations from proportionality are sufficient to generate internal contradictions; undecidable propositions must exist by relaxing proportional odds without other relevant and significant changes in the underlying model. We prove a single theorem linking continuous support and partitions of a latent space to show that for these two …

Comparison Of Some Multivariate Nonparametric Tests In Profile Analysis To Repeated Measurements, Mehrdad Vossoughi, Shila Shahvali, Erfan Sadeghi

Journal of Modern Applied Statistical Methods

Through Monte Carlo simulations, the performance of six multivariate nonparametric tests for testing the hypothesis of parallelism in profile analysis was studied. In conclusion, the tests based on ranks were as efficient as Hotelling's T² under multivariate normal distribution. For the heavy tailed distribution, the tests based on signs performed best.

Hierarchical Bayes Estimation Of Reliability Indexes Of Cold Standby Series System Under General Progressive Type Ii Censoring Scheme, D. R. Barot, M. N. Patel

Journal of Modern Applied Statistical Methods

In this paper, hierarchical Bayes approach is presented for estimation and prediction of reliability indexes and remaining lifetimes of a cold standby series system under general progressive Type II censoring scheme. A simulation study has been carried out for comparison purpose. The study will help reliability engineers in various industrial series system setups.

Empirical Evaluation Of Different Features Of Design In Confirmatory Factor Analysis, Deyab Almaleki

Dissertations

Factor analysis (FA) is the study of variance within a group. Within-subject variance (WSV) is affected by multiple features in a study context, such as: the study experimental design (ED) and sampling design (SD), thus anything that influences or changes variance may affect the conclusions related to FA.

The aim of this study was to provide empirical evaluation of the influence of different aspects of ED and SD on WSV in the context of FA in terms of model precision and model estimate stability. Four Monte Carlo population correlation matrices were hypothesized based on different communality magnitudes (high, moderate, low, …