مشاركة
دراسة كفاءة طرق التقدير لمعلمات توزيع القيمة المتطرفة باستخدام معاينة مونت كارلو == Study of Efficient Estimation Methods for theparameters of Extreme Value Distribution byUtilizing Monte Carlo Sampling
اسم المؤلف:
فادي عادل ابراهيم يونان شعبو
اسم المشرف:
اكرم محمد العبود | زينب عبد النبي سلمان
الموضوع العام:
علوم الرياضيات
السنة:
2010
الموضوع الدقيق:
الرياضيات
الدرجة:
ماجستير
الجامعة:
جامعة النهرين - كلية العلوم - قسم الرياضيات وتطبيقات الحاسب
اللغة:
الانكليزية
مكان الجامعة:
بغداد
الصفحات الاولى:
27T1045 - p.pdf
المستخلص:
In this thesis, we consider the extreme value distn. of two parameters for the reason of its appearance in many statistical fields of applications. Mathematical and statistical properties of the distn. such as moments andhigher moments are collected and unified and the properties of reliability and hazard functions of the distn.are illustrated.The chi - square goodness - of - fit is used to test whether the generated samples from the standardized extreme value distn. by Monte Carlo simulation are acceptable for use.These samples are used to estimate the distn.parameters by four methods of estimation, namely moments method, maximum likelihood method, order statistic method and least squares method.These methods are discussed theoretically and assessed practically in estimating the reliability and hazard functions. The properties of the estimator, reliability and hazard functions, such as bias, variance, skewness, kurtosis, and mean square error are tabled.The computer programs are listed in three appendices and the run is made by using "MathCAD 14".
