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تقويم بيانات الوفيات في العراق وتقدير بعض مؤشراتها == Evaluating Mortality Data In Iraq And Estimating Some Related Indices

Author name: رشا عادل سعيد

Supervisor name: بشرى علي يعقوب الجعفري

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: لقد اتسع نطاق الدراسات الاحصائية ليشمل العديد من الميادين والقطاعات ومن ضمنها قطاع السكان، حيث اهتم الباحثون بدراسة مشاكل التعداد والقياسات المتعلقة بقطاع السكان كالولادات والوفيات والهجرة، وذلك لما لها من اهمية كبرى في مجال الادارة والتخطيط.فجاء هذا ا | The scope of statistical studies has been extended to consist many sectors. One of these sectors is population studies.The researchers studied the problems of census , and data collection related to population (i.e. Births , deaths and migration) , which is considered of great importance in the field of planning , management and development studies. This study comes as a part of the studies focused on demographic characteristics and concentrated on mortality , which is often faced by the problems of incomplete and incorrect data , mainly the lack of mortality records specially in developing countries. The study focused on mortality data in Iraq during the period 1987 - 1997 , aiming at evaluating and estimating some of the related indices such as (life expectancy at birth , age - specific mortality rates , etc.).The study excluded the region of Kurdstan (Arbil , Dohok and Sulaymania) because this region was not included in 1997 census moreover the difficulties in obtaining registered deaths in this region since 1991. The study compares three methods for estimating infant and child mortality rates (i.e. Brass method , Feeney method for estimating infant mortality and Preston - Palloni method) the study concluded that Brass method is the most relevant for estimating infant and child mortality in the light of the hypotheses of each method and its characteristics and the needed data. By using 1997 census data in Iraq and depending on UN. Model for developing countries (general model) , the study achieved to the adjustment of mortality probability (Logit method). In dealing with mortality for (over 5 years old persons) , three methods were compared for estimating completeness of recorded deaths (i.e. Brass growth balance method , Preston - Coale method and Bennett - Horiuchi method) based on the hypotheses of each method and its characteristics and the needed data. It was found that there was no reason for preferring one method on another , therefore , the three mentioned methods were used depending on registered deaths (collected from Ministry of Health data) for the period 1987 - 1997. The study results showed that Brass growth balance method was not relevant for the studied mortality data in the Iraqi society. therefore , its results were neglected , and the results of mathematical mean of Preston - Coale method and Bennet - Horiuchi method were considered as representative of completeness of recorded deaths. It was found (0.725) for males and (0.845) for females.In order to estimate some mortality indices , bridged life tables were built for the years 1997 and 2002 for males and females in Iraq. The analysis showed the rise of life expectancy at birth about (1.2) years for males and (1.3) years for females during the above mentioned period.Finally , the study discuses its conclusions and recommendations.

دراسة نظرية وتطبيقية لشبكات بيرت الاحتمالية

Author name: ربى رشيد عبد الرحمن الجلبي

Supervisor name: ضوية سلمان حسن الجنابي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: تعتبر شبكات الاعمال من الادوات المهمة في التخطيط والسيطرة على مراقبة تنفيذ المشاريع باقل كلفة ووقت ممكن اذا ما توفرت الموارد التي تغطي حاجة تلك المشاريع.ونظرا لاهمية موضوع شبكات الاعمال ارتاينا البحث فيه بهدف التوصل الى طريقة لحساب وقت انجاز المشروع الك | Networks are considers as the most important instruments in the planning are controlling probation of projects implementation with minimal cost and time if there are sufficient resources cover the need of these projects.And respect to the importance of the topic regarding networks, we saw the search in it so as to reach method for calculating time of implementation of the total project in Probabilistic PERT networks, which are different from PERT networks because each stage in Probabilistic PERT networks represent random variable which has certain probabilistic distribution. So, time of implementation of the project will be another random variable, while in PERT method the times being already specified for each stage. We shall calculating this time after finding the total probability function for networks of the project.Moreover, we shall perform striking the necessary time to doing PERT network by application Fulkerson method which depends on every possible investigations to perform the project’s stages, which concentrate on that which have the maximum possibility of an event, and so the Fulkerson method being approximation to that which depends upon the probability function, but we shall concentrate in our research on the probability function because it gives additional indicators to the performing time. This will appears as clear through comparing the results that we shall reach after application the two methods. Where this was applied practical in one of our productive enterprises and it is the public enterprise of leather industries.According to above cited, we divided a thesis into four chapters; the first, takes the introduction and the objective of the probabilistic PERT networks topic as well as topic’s background, while the second chapter takes the theoretical aspect of the topic that encompass displaying method of PERT and an analysis that depend upon beta distribution besides displaying the symbols used in Fulkerson’s method to finding the expected time for implementation of the total project and finding variance of time regarding the total implementation and then estimating the probability function to the project time. The third chapter takes an applied aspect of the topic, so after gathering data, we tested it for conformity goodness of fit and then, we calculated mean and variance of the time regarding project total performing according to PERT and Fulkerson methods, and then we have finding the mean using probability function after estimate it.The most important what we have reached from the conclusions and the recommendations we shall display it in the fourth chapter of the thesis

تاثير الغام الحروب على الرقع النفطية باستخدام نظم المعلومات الجغرافية : دراسة حالة - محافظة البصرة == The War Mines Effectet In The Oil Spots By Using Geographic Information Systems /Wasit Governorate - Case Study

Author name: دعاء يوسف عبد الرحمن

Supervisor name: محمد جاسم محمد

General topic: Administration and Economics

Specific topic: Statistics

Degree: Higher Diploma

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: نتيجة للحروب التي مر بها العراق على حدوده الشرقية ,والقصف الذي تعرض له خلال حرب الخليج (1980 - 2003) اصبحت العديد من الاراضي تحتوي على الالغام والمخلفات الحربية ,مما ادى الى ظهور مشكلة عدم استثمار الرقع النفطية التي تقع تحت المساحات الملغومة ,حيث تم استعم | The wars rate that Iraq pass it at the eastern borders, And the bombing he faced during the gulf war (2003 - 1980 ) many areas became contain Mines and remnants of the war. Causing a problem of not investing the oil spot which fall under mined areas , Geographic information systems was used in spatial analysis of the mines problem in Basra through natural distribution standard.After identifying the areas of mines presence calculated the cost by the government due to the presence of mines and remnants of war inside the oil field ( Sindbad ) and the ninth spot which are located nearby the Iraqi - Iranian border the reason for planting of many minefields by the Iraqi government and the Iranian government was that the wars which took a place in this area , And the study showed that the presence of mines and remnants wars within the oil spots the government must have a financial obligations to clear these areas from mines and make it safe for the extraction of crude oil.Although the study showed that the geographical distribution pattern of mines at the study area ( Basra ) it is close to the pattern of massed because the gathering of dangerous areas at the middle of Basra due to the proliferation of remnants of wars as a result from the air and ground bombardment to vital facilities inside the governorate. From this above we conclude not to leave and neglect any oil spot containing mines and wars remnants and conducting surveys and removals for the purpose of clearing them from the wars remnants and make it safe for the purpose of investment to benefit from oil imports , especially that the world oil price will decline over time , And to provide full protection of oil fields and wells from terrorist and military operations In spite of they are frequently locked to sabotage as arson operations by ISIS

تشخيص وتقدير دالة الانحدار اللامعلمي للبيانات المزدوجة في حالة عدم تحقق بعض فرضياته == The Diagnosis And The Estimation of The Nonparametric Regression Function of The Panal Data In Case Some of Its Hypotheses Are Not Verified

Author name: دريد حسين بدر

Supervisor name: ظافر حسين رشيد النجار

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: اكتسبت نماذج البيانات المزدوجة اهتماما بالغا وخاصة في الدراسات الاقتصادية والطبية والمالية لانها تاخذ في الاعتبار اثر التغير في الزمن وكذلك اثر التغير في المشاهدات المقطعية على حد سواء في بيانات عينة الدراسة، فضلا عن وصف البيانات من خلال تقدير الانموذج ا | Panel data models have gained a great importance especially in economic, medical, epidemic and financial studies. Because these models take into consideration the impact of the change in time, the impact of the change in sectional views alike inherent in data of a study sample, in addition to describing data through Estimation of the appropriate model. In this thesis, we address the use of method of nonparametric regression in diagnosing and Estimation a model of panel data , as there are specific assumptions related to vector of random errors are not verified. This is because we are going to talk about a nonparametric problem and existence of Heteroscedasiticity and Auto correlated errors which make the process of Estimation wrong, or sometimes not possible. A model has been diagnosed through disclosing all of the problem of Heteroscedasiticity through the use of test (1996) (Zheng) and the problem of Auto correlation by suing test (2013) (Su and Lu). It has been indicated through handling a Nonparametric Hausman Test that the final model adequate for research data is Nonparametric Panel Data Model with Random Effects. Thus, finding Nonparametric Estimator has been tackled through dealing with each problem individually alongside with addressing methods of choosing the smoothing Bandwidth of the model of Random Effects. In case of correlated errors for all techniques of Nonparametric Regression, there are methods to deal with this problem, however all of the said depends critically on addressing estimation methods reliant on finding the choice of an optimal smoothing Bandwidth using more accurate standard until the removal of error process to attain an edited smoothing Bandwidth , of any correlation, is achieved. Then, we could Estimation a model by using Estimation methods. In case of Heteroscedastisity, treatment could be achieved through determining weight by Kernel Estimator, then to be used for the exclusion of the effects of Heteroscedasticity in the study variables through using estimation methods and provision of proposals for classic Nonparametric methods. The formulation of simulated experiments of used models and verification of performance of traditional and proposed methods, for all sample sizes and three levels of standard deviation trough the use of (RAMSE) standard, have been carried out in this thesis. One of the most significant objectives of this study is the selection of the best Estimation method produced by simulation through applying it on a group of balanced Panel Data (longitudinal). This could be conducted through carrying out a practical application to state the effect of the role of gross domestic product on fixed market prices measured in a US Dollar (x) in the state budget measured in millions US Dollars (y) for the period (2003 - 2015). This could be approached through depending on genuine data related to general budget for the Arab States measured by millions US Dollars. The gross domestic product has been focused on since it is the most important economic variable that impacts the budget, as an explanatory variable according to the viewpoint of the competent people for the period (2003 - 2015). The main conclusion in the experimental side is a clear preference in absolute terms to the fortified proposal of Least Square Support Vector Machine for Regression by using an (MGCV) standard on other used Estimation methods. This is in case existence of Auto Correlation as well as provision of a verified proposal for Propose (LCNE), relying on a Span, a selection standard, on other used Estimation methods in case existence of Hetroscedasticity, of all sample sizes, all cases and three levels of three standard deviation. As to practical side, an appropriate model has been diagnosed. Also, compatibility of the best method has been proven in the experimental side alongside with practical one, and the most appropriate for a model by using (RAMSE) standard

حول تصاميم القطع المخططة

Author name: داليا هشام عبد الرحمن الشيخلي

Supervisor name: عماد حازم عبودي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: مما لا شك فيه ان للتجارب العاملية اهمية كبيرة في دراسة تاثيرات العوامل الرئيسية وتفاعلاتها، وتعد تجارب القطع الشريطية او المخططة Strip - plot Experiments او ما يسمى بتجارب القطاعات المنشقة split - Block Experiments احدى فروع او حالات التجارب العاملية حيث | There is no suspicion that the practical experiment have a great importance in studying the major factors and their activities ,and the Strip - Plot experiment or what it called Split - Block experiment considered as one of the practical experiments brunches where the steps are divided in the Analyzing Differentiation Diagram to three combinations , the first one is for the queues, the second one is for the colons, and the third one is for the experimental units which produced from crossing the queue with the colon with noticed that the horizontal and vertical strips should be in a vertical line with each other so there is no relation between their sizes. The levels of one factor normally distribute randomly over the strips of the queues and the levels of the other factor, and also randomly over the strips of the colons. By changing the randomization category (put the restrictions on the way of randomization) many kinds of designing the Strip - Plot appears. Hence, the aim of this research came to put the spot on these categories and put their mathematics sample, the statistical analyzing of each category, their usage’s, their characteristics, their features and their standard mistakes and to test the differences between the treatments average by using the method of Least Significant Differences. We cleared how to treat the problem of the one replication (because of loosing the mistakes) to test hypotheses by two methods. Finally we applying the kinds of the strip - plot designs practically standing on an experiment diagrams done in Abo Guraib Station yield that belong to Eebaa Center For Agricultural Researches. The program was written in ( Visual Basic ) language to make the statistic analysis for these experiments and applying practically the treatment of the repetition one.

تقلبات سعر صرف الدينار العراقي للمدة من عام 1996 لغاية منتصف عام 2005 والتنبؤ بسعره في المستقبل باستخدام سلاسل ماركوف == Fluctuating of The Iraqi Dinerexchange Rate Since 1996 Until Mid 2005 And Forecasting It In The Future By Using Markov Chains

Author name: خليل برهان الدين فرمان السعدي

Supervisor name: صباح منفي رضا الشمري

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

مقارنة اساليب بيز مع طرائق اخرى لتقدير منحنى الانحدار اللامعلمي == A Comparison of Bayesian Approaches With Other Methods For Estimating Nonparametric Regression Curve

Author name: خلود يوسف خمو يوسف

Supervisor name: ظافر حسين رشيد النجار

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: لقد شهدت طرائق الانحدار اللامعلمي اهتماما ملحوظا في السنوات الاخيرة كان السبب في ذلك هو ان التفكير المعلمي الصرف المستخدم في تقدير منحنى الانحدار لا يتوافق مع المرونة في تحليل البيانات.ومع التطور المنجز في اجهزة الحواسيب من الناحية المادية وكذلك انجاز | In recent years, too many considerations have been given for the Nonparametric Regression methods. This is for the reason that the concept of pure parametric; used for the estimation of Regression curve, does not cope well with the flexibility needed for data analysis.With the progress made in computer machines, in terms of economy and running performance, it has become possible to develop many of Nonparametric Regression methods theoretically. Though many of these are still under perfection, and facing a number of problems.Hence we see the importance of focusing on methods related to smoothing of Nonparametric Regression functions. This is for the purpose of producing the best methods convenient for various models. And for the Distribution Random error, in its two cases; Normal and Contaminated. Thus, the most important purpose of the research, is to find what the studies so far, have offered in the field of Nonparametric Regression. Also to find alternative or modified methods; which are reliable for the treatment of conditions of failure regarding the methods in use, as well as to alleviate the complexity of some methods, especially those related to Bayesian procedures.One of the most outstanding aims of the research focuses on the study of Nonparametric Regression using Bayesian variable selection. This suggests a modified technique to be reliable and of less complexity than the original one.Amongst the other research intentions, when data are contaminated with outliers, is to explore the Robust Nonparametric Regression, using Bayesian variable selection method. Also to suggest a modified Bayesian method; resistant to outliers, and of less complexity than before transformation. As well as offering suggested methods for Robust Nonparametric Regression. This is of the feature of having less sensitivity towards outliers and reliable in comparison to very few techniques supplied with robustness, as the Bayesian approach.A simulation model has been performed with different distributions, for the random error and for a number of models.To verify the performance of such methods, many criteria have been carried out.To satisfy the purpose of this research, the study has been divided into five chapters. Chapter I consists of an introduction, the problem under research, its importance and purposes. It also covers a literature survey. Chapter II covers methods for smoothing Nonparametric Regression. While chapter III is devoted for Nonparametric Regression and Robust Nonparametric Regression using Bayesian variable selection method. Also in this chapter are details of the suggested methods. Then chapter IV implements the experimental part of the study. Finally chapter V comprises the conclusions and suggestions that the research has recommended. As well as the future studies, which have been proposed regarding this research.

مقارنة طرائق تقدير دالة المعولية للتوزيع الاسي الخليط مع تطبيق عملي == Comprastion Between Methots Estimator Reliability Function of Of A Mixture Exponential Distribution With A Practical Application

Author name: خضر نصيف جاسم البياتي

Supervisor name: عبد المجيد حمزة الناصر

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: ان الاهتمام المتزايد في دراسة نماذج الفشل جاء نتيجة للدور الذي تضطلع به نظريه المعوليه ودالة الاخفاق بالتعامل مع الاعمار لدراسة ومعرفه سلوك اوقات الفشل في الزمن اللاحق, وتعتبر المعولية احد المقاييس للتعبيرعن اداء اي مفرد او نظام لفترة قادمة لذلك تعد المعو | Reliability theory and Hazard function have played a great role in the rapid interest in the study of failure models. These theories deal with the study of ages to investigate and study the behavior failure time at posterior time. Reliability theory is one of those standards that show the performances of any unite for an expected period of time. It is also considered an indicator for future planning.Accordingly, reliability theory is adopted to study and analyze behavior of failures and the factors behind such failures. To achieve this, the parameter estimators of failure models, with good prosperities and efficiency, are required to count the reliability estimation. Therefore, it is of keen significance to study the methods and techniques for getting the parameter estimators of failure including the parameter estimations of a mixture failure model. These estimations have a great role in reproducing complex cases of non - homogeneous populations. Like the importance of the normal distribution for biological studies, the exponential model is considered of a great significance for the study of failure models.The study aims to estimate the reliability function by employing various methods to estimate the model parameter exponential mixture. To achieve this objective, this study is divided into four chapters. Chapter I shows the introduction and the literature review. Chapter II defines some key concepts of the topic; it also presents the theoretical framework for the employed methods of estimation for a number of parameter estimator method’s complete sample of a mixture of two exponential distributions with different two parameter and percentage p. them of normal school such as Maximum likelihood method estimator and symbolizes her short (ML) and the method of moments and symbolized short (MO) and the least squares method and symbolizes her short(LS) and the least squares weighted and symbolized short (WL) and propose application Bayesian Method using (Lindley' s approximation) of this mixture distribution as not used in Iraq (by informed researcher) and study the behavior of a function failure rate for this distribution using expression w(t) which is also taught for the first time in Iraq, according to the informed researcher. Chapter III is divided into two sections. The first section includes the application of imitation style for generating data and performing a sample application based on the theoretical background. The second section reports about a field work on one of the public institutions for electrical industry. Chapter IV shows the results and conclusion of this study. It also suggests some recommendations for future research.

استعمال بعض تصاميم التجارب العاملية والعاملية المتداخلة بالقياسات المكررة على مرض الثلاسيميا في محافظة واسط == Use Some Factorial Design of Experiments And Nested - Factorial By Repeated Measurements On Thalassemia In Wasit Governorate

Author name: حيدر رائد طالب

Supervisor name: قيـس سبع خماس

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: انصب هدف الرسالة في امرين على درجة من الاهمية وهما اولا دراسة تحليلية لطبيعة التجارب بالقياسات المكررة لعدة تصاميم والتركيز على التجارب العاملية والعاملية المتداخلة وبناء النماذج الرياضية الخطية لهذه التجارب الذي يعتمد علية التحليل. لقد تم استعمال الط | Focused message in a two objective on the degree of importance and them first analytical Study to the nature of repeated measurements experiments for several designs and focus on the Nested - Factor Experiments and build linear mathematical models for these experiments upon which the analysis. It has been used several methods parametric to analysis these types of designs. which are difficult to analyze in sometimes because of the not provide conditions analysis of variance for repeated measurements experiments. The second objective of the message is application this kind of experience in the medical sector by studying a particular phenomenon characterized by a repeated measurements represented Thalassemia in Wasit province. Where he was studying three types of experiments the existence of a repeated measurements It is experiments with a one factor and have a repeated measurements on the same element, Factorial Experiment qxp repeated measurements on one factor, and Nested - Factorial experiment repeated measurements on one factor. As well as the use of methods of transfer to ranks (Rank Transformation) as one of the solutions that have made conditions analysis of variance to experiments measurements repeated of (distribution Normal random and independent for experimental error, homogeneity of variances, the lack of correlation between the averages and variances, spherical). Satisfactory because the transfer to ranks makes the data on the most homogeneous and normal, although we have identified a condition analysis of variance exclusively for the purpose of comparison by the value of the P - Value. The data can be described about Thalassemia in Wasit as follows : were assessed Standards quantities of iron (Fe) in the letter, groups this data classified into two groups, the first group included 20 patients (10 males, 10 females) and who have been subjected to the first chemotherapy (axja) by mouth for four treatment cycles (treatments) of each period lasts 30 days , and the second group included 20 patients (10 males, 10 females) who were exposed to second chemotherapy (Desferal) by injection into the skin or muscle of four treatment cycles (treatments), where each treatment cycle lasts 30 days. the most important conclusions that have been reached is that the Data Transformation by ranks led to the provision of analysis of variance conditions for experiments repeated measurements distribution the normal errors and homogeneity of variances and correlation between mean and variance, as well as a spherical condition. Through the four applications we believe that giving the first dose of the drug to patients has led to high amounts of iron to patients over time and this type of treatment is used when high amounts of iron ratio. As well as when you give the second dose of the drug to patients has led to high amounts of iron to patients over time, but at rates lower than the first treatment and this type of treatment is used when a weak proportion of iron in the blood of the patient.

مقارنة بين طرائق تقدير انحدار الحرف العامة في معالجة مشكلة التعدد الخطي شبه التام مع تطبيق عملي == A Comparisons Among The Generalized Ridge Regression Methods of Estimators Under Multicollinearity Problem With A Praxis

Author name: حنين مراد يوسف الصالحي

Supervisor name: سجى محمد حسين الهاشمي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

افضل طرائق المعاينة في تقدير اعداد النخيل في محافظة البصرة == Optimum Sampling To Estimate Date Palm In Basrah Governorate

Author name: حنان سعيد مالك الراوي

Supervisor name: رفعت لازم مشعل الخميسي | عدنان شهاب حمد

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: مما لاشك فيه ان لكل اسلوب من اساليب المعاينة مزايا ومبررات في استخدامه، وغالبا ماترتبط عملية اختيار اسلوب المعاينة بجانبين اساسيين، اولهما معيار التجانس بين المفردات سواء على المستوى الكلي ام على مستوى اجزاء(او مجاميع) من المجتمع، وثانيهما الامكانات المتا | There is no doubt that each technique of sampling techniques has advantages and reason for using it, and mostly the correlation of choosing sampling technique with a essential two sides, first of them is the standard of homogenous between units as for all population, and the second one is the abilities that are available to fulfills survey. And in using Stratified Random Sampling Technique in evaluating the suitable population to apply an important role to get a high efficiency estimator to compare with other Sampling design. As the target of this searching is to get the best ways that increase the accurate estimation of the Date Palms number in Basrah governorate and in using different kind of sampling estimator, the comparison has been done between the mean variance of Simple Random Sampling and the mean variance of the Stratified Random Sampling, and it is clear in the comparative results hat using Stratified Random Sampling give the best estimation. The determination of strata boundaries (strata formation) have interested role in obtaining efficient estimators, several strategies of strata formation were constructed, it is proved that the approximated frequency strategy at ?= ½ is the most efficient, researchers discussed developing this strategy through using different values of (?), or different sample allocations. In this searching three approximately frequency had been applied , and to divide the population into strata and point out the optimum limit strata, and the sample allocation has been determined by using Neyman distribution. And it is clear in the result that using the approximated frequency is the nearest and efficient to estimate the Date Palms number in Basrah governorate, by counting the Stratification mean variance and the stratification mean for the three approximated frequency. And the reason to know wither the Stratified Random Sampling is efficient and better than the Simple Random Sampling in evaluating the Date Palms number the experiment of the hypothesis between two population has been used, the results of that experiment show the difference between the two means that lead to reject the Null hypothesis and to accept the Alternative hypothesis, according to this the search recommended to use the Stratified Random Sampling according to the new divided stratification by using frequency, taking into consideration using Neyman distribution o determine sample size and sample allocation

تقدير الدالة اللامعلمية للبيانات العنقودية == Nonparametric Regression Function Estimation of Clustered Data

Author name: حلا كاظم عبيد

Supervisor name: سجى محمد حسين الهاشمي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: البيانات العنقودية تظهر في الكثير من العلوم الاجتماعية والصحية والسلوكية. وتتميز هذا النوع من البيانات بوجود الارتباط بين مشاهداتها. وممكن التعبير عن العنقدة من حيث العلاقة بين القياسات على الوحدات ضمن نفس المجموعة فان النماذج الاحصائية تحتم على حساب الار | Cluster data appears in a lot of social, health and behavioral sciences. And featuring this type of data link between the presences of her observations. And possible expression of clustering in terms of the relationship between measurements on units within the same group, the statistical models makes it imperative for the link account at every level, because failure to do so leads to misleading results. Hence the importance inside the Observations link to the estimating of the function non parametric for cluster data where the use of parametric method for ICON is always desirable to estimate some functions Because of the shape of the data is unknown in advance the appropriate function or as a result of the existence of some obstacles so it is the use non parametric method to estimate (smoothing) Nonparametric function.. Research has shown developed in recent times on the use of non parametric regression when parametric the assumptions are unfulfilled. And non parametric regression allows greater flexibility of functions dependent variables resulting from the data. Previous research has touched on the case of cluster data estimating the ways non parametric and semi parametric methods and was adopted state of neglect of the link within the same cluster property data that distinguish cluster data is particularly. And local kernel estimator achieved more efficient negligently correlation within clusters (even if the correlation is in the interest the study). While some touched on the case taking correlation between Observations per cluster using the estimated equations. Others had created the kernel methods in the case of cluster data behave completely different from the behavior of the capabilities of the spline estimator as has achieved kernel methods results more efficient when the neglect of the link within the clusters, while spline methods results achieved less variance of smoothing fixed parameters at taking the link inside clusters into account in the estimation process.So in this thesis will be nonparametric function estimating for clustered data using the Seemingly Unrelated Kernel Estimators, and The Generalized Least Squares Smoothing Spline Estimators and propose Robust methods and comparison of the methods listed above to indicate the best estimate of the nonparametric function estimating for clustered data, taking into account the structure of the link within the clusters were cluster data, The adoption of cluster data, which has the same number of explanatory variables within each cluster. To achieve this, thesis was divided into five chapters, the first chapter included introduction and aim of the research and reference review, either Chapter II now include the theoretical side which discussed the methods used to calculate the non parametric function of cluster data in the presence of the link. While included Chapter III experimental side (simulation) and the application addressed method in the second chapter and the statement of the best way has less (MAE) or (MSE). and either the fourth chapter includes the applied side to the real data for the proportion of white blood cells and its impact on the proportion of blood per patient (cluster) and Chapter V which includes the most important conclusions and the recommendations.it is through simulation experiments have been finding the best way to estimate the non parametric function for cluster data and a way The robust Generalized Least Squares Smoothing Spline Estimators in the case of a correlation. It was the application of all methods of the practical side using real data about the proportion of white blood cells and their impact on the proportion of blood hemoglobin for patients with blood cancer (leukemia).

التحليل الاحصائي لتجارب القياسات المكررة للبيانات المصنفة == The Statistical Analysis For Experimental The Categorical Data of Repeated Measurement

Author name: حلا كاظم عبيد الصبيحاوي

Supervisor name: سجى محمد حسين الهاشمي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: حيث تم استعمال اختبار (Cochran, Mc Nemar, Ireland & Kullback, Stuart, Bhapkar, Ireland & Ku & Kullback) على بيانات ذات معالجتين وكل معالجة بمستويين المتمثلة ببيانات مرض ضغط الدم ولدوائين وكل دواء بمستويين (ملائم وغير ملائم) ومن خلال الجانب التطبيقي تم الو | In this dissertation the study have concentrated on the use of repeated measurements tests of catcorigal data, where we used (Cochran, Mc Nemar, Ireland & Kullback, Stuart, Bhapkar, Ireland & Ku & Kullback) tests on two treatments data, and every treatments with two levels which represent raised blood pressure data, and for two medications, each medication with two levels (appropriate and inappropriate), through the practical aspect, we concluded that the ratio of response for the two medication are the same. Also we used (Ireland & Ku & Kullback, Bhapkar, Stuart) tests on data with two treatments, each treatment has more than two levels that represent data of fifth grade (High school) for Arabic text book through years (2001 - 2004) in sumer high school, in which the first treatment represents the students grades in mid term exam, and the second treatment represented the student grades in final exam, through the practical aspect we gained an equivalent results in the previously mentioned methods (in which the students levels in mid term exam equivalent to that in final exam). We also used (Ireland & Kullback, Cochran) tests and weighted least squares (WLS) tests on three treatments data in which every treatment has two levels that represents data of student in the same grade, and in the same years for English text book in which the first treatment represents the first term average, and the second treatment represents the student's grade in mid year, and the third treatment represents the average of second term. And for two levels (Pass and failed), through the applicative of these test on these data we concluded that the level of any given student in first term is equal to the level in mid year and it's also equal to that in second term.

مقارنة طرائق تقدير دالة البقاء لتوزيع لوماكس باستخدام عينات مراقبة من النوع الثاني

Author name: حلا سلمان فرحان

Supervisor name: صباح هادي عبود الجاسم

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: في هذه الرسالة تم تقدير دالة البقاء لتوزيع لوماكس اخذين بنظر الاعتبار وجود عينات مراقبة((Censored Data من النوع الثاني في حالة توافر معلومات اولية عن المعلمات بشكل دالة احتمالية اولية مشتركة لكل من معلمتي الشكل والقياس,حيث تم افتراضها حسب اسلوب الباحث(Jef | In this study have been estimated the survival function to Lomax distribution considering there was censored data (second Type) just in case if a primitive information were available about the indications as mutual primitive probability function for both : indications form & measure which assumed in order to method of the searcher (Jeffry) and also squared error loss function). So measured estimated pez S*(t) for survival function S (t) is the conditional expectation function S*(t) =E[S (t)/X].It has been used approximated methods to measure them because It is hard : to measure the complementary of numerator and denominator in a mathematics form by using Bayes method. One of these methods is the method of the searcher ( Lindley) while the other method was return to ( Tierrney and Kadon).In addition to methods formerly to estimate the survival function; the searcher has used the Shrinkage method. While she used the maximum likelihood method as a usual method for those which did not depend on the primitive information because the estimated thing had fixed quality.So, all this to make the comparison between these methods and the oldest one through simulation style by Mont - Carlo to get new estimation which carried the wanted qualities in the perfect estimated to get specific results : to choose the suitable estimation method.The searcher hade made the bayes (lomax distribution survival function) as the lindley manner was the best among the other manners to estimate lomax distribution survival function ,on general ;while the manner of the maximum likelihood method was the best manner among to other estimated manners for tiny simple size on private.

مقارنة فترة الثقة مع الفترة البيزية للتركيبة الخطية لمتوسطات عامل التداخل مع تـطبيق عملي == A Comparison of Confidence Interval With Bayesian Interval For The Linear Compination of Nest Factor Means (With Application)

Author name: حسام موفق صبري الدليمي

Supervisor name: اموري هادي كاظم الحسناوي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

تحليل التباين متعدد المتغيرات لتصميم القطع المنشقة - المنشقة == Multivariate Analysis of Varaince For Split - Split Plot Design

Author name: حسام عبد الرزاق رشيد البكري

Supervisor name: ظافر حسين رشيد النجار

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

استخدام اسلوب بيز التجريبي في تقدير معلمات انموذج الانحدار الخطي == Using Empirical Bayes Approach For Estimating Parameters In A Linear Regression Model

Author name: حازم منصور كوركيس عربو

Supervisor name: اموري هادي كاظم الحسناوي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: The primary purpose of our thesis is to assess the importance of using empirical Bayes approach in regression analysis. At the first some empirical Bayes techniques in point estimation are considered. It is well known that in point estimation with a squared error loss function the Bayes estimator is the posterior mean. In the empirical Bayes approach we must construct a consistent sequence of estimators for this posterior mean using past experience. This construction is done for three general families of distributions. New estimators for the parameters in the simple orthogonal linear regression model are presented using not only the usual random sample of observations but also past experience in the form of previous estimators of parameters in similar but independent situations. The regression parameters are considered to be random variables. Bayes estimators are given for a squared error loss function. Even though the prior density of the parameter is unknown the Bayes estimator can be written in terms of the marginal density of sufficient statistic. This marginal density can be estimated empirically , thus forming the empirical Bayes estimator. Empirical Bayes estimators for the parameters in the general linear regression model are presented. These estimators by pass exact knowledge of the prior distribution of parameters by means of supplementary informations from similar independent experiments. The case in which the error variance is unknown and may vary from one experiment to the next is included. Some basic concepts in shrinkage estimators are introduced. The definition of multicolinearity as the existence of near linear relationships among the independent variables is given. Effects of multicolinearity on estimated regression coefficients are explained. Sources of multicolinearity and methods of detecting multicolinerity are presented. The method of ridge regression is given as one of several methods that have been proposed to remedy multicolinearity problems by modifying the method of least squares to allow biased estimators of the regression coefficients. The technique of ridge regression first proposed by Hoerl and Kennard has become a popular tool for data analysts faced with a high degree of multicolinearity in their data. Ridge solution properties and methods for choosing the ridge parameter are presented. The first method is graphical applied by using graphical display called 'ridge trace' the second method is the iterative method proposed by Hoerl and Kennard. The equivalence of ridge regression estimator with Bayers estimator is proved. Bayesian methods are employed for choosing the ridge parameter. An empirical Bayes estimator of the ridge parameter is presented. An empirical Bayes estimator of the ridge parameter which result in minimax ridge regression estimator under strawderman's loss function (formula 2.81) is also presented. By minimax estimator we mean an estimator which is uniformly better than the least square estimator in terms of risk. In the practical part of the thesis we apply ridge regression analysis to the set of actual data suffer from multicolinearity. Three methods are employed to determine the value of the ridge parameter. Comparisons between the three methods are made on the basis of various statistics that might go into the choice of the ridge parameter. According to these comparisons we conclude that the value of the ridge parameter obtained by using empirical Bayes approach (formula 2.78) is better than the other two methods. Ridge analysis is repeated for another set of experimental data obtained by constraint simulation. The same conclusion is obtained when the dependent variable is any one of the variables Y2 ,..... Y6.

مقارنة بعض طرائق التقدير اللا معلمية لنموذج الانحدار التجميعي المجزا باستعمال المحاكاة مع التطبيق == A Comparison of Some Nonparametric Estimation Methods of An Additive Quantile Regression Model Using Simulation With Application

Author name: جنان عبد الله عنبر

Supervisor name: دجلة ابراهيم مهدي العزاوي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: ان استعمال النماذج المعلمية يتطلب توافر معلومات كافية عن الظاهرة المدروسة مع معرفة المجتمع الذي سحبت منه العينة وان تكون معلماته معرفة لكي تكون قراءة هذه النماذج قراءة صحيحة كما تتطلب وجود بيانات من النوع الكمي الامر الذي دفع الباحثين الى البحث عن نماذج ا | Using of the parametric models requires a number of preliminary conditions that should be available to make the reading of these models right as well as the presence of quantitative data which motivated the researchers to search for models with lesser terms than the parametric models represented by nonparametric models, so too many considerations have been made for the Nonparametric Regression, in the last years. The main reason of that was the researchers’ belief that pure parametric methods for estimating the regression curve have shortage with the flexibility needed for data analysis - especially the quantitative data - . With the progress made in computers, in both hardware and software, it has become possible to develop many of Nonparametric Regression Methods including the "Quantile Methods". In spite of that, the researcher see the most of papers and articles concern univariate case, where the researchers about bivariate case still with limited. In the other hand, the researches extension to multivariate case nonexistent in Iraq - in the scope of researcher’s knowledge - , which gives an extremely importance for the aim of this study, to bring attention for alternative methods or modified methods that can be efficient ones to improve the currently methods. Thus, the most important purpose of the research, is the use of Tow - Stages method, which helps the researchers to compute Nonparametric estimators for the components of Nonparametric models to avoid the curse of dimensionality.It divideds the components to set of points called "Quantiles" , then estimates the quantile function by one of the quantile methods we explained in this research, ( Marginal Integration, Backfitting, and Tow - Stages ). The simulation has been designed for the illustrated models and it has been checked about the estimation methods performance by using the Absolute Deviation Error (ADE) criterion, then compute the Average Absolute Deviation Error (AADE). From noticing the simulation results, it was shown that the best estimator was Tow - stages estimator in case of high correlation and / or high dimensions. To achieve the purpose of this research, the study has been divided into five chapters. Chapter one, consists of an introduction, the aim of the thesis under research, and a literature survey. Chapter two covers the parametric regression quantile estimation. While Chapter three devoted for Nonparametric estimations methods. Chapter four devoted for Simulation experiments and practical experiment with real data. Finally, Chapter five comprises the conclusions and suggestions that the research has recommended.

مقارنة بعض المقدرات البيزية الحصينة مع مقدرات اخرى لانموذج GARCH(1.1) مع تطبيق عملي == A Comparing of Some Robust Bayesian Estimators With Another Estimators For Garch (1.1) With Practical Application

Author name: جنان عبد الله عنبر

Supervisor name: نزار مصطفى جواد الصراف

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: تعاني بعض السلاسل الزمنية من التقلبات او عدم الثبات في التباين مثل السلاسل المالية والاقتصادية والبيئية وغيرها, وقد يرافق ذلك وجود التلويث او القيم الشاذة في تلك السلاسل والذي يرافق عملية جمع البيانات في اغلب الاحيان ولاسباب عديدة قد يؤثر ذلك بشكل كبير عل | Some of time series suffer from volatility or instability in variation, such as financial , economic , environmental and other time seriesIt was accompanied by the presence of contamination or stray values in those chains that accompanies the data collection process often for many reasons, which greatly affect the estimation models parameters and thus makes the estimated models parameters and thus makes the estimated models are inaccurate and affect the future in the forecasting process this makes the process of estimation the traditional methods is not accurate and not feasible in practice and that is what led many researchers to find alternative methods of estimating for those methods reduce the impact of contamination and the volatility in the process of estimating the time series models,, including autoregressive conditional heteroscadestic models family (ARCH and GARCH). So the goal came thesis complement the work of researchers as thesis aims to find robust Bayesian estimators to the estimate first order generalized autoregressive conditional heteroscadestic model GARCH (1.1) when errors followed normal distribution, and that by proposing three robust Bayesian methods to estimate a method (y ?BM.Bayes) and method (BM.Bayes) and the reduced method (BM.Bayes Shrinkag). As was the use of certain methods of estimation models (GARCH), such as (MLE) traditional method of estimation and the method of (Bayes) and three robust bounded methods a (BM.Huber) and two methods by the proposed (BM.Hample) and (BM.Tukey). The use of simulation in the style of the experimental side for a comparison between the methods adopted in research using polluting ratios (0% 0.1% 0.10% 0.15% 0.20%) and volumes of samples (500, 1000.1500), In addition to the use of different values of the parameters it is found favorable proposed method (BM.Bayes) be when the values of the two parameters (?1, ?) close to each other when any correlation strength is high , Simulations were also on the values of the parameters of the real series that have been estimated in a manner program application (MLE) and some of them were far from any values that weak correlation strength , It turns out that the best method was the proposed (BM.Bayes.Shrinkag). In the practical side it has been stated in the application of the theoretical side of the building stages of the model and testing of those stages on a series of (1254) Show prices daily sales of Basrah, for the period (2 \ 1 \ 2008 - 31 \ 12 \ 2012) through the application of the proposed third method (the reduced method) (BM.Bayes Shrink) which was best when applied to the estimated values of the parameters in a manner (MLE) in the experimental side as it made less (MSE) and estimate the appropriate model GARCH (1,1) proposed the adoption of the reduced way (BM.Bayes.Shrinkag).

استعمال بعض النماذج الاحتمالية المنفردة والمركبة المبتورة لتحديد خصائص التعويضات الصحية في شركة التامين العراقية == Use Some Probability Single & Compound Truncated Models To Determining The Characteristics of Health Payments In The Iraqi Insurance Company

Author name: ثائرة نجم عبد الله الامير

Supervisor name: قيس سبع خماس

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

طرائق تقدير عدد مرات الفشل في الانظمة القابلة للاصلاح

Author name: ثائر فيصل شاهر

Supervisor name: عبد المجيد حمزة الناصر

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

مقارنة مقدرات بيز الحصين مع مقدرات اخرى لتقدير دالة المعولية التقريبية لتوزيع ويبل == A Comparison of Robust Bayesian Estimators With Another Estimators To Estimate The Approximation of Reliability Function For Weibull Distribution

Author name: تهاني مهدي عباس الياسري

Supervisor name: مهدي محسن اسماعيل العلاق

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: من الملاحظ ان معظم البحوث والدراسات في مجال الاحصاء ولاسيما في حقل المعولية تهدف الى الحصول على مقدرات ذات مستوى عال من الكفاءة. لاسيما عندما تكون بيانات العينة قيد الدراسة ملوثة. او في حالة عدم التحديد الدقيق للمعلومات المسبقة او في حالة ظهور الحالتين م | It is noticed that most of the researches and studies in the field of statistics particularly in the field of reliability aiming to obtain estimators of very high standard of competency specially when the sample data under study is contaminated, or in the case of not determining accurately the previous information or in case both cases appear together. From here came the objective of the thesis to come to competent estimators of the approximate reliability of Weibull distribution which is considered one of the common failure models. Through studying the ordinary procedures represented in the maximum likelihood method and method of moments and white’s method as well as the ordinary robust methods represented by the method of M - estimate and bayes procedure as well. Therefore bayes procedure was suggested depending on natural conjugate prior function in addition to suggesting three methods according to robust bayes procedure where the first suggested procedure of robust bayes assumed that there is an extent of belief and to a certain percentage with the researcher (the percentage of the researcher falling into mistake in determining the primary information) where the accurate determination of the primary information has already been made which will be integrated with the sample prospects to obtain bayes estimater As to the second suggested procedure of the robust bayes it treated the problem of the sample prospects contamination or the primary information. Whereas the third robust bayes procedure suggestion had treated the problem of appearance of both problems together - that is inaccuracy in determining the primary information and the possibility of contamination to the sample views or the primary views as well, found a comparison between the studied evaluation methods by using the simulation procedure. It has been arrived to the success of the suggested methods in evaluating the approximate reliability of Weibull distribution depending on the two statistical scales (Integral Mean Square Error) (IMSE) and the (Integral Mean Absolute Percentage Error) (IMAPE).

تقدير دالة المعوليـة لتوزيع لوغارتيم الطبيعي مع تطبيق عملي == Estimate of Reliability Function For Lognormal Distribution With Practical Application

Author name: بلسم مصطفى شفيق النائب

Supervisor name: صباح هادي عبود الجاسم | فرحان اسماعيل العاني

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

تقدير معلمات انموذج المعادلات الهيكلية المتضمن متغيرات الوساطة مع تطبيق عملي == Estimation of Structural Equations Model Parameters With Practical Application

Author name: بشرى سعد جاسم

Supervisor name: غفران اسماعيل كمال

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: يستعمل تحليل الانحدار مع المتغيرات المصنفة الى صنفين صنف يمثل متغيرات مستقلة (Independent variables) واخر يمثل متغيرات تابعة (Dependent variables), فلذلك يقوم تحليل الانحدار بدراسة العلاقة بين المتغيرات المستقلة والمتغيرات التابعة, الا ان هذا التحليل يعمل | regression analysis use with classified variables into two class that represents the independent variables (Independent variables) and the other is a subsidiary variables (Dependent variables), for there the regression analysis study the relationship between independent and Dependent variables, but , this analysis works to know only the direct impact between the variables for this reason i use the structural equation Model (SEM) to identify and know the variables that are of indirect effects by estimating and testing parameters by set of methods (steps causal method, bootstrap method, method of multiplying the transaction ( parameters) product of coefficients, difference in coefficientsstructural equation model like other models are a matching variables tested with the phenomenon studied , test the compatibility of the variables that make up a structural equation model, and to achieve this condition, use Confirmatory Factor Analysis (CFA) way to see match variables that compose it. After confirming the conformity of the model or suitability experimenting and having the effect of mediating variable in the model and mediation are two types : Single mediation where transmission of the influence of the independent variable to the dependent variable through the mediation of a single variable, and multiple mediation where is transition Effect independent variable x to the variable y through several mediation variables. the practical side of study include the effect of cultural stat of the man (X) in the use of violence against women (Y) through a series of mediation M_1variables represent (women's empowerment) and M_2represents (family planning) and the study data are taken from the integrated survey of social and health state for Iraqi women (I - WISH) for the year 2011 in the Ministry of planning - Central Statistics organazation, and this data applied conditions of adequate to structural equation model SEM and, and then estimate the parameters mediating variables and test their ability to move the indirect effect by the methods mentioned above using a program.AMOS V.23The researcher concluded that a moral mediation variables tested when using standard errors formulas for (Sobel and Goodman and Aroian) and compensated for in the test version of z all results be close itself in the other the researcher contrast were recommendations of the research is to use a single version of the standard errors formats (Sobel and Goodman and Aroian) to test the effect of mediating variables in the model, as the researcher found that the independent variable X (cultural condition of the man) affects the Y variable (violence against women) indirectly through mediation M_2variable (family) organization.

التنبؤ باستعمال نماذج الانحدار الذاتي العامة المشروطة بعدم تجانس التباين (GARCH) الموسمية مع تطبيق عملي == Forecasting The Use of Generalized Autoregressive Conditional Heteroscedastic Models (GARCH) Seasonality With Practical Application

Author name: بريدة برهان كاظم

Supervisor name: فارس طاھر حسن الكواز

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: مما لا شك فيه، تحظى نماذج GARCH) ) بالفاعلية والشعبية الكبيرة في نمذجة البيانات الاقتصادية والمالية، اذ تسمح للتباين المشروط بالتغير عبر الزمن، مما يجعلها اكثر واقعية في المجال الاقتصادي. وتتوفر ميزة اخرى مهمة في عالم الاقتصاد، ممثلة بالموسمية، الت | Un doubtedly , The GARCH model is very popular and effectiveness in economic and financial data , since it allows the conditional variance to vary over time , which makes them more realistic for the economic world. And there is another important characteristic in the economic world , Represented seasonality , that exist in high frequency data such as daily series , it can be seen in the real data of the exchange rate IQD/USD , Because there are seasonal conditional heteroscedasticity clearly shows in this data , Thereby are dealt with this type of data using Multiplicative seasonal generalized autoregressive conditional heteroscedastic models , Because it is proven effective to express their seasonal phenomenon on the contrary GARCH models which do not contain seasonal vehicle. hence the aim of the research reaching a better model represents the seasonal data with proof of the effectiveness of the seasonal model in preference to the usual model. it has been used to detect seasonal presence in the data first , after that was diagnosed a problem of heteroscedasticity passing through the phase estimation using the conditional maximum likelihood and assuming normal distribution of errors , then determine the appropriate rank of the model using a number of special criterian Represented each of the Akaike Information Criterion (AIC), Schwartz Information Criterion (SIC) , Hannan Quinn Information Criterion (H - Q), down to the stage to predict , using two method to predict the first is the prediction in the sample , which objective was to infer the efficiency of the preferred model and the second way forecasting out of sample any prediction of future values.it is found through the application on the study data stages that the best model for predicting volatility is SGARCH (1,0)(1,0).