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طرائق تقدير انموذج راش للبيانات المصنف متعددة القياسات مع تطبيق عملي == Methods of Estimating The Rasch Model For Multiple Categorical Data Measurements With Practical Application

Author name: وضاح صبري ابراهيم المناصير

Supervisor name: دجلة ابراهيم مهدي العزاوي

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: يعتبر انموذج راش (The Rasch model)، من اهم نماذج نظرية السمة الكامنة (Latent Trait Theory) للنظرية المعاصرة لقياس سلوك الفرد، المبني على البيانات المصنفة، وهو احد نماذج الاستجابة للفقرة الاحادية البعد، بمعنى ان درجة الفرد في الاختبار لا يجب ان تكون دالة ( | Rasch Model is considered as one of the important models in Latent Trait Theory for the contemporary Theory to measuring human behavior that depends on categorized data. It is one of the response models for one dimension point i.e., the mark of an individual within test mustn’t be regarded as an evaluation for other individual’s samples that are used within Item Calibration.Therefore, the thesis aims at comparing some methods for Rasch Model’s parameters for Categorical Data Measurement by using Mean Absolute Percentage Error (MAPE).The following methods are also used : The Joint function of Maximum Likelihood Estimation Method (JML), The Maximum Likelihood Estimation Method (MLE), Cohen’s Approximation Estimation Method (CAE), and Bayesian Estimation Method ( BEM ) and the first adjusted Bayesian Estimation Method ( BEMFS ) and the second adjusted Bayesian Estimation Method ( BEMSS ). The thesis includes a suggestion for a method to find the initial values of Rasch model’s parameters that are used in the previous mentioned methods and simulation is also used for overgeneralizing the results for the methods within various sizes levels, in which n : (n=10 , n=25 , n=75 , n=150 , n=300 , n=500 ) and ( n ) represents the individuals and (m) represents the number of the items ( m= 10 , m= 25 , m=35 , m= 45 ) and four different distributions are used ( Binomial , Poisson , Normal , Beta ). It is found that the best method for estimating the parameter of item difficulty (?_j), is The Joint function of Maximum Likelihood Estimation Method (JML) and the best method for estimating the parameter of individual’s ability (B_i), is the Bayesian Estimation Method of the Second Adjusted. Danial’s test for intelligence is used in AL - Mustansyria University, College of Administration and Economics, Fourth year, morning studies only and the number of students are (531). The main conclusions are : By comparing all the methods with the suggested ones to estimate Rasch model’s parameters , it is found that the best estimating for the parameter of individual’s ability (B_i), is the Bayesian Estimation Method of the Second Adjusted by depending on the smallest value for Mean Absolute Percentage Error (MAPE) and all the distributions are concrete and constant. It is found by comparing the methods to estimate the parameter of item difficulty (?_j) that the Joint function of Maximum Likelihood Estimation Method is the best for estimation , in which Mean Absolute Percentage Error (MAPE) is appeared with the smallest value and for all the concrete and constant distributions. It is found from the average of the correct answers of the testes that the tests items are within a closed level for each item and this gives the opportunity to students to answer the items. It is found from the average of the correct answers of the testes that the average of response is very good and it is between ( 0.47 - 0. 26 ) for more than 500 students from the total 531. This shows the similarity between students to have Danial’s test for intelligence. It is found from standards statistics ( T ) for the test items after comparing them with the tabled value for the natural distribution of the moral connotation ( a = 0.05 ) and the value ( 1.6449 ) that all the values without moral connotation and this confirms the acceptance of the test’s items to apply it on students’ sample which has different levels of difficulty but still parallel.

مقارنة طرائق تقدير المعلمات والمعولية لانماذج الاختبارات المعجلة والنمو لبيانات المراقبة من النوع الثاني مع تطبيق عملي

Author name: ورود باسم نور بهية

Supervisor name: انتصار عريبي فدعم الدوري

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: نظرا لاهمية المعولية في التطبيقات الصناعية والهندسية فقد ظهرت الحاجة لاختبارات المعولية والتي هي سلسلة من الاختبارات والكشف عن العوامل التي تظهر خلال الاختبار وتاثيرات ومسببات عطل الماكنة نتيجة سوء الاستخدام وغيرها من الاسبباب وكذلك معرفة مدى ملائمة الان | Reliability has an important role in both the industrial and engineering applications. So the need for Reliability Tests appeared are series of tests a discover out of factors that appear through the test, also an effects too casese to defuse, probably to be created cases misuse a machine and other than, knowledge limit of fit a specifics production addition for getting on goodness of production. Therefore, the need for research to set of tests for censor data from ( Type II ) for exponential distribution with one parameter and these tests it’s (Accelerated Life Testing) to complete estimation parameters and reliability for the test models and these models it’s (Accelerated Cycling, Constant Stress ,Arrhenius and Eyring ) with tow methods ( maximum likelihood method, least squares method ) for all models above ,either Number of Units on Test To be complete calculation number of units inside in the test. And the other test is Reliability Growth includes three curves are Idealized Growth curve estimation parameters and reliability with maximum likelihood method, Duane Growth curve takes estimation parameters and reliability with least squares method, Exponential Reliability Growth Curve take estimation parameters and reliability by means of constraints for finding an optimal solution. Also The thesis so falls into four chapters. the first chapter is the introduction, the objective of the thesis as well as the review of literature. the second chapter tackles theoretical aspects contains exponential distribution,properties exponential distribution, estimation method, acceptance testing, accelerated life test, reliability growth testing and confidence intervals. The third chapter(application side)include tow parts,the first takes censor data (type II) from source (separate the soap off Al - Rasheed factory) and subjugate it for goodness of fit tests to be complete application on accelerated and growth tests, the second takes the simulation experimental and compared between estimation parameters for tests accelerated and growth for all models the test by depending on the statistic measure (MSE). Finally, the fourth chapter contains the more important findings and recommendations as well as the future visions which the thesis included. Also the thesis contains computer programs prepared by the researcher as well as another especial attaches.

طرائق تقدير معلمات الانموذج المختلط الخطي الطبيعي الملتوي في حالة القياسات المكررة مع تطبيق عملي == Method of Estimating Parameters of The Skew - Normal Linear Mixed Model In The Case of Repeated Measures With Practical Application

Author name: هند وليد عبد الرحمن الجبوري

Supervisor name: محمود مهدي حسن البياتي

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: تم في هذا البحث دراسة احد اهم النماذج الواسعة الاستعمال والتطبيق في تحليل البيانات التي تتصف بكون المشاهدات فيها تاخذ شكل قياسات مكررة Repeated Measures والذي يعد تعميم للانموذج المختلط الخطي (LMM) في حالة عدم تحقق الطبيعية Normality، وهو الانموذج المختل | In this research, the one of the most important widely used and application model was studied in analysis the data which are described by the observations take repeated measures form, which regarded as generalization of Linear Mixed Model (LMM) in the case of the lack normality, it is the Skew - Normal Linear Mixed Model (SN - LMM), which widely used to analysis the longitudinal data that characterized by the observations take repeated measures form and correlated among of them, this model express of these correlations by the random effect, it also achieved normality through the assumption that the data are distributed multivariate skew normal distribution.Also the research is concerned with the multivariate skew distribution generally and multivariate skew normal distribution specially with addressing the importance and used of these distributions, then dealing with the Skew - Normal Linear Mixed Model (SN - LMM) from its importance, used, properties, modeling, and parameters estimation methods Three important method are used for estimation the fixed effect parameters, random effect parameters and skewness parameters, in addition a proposed method by researcher, these methods are : 1) Maximum likelihood (ML) Method.2) Restricted Maximum Likelihood (RML) Method.3) Bayes Method.4) Proposed Method.A comparison among the best of these methods is made in the application aspect which contained the practical application on two clinical experiment including two samples of diabetic patients data, Who were given a new drug, the data of two samples are represent the repeated monthly measures for the level of sugar and some other variables which are taken for patient from the beginning of the experiment, after three months , and after six months from start to give them the new drug, in aim to study the effect of age and sex, which represented the fixed effect, also the visits times, that the repeated monthly measures are taken in these visits for the sugar level and other variables which represented the random effect, the comparison among the best method are held by using statistical standard the Mean Square Error (MSE), it was found in general that the proposed method is the best to estimate the fixed effects because of its lower mean square error compared to other methods, and the Bayes method is the best among these method to estimate the random effect and random errors because of its lower mean square error compared to other methods.

مقارنة طرائق تقدير معلمات الانـموذج الثنائي اللوجستك المختلط باستخدام المحاكاة مع تطبيق عملي == Comparing The Estimation Methods of The Parameters of The Logistic Linear Mixed Model By Using The Simulation With Practical Application

Author name: هند وليد عبد الرحمن الجبوري

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:

Abstract: تم في هذا البحث دراسة احد اهم النماذج الواسعة الاستخدام والتطبيق في تحليل البيانات التي تاخذ شكل تجمعات Clustered والتي تكون ذات استجابات مرتبطة Correlated وهو الانموذج الخطي العام المختلطGeneralized Linear Mixed Model (GLMM) لتحليل البيانات الطولية Long | This research was conserning in the study of one of the important models that are widely used in analyzing the data which take clustered form and have correlated responses, this model is Generalized Linear Mixed Model (GLMM) for analyzing the longitudinal data which it's responses are correlated. So this research was dealing with this model in an expanded form including its importance, uses, feature, modeling and the estimation methods then focusing on one of the most widely used examples when the responses of longitudinal Data are Binary which is Binary Logistic Mixed Model taking into account its modeling, importance, uses and the parameters estimation methods, so three important estimation methods were used to estimate the fixed and random effects parameters and these are : 1) Classical maximum likelihood (ML) Method.That include three basic algorithm by which the maximum likelihood estimator is obtained and it's as follows : I) Monte Carlo Newton Raphson (MCNR).II) Monte Carlo Expectation Maximization (MCEM).III) Simulation Maximum Likelihood (SML).2) Robust Maximum Likelihood (RML) Method.3) Penalized - Quasi Likelihood (PQL) Method.In the experimental aspect comparison was done of which is the best among these methods through the simulation procedure by using Monte Carlo method and implementing several experiments using two of the important statistical measures which are Mean Square Error (MSE) and Bias, generally as a result it was found that Robust Maximum Likelihood (RML) Method is the best between these methods as it has minimum Mean square error and minimum bias comparing with the other methods.While in the application aspect practical application was done on data represent the successive monthly measurements for diebetic children whom depend on the insulin treatment which represent the fixed effect and the patient represents the random effect in order to study the effect of both the insulin dose and the patient on the blood sugar rate, it was found that the insulin dose has significant effect on the blood sugar rate while the patient has not that effect

تقديرات الهجرة الداخلية في العراق باستخدام النماذج السكانية == Internal Migration Estimates In Iraq By Using Population Models

Author name: هالة وليد حمدي الزبيدي

Supervisor name: بشرى علي يعقوب الجعفري | خالد زهدي مصطفى خواجه

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: ادى تزايد حركة السكان في العراق الى حصول هجرة داخلية.و لاهمية هذه المشكلة وما ترتب عليها من نتائج، لذا فقد حاولت الباحثة من خلال هذه الدراسة تحليل البيانات التي لها علاقة في نماذج حركة الهجرة الداخلية.وتهدف الى استنباط تيارات الهجرة الداخلية في القطر،وذ | Population Increasing movements in Iraq cause an internal migration. In spite of danger of this problem and what effects of it, so the researcher has tried through this study analysis the data, which relation in internal migration on models. Aiming at internal migration streams in country by using special population models of internal migration by direct and indirect methods. First chapter including general entrance displays general concepts and determines the problem and the purpose of the research and its importance and the background. The second chapter is measuring internal migration in Iraq and discusses the methods of the measure, the principal data references for migration, population distribution, the internal migration data in Iraqi census, the problem and difficulty of migration, the method of measuring internal migration from the census data is discussed by direct methods like Birth place, Duration of residence, The last residence and The reason of changing the residence place. The indirect methods like Vital statistics, The Survival ratio and National growth rate. The third chapter discusses the study of migration rates and ratios in Iraq and the demographic trace and divided into direct method like migration stream rates and in - migration, out - migration, net - migration rates and Birth - residence index, Gross intercensal interchange of population and Basic model. Indirect method like migration rates by using Survival ratio rates method, Vital statistics rates method, National growth rates method, and discuss the mathematical model and its relationship to internal migration, migration economic, demographic traces and migration effect on population growth. And the impetuses to internal migrations movement. The forth chapter discuss some important conclusions and recommendations.

تقدير الفعالية النسبية لانموذج القطع المكافئ في تجارب نسبة الميل لقياس تاثير زيتي الزعتر والكتان على الوزن == Estimation of Relative Potency For Parabolic Model In Slope Ratio Assays To Measure Effect of Thyme And Flax Oils On Weight

Author name: نضال بهجت محي الحيالي

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:

تحليل وقياس اتجاهات الفقر في العراق للمدة 1980 - 2005

Author name: ندوة هلال جودة

Supervisor name: نبيل جعفر عبد الرضا المرسومي

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 طرائق المويجة المتقلصة لتقدير انموذج الانحدار اللامعلمي في حالة عدم تجانس التباين

Author name: نبيلة عبد الهادي فائز الشريف

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:

مقارنة مقدر المنوال الحصين مع بعض المقدرات الاخرى ولمعلمة الموقع == Comparing The Robust Estimator of The Mode With Some Other Estimators For Location Parameter

Author name: نازك جعفر صادق

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:

الاسقاطات السكانية لمحافظـــة البصـــرة للفتـــرة (1997 - 2022) باستخدام نتائج التعداد العام لسنة 1997 في العراق == The Populational Projections of Basrah Governorate For The Period 1997 - 2022

Author name: نادية علي عايد الحميداوي

Supervisor name: بشرى علي يعقوب الجعفري | زهرة حسن عباس التميمي

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 بعض الطرق الحصينة للمربعات الصغرى الجزئية == Compare Some of Robust Methods For Partial Least Squares

Author name: ميسون علي رحمن المندلاوي

Supervisor name: هلال عبود البياتي

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:

بناء انموذج للمعاينة البيزية المفردة بافتراض مربع كاي كتوزيع مسبق == Constructing A Model For Bayesian Single Sampling Plan Assumed Chi - Squaar As A Prior Distribution

Author name: ميسون حميد فرج محمد

Supervisor name: محمد صادق عبد الرزاق الدوري

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: يتضمن هذا البحث بناء انموذج لخطط المعاينة البيزية باستخدام نظرية القرار، هدف الانموذج التوصل الى معالم خطة بيز المفردة (n,c) حيث n تمثل حجم العينة، c تمثل عدد القبول الضروريان لفحص المنتوج واتخاذ قرار لرفض او قبول الدفعة. قمنا باشتقاق ومناقشة خصائص نظام خ | This research deals with the process of Constructing a model for Bayesian Single Sampling Plan by using decision making theory. The aim of this Model is to obtain the parameters (n,c) which represent Sample size (n) and acceptance number c, which are necessary to inspect the lot and to make a decision whether to accept or reject the product. We drive and discussed the properties of the system of single sampling attributes plan obtained from minimizing the average Expected cost under the assumption that cost decision is a linear function in lot size and sample size. The distribution of the sampling is a mixed Poisson distribution i.e, each lot produced is in Poisson Control but the process average varies from lot of anther according to frequency distribution which is assumed to be derived in the neighbor points of the break - even quality level. We explain all the notation and steps of obtained the total Expected cost of quality Control, which contain the item of cost (Cl,C2...C6) upon the decision of acceptance or rejection, and then how to solved mathematically using forward Variances function to reach the Optimal Parameters (n*,c*). Then the Optimal size of the Sample size is identified is linear function from square root of the lot size. Some auxiliary tables are given, Which represent the results we obtained which indicate that the prior distribution of quality is Chi - Square with m degree of freedom, we apply NP - Chart to make decision about process, we apply also the test of goodness of fit for testing the hypothesis.

بعض طرائق تقدير معلمات دالة المعولية لنموذج احتمالي مركب مع تطبيق عملي == Some Methods of Estimation Parameter Reliability Function of The Probability Model Compound With Practical Application

Author name: مهدي علي عبد الحسين الدريعي

Supervisor name: تهاني مهدي عباس الياسري

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: تعد التوزيعات الاحتمالية المركبة من التوزيعات الاحصائية التي كسبت اهمية متميزة في العقود الاخيرة وذلك لتطبيقاتها الواسعة في المجالات الهندسية والصناعية والتجارب الطبية والبايلوجية وبناء على ذلك فقد تم استعمال انموذج احتمالي مركب (الاسي - ويبل) ذي الثلاث | The probability distributions compound is important statistical distributions which gained importance and wide in recent decades, to the importance of their use in scientific fields, and at the Advanced has been addressed in this letter to the probabilistic compound model (exponential - Weibull) with three parameters and characteristics enjoyed by such possibility Writing probability density function and cumulative function and reliability function was used four different methods of estimating 1 - Maximum Likelihood Estimators Method2 - Percentiles Estimators Method3 - Least squares method4 - Weighted least squares methodAnd a favorable comparison between these estimators using simulation style through several experiences of one of the main users of statistical standards which is the mean squer error It was reached that the best way to estimate the reliability function is the Maximum Likelihood Estimators Method for having the lowest mean squer error.Or in the practical side it has conducted a practical application to real data taken from the State Company for Textile Industries in Wasit, which is for times of failure for machines textile department and assess the sample sized 101 machines communtiy 450 machines function of reliability with the use destined reached by a researcher at the experimental side, a Maximum Likelihood Estimators Method, and through the results turned out to estimate reliability function decreases gradually increase the time.

نموذج للتخطيط القوى العاملة : دراسة ميدانية في كليتي الطب والادارة والاقتصاد - جامعة البصرة == A Model For Manpower Planning A Survey In Medical & Admin. & Econ. Colleges University of Basrah

Author name: منى طاهر غافل الربيعي

Supervisor name: محمد عبود طاهر

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 طريقة Taguchi مع طريقة سطح الاستجابة للتجربة العاملية الجزئية باستخدام المحاكاة == Comparing Taguchi Method With Response Surface Method For The Fractional Factorial Experiment By Using of Simulation

Author name: منال جبريل محمود تيم

Supervisor name: كمال علوان خلف المشهداني | عبيد محمود محسن الزوبعي

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 المقدرات اللا معلمية لتقدير دوال الكثافة الاحتمالية == Comparing Nonparametric Estimators For Probability Density Estimation

Author name: مناف يوسف حمود

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: ان المسالة المهمة والرئيسة في التطبيقات الاحصائية تتمثل بمعرفة التوزيع الخاص بالمجتمع المطلوب دراسته ومعرفة خصائص ذلك المجتمع كي يتم تمثيل المجتمع تمثيلا سليما من خلال استعمال الاساليب الاحصائية الشائعة.في بعض مسائل الاستدلال الاحصائي المدروسة يتم افتراض | In some problems of statistical inference considered, we assumed that the distribution of random variable being sampled is known except, perhaps for some parameters.In practice, however, the functional form of the distribution is seldom, if ever, known. It is therefore desirable to devise some procedures that are free of or depending on few information or assumption concerning distribution.In this dissertation we demonstrate and study some procedures that are commonly referred to as nonparametric or distribution - free and also semiparametric methods.The term “Distribution - free” refers to to the fact that no assumption are made about the underlying distribution except that the distribution function is absolutely continuous.The term “Nonparametric” refers to the fact that there are no parameters involved in the traditional sense of term parameter used thus far.The term “Semiparametric” refers to combine the parametric term with nonparametric term, which there is few information or assumption about the distribution function.In chapter one we demonstrate an introduction to the problem, the main of the study and the historical review.In chapter two we demonstrate several nonparametric and semiparametric estimators for probability density function and these estimators are “fixed kernel which use fixed bandwidth or smoothing parameter, variable kernel which use variable bandwidth for each observation, semiparametric estimator which combine between two estimators {parametric by using of MLE and nonparametric estimator by using of fixed kernel}”.Beside these estimators we suggest four estimators like semiparametric estimator but the first suggestion combine MLE & variable kernel, the second suggestion combine two nonparametric estimators, the third suggestion combine robust estimator (for the mean & variance) with fixed kernel estimator, Finally we suggest estimator that combine robust estimator with variable kernel.Beside to above we demonstrate several estimators for smoothing parameter or bandwidth one of these estimators suggested from the author.Then we make a comparison between the parametric, nonparametric and semiparametric estimators with respect to bandwidth estimators by using simulation experiments, depending on different distributions (Normal, Lognormal and bimodal), different sample sizes and variances.We find that the best estimator for the density function is the first semiparametric estimator when we are using the 1st & 2nd distributions (Normal & Lognormal) except in few cases where we find the 1st suggested estimator is the best. And when we are using the 3rd distribution (Bimodal) we find that, the 2nd suggested estimator (Nonparametric estimator) are the best except in few cases where the other suggested estimators beside to 1st semiparametric estimator are the best.Also we find that the (BCV) estimator is the best estimator for the smoothing parameter when we are using the 1st distribution (Normal), except in few cases where the OS estimator is the best for h.For the 2nd distribution (Lognormal) we find the (LSCV) estimator is the best estimator for the smoothing parameter.Finally, For the 3rd distribution (Bimodal), We find that the (BCV) estimator is the best estimator for h except when the sample size equal to 100 (n=100), where the (DPI) estimator is the best.

طرائق لتقدير معالم نماذج عمليات ليفي وتوظيفها في اسعار عوائد اسهم مصرفي الشمال والمتحد == Methods of Estimating Model Parameters Le'Vy Processes And Emoloyment In Returns Stock Prices North Bank And United

Author name: مريم جمعة موسى

Supervisor name: مناف يوسف حمود

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: تعد سوق الاوراق المالية الهدف المنشود للمستثمرين الذين يرغبون في التخصيص الكفء للموارد المالية المتاحة لديهم الامر الذي يتطلب توفر قدر من البيانات والمعلومات المالية الصحيحة المتعلقة بالشركات التي تتداول ادواتها في السوق حتى يتمكن هؤلاء من ترشيد قراراتهم | The stock Exchange is the target for investors who are interested in the efficient allocation of financial resources available to them , which would require a lot of data on companies that are trading their tools on the market so they can rationalize their decisions and make profits unusal in light of market efficient proper financial in formation.However because there are fluctuations in returns stock prices resulting from low and high stock returns prices at the Iraq stock Exchange solve this problem by using stochastic processes models,One of the models le'vy. Relying on the so - called Brownian subordinate as it has been relying on the so - called Normal Inverse Gaussian (NIG).the research aims as the estimate that the parameters of his model using two methods (MME,MLE) and then employ those estimate of the parameters in the study of stock returns and evaluate asset pricing for both the united Bank and Bank of North which their data were taken from the Iraq stock Exchange. As well as the use of simulation method for the purpose of simulating the practical side with a different presumed cases.Has been reached the practical side, which showed the results to a preference MLE on MME based on the standard of comparison the average square error (MSE).As for the side of the simulation it has shown favorable results also MLE on MME. As well as the simulation results indicated that the increase in the value of kurtosis and decreasing the value of skewnsses in NIG model it may cause a decrease in large volatility especially when increasing valumes of samples while side applied found that the yield rate of the stock of the Bank United is higher than the rate of returns for the North Bank as well asthe United owning less coefficient c.v compared with the North Bank and both estimater (MME,MLE).therefore the United Bank is the best investment of the Northa Bank in addition , the North Bank was less efficient than the United Bank for, leading this speech to preference of investors to invest with united Bank and its superiority on the North Bank.

مقارنة بعض خوارزميات التحليل العنقودي في تنقيب البيانات (Data Mining) مع واقع تطبيقي == A Comparing To Some of The Algorithms Cluster Analysis In Data Mining With Application

Author name: محي الدين خلف ايوب

Supervisor name: قتيبة نبيل نايف القزاز

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 التقدم العلمي المتسارع والانتشار الواسع للمعلوماتية ادى الى الاستعمال الالكتروني لمختلف المعلومات والتي اصبحت تتراكم بشكل هائل في قواعد بيانات كبيرة, وهنا تكمن اهمية البحث في محاولة تنضيج وتبويب هذا الكم الهائل من البيانات في قواعد معلومات تؤدي الغرض ا | Scientific progress is rapid and widespread Informatics web mail to various information which became accumulate dramatically, leading to try to find how tend to tab and this huge amount of data bases for information leading to the desired purpose. Work the term data mining (DM) is appropriate in this area and because of this importance of this research was to try to use data mining algorithms with the search in the accompanying circumstances. And a summary of research supports access to information and knowledge discovery through the use of techniques for data mining (DM) and also touched on the stages of exploration process of data passing through the stage of data processing and even the testing phase (F_test) to measure the case of variation or variation in the data when you reach a level of fitness (Optional). The results of the tests can be observed when changing the sample size (n) as well as the size of clusters (k) , and this leads to variation in the laboratory value (F) and in each case and her envelope. Cluster analysis of the data has spawned tests , The algorithm (K - Means) is the best , Comparing with (Single Linkage) and (Complete Linkage) algorithms A position to achieve the research hypotheses under the values shown in the tables , through calculable scale test (F_test) as well as the scale (MSE) , according to the results of experiments testing of samples sizes (n) and the size of the clusters (k) applied to the variables (v) Search.

مقارنة بين مقدرات التقلص البيزية ومقدرات التقلص لتباين التوزيع الطبيعي باستخدام المحاكاة == Comparison Between Bayesian Shrinkage Estimators And Shrinkage Estimators For The Variance of Normal Distribution By Using Simulation

Author name: محمد حسين عبد الحميد جواد البيرماني

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:

تحليل الموجة الصغيرة Wavelet لتقدير منحنى الانحدار اللا معلمي == Wavelet Analysis For Estimating Nonparametric Regression Curve

Author name: محمد حبيب كاظم الشاروط

Supervisor name: ظافر حسين رشيد النجار | نوري فرحان المياحي

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:

التقدير المتسق لمعلمة ميل انموذج الانحدار الخطي البسيط المتاثر بخطا القياس للمتغير التوضيحي مع تطبيق في المجال الصحي

Author name: ماهر محسن سلمان

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: تعد طريقة المربعات الصغرى الاعتيادية (OLS) من افضل طرائق تقدير معلمات انموذج الانحدار الخطي وان هذه الطريقة تتصف مقدراتها بصفتي عدم التحيز والاتساق وهذه من صفات المقدر الجيد , الا ان مقدر طريقة المربعات الصغرى يصبح متحيز وغير متسق اذا كان المتغير ال | Ordinary Lease Square (OLS) is the way of the best methods of Parameter estimating of Linear Regression Model , that’s where this method is characterized by unbiased and consistency , and these qualities of good estimator , but (OLS) estimator becomes biased and inconsistent if Explanatory variable contains measurement errors , and the study has been of two consistent estimators, were taking into consideration the presence of measurement errors and they are : reliability ratio method and this way corrects the biasing in (OLS) estimator and makes the estimator consistent , and the other way is : instrumental variable method ; and this way gives consistent estimator and contributes to support the explanatory variable through the addition of an external variable T ,and the instrumental variable must be correlate in a strong relationship with explanatory variable ,also has been showed the additional information's necessary to the alternative estimator to the (OLS). above methods have been applied by using of simulation style of the software MatLab as measurement of errors takes three distributions and they are : normal distribution , standard normal distribution and Uniform distribution by using three sizes of samples (100 , 50 , 20 ) the result showed that reliability ratio estimator method is the best estimator ; regardless of the size of the sample and the distribution of the errors measurement , and this finding corresponds to the findings of researchers , and on this basis has been applied Reliability ratio estimator method on the medical data obtained from patients have fallen asleep in the department of artificial kidney in (Yarmouk) hospital in Baghdad. that's where the level of Urea in the blood is dependent variable , two readings of blood pressure were taking for each patient ,which represent the average is instrumental variable , the purpose of taking blood pressure for each patient in order to estimate the variance of measurement errors ,also has been taken third blood pressure reading by using dialysis machine to represent instrumental variable , has been reached that the ratio of reliability for blood pressure measuring ranging between ( 0.80 - 0.85 (

دراسة مقارنة لطرق التقدير الحصينة لدالة البقاء مع تطبيق عملي على مرضى سرطان الدم في اليمن == A Comparative Study of The Robust Estimation Methods of Survival Function With Practical Application On Blood Cancer Patients In Yemen

Author name: ماجد هبة الله علي شريم

Supervisor name: هلال عبود البياتي

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 معظم البحوث في موضوع المعولية اودالة البقاء يوجد عليها بعض الماخذ في عملية التحليل الاحصائي الدقيق الذي يهدف الى الحصول على مقدرات ذات مستوى عالي من الكفاءة. وتبرز اهمية الحاجة الى طرائق التقدير الكفوءة هذه التي تسمى بالطرائق الحصينة (Robust Methods) | Most of researches in the subject of reliability contain clear decrease in the processes of accurate statistical analysis which aims at getting estimators of a high level of efficiency and the important of the necessity to many efficient estimation methods, which are called robust methods, appears when the data of the studied phenomenon are contaminated , it means the observations contains outliers which may produce estimators which result in increasing (decreasing) in the (MSE).A matter which leads to unconfirmed statistical inference.From this point was the goal behind this research in reaching robust estimators of the survival function through studying some robust and classical methods and bayes methods in contaminated weibull distribution , and that is by assuming three levels of contamination. namely,(? = 0 , 0.15 ,0.30 ).Also , a robust method proposed to estimate the survival function for contaminated weibull distribution.In this study , the method of simulation was used to compare between the studied estimation methods of all levels of contamination.In this thesis , the researcher concluded the success of the proposed method in estimating the survival function in comparison with other methods depending on the measures : (IMSE) and (IMAPE) so, the researcher specified a chapter for applying and using the proposed method on real data to estimate the survival function s(t).

استعمال اساليب التنبؤ الاحصائية في تحليل قيم الصادرات النفطية == Using Statistical Forecasting Methods In Analyzing Oil Exports Values

Author name: لينا نضال شوكت

Supervisor name: قتيبة نبيل نايف القزاز

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: درست الباحثة موضوع اقيام الصادرات النفطية العراقية السنوية وللمدة من 1978م ولغاية 2014م بالاعتماد على ثلاث طرائق تحليل احصائية. الاولى، تحليل انموذج الانحدار الخطي المتعدد والتي تتطلب تحديد متغيرات توضيحية مؤثرة في قيم الصادرات النفطية وكانت هذه المتغيرا | The researcher studied the Iraqi Oil Exports Value form 1978 until 2014 using three statistical analysis methods. The first, Analysis of Multiple Linear Regression which requires determining independent variables that affect the Oil Exports Value and these variables were (barrel price and the average daily number of exported barrels). The second, Analysis of Polynomial Models (Growth Curve Model) and this model requires determining the suitable polynomial degree to represent the model as a curve which shows the increase or decrease that occurs in the data under study. And the third method is, Analysis of Time Series using Box - Jenkins models which requires identification of the suitable model and the degree of the model to represent the data. The three models, their equations and the mathematical relationships have been all defined, especially the ones that have been applied on the data.After analyzing the data using gretl and Matlab softwares and treating some problems that may occur to the data and getting the suitable models to represent the Oil Exports Value, in the Multiple Regression Model the confidence intervals of the estimated parameters have been calculated and testing the efficiency of the model and the estimated parameters using F and t tests. And in the Polynomial model, the curve has been estimated and drawn and calculating the confidence intervals of the parameters and the fitted curve and forecasting for 6 coming years and calculating the confidence intervals of the forecasting. In the Time Series model, the stationarity in the mean and variance of the series has been tested then identifying the suitable order for the model which was (2,1,3) and testing the independence of the error then forecasting for 6 coming years and calculating the confidence intervals of the forecasting

التحليل الجيبي المتقطع والمويجي المتقطع واستخدامهما في عمليات الاخفاء للصوت والصورة == Discrete Cosine Transform & Discrete Wavelet Transform In The Hiding Process For The Speech And The Image

Author name: ليلى مطر ناصر المحنة

Supervisor name: خميس عواد زيدان

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: للاهمية المتزايدة للتحويلات الرياضية ومدى مساهمتها في حل العديد من المشاكل العلمية، وكذلك موضوع الاخفاء steganography، الذي اخذ مفهومة يتطور واستخدامه يتزايد يوما بعد يوم لما له من اهمية كبيرة في توفير الحصانة والسرية للبيانات الرقمية لاي وسط كانت وكذلك | Because of the increasing of importance of the Mathematical transformation and its solutions for the scientific problems, and also. The steganography which it is develop ,more and more, with its expanding in performing security and Robustness for the digital data for any media and for decreasing the capacity of the Storage and increasing the speed in transmitting and receiving, we use in this thesis the discrete cosine transform and the discrete wavelet transform as a comparative study through the hiding methods, which its applied in the time domain and frequency domain, and applied the statistical term MSE which is always used for comparative, and added another term MAPE as a support term and then calculate the PSNR to measure the quality for the images and sounds after reconstruction depending on the two terms, the colored image are applied because of its high specifications for its large area in the storage through hiding processes, which its depend on the (LSB) method of hiding. And in this thesis it is proposed a methods for designing new coefficients depending on the filters Haar and DB - 4, and the design depended on a mathematical and logical methods, and as an application for the comparative and proposed methods it depended on a sample of (24) persons which we took their images and speeches to apply the Process by hiding the speech through the image for every person, and then applied the transformations depending on the proposed Algorithms, the program is designed by the researcher using Matlab language, and then the comparative applied between the used methods which showed high quality in reconstruction and performed a proposed methods in the security depending on the mathematical transform and not only on the methods of cyphering for data through hiding and this methods for cyphering the mathematical transform give a high robustness for hiding data.

مقارنة بعض طرائق تقدير دالة المعولية الضبابية == Compared To Some of The Methods of Estimating Fuzzy Reliability Function

Author name: ليث فاضل سيد حسين النعيمي

Supervisor name: انتصار عريبي فدعم الدوري

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: عند احتساب اوقات الفشل للمكائن والمعدات نلاحظ بانها تكون غير مؤكدة او ضبابية في اغلب الاحيان وعلى اساس المركبة او النظام لهذا تناولت هذه الرسالة تقدير دالة المعولية الضبابية في حالة المركبة والانظمة المفردة (المتسلسلة والمتوازية) وباستعمال ثلاث طرائق هي : | When calculating the failure times of the machines and equipment note that it is fuzzy or uncertain in more often on the basis of the component or system to this paper this estimate fuzzy reliability function in the component case and series and parallel system by using three methods are : First, the conventional method : Under this method has been used the failure function and a new membership function of beta type be more flexible in statistical applications, according to this method was derived estimators fuzzy reliability function for series and parallel systems. Second, The number fuzzy method (A ) ?(i - v) level (1 - ?, 1 - ?) based on the confidence limits : one of the methods in which based on in estimation on the mean and standard deviation of the times of the failure of the machinery and equipment and give fuzzy reliability function estimate both serial and parallel systems confidence limits are to be used to fuzzy numbers two levels (1 - ?, 1 - ?).Third, the Signed distance method : good methods that give estimating fuzzy reliability function for both systems are similar to estimate the point.That the methods above give estimate reliability Blur function for both systems was a comparison between the advantage of these capabilities and employ the style of simulation manner Monte Carlo (Monte - Carlo) by writing software language application (Matlab) and the experiences and sizes of different samples and both systems were relying on mean square error (MSE) of the comparison between the estimation methods Vtm reach a predestined way normal preference, showing through the mean square error (MSE) that showed a nuance in between estimator ways : how many The number fuzzy method (A ) ?(i - v) level (1 - ?, 1 - ?) and the way the Signed distance method of the fact that the way The number fuzzy method (A ) ?(i - v) level (1 - ?, 1 - ?) based at its sole discretion to Tabulated values of the distribution (t) and that way the distance indicator based on the indicators way above, for this from the perspective of the researcher, all estimation methods are considered good and can be used in the approved equipment and machinery in their production productive companies.In the practical side researcher has used real data for the purpose of estimating reliability function of the system and fuzzy sequential function reliability of the system parallel Blur, adopted by the General Company for Electrical Industries of the Ministry of Industry and Minerals in Baghdad records.