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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:
Abstract: نظرا لعدم وجود بحث احصائي سابق لسلوك تعويضات التامين الصحي الذي يمثل النسبة الاكبر من التعويضات في عموم شركات التامين في العراق، تم اختيار هذا البحث وتطبيقه في شركة التامين العراقية.ولغرض تحديد افضل انموذج احتمالي يمثل تعويضات التامين الصحي، تم استعمال | Due to the lack of previous statistical research of the behavior of payments, specifically health insurance, which represents the largest proportion of payments in the general insurance companies in Iraq, this study were selected and applied in the Iraqi insurance company.To determine the best model represent the health insurance payments, we used two probability models determined through the initial detection for the distribution of the research sample by use (Easy Fit) program.One : single, a (Lognormal) for all sample views, and the other compound (Compound Weibull) at dividing research sample into small losses and large losses, and focused on the compound model in some detail in terms of drafting and its importance. With the application of the state of amputation in both the fact that the specific health payments from the top by two million diners in this company.Both models Parameters were estimated using the maximum likelihood method (MLE) and the use of style (Newton - Raphson) to find these estimates. And then compare between models using standard (MSE). Was reached in general that the compound model is better than a single model in the representation of payments.

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:
Abstract: ان الهدف من هذا البحث تسليط الضوء على احد اهم وابرز المواضيع المعاصرة في دراسات المعولية وهو الانظمة القابلة للاصلاح والذي يعني ان النظام الذي عندما يحدث فيه فشل فيمكن اعادته للعمل باصلاح بعض مركباته دون الحاجة الى ابدالها. والذي يحظى بتطبيقات واسعة وخاص | The main purpose of this research was to study one of the main modern subject which is very important in the reliability studies, it is the repairable system, which means that if the component fails it immediately repaired.These studies have widely applications in many systems like watching machine of cars, airplanes and communication systems, that is failure make huge materiel and humane losses.It is found that these systems submit to Poisson process in particular the nonhomogenous Poisson process, the main contribution in this research is the modification in estimating the number of failures in repairable systems, and the derivation the distribution of n - failures where the distribution is General Gamma.Finally, some new results obtain and a simulation experiments were done to compare the proposed and classical methods.

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:
Abstract: لقد كان الاهتمام الواسع والمتزايد في دراسة موضوع المعولية في السنوات الاخيرة يعود الى التطور التكنولوجـي والتقني السريـع واستخدام الانظمـة الالكترونية المعقـدة في مختلف المجالات. وعليه فان دراسة موضوع المعولية والربط بين الجانبين النظري والتطبيقي امر له | The studies of the subject - matter of Reliability with connecting between theoretical and application sides , it is an important matter now a days because the technology development with using electronic systems.In this study it is used the Lognormal Distribution as a failure models when the failure rate to these models initially increases over time and then decreases approaching Zero with increasing time , and find out the estimators of reliability function by different methods.The estimates are : 1. Maximum Likelihood Estimation.2. Uniformly Minimum Variance Unbiased Estimator.3. Bayes Estimation.And then comparing between the priorities of the estimates through using the Monte - Carlo method and conducting several experiments using Mean Square Error.Generally result show that Maximum Likelihood Estimation to estimate Reliability is better than the other methods , Regarding the practical aspect the data of life time for four machines from EIGC and found after using chi - Square test that the life time for test machines distribute Lognormal and the estimation of Reliability function for machines done using Maximum Likelihood Method

واقع الخصوبة في العراق بالاعتماد على خارطة الفقر ووفيات الامهات لسنة 2013 : دراسة احصائية == The Reality of Fertility In Iraq Based On Poverty And Maternal Mortality Map For 2013 Statistical Study

Author name: بشرى نصيف جاسم
Supervisor name: ابتسام كريم عبد الله
General topic: Administration and Economics
Specific topic: Applied Statistics
Degree: Higher Diploma
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تعد الخصوبة احدى المكونات الرئيسة الثلاثة التي تقرر معدل النمو السكاني الى جانب الوفيات والهجرة. ومن ثم فهي تؤثر في مجمل البنية الديمغرافية والاقتصادية والاجتماعية للسكان وفي هجرتهم وتوزيعهم الجغرافي. وتعد الولادة عاملا بايولوجيا اكثر تعقيدا واصعب دراسة | Fertility is one of the three main components that determine the rate of population growth as well as mortality and migration. And thus it affects the overall demographic, economic and social structure of the population and in their migration and geographical distribution. Birth of biological factor is more complex and more difficult study of global deaths and migration due to the complexity and diversity of influences and volatility. fertility is calculated by the number of children born in a given year to the number of women in the age group (15 - 49) for the same year. And that the birth rate is controlled by several decisions about child - bearing or not.It has been estimated that fertility rates of direct and indirect ways by using the method (Brass and the way Cole - Trassel) In addition to identifying the most important factors that affect the total fertility rate by relying on survey data map of poverty and maternal mortality for the year 2013 for the purpose of calculating the total fertility rate for IraqI province (18 Province) direct method as well as the calculation of the independent variables, which is believed to have an impact on total fertility rates that have used one of the statistical packages which is Spss21 using multiple regression Stepwise factors method is a (family size, average per capita income, per capita spending on health, infant mortality rate, the proportion of poverty, the percentage of married - old (15 - 49), the percentage of illiterate women (15 - 49), the percentage of economically active women, the percentage of women in rural areas, the percentage of women with chronic diseases (15 - 49), change the place of residence (internal migration), the average age at marriage, percentage of the population under 15 years, the percentage of homes equipped with national electrolyte, the percentage of women (15 - 49) in addition to the use of the program (Spectrum) to estimate the total fertility and the preparation of the population and the rate of annual population growth and life expectancy of death as well as the median age for the period (2013 - 2050), according to fertility assumptions (high, medium and low level) for the purpose of population policy in the long run as well as the review of the most important demographic theories that are related to fertility and estimate a record number of fertility in Iraqi , and calculating the national fertility index for the year 2013 in Iraq, which amounted (14%) also were awarded a singles record (INP) of fertility on the basis of considering the 1997 base year

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).

بناء انموذج محاكاة لايجاد معولية منظومة قدرة كهربائية == Building A Simulation Model To Find The Reliability of Electrical Power System

Author name: بروين ايشا كيوركيس
Supervisor name: خالد ضاري عباس الطائي
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: بعد التطور الكبير الذي حصل في مجال الحاسبات والاهتمام المتزايد باسلوب المحاكاة ومن خلال دراستنا وبحثنا في اساليب وطرائق بحوث العمليات كان الزاما علينا دراسة وتطبيق احدا اساليب بحوث العمليات المعروفة والتي نشعر بان لها فائدة عظيمة في خدمة قطاعات واسعة في ا | After the great development happened in computers field, the increasing interest in the simulation method, and through our study and research in methods and techniques of operations researches, it was necessary to study and apply one of the known operations researches methods, which we feel that it has a great benefit in serving many sectors in the society, and that is the simulation method.So we decided to merge between simulation and an other method which is not less important than it, which is Reliability.In the last years, the great and increasing interest in studying reliability method was due to the rapid technical development and using complex electronic systems, and relating between it and simulation method is an important thing, so we tried in this research to build a simulation model suitable for the system to measure its reliability and for two different study cases.The fist case is when it is possible to build a mathematical model (primary) for the system. Before starting with forming of reliability system, we must first specify the type of the system that we are going to work on. We chose surplus system to be our study system, because of its capability to provide many choices, in addition to that it permits increasing the reliability spite of external environmental pressures. Because of our many objectives that we wish to achieve in this stage of increasing the reliability, reducing the total cost and total weight of the designed system, we used multi - objective models. And for achieving desired objectives, we formed the model as a case of programming of nonlinear mixed integer numbers. After we had built the mathematical model for the system, we have now a model with three objective functions (reliability - cost - weight) and one condition of size. But when these objectives became unclear in their objective nature, it is possible to reform the case within the fuzzy theory, so we have in this case a reliability system with fuzzy objectives. To solve models like this, it had been made a computer program with Q - Basic language to find the results using FAGP and FNLP methods with the assistance of Monte - Carlo simulation method to find the perfect reliability for the surplus system.As for the second case when it is impossible to build a pre - model for the system, and this is what happens when we have a complex systems and nets, in which the normal methods becomes useless for the total reliability of the system, so we use the simulation method (flow method) and in a direct way to find the reliability.The flow method is applied to Al - Quds electric power distribution station, in which it had been made a computer program with Q - Basic language to find the total reliability for the station and lost power in the year, in addition to determine the number of breakdowns in the specified period, and we tried using simulation to improve the reliability of the station by adding a spare parts

معولية الانظمة الكبيرة القابلة للتصليح مع تطبيق عملي

Author name: براق صبحي كامل
Supervisor name: لميعة باقر جواد الجواد
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: ان المعولية - كما هو معروف - موضوع واسع، بحيث لن يكون بالامكان تناول جميع طرائقه في رسالة واحدة. لذلك تم التركيز في هذه الرسالة على حساب المعولية للانظمة القابلة للتصليح باستخدام طريقتين، الطريقة الاولى هي اسلوب ماركوف بعد تحديد الحالات الانتقالية ومعدلا

تقدير دالة الانتاج لبعض الصناعات التحويلية : دراسة تطبيقية == Estimating The Production Function For Some Manufacturing Industries (Application Study)

Author name: براء خليل ابراهيم
Supervisor name: احلام احمد جمعة
General topic: Administration and Economics
Specific topic: Applied Statistics
Degree: Higher Diploma
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تعد الصناعات التحويلية من الفروع الاساسية للقطاع الصناعي وهي احدى الانشطة الانتاجية التي ترتكز عليها الدول وتشغل موقعا مركزيا في اقتصاديات المجتمعات من حيث مساهمتها في دفع التنمية الاقتصادية, ومن المعروف ان زيادة الانتاج في اي منشاة صناعية يعتمد على مست | Transform manufacturing is one of the principle branches of the industrial sector which is one of the productive activities that countries emphasize and occupies a central position in the economies of the communities in terms of their contribution to economic development. It is well known that to increase production of any industrial facility depends on the level of productivity for each element of the production line. The goal of this research is; to find an estimate of the production function coefficients (Cobb - Douglas) for some manufacturing model, in a small industrial facilities in addition to the estimate of Multiple Linear Regression model to demonstrate the contribution of the factors of production to the number of employees and the value of input parameters (Independent Variables) on the value of production (Dependent Variables) by using the data that have been obtained from the annual reports issued by the Industrial Statistics Directorate of the Central Statistical Organization, for the period of (1990 - 2014) and thus address the research in theoretical side to a function (Cobb - Douglas) and their characteristics to the Multiple Linear Regression model. The results has shown that all the regression models were all true and statistically significant and satisfy the assumptions of the basic normals of the least squares. On the other hand the model for manufacturing of leather products suffered from the problem of Autocorrelation has been addressed, as (Cobb - Douglas) function estimates showed that industries with intensive use of labor as a reflection to a flexible working capital compared with the flexibility and facilities characterized by increasing returns to scale and characterized as labor intensive.

التحليل البيزي لنماذج الانحدار الخاصة بالبيانات المزدوجة (panel data) == Bayesian Analysis For Regression Panel Data Models

Author name: باسم شليبه مسلم عباس القيسي
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: تعد البيانات الاحصائية ضرورية عند دراسة اغلب ظواهر المجتمع ومنها الظواهر الاقتصادية والاجتماعية والنفسية الخ كون تحليل تللك البيانات باستخدام الاساليب الاحصائية توفر للباحث او متخذ القرار حول الظاهرة المدروسة قاعدة من المعلومات الضرورية لتسهيل عملية اتخاذ | The statistic data is important to study most of phenomena as economical , social , psychological phenomena..etc. The analysis of this data via the statistical methods gives the researcher or the decision maker more information about the studied phenomenon to make the suitable decision. The data availability needs to limit a mathematic model which represents them by the researcher and to put in consideration the type of the available data. One of the these data is panel data which can be defined ( that they are repeated measurements to the studied phenomena for N from the cross section and for T from the time series ) which can be represented by one of the model ( fixed effect model or random effect model ).Most of the studies exposed estimation of the chosen model parameters by using the classical methods as GLS and FGLS methods , whereas this research touches on the Bayesian methods to estimate parameters , especial regressive model (panel data) ,depending on the priors distributions ( non informative prior dist. and conjunct prior dist. ) and to compare them with ML method to chose the best ones for estimation and choosing.After doing two practical applications in the research ,we obtained findings. ML method was the most significant for estimating the model parameters for the fixed effect model and pooling model. Bayes method which depends on non informative prior distribution , got the second grade.When using Bayes method depending on prior distribution used in the research to estimate the fixed model parameters when the cross sections number are little to get multivariate - t posterior distribution , and if it is used with random effect model we get multivariate normal after making asymptotic expansion with existing of a loss function of the weighed squired error.

تقدير نماذج مختلطة للبيانات المصنفة مع التطبيق العملي == Estimation Mixed Models Using Catacorical Data With Application

Author name: ايناس عبد الحافظ محمد
Supervisor name: خالد ضاري عباس الطائي
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: يعتمد مفهوم التوزيعات المختلطة ( المركبة) في تطوير نماذج مناسبة للبيانات المصنفة , وقد تم في هذا البحث ايجاد بعض الانماذج الاحتمالية الملائمة لهذه البيانات ومن ثم العمل على تقدير معلمات هذه الانماذج.وبعد تشخيص اوتحديد نوعي التوزيعات وهما (التوزيع المركب | The concept of mixed distributions depends (composite) in the development of appropriate data seed models, has been in this research finding some models appropriate probability of this data and then work to estimate the parameters of this models. After diagnosis Aothdid two types of distributions, namely (compound beta - Bainomal (Beta - distribution Binomial) and the distribution of Ganerlized logarithmic Series distribution (GLSD)) has been working to estimate the parameters of these distributions methods usual such as way as possible (MLE) and the method of moments (Moment) and the method of Chi - square (Chi - squar) and methods of unconventional such as search cuckoo algorithm Hawwarzmih simulated annealing. The theoretical side included the concept of vehicle models and how to configure form by probabilistic normal function and methods different appreciation such as method Maximum Likelihood Function (MLE) and the method of moments (Mom) and a method to minimize Chi - square (Minimum) and methods of artificial intelligence techniques such as search cuckoo algorithm (Cock Search) algorithm simulated annealing (Simuannling) has been presented simulation has been adopted in the comparison between the estimation methods and we had simulated experiments at different volumes of samples( n= 20, 50, 100,250). And repeat each experiment R = 1000 to achieve the goal and were compared using statistical measurements (MSE, AMPE) found that the best method (cuck) which is proposed by the researcher. The researcher numbers Bernamjeh (Matlab, R2005 B) and put all the results in the tables either the practical side and having briefed researcher at data rates of disability and for the period of (2007 - 2010) obtained through the health center for the disabled has been the comparison between Models through criterion (AIC) the standard bayes Information (BIC) and the standard G2) the researcher found that the capabilities of the search cuckoo algorithm is better than during the experimental side, therefore this algorithm applied to real data to complement the tests of good matching, which enabled Khalalhl the researcher presented the practical application of the private tables results. It was found through statistical analysis that in the year (2011) has a lower standard Akaki for the distribution of the compound compared with the distribution chain logarithmic year, which indicates that it has the best modelFrom the conclusions that have been reached by using way (GIBS) in the simulation of mixed distribution and the method of rejection and acceptance (Reject, Accept) for distribution Genaralized logarithim Series is that the capabilities of the specimen landmarks using the best in terms possess the lowest average error boxes in sizes small samples search cuckoo algorithm is medium and large The rest of the roads were estimates varying values. It has been presented the recommendations that emerged from the thesis as well as future research

استخدام التحليل البيزي لنموذج انحدار خطي بسيط باستخدام اسلوب المحاكاة == The Bayes Analysis In The Model Simple Linear Regression Using Simulation

Author name: ايناس عبد الحافظ 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: تبقى عملية التقدير لمعلمات انموذج الانحدار من الموضوعات المهمة على الرغم من كثرة ما كتب عنها من خلال البحوث والدراسات التي تختلف باختلاف الاساليب المتبعة في عملية التقدير سواء كان هذا الاسلوب تقليديا او بيزيا.الغرض من هذه الدراسة هو توظيف معلومات مسبقة | The process of estimating the parameters of regression, is still one of importent Subject despite of large number of papers and studies written in this subject, these studies are differ in techniques followed in the process of estimation if this techniques classic or Bayesian. The purpose of this study to prior information about the parameters was applied which estimated according to Bayesian theory which represented by Gamma distribution with one parameter in the estimating process and for varies simple sizes then making a comparison between estimation techniques represented by (OLS) method and Bayesian techniques by providing the distribution and all techniques which deals with derivatives process to obtain the Bayesian estimation. By using the simulation technique, results has been obtained to provide the researcher the image to clarify the best method in estimation technique

استخدام نظرية الرابطة لتحليل دالة البقاء ذات المتغيرين == Using The Copula Theory For Analyzing The Bivariate Survival Function

Author name: ايمان عبد علي داود
Supervisor name: ضوية سلمان حسن الجنابي
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 استعمال نظرية الرابطة (Copula Theory) في نمذجة دالة البقاء ذات المتغيرين اذ تم استعمال انموذجين يخضعان لتوزيع ويبل ذي المتغيرين وانموذج اخر يخضع للتوزيع الطبيعي ذي المتغيرين القياسي المبتور عند الصفر وبنسبة خلط واعتمادية واحجام عينات مخ | It has been concluded in this research to use the copula theory in modeling the survival function of the bivariate as two models yielding to the bivariate weibull distribution has been used and another model that submit to the bivariate standard normal cut off at zero point and mixing percentage, reliance and sizes of different specimens and a simulation experiment has been carried out for the purpose of making experimental comparison between the evaluations of the survival function mentioned above by using six different copulas in addition to two common models, the first by using the function when assuming independence and the second by using the survival function definition of the bivariate as the use of copulas has been reached which led to acquire an evaluated survival function of the bivariate with properties of more fineness than the two evaluated survival functions of the bivariate which had been acquired by using the two common models referred to above.

استعمال الخوارزمية المهجنة انجل في حل نماذج حقيبة الظهر في الشركة العامة للسكك الحديد == Using Hybrid Algorithm Angel To Solving The Models of Knapsack P In The General Company For Railways

Author name: ايمان حسن هادي الزبيدي
Supervisor name: عدنان شمخي جابر
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تعد مسالة حقيبة الظهر (Knapsack problem) من مسائل الامثلية المركبة (COP) (مسائل تمتلك كما هائلا من الحلول البديله) ,ولما لها من اهمية من جميع الجوانب فيما يتعلق بخاصية الاستغلال الامثل للعناصر المحمولة بها ,اذ تم في هذا البحث دراسة مسالة حقيبة الظهر من | The problem of Knapsack (Knapsack problem) of the fitness problem composite (COP) (problem possess a tremendous amount of alternative solutions), and because of their importance in all aspects with regard to feature the best use of phones out of the elements, as it has been in this research study the issue of Knapsack in terms of models and methods and their applications to solve their importance and their uses in the broad economic aspects of being a help to maximize returns through optimal choice for portable goods that achieve the highest possible profit. As the issue and Knapsack (KP) belong to the complexity of the problem of the type (NP - - Complete) and does not possess the polynomial time algorithm was used meta heuristic algorithm solution because these algorithms possess speed of implementation and also the ability to access good solutions in a reasonable time, as was the use of hybrid algorithm (ANGEL) consisting of three meta heuristic algorithms to resolve the matter (optimize ant colonies algorithm (ACO) local search procedure (LS) and the genetic algorithm (GA)). The first stage is the use of ant colonies optimization in building a set of solutions and then improves them through local search and then using genetic algorithm considering society resulting from the previous stage is the first community of genetic algorithm. Hybrid algorithm proved (ANGEL) speed and proficiency in access to good solutions when compared with Simulated Annealing algorithm (Simulated Annealing) genetic algorithm (Genetic Algorithm) after solving (10) problems randomly generated test different sizes (50 - 1000) and the average earnings when using hybrid algorithm (ANGEL) (23878.6) while Simulated Annealing algorithm (Simulated Annealing) (1603.257) genetic algorithm (Genetic Algorithm) (15555.64), The average time spent for hybrid algorithm (ANGEL) (726.908) seconds, while the time it takes to both algorithm (Simulated Annealing algorithm and genetic algorithm) respectively is (21953.25) (39432) again, and the results were also compared with a hybrid algorithm of conventional roads branching algorithm and seized (Branch and Bound) in terms of the time it takes to reach an optimal solution, where the average time year hybrid algorithm (ANGEL) (726.908) seconds while branching and selection algorithm (23582.98) again and finally use issue in maximizing the proceeds of public company To Iraqi railways amounted to gross profit (31,193,349).

استخدام التحليل العنقودي في تصنيف القرى المنتجة للمحاصيل الشتوية في العراق للفترة من 2005 - 2014 == The Use of Cluster Analysis To Classify Villages Producing Winter Crops In Iraq For The Period From 2005 - 2014

Author name: ايمان احمد ياسين
Supervisor name: لقاء علي محمد العلوي
General topic: Administration and Economics
Specific topic: Applied Statistics
Degree: Higher Diploma
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: يعد القطاع الزراعي من القطاعات الاقتصادية المهمة والتي تسهم وبدور كبير في تحقيق التنمية الاقتصادية والاكتفاء الذاتي في البلدان النامية والمتقدمة على حد سواء. كذلك تسهم في تكوين الناتج المحلي الاجمالي للبلدان النامية. لذا ولاهمية هذا القطاع الحيوي فقد تط | The agricultural sector of the important economic sectors that contribute to the large role in achieving economic development and self - sufficiency in developing and developed countries alike. As well as contribute to the formation of the gross domestic product of developing countries. So to the importance of this vital sector has dealt with the subject of classification producing provinces for wheat and barley crops, This research aims to study the problem of classification producing provinces for wheat and barley crops in Iraq except Kurdistan region for the year 2005 and 2014 and the statement of the most productive agricultural provinces of both crops winter The importance of this the problem is that to study the basic winter field crops in Iraq which are represented by wheat and barley, that occupy a prominent place for food security for both producers and consumers in Iraq I have been using cluster analysis and analysis of variance two way in data analysis and use as well as in the classification of producing provinces for wheat and barley crops based on clusters extracted from analysis and research found a number of results to reach a state of clustering between some provinces according to the homogeneity of winning them according to the average yields dunum of the total area and also depending on the style of the bilateral variation, which helps in the moral values and the test that caused this moral knowledge analysis for the period from 2005 - 2014. The software used is the statistical package SPSS program.

مقارنة بين اختبار (Gold feld Quandt) الحصين مع اختبارات اخرى للكشف عن عدم تجانس التباين بوجود القيم الشاذة == A Comparison of The Test (Gold Feld Quandt) Modified With Other Tests To Detection The Presence of Heterogeneity of Variance of Outliers Values

Author name: ايلاف بهاء علوان
Supervisor name: محمود مهدي حسن 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:
Abstract: ان مشكلة عدم تجانس التباينات في حالة وجود القيم الشاذة لها جانبان الاول : هو كيفية تعامل الاختبارات مع مشكلة عدم تجانس التباينات في حالة وجود القيم الشاذة بالنسبة لانموذج الانحدار الخطي المتعدد حيث نلاحظ ان الاختبارات الاعتيادية (الكلاسيكية ) تعاني من مشا | The problem heterogeneity in the case of the presence of outlier values has two important sides. The first is how to handle the test, which have the problem of lack of heterogeneity in the case of outlier values for the multivariate linear regression model where we notice that the usual tests (the classical) have the problems in the results, and the results obtained will be inaccurate and misleading. Therefore, these will be unreliable results, so it is necessary to use other tests to substitute the regular tests, they will work in the same way of normal teste in the absence of the problem of heterogeneity and they are called robust tests. These tests are Modified GoldfieldQuant, Modified Bayes, and Modified levene. Different percentages of data were cut which are (10% , 25% , 40%) assuming normal distribution of data. A comparison was made of the mentioned tests by using soft ware power of the test of Monte Carlo Simalation then detect the best test by force standard where Bayes robust was the best test for detecting the problem of heterogeneity in the presence of outlier valuesand gave reliable results. In the second side, Box plot was used for the detection of outlier values in real data. As for the practical side, data from the agriculture and cultivation of planning and follow - up / meteorological center were collected and used in this study on the four variables for the year 2013 - 2014 and the variables are : Raining rate (y).Air pressure (x_1).Temperature rate (x_2).Humidity rate (x_3).

تصميم نظام رياضي ديناميكي لا خطي باستخدام الشبكات العصبية (NARMAX) لاغراض تحليلية وتنبؤية لنشاط المبيعات في شركة كهرباء بغداد == Designing A Non - Linear Mathematical Dynamic System By Using The Neural Network (NARMAX) For Analyzing And Forecasting For The Sales Activity In Baghdad Electricity Company

Author name: ايفان علاء ناظم الشيخلي
Supervisor name: محمد علي الكيلاني
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: استخدمت نماذج الشبكات العصبية الاصطناعية ((Artificial Neural Network Models )) لنمذجة نظام رياضي ديناميكي لا خطي متكامل يعكس الواقع العملي لنشاط المبيعات والذي يتضمن عمليات التحليل والتقييم والتحكم والتنبؤ بالطاقة المستلمة والطاقة المباعة والنقد المستل | The Artificial Neural Network Models has been used to model a perfect non - linear mathematical dynamic system which reflects the practical state of affairs for the sales activity which includes analyzing, appreciationon, controlling and prediction for the received power, sold power and the received cash of money for the sales activity in the Company of Baghdad Electricity Distribution.

الطرائق البيزية والتقليدية في تقدير معلمات بعض نماذج بواسون غير المتجانسة مع تطبيق عملي : بحث مقارن == Bayesian And Ordinary Methods For Estimating Parameters of Some Non - Homogeneous Poisson Models With Practical Application Comparative Research

Author name: ايات صادق جعفر
Supervisor name: ايمان حسن احمد
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 عمليات بواسون غير المتجانسة احدى الموضوعات الاحصائية التي اصبح لها اهمية في جميع العلوم ولها تطبيقات واسعة في مختلف المجالات كنظرية صفوف الانتظار والانظمة القابلة للاصلاح وانظمة الحاسوب والاتصالات ونظرية المعولية وغيرها، كما تستعمل عمليات بواسون غير | The Non - Homogeneous Poisson process considered one of the statistical subjects which had an importance in other sciences and had a large application in different areas as the theory of waiting raws rectifiable systems, computer and communication systems and the theory of reliability and many other, also it used in modeling the phenomenon that occurred by unfixed way over time (all events that changed by time).This thesis deals with some of the basic concepts that are related to the Non - Homogeneous Poisson process, also this research mentioned two models of the Non - Homogeneous Poisson process which are the power law model , and Musa - okumto , also many different methods have been used in the estimating the parameters of the model , of which the classic methods would be used , maximum likelihood method and moment meethod to estimate the parameters of power law and Musa - Okumoto model , in addition to that the use of Bayesian method in the estimation of the parameters of the two models which are used in this research , in order to find the best way in the estimation , we referring to simulation manner in which we tested four size of samples ( 25, 50 , 75, 100) to illustrate the effect of changes in samples volume on parameters estimation , and for the sake of making a comparison between the used methods in estimation depend on the mean square error , and according to this results the maximum likelihood method is found to be the best and efficient way in estimation in which it gave the less mean square error, in addition to the models parameters by using this method was very close from the initial value that have been assumed to theparameters while the Bayesian method comes secondly in estimation Also this thesis included practical application dealing with the phenomena of earthquakes in Kirkuk province of which the time average was estimated by using maximum likelihood method and the Bayesian.

مقارنة طرائق تقدير معلمات ودالة معولية توزيع كاما ذي المعلمتين في حالة البيانات المفقودة باستخدام المحاكاة == Comparing The Estimation Methods of The Parameters And The Reliability Function For The Two Parameters Gamma Distribution In Case of Missing Data By Using Simulation

Author name: اوات سردار وادي
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: ان اغلب طرائق التقدير الاحصائية تفترض توفر بيانات تامة المشاهدات للعينات المدروسة، وقد بنيت جميع الطرائق على هذا الاساس. ولكن في الكثير من الظواهر الطبيعية، والاقتصادية، والاجتماعية وغيرها تتعرض جزء من بيانات هذه الظواهر الى الفقدان وتختلف اسباب الفقدان ف | Most of the statistical estimation methods depend on the availability of the complete data of the observations of the samples under study. All the statistical methods are based on this basis. However, part of the data of most of the natural, economic and social phenomena is prone to be missed for several reasons. The missing of the data may happen intentionally because of the high costs, risks or the lack of capabilities or unintentionally because of the failure of the recorders, the lack of the necessary requirements of production, the natural disasters, wars etc. Regardless of the various reasons, the incomplete data gives arise to a complex problem, which must be resolved by using statistical methods that deal with the incomplete data.In most cases, the failure times data of the individual component in the system has missing observations. Most of the reasons of having missing data go back to the meter, which registers the failure times of the whole system instead of a single component. Furthermore, the maintenance employees and the operators, who register the data, are responsible for maintaining the systems or the engines which fail to operate; they are not responsible for registering the data. Hence, it is not possible to have a convenient distribution of failure times because of the missing data of the individual component during the registration and because the available data represent the whole number of the failure times and the accumulative number of the operating. Consequently, the familiar methods of estimation are inconvenient. Therefore, some researchers derive and develop certain methods to estimate the parameters and Reliability Function using this kind of non - standard data for the various distributions of failure times.The research studies the Two Parameters Gamma Distribution, which is considered one of the most important, applicable and widely used distributions in the reliability realm and Survival Theory. It is mostly used as a model to distribute the failure times of the electrical, mechanical and electromechanical systems. The estimation of the parameters and the Reliability Function of this distribution in case of missing data has been made by using two important methods : the Maximum Likelihood Method and the Shrinkage Method. The former one consists of three methods to solve the MLE non - linear equation by which the estimators of the maximum likelihood can be obtained : Newton - Raphson, Thom and Sinha methods. Thom and Sinha methods are developed by the researcher to be suitable in case of missing data. Furthermore, the Bowman, Shenton and Lam Method, which depends on the Three Parameters Gamma Distribution to get the maximum likelihood estimators, has been developed. A comparison has been made between the methods in the experimental aspect to find the best method through simulation by using the Monte Carlo Method. Several experimentations have been made by using two of the important statistical measures : Mean Square Error (MSE) and Mean Absolute Proportional Error (MAPE). Generally, the developed Thom Method is found to be the best one for the Reliability Function estimation because it has the minimum Integral Mean Square Error (IMSE) and the minimum Integral Mean Absolute Percentage Error (IMAPE) in comparison with the other methods.

استخدام التحليل العنقودي في تصنيف الاسر حسب مستويات المعيشة في العراق للمدة 2006 - 2007 == The Use of Cluster Analysis In The Classification of Households By Levels of Living In Iraq For The Period 2006 /2007

Author name: امجد سامي جوني
Supervisor name: فراس احمد محمد
General topic: Administration and Economics
Specific topic: Applied Statistics
Degree: Higher Diploma
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تعبر مستويات المعيشة عن حالة الاشباع والحرمان التي يعاني منها الفرد او الاسرة في مجال الخدمات الاساسية والحاجات الضرورية المقدمة من اجهزة الدولة كالمجال التعليمي والصحي والسكني والبنى التحتية والمجال الاقتصادي والمعيشي وغيرها من المجالات الخدمية الاساسية | Reflect the living standards on the state of satisfaction and deprivation suffered by the individual or household of basic services and necessities provided by the government concerning educational, health, housing, infrastructure and economic sphere, and livelihood and other areas of basic services that help households in their daily lives, governments therefore variables addressed through this research to view the reality of the living standards of households at the level of Iraq and the level of (18), which will be analyzed through the description and presentation, and then assembled on the basis of homogeneity or convergence located in the living standards of households among to get to the assembled in the cluster one at the level of Iraq, using cluster analysis and which you can reach to the description of levels of the rates of deprivation and lack of satisfaction experienced by these households in the level of services provided to them within these areas, helping to develop plans to ensure to address the vulnerability of existing and less time, effort and cost. For the purpose of the completion of this work has been divided this research into four chapters : In the first chapter touched on the importance and purpose of this study and previous studies, while the second chapter dealt with the theory and some basic concepts of clustering and the phenomenon of denial, while the third chapter dealt with the practical side of the data obtained, and in Chapter IV has been developed the most important conclusions and recommendations. In addition to that the study contains attachments to the development of the most important charts, tables, graphs and sources page

الخوارزمية الجينية في السيطرة على الخزين الانتاجي المتعدد : بحث تطبيقي == Genetic Algorithm For Controlling Multi - Production Inventory (Applied Research)

Author name: الاء حكمة عبد الستار البياتي
Supervisor name: عبد المنعم كاظم حمادي الشكري
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تضمن هذا البحث حل لمشكلة السيطرة على الخزين الانتاجي المتعدد اعتمادا على نماذج الخزين المحددة للمنشات الانتاجية في حالة وجود وعدم وجود عجز لبعض منتجات شركة مصافي الوسط الاكثر طلبا في اسواقنا المحلية، اذ تم اختيار سبع مواد للدراسة وهي (البنزين، النفط الا | This research dealt with solving the problem of control of inventories multi - productive based on determenestic inventeries models for production institutions with and without shortage for the most requested productions in our local markets for Midland Refineries Company, such that seven materials have been selected of the study, namely, (Benzene, White Oil, Jet Fuel, Gas Oil, Grease, Oxidized Asphalt and Liquid Gas).Firstly the traditional methods have been applied in extraction the optimal economic quantities and the total cost of the inventoies, for the purpose of improving the results, the genetic algorithm has been used on the results obtained from traditional methods, which is one of artificial intelligence algorithms that rely on the mechanism of random search and selection of the science of natural genetics. Roulette wheel selection has been used as a method to select a set of chromosomes and one crossover point to generate new society, and the mutation has been applied by change only one bit from any chromosome gas been selected randomlly to increase diversity in the new society and try to solve the optimization solution according to the value of the fitness function. The results of applying traditional methods in inventories models showed shortage cases in production relative to demand for materials (Benzene, White Oil, Jet Fuel, Gas Oil, Grease, Oxidized Asphalt and Liquid Gas) proportion rates ranging between (194.63% - 722.46%) and an increase in production up to 98% in Oxidized Asphalt material.The use of genetic algorithm led to reduce the shortage in production relative to demand for Benzene, White Oil, Jet Fuel, Gas Oil and Liquid Gas at proportion rates ranging between (21.64% - 75.92%). Also the results showed that the use of genetic algorithm contributed to cover the shortage in production as compared with the traditional methods at change rates (14.01% - 28.61%) for Benzene material, (13%) for Jet Fuel material and (23%) for Liquid Gas material. The results of genetic algorithm improved the results of the traditional methods for Benzene, White Oil, Jet Fuel, Gas Oil, Grease, Oxidized Asphalt and Liquid Gas materials at rates ranging between (12.98% - 42.66%). And finally the use of genetic algorithm reduced the total cost of the inventories of all the company's products at rate 26.15%.This thesis contained four chapters : the first chapter includes : introduction, the goal of the research, the research problem and refrence review. The second chapter includes : the theoretical side distributed over two sections first topic the basic concepts of the system of inventories; the second section includes an explanation of the style of a genetic algorithm and method of implementation. Third chapter includes : the practical side (display data that has been assessed from Midland Refineries Company distributed throughout the whole year, extract the optimal economic quantities by traditional methods and improve them by using the genetic algorithm, interpretation and analysis of the results obtained). Fourth Chapter includes : the most important conclusions of the researcher and her recommendations for future studies.
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