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

Author name: حسام عبد الرزاق رشيد البكري

Supervisor name: ظافر حسين رشيد النجار

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

Author name: حازم منصور كوركيس عربو

Supervisor name: اموري هادي كاظم الحسناوي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: جنان عبد الله عنبر

Supervisor name: دجلة ابراهيم مهدي العزاوي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: جنان عبد الله عنبر

Supervisor name: نزار مصطفى جواد الصراف

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: ثائرة نجم عبد الله الامير

Supervisor name: قيس سبع خماس

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

طرائق تقدير عدد مرات الفشل في الانظمة القابلة للاصلاح

Author name: ثائر فيصل شاهر

Supervisor name: عبد المجيد حمزة الناصر

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

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

Author name: تهاني مهدي عباس الياسري

Supervisor name: مهدي محسن اسماعيل العلاق

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: بلسم مصطفى شفيق النائب

Supervisor name: صباح هادي عبود الجاسم | فرحان اسماعيل العاني

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

Author name: بشرى سعد جاسم

Supervisor name: غفران اسماعيل كمال

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: بريدة برهان كاظم

Supervisor name: فارس طاھر حسن الكواز

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

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:

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:

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).

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

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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

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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.

بناء توزيع احتمالي لوقت الفشل المستغرق باستعمال تحويل انتروبي لتوزيع Burr Type - XII == Building Probabilistic Distribution of The Failure Time Spent Using Entropy Transformation

Author name: اسيل نوري صالح

Supervisor name: اسماء غالب جابر الراوي

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

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اسقاطات السكان والقوى العاملة في محافظة نينوى للفترة (1997 - 2027) حسـب التعداد العام للسكان عام 1997 == The Population And Labor Force Projection of Ninawa For The Period (1997 - 2027)

Author name: اسيل محمود شاكر السهيل

Supervisor name: بشرى علي يعقوب الجعفري

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

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Abstract: لقد اتجه اهتمام المفكرين والعلماء منذ عقد الثمانينات او حواليه لينصب على قضايا التشغيل ودخل الاسرة والاستهلاك، وفي ذلك دعوة واضحة للتركيز على المدخل الاجتماعي في عملية التخطيط للتنمية وعلى جانب العرض في عملية تخطيط القوى العاملة باعتبار ان هذا الجانب يشكل | In the eighties, scientists and thinkers concerned in family income, job issues, and consumption.This concern directs the attention towards the importance of social field in the development plan, and towards offer field in labor force design which is a case needs a special concern by itself since it requires the exploitation of all of the existing economical abilities to offer jobs and to manage the perfect use of national employment.The main basics of social and economical development plan are the analysis of humanity resources, the study of supply and demand field in size and structure for the available labor force in a certain country, and the predication of labor force according to the economical activities and occupation in the future.Hence, this study aims to estimate the numbers of future labor force in Nainawa governorate for the period (1997 - 2027) according to the census of (1997) which is considered as a basic year in building a future data base that depends upon true scientific facts.The aim of this study requires the estimation of the averages of economical activity for (1992) using Linear Extrapolation Method and Indirect Extrapolation Method redaction by Durand Coefficient to estimate the average of economical activity for the period (2002 - 2027).The number of people was projected by using Component Method which requires hypothesizing people variables including fertility, mortality and migration.The first step to reach the aim of this study is evaluating and adjusting the faults of data in age and qualitative structure in Nainawa governorate by using United Nation Secretariat Standard and Reduction of Effects of Age Heaping Method using unfamiliar age groups for evaluating and adjusting

تقدير معولية الانظمة باستعمال مقدرات بيز اللامعلمية وشبه المعلمية مع تطبيق عملي == System’s Reliability Using Nonparametric And Semi Parametric Bayesian Estimators With Practical Application

Author name: اسيل محمود شاكر السهيل

Supervisor name: قتيبة نبيل نايف القزاز

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

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Abstract: تعتبر المعولية اداة لتقييم الاداء الوظيفي لاي منتج خلال فترة حياته وتعتمد على ظروف عمل ووقت وبيئة محددة وهي من المستلزمات الاساسية في العملية الانتاجية، وتنبع الاهمية الكبيرة للمعولية كونها تلائم اغلب التطبيقات العملية والمتمثلة بالمعدات والاجهزة العا | The reliability as tool to estimate the work performance of any product during its life cycle, it depends on restricted conditions of work and the time and environment of work, also it considers as essential requirement in the production, the most significant important of reliability represented of being fit for the most of practical applications such as equipment and invalid devices which can fix and get maintenance in case it stopped of work then return it to work again. These devices and equipment consider as correlation between a group of parts or components to form what it is called “system” , there are any kinds of systems classified according to the way that components are connected such as k - out of - n which is ready to work if at least one of k components is working, and “Series system” which is ready to work if all of its components are working , also there is another kind of system its work just in case one of its components is working and this called “Parallel System”. Therefore , the aim of thesis focuses on estimating the reliability of systems (k - out of - n, series and parallel system ) by nonparametric and semi parametric methods using Dirichlet process prior and compare it with reliability of system values by classical methods which is represented by Kernel estimator method , Kaplan - meier estimator method and product limit estimator method to illustrate the quality using statistical indicator Integral Mean Square Error (IMSE) , in additional modified methods. So the simulation procedures to create using different sizes of samples , then applying the best method for Series system on the real data which collected in Al - Mamon factory which belong to general company for plant oil production - Aluminum department the results showed that the reliability function values start decreasing with increasing time in relation to the estimated nonparametric and semi parametric , this means that machines has many invalid because the more invalid in machines cusses to decreasing it reliability

مقارنة بين طرائق تحليل وتنبؤ السلاسل الزمنية وتطبيقها على مبيعات الشركة العامة لتوزيع كهرباء بغداد == Comparative Studies Among The Methods of Analysis And Forecasting Time Series With Application On Electricity Sales In Baghdad City

Author name: اسيل سمير محمد محمود

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

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ايجاد التوزيع الثنائي المشترك باعتماد دوال رابطة مختلفة مع تطبيق في المجال الحيوي == Finding Bivirate Distribution By Using Different Copula'S Functions With Application In Biotical Field

Author name: اسماعيل هادي جلوب

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

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مقارنة بين طريقتي SIMEX وLLS لتقدير دالة الانحدار اللامعلمية باستخدام المحاكاة == Comparison Between SIMEX & LLS Methods To Estimation Nonparametric Regression Function Using Simulation

Author name: اسراء سعدون علوان

Supervisor name: دجلة ابراهيم مهدي العزاوي | نذير عباس الشمري

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

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استخدام توزيعي بيتا والاسي في تقدير معالمات انموذج الانحدار الخطي == Use of Beta & Exponential Distributions To Estimate The Parameters of The Linear Regression Model

Author name: اسامة محمد جاسم القصاب

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

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Abstract: تبقى عملية التقدير لمعلمات انموذج الانحدار من المواضيع المهمة رغم كثرة ما كتب عنها من خلال البحوث والدراسات وهذه الدراسات تختلف باختلاف الاساليب المتبعة في عملية التقدير سواء كان هذا الاسلوب تقليدي او بيزي او تبعا للتوزيعات التي يتم توظيفها في عملية التق | the process of estimating the parameters of regression model , is still still one of the important subjects despite of the large number of papers and studies written in this subject , these studies are differ in techniques followed in the process of estimation , whether they are classic or baysian , or according to the distributions applied in the estimation , and which are available about some of the parameters of regression model.In this thesis , two different distributions are applied ( Beta , Exponential )in estimating different sample sizes and then making a comparison among the classic estimation techniques represented by (OLS) method , and the method of applying one distribution or two (u.d) , and the baysian methods by providing the distributions themselves.By using the simulation technique , results has been obtained to provide the researcher with the image to clarify the best method in the estimation technique.This thesis come in four chapters : The first chapter contains the introduction and the background of the subject.The second chapter contains the theoretical basis of the estimation methods, when one or two distribution are applied in estimation technique whether is the classic or baysian method, it also contains all that related to derivation process to obtains the estimation style.The third chapter contains , a display of the practical side and also a display of the results of the simulation process used to reach to the best techniques of estimation.Finally, the forth chapter contains the conclusions and recommendation as well as future studies.

مقارنة مقدرات بيز القياسية لمعلمة توزيع باريتو باستعمال دوال خسارة مختلفة == A Comparison of Standard Bayes Estimators For Parameter of Paretodistribution Using Different Loss Function

Author name: اخلاص علي حمودي الحديثي

Supervisor name: صباح هادي عبود الجاسم

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages: