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

Author name: منال جبريل محمود تيم

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

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

Author name: مناف يوسف حمود

Supervisor name: ظافر حسين رشيد النجار

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: مريم جمعة موسى

Supervisor name: مناف يوسف حمود

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: محي الدين خلف ايوب

Supervisor name: قتيبة نبيل نايف القزاز

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: محمد حسين عبد الحميد جواد البيرماني

Supervisor name: اموري هادي كاظم الحسناوي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

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

Author name: محمد حبيب كاظم الشاروط

Supervisor name: ظافر حسين رشيد النجار | نوري فرحان المياحي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

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

Author name: ماهر محسن سلمان

Supervisor name: دجلة ابراهيم مهدي العزاوي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: ماجد هبة الله علي شريم

Supervisor name: هلال عبود البياتي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: لينا نضال شوكت

Supervisor name: قتيبة نبيل نايف القزاز

General topic: Administration and Economics

Specific topic: Statistics

Degree: Higher Diploma

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: ليلى مطر ناصر المحنة

Supervisor name: خميس عواد زيدان

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

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

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

Author name: ليث فاضل سيد حسين النعيمي

Supervisor name: انتصار عريبي فدعم الدوري

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

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

الدمج بين الطرائق الاعتيادية والغلاف الطيفي بالتحويلات للاستقرارية باعتماد القطع والنافذة المثلى

Author name: لميعة باقر جواد الجواد

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 بعض طرائق تقدير معلمات الانموذج المختلط من الرتبة الاولى باستخدام المحاكاة == Comparison Some Parameters Estimation Methods For Mixed Model of Low Order Using Simulation

Author name: لمياء محمد علي البدراني

Supervisor name: لميعة باقر جواد الجواد

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: يهدف البحث الى دراسة طرائق تقدير معلمات الانموذج المختلط (الانحدار الذاتي - الوسط المتحرك) (Stationary Autoregressive - Moving Average Model) المستقر من الرتبة الاولى ARMA(1,1) مع دراسة الحالات الخاصة له، وهي : ARMA(1,0), ARMA(0,1) دراسة نظرية وتجريبية با | This thesis aims to studying the parameters estimation methods of the stationary mixed model (autoregressive - moving average) of low order ARMA(1,1) with the special cases of it which are : ARMA(1,0) and ARMA(0,1) in regard to time domain analysis in univariate time series.Using Exact maximum likelihood estimation methods (EML) and the approximating methods : backforecasting (BF) and Conditional least square (CLS) beside Moment method (M.M) with suggested conditional method (SC) and alternative method for moment method of ARMA(0,1) model. Driven some estimators for some special model.A comparison is done among the different methods by using criteria : mean square error (MSE) , mean absolute percentage error (MAPE) and average absolute error (AAE) and using several simulation experiments ,and iterating each experiments(1000) times, The results it found that the (EML) is better and more efficient than others. From the more notice conclusions that the relation between the sign and moment estimator for ARMA(1,1) model that is : when the sign is positive means the root gives invertable model and when the sign is negative means the root gives invertable model. The thesis consisted of four chapters, The first chapter contained introduction and literature review. The second chapter discussed the deferent estimation methods, The third chapter contained the experimental part using simulation for different sample sizes of series. It had been arrived at some conclusions and recommendations were consisting the fourth chapter

تحليل التباين المركب لمجموعة تجارب متشابهة في القطاع الزراعي == Combind Analysis of Variance For Similar Experiments Group In The Agricultural Sector

Author name: كاظم يحيى عبد الحسين

Supervisor name: كمال علوان خلف المشهداني

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: the interaction (treatments X locations , treatments X years , 1. In the statistical sight, the aim is to test the significance of of this method of analysis is : in more than one location and in more than one year too. The aimreplicated in more than one location or period (year) or replicated sector. It means making analysis of variance for experiments that important in different sides of the life, specially in the agricultural The combined analysis of variance method is regarded as a verytreatments X locations X years ). plot experiment that conducted by (CRD , LSD) expanding by the researcher the case of (CRD , LSD) and Split - (RCBD , and Split - plot by RCBD), The study also include The combined analysis of variance was studied for the designsmost suitable environment conditions. true decision that represented by planting the type in the (included locations and agricultural seasons) , then making a many types of a pointed plant for environment conditions2. In agricultural sight , the aim is to test the suitability of experiment increase. that appeared as the value of decrease, the accuracy of the ,one for LSD and the other for Split - plot using LSD. The results using simulation manner and writing two programs for this aimconducted by LSD and by Split - plot using LSD , that led to Because of there is no available data for actually experiments appeared the significant effects.means of the factors and for the means of the interactions that them, the multiple comparisons were done (using Lsd) for the for the significance of the factors and for the interactions between A different results were appeared from experiment to anotherwas done by using Genstat program. homogeneity of variances using statgraph program, the analysis conducted by RCBD, and then after making Bartlett test for conducted by RCBD and another experiments by Split - plot In applications we have got the data of actually experiments

توظيف نهج سطوح الاستجابات المتعددة المرتبطة في تصميم المعلمة الحصين مع تطبيقات عملية

Author name: فرح عصام حسن

Supervisor name: ابتسام مصطفى كمال

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: هذه الاطروحة كانت محاولة لايجاد اساليب كفوءة يتم فيها معالجة حالة الاستجابات المتعددة المرتبطة في تصميم المعلمة الحصين، بتعميم نهج سطوح الاستجابة وتوظيفه في خمسة اساليب مقترحة اخرى، في كل منها تم الاعتماد على دالة هدف مختلفة تعالج حالة معينة، والدوال المو | The purpose of this study was to find efficient techniques that extend the application of response surface methodology to the multiple robust parameter design, for cases in which multiple responses are correlated. The study recommends the use of five techniques, in each one a different function was employed. These functions are : 1. Squared loss function2. Principal component function3. Canonical correlation function4. Multiple correlation function5. Partial correlation function In the five suggested techniques the model of Quesada & Casteillo which is a generalization of Vining and Myres model for the one response case, was considered. The model was assumed to follow the assumptions of the seemingly unrelated regression equations system. And Zenller’s two stage technique was employed to estimate its parameters. The five suggested techniques were employed in five different experiments for different fields. Then the results were compared with the results of Quesada & Casteillo approach for multiple robust parameter design. The comparison was based on criteria of the average mean square error, which was the lowest at the most optimal solutions produced from the suggested techniques and for the following applications : 1. Optimization and robustness of the High - performance Liquid Chromatography. 2. Optimization and robustness of the carry and release function of a coated drug.3. Optimization and robustness of the computers network efficiency.4. Improvement and robustness of the quality of coffee treated by a new technique.5. Optimization and robustness of the function of a printing machine in adding colored inks.

مقارنة طرائق تقدير معالم انموذج ويبل للفشل بثلاثة معالم == Comparing Estimation Methods of Weibull Failure Models With Three Parameters

Author name: فراس صدام عبد الهلالي

Supervisor name: صباح هادي عبود الجاسم

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

Abstract: لقد كان الاهتمام الواسع والمتزايد بدراسة موضوع المعولية، يعود الى التطور التكنولوجي والتقني السريع واستخدام الانظمة الالكترونية المعقدة في مختلف المجالات.وعلى هذا الاساس فان دراسة موضوع المعولية والربط بين الجانبين النظري والتطبيقي امر له اهمية كبيرة، | The rapid and wide significance of the theoretical and practical aspects of reliability is due to the technical and technological advance in using the various intricate electronic systems. In this regard, it is important to study the theoretical and practical sides of reliability and their interrelationship since it is an indication to the proficiency and capability of the system component without deficiencies for a long time. This will lead us to evaluate the operation of the system component for improving and increasing the quantity and quality of these systems in addition to its role in the development of the engineering system.The wiebull distribution is used, as a model for failure since this distribution is proper when the failure rates somewhat high in starting operation. These rates will be decreased with increasing time. Thus, the study deals with the comparison between estimating parameter and reliability function of the three parameters Weibull Distribution as a model for failure. Different Approaches have been used to carry out the research these include : 1. Classical approachesa. Maximum likelihood method. b. Moment method.2. Baysian approachesa. Bayes method.b. Shrinkage method.Comparison was made between the methods of estimation by employing simulation using Monte - Carlo method using the statistical measures (MSE) and (MAPE) to identify the priority of these estimators for different sample sizes. The study is divided into four chapters, Chapter one deals with the theoretical Background of the topic, including the concepts of reliability. Chapter two is a review of the different estimation methods and aspect s of reliability. Chapter three is devoted the practical side of this research and results analysis. Chapter four reveals the conclusions, findings and the recommendations of the study

بعض طرائق التشخيص والتقدير في الانحدار الذاتي الخطي وغير الخطي ذي الرتب الدنيا == Some Method of Identification And Estimation For Linear And Nonlinear Autoregressive Models With Lower Order

Author name: ﻓﺭﺍﺱ ﺍﺤﻤﺩ ﻤﺤﻤﺩ ﺍﻟﻤﻬﻨﺎ

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: Time Series Analysis face Two important Problems, take Part in the base of Statistical Work, Which are : Identification and Estimation Problems Specially in Stationary limits. Thus, the identification Process Was based in most of the researches on the Linear Models, Where had used many Methods, Some of them by graphics, and some Other by identification's Criterion's for instance : AIC and BIC Criterions and Others. On the Other hand, the estimation Process stands also on the parametric Methods only, for many years ago. But, the Complexity and improvement of the Phenomena's, and the Progress made in Computers, In both hardware and Software, and the Progress happened in the Numerical Analysis, Courage's the researchers to make their Papers and articles in advanced topics deal with Problems Which could face the identification and Estimation, either the difficulty of large sample size , or by the nonlinear Patterns which could suit some models from others. Furthermore, some Phenomena's may change its behavior at some point (Period) of time, so, it may have two different Patterns (Models) or more. Therefore, at the same time the researcher introduce the Classical identification (AIC , BIC) ,also introduce the new ones ( Table - C and FPE that depended on Kernel function. Where the researcher Make a Suggestion Kernel function in identification. Also we concern with Estimation parameter of Linear and nonlinear Model AR(P) , EXPAR(P) , SETAR(L,K,K,…,K). Here , the researcher also introduce a suggestion of Estimation method grouping the advantages of each of Parametric Estimation Like (Burg and Fisher) and nonparametric like (Spline) together. Also the researcher offers and there proposition about using MGCV Criterion for Estimation ( Spline Method) so in comparison. Also researcher introduce a Suggesting , using the initial Value for Smoothing parameter in Estimation Method (Spline). The researcher used Simulation experiments, by using ( Monte - Carlo) Method, where applied with different Sample Size and different Parameters, Where first : The identification suggesting shows an efficient Criterion especially With the model AR and SETAR , Second : for the estimation suggesting which shows an efficient criterion compared with all the models applied in the simulation experiments

نموذج القياسات المتكررة المتعدد المتغيرات ذو الاتجاه الواحد والاختبار الكروي == One - Way Multivariate Repeated Measurements Model And Sphericity Test

Author name: فاطمة هاشم فلحي نور

Supervisor name: عبد الحسين صبر المويل

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: Repeated Measurement model is one of the most models widely used in field of Experimental Design especially in Agricultural Researches, Biomedical and Epidemiology that is involving in this field. This thesis is devoted to the study of One - Way Multivariate repeated measurement model. Three aspects of work are considered : The first aspect : we consider the multivariate repeated measurements analysis of variance ( MRM ANOVA ) model for complete data.The multivariate repeated measurements generalize repeated measurements in the sense that it allows a vector ofobservations at each measurement; we will consider the case of multivariate response variables. The terminology we use for the various MRM designs in this aspect is a one - way MRM ANOVA refers to the situation with only one within - units factor , which welabel as "Time" for convenience while we label as "Group" for between - units factor. For such model, the observations are transformed by an orthogonal matrix. The ANOVA which is based on the first set of transformed observations provides the ANOVA for the between - units factor effects, while ANOVA which is based on the th k set of transformed observations, for each k=2,3,…,p provides the ANOVA for within - units effect. The problem of the testing hypothesis of multivariate repeated measurements ANOVA model for complete data are studied in this aspect. The test statistics of various hypotheses on between - units factor, within - units factor, and interaction between.The second aspect : we study the sphericity test for one - way MRM ANOVA model.Also we obtain the likelihood ratio criterion and the th h Moment of this criteria. As well as the asymptotic expansion and limiting distribution of its test, statistics are obtained. These aspects are represented in the second chapter of this thesis.The third aspect : we applied the one - way MRM ANOVA model for the chemistry experiment data in order to investigates the possibility of environment pollution in the water of Shatt ALBasrah Khor AL - Zubair.Also we obtain the likelihood ratio criteria from the variance - covariance matrix which is obtain after transformed observations by using orthogonal matrix. The result have shown that is MRM is a best used because it care with the correlation between observations in the model. In addition, we have shown through likelihood ratio criterion is satisfying the spherical hypothesis in the theory aspect with practice aspect which is represented in third chapter of this thesis.

مقارنة بين الخوارزمية الجينية والشبكات العصبية في تقدير موقع الوسيط لنماذج الانحدار متعدد المتغيرات اللامعلمي == Compared Between Genetic Algorithm And Neural Networks To Estimate The Model of Multivariate Nonparametric

Author name: فاطمة عبد الحميد جواد البيرماني

Supervisor name: صباح منفي رضا الشمري

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: تستعمل الطرق اللامعلمية في البيانات التي تحتوي على قيم شاذة، الاهمية الاساسية في استعمال الطرق اللامعلمية هو تحديد موقع الوسيط، ففي انموذج انحدارمتعدد المتغيرات يكون من الصعوبة تحديد موقع الوسيط لوجود اكثر من بعد وتشتت القيم وزيادة بيانات الظاهرة المدرو | Used Nonparametric methods to estimates the data containing outlier values ,where classical statistical methods are affected in estimation by having these values,the fundamental importance in the use of Nonparametric methods in the estimate is to identify the median location ,in the multivariate model be difficult to identify the location ,because the model contain more than distance , dispersion of the values and increase sample size.In this thesis it has been the application of genetic algorithms and neural network to find estimate for the median location so dependent on a minimum covariance determinant as one of nonparametric method robust in estimate.The comparison was made between genetic algorithm and neural network in determining the best way to give more accurate results and faster as especially when increasing the size of the sample in addition to the proposed methods and most important characteristics of genetic algorithms and neural networks , possibility of merging with each other to generate a new generation of genetic algorithms and neural networks , after determining the best way of comparison between the genetic algorithm and nural network as well as between the proposed roads are estimated coefficients of the model to the changing time - smoothing spline using either paved parameters have been estimated in manner CV. The study has been applied to environmental pollution statistics to drinking water for the year (2013) included all of Iraqs’ provinces except for the Kurdistan region , divided into (10) months have been used (9) the types of chemical indicators and physical causing contamination of drinking water at the minimum of the measure exceeded.The most important conclusions , the application of genetic algorithm Fast - MCD - Nested Extension where better than MWCDgenetic algorithm , either the proposed genetic algorithm resulting from the merger between Back propagation and above results were better than MWCD genetic algorithm , in terms of neural networks , the use of neural network ART were more the accuracy and speed of multilayered neural network Back propagation and from genetic algorithm Fast - Nested Extension , either neural network resulting from merger between the network ART , Multilayered neural network as well as compared with the proposed genetic algorithm.

تقديرات معلمات انموذج الانحدار متعدد العوامل - متعدد الحدود من الدرجة الثانية مع تطبيق عملي == Estimations Parameters Multi - Factor - A Polynomial of The Second Degree Regression With Practical Application

Author name: غيث عبد الشهيد كاظم السلطاني

Supervisor name: احمد ذياب احمد 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: في انماذج الانحدار تكون عادة العلاقة بين المتغير المعتمد ( ) والمتغير المستقل ( ) او المتغيرات المستقلة ( ) خطية وفي انماذج اخرى تكون لا خطية. وان انموذج الانحدار المتعدد العوامل - المتعدد الحدود من الدرجة الثانية من النماذج اللاخطية والتي يمكن من خلاله ا | Regression models for the relationship between the dependent variable (Y) and the independent variable (X) or independent variables (X’s) which are linear or nonlinear. And multiple regression model factors - Multi - border second class of nonlinear models that can get through the estimators of its parameters. In our research was one of the hypotheses regression unrealized, which is that the random error distribution was the distribution of non - identical (Generalized logistic distribution) which led to the use of more accurate methods than the ordinary methods , such as method of robust Laplace and modified maximum likelihood to obtain a estimates of multiple regression parameters factors - multiple modalities border from the second division. On the theoretical side of this research it was addressed to display some specimen multi - factor regression parameters estimates formats - Multi - border quadratic using ordinary least squares method and the method of the modified maximum likelihood and robust Laplace. In the Experimental side it has been the work of experiments using simulation and comparison of these experiments was the use of the index statistical mean square error of the parameters for the model, and through comparison between the methods show that the modified maximum likelihood was the best. As the best values for my shape parameter and scale parameter (b=1,?=1 ) and each sample sizes (n = 20,50.100). As it has been the application of the modified maximum likelihood to real data represent the fact that your natural hormone insulin diabetes depending on the enzyme GOT data, and the GPT enzyme and hormone Hbalc.It was reached to increase the hormone Hbalc lead to a decrease in the hormone's natural insulin diabetes and this leads to an increase in blood sugar, and increase the enzyme GOT and GPT enzyme leads to increased natural hormone insulin.

استخدام التصميم الامثل - D لتجارب القطاعات غير الكاملة المتزنة بنفس المعلمات == Using The D - Optimal Design For The Unbalanced Incomplete Block Design With The Same Parameters

Author name: غياث حميد مجيد

Supervisor name: عماد حازم عبودي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

تحديد افضل اسلوب تمهيدي حصين لتقدير انموذج انحدار لا معلمي مع تطبيق عملي == Determination of The Best Robust Smoothing Technique To Estimate A Nonparametric Regression Model With Practical Application

Author name: غياث حميد مجيد

Supervisor name: فارس طاھر حسن الكواز

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

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

Language: Arabic

University location: Baghdad

First pages:

Abstract: لقد شهدت طرائق تقدير نماذج الانحدار اللامعلمي في السنوات الماضية توسعا كبيرا، ويعزى ذلك التوسع الى توصل الباحثين الى صعوبة مواكبة الطرائق المعلمية المستعملة في تقدير نماذج الانحدار بسبب المرونة المطلوبة عند تحليل البيانات سواء كانت البيانات كمية ام نوعي | In the past many years, the methods of estimating nonparametric regression models have been witnessed a significant expansion, due to the researchers reach difficulties to cope with use of the parametric methods in estimating of regression methods because of the desired flexibility during data analysis whether being qualitative or quantitative. But this expansion in the field of estimating nonparametric regression models come up with the major development in the hardware and software of computers, which leads to development of nonparametric regression methods and one of the most important methods is smoothing methods.In this research, the study takes different types of smoothing methods which include Kernel Smoothing and Smoothing Splines and their significant role in estimation of nonparametric regression models to describe the relationship between the explanatory variables and response variable. The researcher employs the concept of Robustness in the smoothing methods that have been adopted in this research, by using three types of smoothing methods which are Local Polynomial Kernel (LPK), Penalized Spline (PS) and Spline Regression (SR) which ends up with robust smoothing methods which are, Robust LPK, Robust PS, and Robust SR.Many issues may face the researcher while smoothing nonparametric regression models, such as data includes outliers. This leads to use the robust methods when smoothing the nonparametric functions. To do this certain methods of robust nonparametric regression has been used instead of some suggested methods in case of outliers exists in data. Therefore, the aim of this dissertation is to estimate the nonparametric regression model using robust smoothing methods and making comparisons between different methods. The researcher took the most useful researches deals with this subject such as robust methods that use these methods to estimate nonparametric regression model, and apply them in two fields, experimental and practical, in experimental field we use the simulation technique to have constant data that simulate the real data that use it in practical field. In practical field real data has been taken from Iraqi Stock Market especially the data about Al - Khaliej Insurance Company, the response variable represents the Close Price for Stock and the elementary variable is the Trading Volume. Also, the researcher suggested some of the most important conclusion drawn from experimental and practical fields in addition to some recommendations that can be adopted in future studies

استخدام طريقة Kernel في تحليل الارتباط القويم مع تطبيق

Author name: عماد عادل عبد السلام عناب

Supervisor name: ظافر حسين رشيد النجار | زكي 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: في هذا البحث تم استعراض طريقة تحليل الارتباط القويم الخطية (Linear Canonical Correlation Analysis) والمقترحة من قبل Hotteling (1936) وتطور خوارزميات الاحتساب فيها، اذ تتلخص فكرتها بقياس معاملات الارتباط بين مجموعتين من البيانات في كل منها عدد من المتغيرات | This research studied the Linear Canonical Correlation Analysis (LCCA) proposed by Hotteling(1936) , and the development approach of it is algorithms. LCCA is a method to find the correlation coefficients between two groups of data involved different variables by calculating Eigenvalues of the block Variance - Covariance ( or correlations) matrix of the two groups, and their associated Eigenvectors as weighted to each set group data to find a series of canonical varieties to each group set. The correlation coefficient between the first canonical of each set which corresponding to the maximum eigenvalue called first canonical correlation. LCCA have some properties that should be exists to work with it , the importance one is the multivariate normal distribution of each set of data , and the linearity relationship between these variables. The research studied also the Kernel methods with some Kernel functions to establish the symmetric Gram matrix by inner Product of the original data set of each group, and then using the same approach as LCCA but in this case with a semi positive matrices instead of positive defined matrices in LCCA , this mean with combine between classic CCA and Kernel methods which is called Kernel Canonical Correlation Analysis (KCCA). The advantage of this knew method to discover more relationships between sets of variables. The goal of this research to show how to obtain the optimal weighted that when multiplicities by the original sets of data will maximize the canonical correlation coefficients. Some simulation experiments were applying here in order to find that KCCA methods exceed the assumptions of LCCA, the canonicalcorrelations that come from this new method is greater than from classic method, with consideration propose two mixed kernel functions.In application side, we suggested a true parameter ? in kernel function instead that used in simulation.

ايجاد التوزيع الاحتمالي للطلب خلال فترة الانتظار للمواد المخزنية في شركة تعبئة الغاز == Finding The Probability Distribution of Lead Time Demand For The Inventory Items In Gas Filling Company

Author name: علي هشام عبد الرسول السعدي

Supervisor name: عماد حازم عبودي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Master

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

Language: Arabic

University location: Baghdad

First pages:

Abstract: يعد ايجاد التوزيع الاحتمالي للطلب خلال فترة الانتظار من اهم واعقد المشاكل التي تواجه العاملين في مجال السيطرة على الخزين وذلك عندما يكون الطلب او فترة الانتظار او كلاهما متغيرا وبشكل خاص عندما تكون فترة الانتظار طويلة.غالبا ما تستخدم توزيعات ثنائية | Probability distribution for lead time demand is considered the most important and complex problem that is faced by those who work in inventory control when demand or lead time or both of them are not fixed specially when the lead time is long.In common two parameters distributions are used to represent lead time demand, for example Gamma distribution and lognormal distribution. Although these distributions are some what flexible in representing this variable (i.e. lead time demand), it does not cover all cases.Thus, three parameters distributions are used in addition to that two parameters distributions to represent lead time demand. These three parameters distribution are more flexible and take different forms, consequently they are more compatible to cover more cases.This study consists of four chapters; the first one is a historical review and previous studies of some researchers who worked in probabilistic models for inventory control. The second chapter is a theoretical part that discusses some important conceptions which are used in inventory control and display the most important specification and characteristics of some important distributions to represents demand, lead times and lead time demand, that is the later is the most important to compute different inventory measures, which is limited on re - order level and protection level in this thesis. In addition it shows estimation of distributions parameters by using moment method and Maximum likelihood.The third chapter is the experimental part which tackles the analysis of actual monthly data and lead times data measured by month to find best probability distribution to these data. Then, mix demand data with lead time data. Thus, we get demand data during lead time. These data are tested to get probability distribution which represents them. This distribution depends on computing re - order level in specific protection levels.The forth chapter discusses the most important conclusions of this thesis and recommendations are suggested to the future studies.Further to that, the thesis contains a programs in Pascal language to get use of it to generate lead time demand data, and to test goodness of fit of data and computing re - order level according to lead time demand distributions.

ايجاد الخوارزمية الكفوءة في تقدير معلمات توزيع ويبل المختلط : تطبيق على سرعة الرياح في العراق

Author name: علي ناصر حسين

Supervisor name: علي عبد الحسين الوكيل

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: