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1.
In this article, we propose the exponentiated sine-generated family of distributions. Some important properties are demonstrated, such as the series representation of the probability density function, quantile function, moments, stress-strength reliability, and Rényi entropy. A particular member, called the exponentiated sine Weibull distribution, is highlighted; we analyze its skewness and kurtosis, moments, quantile function, residual mean and reversed mean residual life functions, order statistics, and extreme value distributions. Maximum likelihood estimation and Bayes estimation under the square error loss function are considered. Simulation studies are used to assess the techniques, and their performance gives satisfactory results as discussed by the mean square error, confidence intervals, and coverage probabilities of the estimates. The stress-strength reliability parameter of the exponentiated sine Weibull model is derived and estimated by the maximum likelihood estimation method. Also, nonparametric bootstrap techniques are used to approximate the confidence interval of the reliability parameter. A simulation is conducted to examine the mean square error, standard deviations, confidence intervals, and coverage probabilities of the reliability parameter. Finally, three real applications of the exponentiated sine Weibull model are provided. One of them considers stress-strength data.  相似文献   

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This paper deals with different bootstrap approaches and bootstrap confidence intervals in the fractionally autoregressive moving average (ARFIMA(p,d,q))(ARFIMA(p,d,q)) process [J. Hosking, Fractional differencing, Biometrika 68(1) (1981) 165–175] using parametric and semi-parametric estimation techniques for the memory parameter d. The bootstrap procedures considered are: the classical bootstrap in the residuals of the fitted model [B. Efron, R. Tibshirani, An Introduction to the Bootstrap, Chapman and Hall, New York, 1993], the bootstrap in the spectral density function [E. Paparoditis, D.N Politis, The local bootstrap for periodogram statistics. J. Time Ser. Anal. 20(2) (1999) 193–222], the bootstrap in the residuals resulting from the regression equation of the semi-parametric estimators [G.C Franco, V.A Reisen, Bootstrap techniques in semiparametric estimation methods for ARFIMA models: a comparison study, Comput. Statist. 19 (2004) 243–259] and the Sieve bootstrap [P. Bühlmann, Sieve bootstrap for time series, Bernoulli 3 (1997) 123–148]. The performance of these procedures and confidence intervals for d in the stationary and non-stationary ranges are empirically obtained through Monte Carlo experiments. The bootstrap confidence intervals here proposed are alternative procedures with some accuracy to obtain confidence intervals for d.  相似文献   

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Active optical media leading to interaction Hamiltonians of the form H=λ˜(a+a)ζ represent a crucial resource for quantum optical technology. In this paper, we address the characterization of those nonlinear media using quantum probes, as opposed to semiclassical ones. In particular, we investigate how squeezed probes may improve individual and joint estimation of the nonlinear coupling λ˜ and of the nonlinearity order ζ. Upon using tools from quantum estimation, we show that: (i) the two parameters are compatible, i.e., the may be jointly estimated without additional quantum noise; (ii) the use of squeezed probes improves precision at fixed overall energy of the probe; (iii) for low energy probes, squeezed vacuum represent the most convenient choice, whereas for increasing energy an optimal squeezing fraction may be determined; (iv) using optimized quantum probes, the scaling of the corresponding precision with energy improves, both for individual and joint estimation of the two parameters, compared to semiclassical coherent probes. We conclude that quantum probes represent a resource to enhance precision in the characterization of nonlinear media, and foresee potential applications with current technology.  相似文献   

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In this paper, the parameter estimation problem of a truncated normal distribution is discussed based on the generalized progressive hybrid censored data. The desired maximum likelihood estimates of unknown quantities are firstly derived through the Newton–Raphson algorithm and the expectation maximization algorithm. Based on the asymptotic normality of the maximum likelihood estimators, we develop the asymptotic confidence intervals. The percentile bootstrap method is also employed in the case of the small sample size. Further, the Bayes estimates are evaluated under various loss functions like squared error, general entropy, and linex loss functions. Tierney and Kadane approximation, as well as the importance sampling approach, is applied to obtain the Bayesian estimates under proper prior distributions. The associated Bayesian credible intervals are constructed in the meantime. Extensive numerical simulations are implemented to compare the performance of different estimation methods. Finally, an authentic example is analyzed to illustrate the inference approaches.  相似文献   

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Expected Shortfall (ES), the average loss above a high quantile, is the current financial regulatory market risk measure. Its estimation and optimization are highly unstable against sample fluctuations and become impossible above a critical ratio r=N/T, where N is the number of different assets in the portfolio, and T is the length of the available time series. The critical ratio depends on the confidence level α, which means we have a line of critical points on the αr plane. The large fluctuations in the estimation of ES can be attenuated by the application of regularizers. In this paper, we calculate ES analytically under an 1 regularizer by the method of replicas borrowed from the statistical physics of random systems. The ban on short selling, i.e., a constraint rendering all the portfolio weights non-negative, is a special case of an asymmetric 1 regularizer. Results are presented for the out-of-sample and the in-sample estimator of the regularized ES, the estimation error, the distribution of the optimal portfolio weights, and the density of the assets eliminated from the portfolio by the regularizer. It is shown that the no-short constraint acts as a high volatility cutoff, in the sense that it sets the weights of the high volatility elements to zero with higher probability than those of the low volatility items. This cutoff renormalizes the aspect ratio r=N/T, thereby extending the range of the feasibility of optimization. We find that there is a nontrivial mapping between the regularized and unregularized problems, corresponding to a renormalization of the order parameters.  相似文献   

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We consider whether the new horizon-first law works in higher-dimensional f(R) theory. We firstly obtain the general formulas to calculate the entropy and the energy of a general spherically-symmetric black hole in D-dimensional f(R) theory. For applications, we compute the entropies and the energies of some black hokes in some interesting higher-dimensional f(R) theories.  相似文献   

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The feasibility of applying the semi-superjunction (Semi-SJ) with SiGe-pillar (SGP) concept to Power MOSFET is studied in this paper. The electrical performances of SGP are compared with the conventional Power MOSFET through 3D device simulation work in terms of specific-on resistance (Ron)(Ron), breakdown-voltage (BV  ), the effect to change the Ge mole fraction in the SGP and the thermal stabilization. The results show that the RonRon is reduced by 44% on the base of BVs   reducing only 4.8%, tradeoff RonRon vs. BV and thermal stabilization of SGP are superior to that of conventional Semi-SJ since the strain effect inducing into the SGP structure in the low power device application.  相似文献   

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Using Monte Carlo simulations with the Metropolis algorithm, we have studied the influence of crystal-field interaction on the critical behavior of magnetic spin-1 Ising film on a cubic lattice structure. The phase diagrams in the (kBTc/J,R=Js/J)(kBTc/J,R=Js/J) plane are obtained for different values of the crystal-field interaction. We found that the special point Rsp(Rc)Rsp(Rc), at which the critical temperature is independent of the film thickness N, is independent of the crystal-field interaction and that the system may exhibit a tricritical behavior.  相似文献   

10.
We explore the quadratic form of the f(R)=R+bR2 gravitational theory to derive rotating N-dimensions black hole solutions with ai,i1 rotation parameters. Here, R is the Ricci scalar and b is the dimensional parameter. We assumed that the N-dimensional spacetime is static and it has flat horizons with a zero curvature boundary. We investigated the physics of black holes by calculating the relations of physical quantities such as the horizon radius and mass. We also demonstrate that, in the four-dimensional case, the higher-order curvature does not contribute to the black hole, i.e., black hole does not depend on the dimensional parameter b, whereas, in the case of N>4, it depends on parameter b, owing to the contribution of the correction R2 term. We analyze the conserved quantities, energy, and angular-momentum, of black hole solutions by applying the relocalization method. Additionally, we calculate the thermodynamic quantities, such as temperature and entropy, and examine the stability of black hole solutions locally and show that they have thermodynamic stability. Moreover, the calculations of entropy put a constraint on the parameter b to be b<116Λ to obtain a positive entropy.  相似文献   

11.
Large negative magnetoresistance (MR)(|ΔR/R|=|[R(H)-Rmax]/Rmax|>50%)(|ΔR/R|=|[R(H)-Rmax]/Rmax|>50%) has been observed in the broken cold-pressed CrO2 powder samples near the room temperature, which is ascribed to the magnetic field-induced mechanical contact variation. This large, room-temperature negative MR might easily lead to a wrong conclusion that the spin-polarization is still very high at high temperatures. This observation may also point to the possibility to develop field sensors based on the mechanical MR.  相似文献   

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We examine the scaling regime for the detrended fluctuation analysis (DFA)—the most popular method used to detect the presence of long-term memory in data and the fractal structure of time series. First, the scaling range for DFA is studied for uncorrelated data as a function of time series length LL and the correlation coefficient of the linear regression R2R2 at various confidence levels. Next, a similar analysis for artificial short series of data with long-term memory is performed. In both cases the scaling range λλ is found to change linearly—both with LL and R2R2. We show how this dependence can be generalized to a simple unified model describing the relation λ=λ(L,R2,H)λ=λ(L,R2,H) where HH (1/2≤H≤11/2H1) stands for the Hurst exponent of the long range autocorrelated signal. Our findings should be useful in all applications of DFA technique, particularly for instantaneous (local) DFA where a huge number of short time series has to be analyzed at the same time, without possibility of checking the scaling range in each of them separately.  相似文献   

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The point and interval estimations for the unknown parameters of an exponentiated half-logistic distribution based on adaptive type II progressive censoring are obtained in this article. At the beginning, the maximum likelihood estimators are derived. Afterward, the observed and expected Fisher’s information matrix are obtained to construct the asymptotic confidence intervals. Meanwhile, the percentile bootstrap method and the bootstrap-t method are put forward for the establishment of confidence intervals. With respect to Bayesian estimation, the Lindley method is used under three different loss functions. The importance sampling method is also applied to calculate Bayesian estimates and construct corresponding highest posterior density (HPD) credible intervals. Finally, numerous simulation studies are conducted on the basis of Markov Chain Monte Carlo (MCMC) samples to contrast the performance of the estimations, and an authentic data set is analyzed for exemplifying intention.  相似文献   

17.
Task-nuisance decomposition describes why the information bottleneck loss I(z;x)βI(z;y) is a suitable objective for supervised learning. The true category y is predicted for input x using latent variables z. When n is a nuisance independent from y, I(z;n) can be decreased by reducing I(z;x) since the latter upper bounds the former. We extend this framework by demonstrating that conditional mutual information I(z;x|y) provides an alternative upper bound for I(z;n). This bound is applicable even if z is not a sufficient representation of x, that is, I(z;y)I(x;y). We used mutual information neural estimation (MINE) to estimate I(z;x|y). Experiments demonstrated that I(z;x|y) is smaller than I(z;x) for layers closer to the input, matching the claim that the former is a tighter bound than the latter. Because of this difference, the information plane differs when I(z;x|y) is used instead of I(z;x).  相似文献   

18.
In the present contribution, we derive an asymptotic expansion for the energy eigenvalues of anharmonic oscillators for potentials of the form V(x)=κx2q+ωx2,q=2,3,…V(x)=κx2q+ωx2,q=2,3, as the energy level nn approaches infinity. The asymptotic expansion is obtained using the WKB theory and series reversion. Furthermore, we construct an algorithm for computing the coefficients of the asymptotic expansion for quartic anharmonic oscillators, leading to an efficient and accurate computation of the energy values for n≥6n6.  相似文献   

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