- Statistical Distribution Estimation and Applications
- Probabilistic and Robust Engineering Design
- Reliability and Maintenance Optimization
- Quantum Information and Cryptography
- Hydrology and Drought Analysis
- Statistical Methods and Bayesian Inference
- Advanced Statistical Methods and Models
- Forecasting Techniques and Applications
- Bayesian Methods and Mixture Models
- Advanced Statistical Process Monitoring
- Quantum Mechanics and Applications
- Quantum optics and atomic interactions
- Stock Market Forecasting Methods
- Survey Sampling and Estimation Techniques
- Probability and Risk Models
- Advanced Thermodynamics and Statistical Mechanics
- Financial Risk and Volatility Modeling
- Fuzzy Systems and Optimization
- Statistical Methods and Inference
- Fault Detection and Control Systems
- Advanced Research in Systems and Signal Processing
- Insurance, Mortality, Demography, Risk Management
- Advanced Electron Microscopy Techniques and Applications
- Efficiency Analysis Using DEA
- Markov Chains and Monte Carlo Methods
King Abdulaziz University
2018-2024
University of Strathclyde
2023
In this paper, we present a new family of continuous distributions known as the type I half logistic Burr X-G. The proposed family’s essential mathematical properties, such quantile function (QuFu), moments (Mo), incomplete (InMo), mean deviation (MeD), Lorenz (Lo) and Bonferroni (Bo) curves, entropy (En), are provided. Special models presented, including X-Lomax, X-Rayleigh, X-exponential. maximum likelihood (MLL) Bayesian techniques utilized to produce parameter estimators for recommended...
In this paper, we propose a generalization of the so-called truncated inverse Weibull-generated family distributions by use power transform, adding new shape parameter. We motivate presenting theoretical and practical gains, both consequences flexible symmetric/asymmetric properties in wide sense. Our main mathematical results are about stochastic ordering, uni/multimodality analysis, series expansions crucial probability functions, weighted moments, raw central order statistics, maximum...
Abstract Background Prediction models have gained immense importance in various fields for decision-making purposes. In the context of tennis, relying solely on probability winning a single match may not be sufficient predicting player's future performance or ranking. The tennis player is influenced by timing their matches throughout year, necessitating incorporation time as crucial factor. This study aims to focus prediction indicators that can assist both players and sports analysts...
In recent years, the Muth distribution has been used for construction of accurate statistical models, with applications in various applied fields. this paper, we use a truncated‐composed scheme to create new unit distribution, from which motivate more general family continuous distributions called truncated generated family. The key benefits are its analytical simplicity, connections exponential family, and flexibility conferred on any parental distribution. particular, it improves...
In this paper, E-Bayesian estimation of the scale parameter, reliability and hazard rate functions Chen distribution are considered when a sample is obtained from type-I censoring scheme. The estimators based on balanced squared error loss function using gamma as conjugate prior for unknown parameter. Also, derived three different distributions hyper-parameters. Some properties discussed. A simulation study performed to compare efficiencies in terms minimum mean errors. Finally, real data...
In this paper, the problem of a doubly nonlinear degenerate parabolic system with sources and absorption terms not located in homogeneous medium was considered. It obeys zero Dirichlet boundary conditions smooth bounded domain. The comparison principle self-similar approach used to study problem. splitting method prove existence global blow-up finite time solutions. is shown that role source important for non-existence solution. results contribute broader understanding systems.
In this article, a new technique of alpha-power transformation is used to propose class lifetime distributions.Four special models the family are presented.Some mathematical properties proposed model including estimation unknown parameters using method maximum likelihood discussed.For illustrative purposes proposal, three-parameter class, namely, transformed Weibull distribution considered in detail.The offers greater distributional flexibility and able data with increasing, decreasing,...
A new family of distributions called the Muth is introduced and studied.Five special submodels proposed are discussed.Some mathematical properties studied.Explicit expressions for probability weighted, moments, mean deviation order statistics investigated.Maximum likelihood procedure used to estimate unknown parameters.One real data set employed show usefulness family.
The current study focused on modeling times series using Bayesian Structural Time Series technique (BSTS) a univariate data-set. Real-life secondary data from stock prices for flying cement covering period of one year was used analysis. Statistical results were based simulation procedures Kalman filter and Monte Carlo Markov Chain (MCMC). Though the involved data, same approach can be applied to complex engineering process involving lead times. Results compared with classical Autoregressive...
The current research concerns the group acceptance sampling plan in case where (i) lifetime of items follows Marshall–Olkin Kumaraswamy exponential distribution (MOKw-E) and (ii) a large number items, considered as group, can be tested at same time. When consumer’s risk test terminsation period are defined, key design parameters extracted. values operating characteristic function determined for different quality levels. At specified producer’s risk, minimum ratios true average life to also...
Background Gross domestic product (GDP) serves as a crucial economic indicator for measuring country’s growth, exhibiting both linear and non-linear trends. This study aims to analyze propose an efficient accurate time series approach modeling forecasting the GDP annual growth rate (%) of Saudi Arabia, key financial country. Methodology Stochastic modeling, along with hybrid approaches, are employed their results compared. Initially, conventional nonlinear methods such ARIMA, Exponential...
The inverse Rayleigh distribution finds applications in many lifetime studies, but has not enough overall flexibility to model phenomena where moderately right-skewed or near symmetrical data are observed. This paper proposes a solution by introducing new two-parameter extension of this through the use half-logistic transformation. first contribution is theoretical: we provide comprehensive account its mathematical properties, specifically stochastic ordering results, general linear...
The challenge of estimating the parameters for inverse Weibull (IW) distribution employing progressive censoring Type‐I (PCTI) will be addressed in this study using Bayesian and non‐Bayesian procedures. To address issue time selection, qauntiles from IW lifetime implemented as points PCTI. Focusing on schemes, maximum likelihood estimators (MLEs) asymptotic confidence intervals (ACI) unknown are constructed. Under squared error (SEr) loss function, Bayes estimates (BEs) concomitant posterior...
Time to failure in the lifetime experiments, common that units or individuals are with more than one caused of defined by competing risks problem. In this paper, we consider problem model when time have Nadarajaha and Haghi ghi distribution [1] based on type-II censoring schemes. The point interval estimates parameters discussed maximum likelihood Bayes methods. Bayesian approach, MCMC method is employed. theoretical results through real life data analysis simulation study. Finally,...
Understanding a phenomenon from observed data requires contextual and efficient statistical models. Such models are based on probability distributions having sufficiently flexible properties to adapt maximum of situations. Modern examples include the truncated Fréchet generated family. In this paper, we go even further by introducing more general family, version generalized distribution. This generalization involves new shape parameter modulating extreme some central dispersion parameters,...
For the first time, ten frequentist estimation methods are considered on stress-strength reliability R = P(Y < X) when X and Y two independent Weibull distributions with same shape parameter. The start point to estimate parameter is maximum likelihood method. Other than method, a nine used R, namely: least square, weighted percentile, product of spacing, minimum spacing absolute distance, absolute-log method Cramér-von Mises, Anderson-Darling Right-tail Anderson-Darling. We also consider...
Products come from different lines with the same facility are tested under comparative life tests which known jointly censoring scheme. In this paper, two sets of products have Weibull lifetime distributions selected to test Type- I generalized hybrid scheme (GHCS). The observed data used build maximum likelihood (ML) estimators as well approximate confidence intervals for model parameters. Also, Bayes help MCMC methods discussed. analysis simulated set Monte Carlo simulation study is...
Time to failure under normal stress conditions may take a long period of time and statistical inferences this condition is more serious. Then, the experiment loaded higher than one which defined as accelerated life tests. This problem in paper discussed form partially step-stress test model when lifetime product has Gompertz distribution unites are fails two independent risks. The maximum likelihood method type-II censoring scheme used formulate point asymptotic confidence interval...
In this article, a repetitive sampling control chart for the gamma distribution under indeterminate environment has been presented. The coefficients, probability of in-control, out-of-control, and average run lengths have determined assumption symmetrical property normal using neutrosophic interval method. performance designed evaluated length measurements different process settings an environment. In-control out-of-control nature proposed levels shifts described. comparison made with...
A new extension of exponential distribution, named as the Type I half logistic distribution is introduced in this paper.Explicit expressions for moments, probability weighted, quantile function, mean deviation, order statistics, and Renyi entropy are investigated.Parameter estimates obtained based on maximum likelihood procedure.Two real data sets employed to show usefulness distribution.
Abstract In this paper, the maximum likelihood and Bayesian estimation methods are considered to estimate unknown parameters, reliability, hazard rate functions of Nadarajah–Haghighi (NH) distribution based on adaptive type‐I progressive hybrid censoring (ATIPHC) scheme. The is obtained under assumption independent gamma priors. Bayes estimators cannot be in closed form, therefore Lindley's approximation Markov chain Monte Carlo (MCMC) method used solve problem. approximate confidence (ACIs)...
The problem of testing the product units under stress higher than normal conditions is widely used in reliability analysis specially, a high reliable products to saving time and cost which known by accelerated life tests (ALTs) model. In this paper, we are adopted partially constant-stress ALTs model for have generalized inverted exponential (GIE) lifetime. And, test running progressive Type-II censoring scheme. parameters estimated with maximum likelihood Bayes methods. corresponding...
Abstract This article presents the expected Bayesian (E‐Bayesian) estimation of scale parameter, reliability and failure rate functions two‐parameter bathtub‐shaped lifetime distribution under type‐II censoring data with. Squared error loss function gamma as a conjugate prior for unknown parameter are used to obtain E‐Bayesian estimators. Also, three different distributions hyperparameters estimators considered. Some properties studied. Using minimum mean square criteria, simulation study is...