per
Quarterly Journal of Science Kharazmi University
2013-11
13
3
1
4
article
form2
2
http://jsci.khu.ac.ir/article-1-1730-en.pdf
per
Quarterly Journal of Science Kharazmi University
2013-11
13
3
1
8
article
form1
1
http://jsci.khu.ac.ir/article-1-1729-en.pdf
per
Quarterly Journal of Science Kharazmi University
2013-11
13
3
767
778
article
Determination of Structheral Dependence of Spatial Data with Copula Functions
Mehdi Omidi
omidi_280@yahoo.com
1
Mohsen Mohammadzadeh Darrodi
mohsen_m@modares.ac.ir
2
Department of Statsitics, Tarbiat Modares University
Department of Statistics, Tarbiat Modares University
Copula functions are powerful tools for construction the multivariate distribution of dependent variables in terms of their marginal distributions. Each of these functions provide a model which represents all properties of the variables dependency. For spatial data analysis, the dependence structure of the data should be determined by using the multivariate distribution of the random field. In analysis of Spatio-temporal data it is also necessary to identify the relations between spatial and temporal structure of the data in terms of Spatio-temporal covariance function. Sometimes a separable Spatio-temporal covariance function is used for the ease of application, but in some applications this property is not realistic. In these cases it is required to use a non-separable Spatio-temporal covariance function. In this paper the role of copula functions in determination of joint distribution of a random field is considered and the properties of a valid spatial copula function are determined. Then a new valid spatial copula family is introduced. Next some spatial and nonseparable Spatio-temporal covariance functions are constructed by using these copula functions
http://jsci.khu.ac.ir/article-1-1637-en.pdf
Spatial data
Spatial Copula
Spatio-Temporal Covariance Function
per
Quarterly Journal of Science Kharazmi University
2013-11
13
3
779
796
article
Numerical simulation of the process of oxygen mass transport in the human pulmonary capillaries incorporating the contribution of axial diffusion
Azim Aminataei
ataei@kntu.ac.ir
1
In this study, we simulate numerically the process of oxygen mass transport in the human circulatory system incorporating the contribution of axial diffusion. Simulated equation is a time dependent convective-diffusion partial differential equation wherein has applicable application in the bioengineering problems such as boundary layer of fluids, electrical circuits in cables and mass transport problems. The analytical solution of this kind of equations is complicated. Therefore, the numerical solution for obtaining the approximate solution is important and the convergence and stability in this method of solution, is always a question. In this study, we try to answer the above questions with respect to this special equation and for this we use finite differences.
http://jsci.khu.ac.ir/article-1-1636-en.pdf
Unsteady partial differential equation
Finite difference method
Consistent
Stability
Convergence
per
Quarterly Journal of Science Kharazmi University
2013-11
13
3
797
808
article
Pseudo-likelihood Inference for Discrete Spatial Response (A Case Study of the Semnan rainfall data)
Fatemeh Hosseini
fatemeh.hoseini@profs.semnan.ac.ir
1
Omid Karimi
omid.karimi@profs.semnan.ac.ir
2
Mohsen Mohammadzadeh
mohsen_m@modares.ac.ir
3
semnan university
Semnan University
TMU University
Non-Gaussian spatial responses are usually modeled using spatial generalized linear mixed models, such that the spatial correlation of the data can be introduced via normal latent variables. The model parameters and the prediction of the latent variables at unsampled locations are of the most important interest in SGLMM by estimating of the latent variables at sampled locations. In these models, since there are the latent variables and non-Gaussian spatial response variables, likelihood function cannot usually be given in a closed form and maximum likelihood estimations may be computationally prohibitive. In this paper, a new algorithm is introduced for maximum likelihood estimation of the model parameters and predictions, that is faster than the former method. This algorithm obtains to combine the pseudo maximum likelihood method, the Expectation maximization Gradient algorithm and an approximate method. The performance and accuracy of the proposed model are illustrated through a simulation study. Finally, the model and the algorithm are applied to a case study on rainfall data observed in the weather stations of Semnan in 2012.
http://jsci.khu.ac.ir/article-1-1658-en.pdf
Spatial generalized linear mixed models
Pseudo likelihood
Expectation maximization Gradient algorithm
per
Quarterly Journal of Science Kharazmi University
2013-11
13
3
809
818
article
Investigation of Boundary Layers of Singular Perturbation Problem Including Second Order Linear Differential Equation with Non-Local Boundary Conditions
aliReza sarakhsi
s.alireza.sarakhsi@azaruniv.edu
1
Mohammad Jahanshahi
jahanshahi@azaruniv.edu
2
Azarbayjan University of Tarbiat Moallem
In this papear, we produce the method for formation and recognizing boundary layers in singular perturbation problems. This method involves four step for localization of non-local boundary conditions to local case.For the given problem some sufficient and necessary conditions are given for formation and non formation of boundary layers. Since the existence of boundary layers and their places has a direct relation with the structure of approximate solutions and uniform solutions, therefore the main purpose of this paper is recognition and formation of boundary layers in singular perturbation problems with non-local boundary conditions. This process will be done by using fundamental solution of adjoint given differential equation and necessary conditions.In fact by using these necessary conditions and given boundary conditions, we make an algebraic system.By solving this algebraic system by Cramer rule we obtain boundary values of unknown function.These values of unknown function are local boundary conditions.The mathematical model for this kind of problem usually is in the formof either ordinary diﬀerential equations (O.D.E) or partial diﬀerential equations (P.D.E) in which the highest derivative is multiplied by some powers of as a positive small parameter.
http://jsci.khu.ac.ir/article-1-1547-en.pdf
boundary layer problem
fundamental solution
necessary conditions
per
Quarterly Journal of Science Kharazmi University
2013-11
13
3
819
830
article
A Simultaneous Control Chart for Mean and Variance Based on Bayesian Predictive Density
atefe mokhtari hasanabadi
atefe.mokhtary@yahoo.com
1
Manouchehr kheradmandnia
kheradmand@sci.ui.ac.ir
2
university of Isfahan
Department of statistics, University of Isfahan
Monitoring process mean and variance simultaneously in a single control chart simplifiesthe process monitoring. If in addition, a simultaneous control chart is capable ofrecognizing the source of contamination, this capability leads to additional simplicity.These are the reasons why simultaneous control charts have attracted many researchers andmanufacturers.Recently, in the statistical process control literature some control charts have beenintroduced which are based on the idea of Bayesian predictive density. This type of controlcharts, not only brings into account the uncertainty concerning the estimation of unknownparameters, but also do not need extensive simulations for computation of control limits.These control charts have been introduced for mean and variance in both univariate andmultivariate situations.Up to now, no simultaneous control chart has been introduced based on Bayesian predictivedensity. In this paper, using the idea of Bayesian predictive density, we introduce a newsimultaneous control chart for monitoring univariate mean and variance. We illustrate theimportant capabilities of this new chart through simulated data.This new chart is applicable when parameters are unknown. In other words, it brings intoaccount the uncertainty concerning the unknown parameters. This chart is able to recognizethe source of contamination and is sensitive to small changes in the mean and variance. Inthis chart the control limits, needless of simulation, can simply be obtained from normaltable.
http://jsci.khu.ac.ir/article-1-1650-en.pdf
Bayesian predictive density
simultaneous control
univariate process
control limits
per
Quarterly Journal of Science Kharazmi University
2013-11
13
3
831
842
article
A goodness of fit test for skew normal distributions based on the empirical moment generating function
MM Maghami
maghami8@gmail.com
1
Nasrollah Iranpanah
iranpanah@sci.ui.ac.ir
2
There are several methods for goodness of fit test for the skew normal distribution. This work focused on method of Meintanis [8] which is based on the empirical moment generating function. This test is discussed for the known and the unknown shape parameter. Meintanis [8] claimed that power of his test is higher than the Kolmogorov–Smirnov test. But this claim is true only for the known shape parameter. In this paper, we provide a new method for finding his test statistic that has more efficiency. Also Meintanis [8] not determine the size of himself test for the known shape parameter which in this paper we will determine it.
http://jsci.khu.ac.ir/article-1-1470-en.pdf
Skewness
Kolmogorov–Smirnov test
Parametric bootstrap
Monte Carlo simulation
per
Quarterly Journal of Science Kharazmi University
2013-11
13
3
843
860
article
Robust Bayesian Analysis and its Application in Estimation of Premium
Nader Nematollahi
nematollahi@atu.ac.ir
1
Azadeh Kiapour
azadeh_kiapour@yahoo.com
2
Associate Prof./Department of Statistics, Allameh Tabataba'i University
Assistant Prof./Department of Statistics, Babol Branch, Islamic Azad University
In the Bayesian framework, robust Bayesian methods concern on estimation of unknown parameters, or prediction of future observation, by specifying a class of priors instead of a single prior. Robust Bayesian methods have been used extensively in actuarial sciences for estimation of premium and prediction of future claim size. In this paper we consider robust Bayes estimation of premium and prediction of future claim size under two classes of prior distribution and under the scale invariant squared error loss function. Finally, by a simulation study and using prequential analysis, we compare the obtained robust Bayes estimators of future claim size.
http://jsci.khu.ac.ir/article-1-1643-en.pdf
Class of prior ditributions
Gamma distribution
Prediction of claim size
Robust Bayesian premium