Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Megdouda Ourbih-Tari"'
Autor:
Djoweyda Ghouil, Megdouda Ourbih-Tari
Publikováno v:
Statistical Theory and Related Fields, Vol 7, Iss 3, Pp 177-187 (2023)
This paper deals with the Monte Carlo Simulation in a Bayesian framework. It shows the importance of the use of Monte Carlo experiments through refined descriptive sampling within the autoregressive model $ X_{t}=\rho X_{t-1}+Y_{t} $ , where $ 0 \lt
Externí odkaz:
https://doaj.org/article/9d5cff134acf487fa166d4b196e716ae
Publikováno v:
Monte Carlo Methods and Applications. 28:175-188
The simulated annealing (SA) algorithm is a popular intelligent optimization algorithm which has been successfully applied in many fields. In this paper, we propose a software component under the Windows environment called goRDS which implements a re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d4c19985f140fe0042fb6a2a2440a0f
https://doi.org/10.1515/mcma-2022-2113
https://doi.org/10.1515/mcma-2022-2113
Publikováno v:
Sankhya A. 85:540-571
In a parametric estimation framework, this paper proposes different properties for the maximum likelihood estimators of unknown parameters of a given random variable having a known distribution, where different parameter estimation cases are studied.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ad5c4deba2458ffa641a965d3b7fdb4
https://doi.org/10.1007/s13171-021-00265-0
https://doi.org/10.1007/s13171-021-00265-0
Publikováno v:
Communications in Statistics - Theory and Methods. 50:3632-3644
This paper deals with Monte Carlo simulation in case of dependent input random variables. We propose an algorithm to generate refined descriptive samples from dependent random variables for estimat...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1282c53c6360b8749138ce0d0ac61ec
https://doi.org/10.1080/03610926.2019.1709645
https://doi.org/10.1080/03610926.2019.1709645
Publikováno v:
Monte Carlo Methods and Applications. 25:177-186
In this paper, we propose a Latin hypercube sampling (LHS) number generator in C language under Linux called getLHS in order to compare both methods LHS and refined descriptive sampling (RDS) method. It was highly tested by adequate statistical tests
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::861f88d083d01c555f67b5e0851b9d76
https://doi.org/10.1515/mcma-2019-2033
https://doi.org/10.1515/mcma-2019-2033
Autor:
Megdouda Ourbih-Tari, Linda Khalfi
Publikováno v:
Communications in Statistics - Simulation and Computation. 49:3041-3053
This paper proposes a model to aid in the decision making to evaluate in Monte Carlo (MC) simulation, some risk analysis measures as the Net Present Value (NPV) through the well known @RISK softwar...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e289f62ad2d23a5119ad30fce92eb7ad
https://doi.org/10.1080/03610918.2018.1532514
https://doi.org/10.1080/03610918.2018.1532514
Publikováno v:
Communications in Statistics - Theory and Methods. 48:2580-2601
This paper studies a transient regime for an unreliable queue with repairs, two delays, geometric loss and Bernoulli schedule server vacations. The server takes always a vacation when during the service, no customer arrives and the queue is empty. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5858ee21be6c34af54af6a0daf915093
https://doi.org/10.1080/03610926.2018.1472780
https://doi.org/10.1080/03610926.2018.1472780
Publikováno v:
Monte Carlo Methods and Applications. 24:165-178
This paper deals with Monte Carlo simulation and focuses on the use of the concepts of variance reduction, relative error and bias in testing the performance of stationary M/G/1 retrial queues estimators using either Random Sampling (RS) or Refined D
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::45913de223212873712dc282ed52fe1a
https://doi.org/10.1515/mcma-2018-0015
https://doi.org/10.1515/mcma-2018-0015
Publikováno v:
RAIRO - Operations Research. 52:429-438
The Plant Propagation Algorithm (PPA) is a Nature-Inspired stochastic algorithm, which emulates the way plants, in particular the strawberry plant, propagate using runners. It has been experimentally tested both on unconstrained and constrained conti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ba0e2beb422a0b97d81fbf4758599f6
https://doi.org/10.1051/ro/2017037
https://doi.org/10.1051/ro/2017037
Publikováno v:
Communications in Statistics - Simulation and Computation. 48:1366-1381
This paper considers an M[X]/G/1 queue with breakdowns, repair, Bernoulli vacation, two delays and geometric loss. In this paper, a special attention is given to the limiting distribution of system states. We obtain simplified expressions for the Pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::69754543ea21fea50907fb031d258449
https://doi.org/10.1080/03610918.2017.1414245
https://doi.org/10.1080/03610918.2017.1414245