{"title":"Bayesian Analysis for Parameters of Multivariate tFA model with Simulation","authors":"A. Sami, H. Saieed","doi":"10.33899/iqjoss.2019.164185","DOIUrl":"https://doi.org/10.33899/iqjoss.2019.164185","url":null,"abstract":"In many kinds of pollution, such as economic and environmental pollution, the researchers use the normal linear model to present their data studies. That selection may be inaccurate because the data of those studies do not vacate from outlier observations, which have great effect on the estimation problem even if they are processed or removed from the sample study. These processes lead to facts defacement to the decision maker. For that reason, the non-normal linear models has been found out to combat that matter. That error term in these models belongs to the family of probability distributions which resist outliers, for example, the multivariate distributions. The factor analysis model belongs to the family of linear models and because the multivariate data sets do not vacate outliers .For this reason this paper is concerned with studying the t factor analysis model. The model analyzed by Bayesian technique in which the common factors are treated as fixed and random variables . We supposed that all parameters of both two models were unknown and their prior distributions belong to conjugate families. The number of extracted factors in factor analysis models cannot be determined a prior .On this foundation, in Bayesian analysis, these factors are treated as random variables. We obtained a posterior probability criterion to choose the number of extracted factors for the two models. We choose the number of factors in which they must be entered, and the model which they have maximum posterior probability. All results that we concluded were applied to empirical data sets which are generated by simulation in two different sample sizes (n=50,100) at different values of the degrees of freedom for the distribution of the error term. Also, we selected different forms of factor loading matrix and variance matrix of error term. Matlab (7.9) language is used in data generation and analysis.","PeriodicalId":351789,"journal":{"name":"IRAQI JOURNAL OF STATISTICAL SCIENCES","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127973135","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimating Two Parameters of Lomax Distribution by Using the Upper Recorded Values under Two Balanced Loss Functions","authors":"Enas Ghanem Abd alkader, Raya Al-Rassam","doi":"10.33899/iqjoss.2019.164181","DOIUrl":"https://doi.org/10.33899/iqjoss.2019.164181","url":null,"abstract":"In this paper, two lomax distribution parameters are estimated along with the estimation of the reliability function under two balanced loss functions: the balanced squared error function and balanced linex loss function. These two functions depend on both Bayesian and maximum likelihood estimators using one type of generalized order statistics, which is the upper recorded value. The simulation approach using matlab language program is adopted in order to generate the data and compute the estimators. The comparison between shape parameter ( ) estimation methods is done by using posterior Bayesian risk function. The findings show that the estimators under two balanced loss functions are more efficient than the estimators under the two ordinary loss functions","PeriodicalId":351789,"journal":{"name":"IRAQI JOURNAL OF STATISTICAL SCIENCES","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132967025","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Modeling Some Weather Phenomena by Vector ARMA","authors":"Hasnaa A Ismaeel, Thafer R. Al-Badrany","doi":"10.33899/iqjoss.2018.159248","DOIUrl":"https://doi.org/10.33899/iqjoss.2018.159248","url":null,"abstract":"","PeriodicalId":351789,"journal":{"name":"IRAQI JOURNAL OF STATISTICAL SCIENCES","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125040576","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Using Genetic Algorithm for Estimating Change Point in One Non-Stationary Dynamic Systems Model with Application","authors":"Thafer R. Al-Badrany, Najlaa S. Al-Sharaby","doi":"10.33899/iqjoss.2018.159250","DOIUrl":"https://doi.org/10.33899/iqjoss.2018.159250","url":null,"abstract":": One of the diagnostic methods for non-stationary dynamic systems was used in this research , namely data segmentation. The identification problem for non-stationary systems starts from the outline diagnostic, which considered as the cornerstone of reaching a model that is more appropriate in describing the system . Consequently the data segmentation operation is performed, were the input and output series are segmented into time intervals so that stable data can be obtained within each interval. data segmentation loss function","PeriodicalId":351789,"journal":{"name":"IRAQI JOURNAL OF STATISTICAL SCIENCES","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132902746","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Construction of the Transfer Model by Using Fuzzy Data: A Comparative Study","authors":"Esraa Saleh","doi":"10.33899/iqjoss.2018.159246","DOIUrl":"https://doi.org/10.33899/iqjoss.2018.159246","url":null,"abstract":"This research consists of using some statistical techniques to study time series for universal prices of wheat as output series and universal product of wheat as input series. By using transfer function on stationary data first , and secondly on stationary fuzzy data , then compare between these two cases to obtain the best transfer function model for data through forecasting criteria to comparing between these two cases .The most suitable model for this data was the transfer function model for stationary fuzzy data because it has minimum value for forecasting criteria","PeriodicalId":351789,"journal":{"name":"IRAQI JOURNAL OF STATISTICAL SCIENCES","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115874651","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Expected demand for Electricity Residential sector in Nineveh governorate for the period (2004-2016) using Unobserved Components Model","authors":"M. H. Abd Alla","doi":"10.33899/iqjoss.2018.159254","DOIUrl":"https://doi.org/10.33899/iqjoss.2018.159254","url":null,"abstract":": This paper investigates studied the reality of the total monthly demand of Nineveh Province electricity for the period of (96) months between (2004-2012). The statistical analyses of the studied data showed that there is seasonal effective, general trend and random pattern .The Unobserved Components Model (UCM) was used in the series analysis and forecasting for four years’ prediction till 2016 was adopted. data","PeriodicalId":351789,"journal":{"name":"IRAQI JOURNAL OF STATISTICAL SCIENCES","volume":"51 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121975875","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Using Markov Chains in Medical Field","authors":"Abd Al-Gafoor G. Al-Obeady, Ammar Y. Suleman","doi":"10.33899/iqjoss.2018.159249","DOIUrl":"https://doi.org/10.33899/iqjoss.2018.159249","url":null,"abstract":": This paper studies the time series for a number of pneumonia patient as a Markov chain by proposing hypotheses concerning the number","PeriodicalId":351789,"journal":{"name":"IRAQI JOURNAL OF STATISTICAL SCIENCES","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127064086","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimating the Parameters of the Truncated Regression Model Using the Two Algorithms PSO and Quasi-Newton","authors":"G. Basheer","doi":"10.33899/iqjoss.2018.159253","DOIUrl":"https://doi.org/10.33899/iqjoss.2018.159253","url":null,"abstract":"In this research estimation of the parameters of the truncated regression model first solution, which is known as particle swarm optimization algorithm, and the second is one of the conventional optimization algorithms; which is known as Quasi-Newton algorithm namely BFGS algorithm to reach the optimum values for these parameters. This research also proposes a hybrid algorithm, linking BFGS algorithm with PSO algorithm. To find the optimal values for these parameters, we are programming these algorithms using the ready matlab7.11(R2010b). Results show that the number of iterations resulting from the use of the hybrid algorithm (BFGS-PSO) is less than the number of iterations of the algorithm (BFGS) and that the results were obtained using the program Stata11 by the same amount of allowable errors.","PeriodicalId":351789,"journal":{"name":"IRAQI JOURNAL OF STATISTICAL SCIENCES","volume":"255 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122466315","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}