Relevant bibliographies by topics / LINEX and quadratic loss functions

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  1. Journal articles
  2. Dissertations / Theses
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Academic literature on the topic 'LINEX and quadratic loss functions'

Author: Grafiati
Published: 4 June 2021
Last updated: 13 February 2022

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Journal articles on the topic "LINEX and quadratic loss functions"

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Jaheen, Z. F. "Empirical Bayes analysis of record statistics based on linex and quadratic loss functions." Computers & Mathematics with Applications 47, no. 6-7 (March 2004): 947–54. http://dx.doi.org/10.1016/s0898-1221(04)90078-8.

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Reyad, Hesham, and Soha Othman Ahmed. "Bayesian and E-Bayesian estimation for the Kumaraswamy distribution based on type-ii censoring." International Journal of Advanced Mathematical Sciences 4, no. 1 (March 5, 2016): 10. http://dx.doi.org/10.14419/ijams.v4i1.5750.

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<p>This paper introduces the Bayesian and E-Bayesian estimation for the shape parameter of the Kumaraswamy distribution based on type-II censored schemes. These estimators are derived under symmetric loss function [squared error loss (SELF))] and three asymmetric loss functions [LINEX loss function (LLF), Degroot loss function (DLF) and Quadratic loss function (QLF)]. Monte Carlo simulation is performed to compare the E-Bayesian estimators with the associated Bayesian estimators in terms of Mean Square Error (MSE).</p>
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Reyad, Hesham, and Soha Othman Ahmed. "E-Bayesian analysis of the Gumbel type-ii distribution under type-ii censored scheme." International Journal of Advanced Mathematical Sciences 3, no. 2 (September 5, 2015): 108. http://dx.doi.org/10.14419/ijams.v3i2.5093.

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<p>This paper seeks to focus on Bayesian and E-Bayesian estimation for the unknown shape parameter of the Gumbel type-II distribution based on type-II censored samples. These estimators are obtained under symmetric loss function [squared error loss (SELF))] and various asymmetric loss functions [LINEX loss function (LLF), Degroot loss function (DLF), Quadratic loss function (QLF) and minimum expected loss function (MELF)]. Comparisons between the E-Bayesian estimators with the associated Bayesian estimators are investigated through a simulation study.</p>
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Reyad, Hesham, Adil Mousa Younis, and Amal Alsir Alkhedir. "Comparison of estimates using censored samples from Gompertz model: Bayesian, E-Bayesian, hierarchical Bayesian and empirical Bayesian schemes." International Journal of Advanced Statistics and Probability 4, no. 1 (April 3, 2016): 47. http://dx.doi.org/10.14419/ijasp.v4i1.5914.

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<p>This paper aims to introduce a comparative study for the E-Bayesian criteria with three various Bayesian approaches; Bayesian, hierarchical Bayesian and empirical Bayesian. This study is concerned to estimate the shape parameter and the hazard function of the Gompertz distribution based on type-II censoring. All estimators are obtained under symmetric loss function [squared error loss (SELF))] and three different asymmetric loss functions [quadratic loss function (QLF), entropy loss function (ELF) and LINEX loss function (LLF)]. Comparisons among all estimators are achieved in terms of mean square error (MSE) via Monte Carlo simulation.</p>
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Angali, Kambiz Ahmadi, S. Mahmoud Latifi, and David D. Hanagal. "Bayesian Estimation of Bivariate Exponential Distributions Based on Linex and Quadratic Loss Functions: A Survival Approach with Censored Samples." Communications in Statistics - Simulation and Computation 43, no. 1 (August 13, 2013): 31–44. http://dx.doi.org/10.1080/03610918.2012.697963.

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Salem, Maram, Zeinab Amin, and Moshira Ismail. "Designing Bayesian Reliability Sampling Plans for Weibull Lifetime Models Using Progressively Censored Data." International Journal of Reliability, Quality and Safety Engineering 25, no. 03 (April 23, 2018): 1850012. http://dx.doi.org/10.1142/s0218539318500122.

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This paper presents Bayesian reliability sampling plans for the Weibull distribution based on progressively Type-II censored data with binomial removals. In constructing sampling plans, the decision theoretic approach is used. A dependent bivariate nonconjugate prior is employed. The total cost of the sampling plan consists of sampling, time-consuming, rejection, and acceptance costs. The decision rule is based on the Bayes estimator of the survival function. Lindley’s approximation is used to obtain Bayes estimates of the survival function under the quadratic and LINEX loss functions. However, the poor performance of Lindley’s approximation with small sample sizes can be observed. The Metropolis-within-Gibbs Markov Chain Monte Carlo (MCMC) algorithm show significantly improved performance compared to Lindley’s approximation. We use simulation studies to evaluate the Bayes risk and determine the optimal sampling plans for different sample sizes, observed number of failures, binomial removal probabilities and minimum acceptable reliability.
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Cairns, Andrew. "Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time." ASTIN Bulletin 30, no. 1 (May 2000): 19–55. http://dx.doi.org/10.2143/ast.30.1.504625.

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AbstractThis paper discusses the modelling and control of pension funds.A continuous-time stochastic pension fund model is proposed in which there are n risky assets plus the risk-free asset as well as randomness in the level of benefit outgo. We consider Markov control strategies which optimise over the contribution rate and over the range of possible asset-allocation strategies.For a general (not necessarily quadratic) loss function it is shown that the optimal proportions of the fund invested in each of the risky assets remain constant relative to one another. Furthermore, the asset allocation strategy always lies on the capital market line familiar from modern portfolio theory.A general quadratic loss function is proposed which provides an explicit solution for the optimal contribution and asset-allocation strategies. It is noted that these solutions are not dependent on the level of uncertainty in the level of benefit outgo, suggesting that small schemes should operate in the same way as large ones. The optimal asset-allocation strategy, however, is found to be counterintuitive leading to some discussion of the form of the loss function. Power and exponential loss functions are then investigated and related problems discussed.The stationary distribution of the process is considered and optimal strategies compared with dynamic control strategies.Finally there is some discussion of the effects of constraints on contribution and asset-allocation strategies.
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Kinyanjui, Josphat K., and Betty C. Korir. "Bayesian Estimation of Parameters of Weibull Distribution Using Linex Error Loss Function." International Journal of Statistics and Probability 9, no. 2 (February 29, 2020): 38. http://dx.doi.org/10.5539/ijsp.v9n2p38.

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This paper develops a Bayesian analysis of the scale parameter in the Weibull distribution with a scale parameter&nbsp; &theta;&nbsp; and shape parameter&nbsp; &beta; (known). For the prior distribution of the parameter involved, inverted Gamma distribution has been examined. Bayes estimates of the scale parameter,&nbsp;&theta;&nbsp; , relative to LINEX loss function are obtained. Comparisons in terms of risk functions of those under LINEX loss and squared error loss functions with their respective alternate estimators, viz: Uniformly Minimum Variance Unbiased Estimator (U.M.V.U.E) and Bayes estimators relative to squared error loss function are made. It is found that Bayes estimators relative to squared error loss function dominate the alternative estimators in terms of risk function.
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Al-Duais, Fuad S. "Bayesian Analysis of Record Statistic from the Inverse Weibull Distribution under Balanced Loss Function." Mathematical Problems in Engineering 2021 (March 25, 2021): 1–9. http://dx.doi.org/10.1155/2021/6648462.

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The main contribution of this work is to develop a linear exponential loss function (LINEX) to estimate the scale parameter and reliability function of the inverse Weibull distribution (IWD) based on lower record values. We do this by merging a weight into LINEX to produce a new loss function called weighted linear exponential loss function (WLINEX). We then use WLINEX to derive the scale parameter and reliability function of the IWD. Subsequently, we discuss the balanced loss functions for three different types of loss function, which include squared error (SE), LINEX, and WLINEX. The majority of previous scholars determined the weighted balanced coefficients without mathematical justification. One of the main contributions of this work is to utilize nonlinear programming to obtain the optimal values of the weighted coefficients for balanced squared error (BSE), balanced linear exponential (BLINEX), and balanced weighted linear exponential (BWLINEX) loss functions. Furthermore, to examine the performance of the proposed methods—WLINEX and BWLINEX—we conduct a Monte Carlo simulation. The comparison is between the proposed methods and other methods including maximum likelihood estimation, SE loss function, LINEX, BSE, and BLINEX. The results of simulation show that the proposed models BWLINEX and WLINEX in this work have the best performance in estimating scale parameter and reliability, respectively, according to the smallest values of mean SE. This result means that the proposed approach is promising and can be applied in a real environment.
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Kaur, Kamaljit, Sangeeta Arora, and Kalpana K. Mahajan. "Bayesian Estimation of Inequality and Poverty Indices in Case of Pareto Distribution Using Different Priors under LINEX Loss Function." Advances in Statistics 2015 (January 29, 2015): 1–10. http://dx.doi.org/10.1155/2015/964824.

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Bayesian estimators of Gini index and a Poverty measure are obtained in case of Pareto distribution under censored and complete setup. The said estimators are obtained using two noninformative priors, namely, uniform prior and Jeffreys’ prior, and one conjugate prior under the assumption of Linear Exponential (LINEX) loss function. Using simulation techniques, the relative efficiency of proposed estimators using different priors and loss functions is obtained. The performances of the proposed estimators have been compared on the basis of their simulated risks obtained under LINEX loss function.
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Dissertations / Theses on the topic "LINEX and quadratic loss functions"

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Kleyn, Judith. "The performance of the preliminary test estimator under different loss functions." Thesis, University of Pretoria, 2014. http://hdl.handle.net/2263/43132.

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In this thesis different situations are considered in which the preliminary test estimator is applied and the performance of the preliminary test estimator under different proposed loss functions, namely the reflected normal , linear exponential (LINEX) and bounded LINEX (BLINEX) loss functions is evaluated. In order to motivate the use of the BLINEX loss function rather than the reflected normal loss or the LINEX loss function, the risk for the preliminary test estimator and its component estimators derived under BLINEX loss is compared to the risk of the preliminary test estimator and its components estimators derived under both reflected normal loss and LINEX loss analytically (in some sections) and computationally. It is shown that both the risk under reflected normal loss and the risk under LINEX loss is higher than the risk under BLINEX loss. The key focus point under consideration is the estimation of the regression coefficients of a multiple regression model under two conditions, namely the presence of multicollinearity and linear restrictions imposed on the regression coefficients. In order to address the multicollinearity problem, the regression coefficients were adjusted by making use of Hoerl and Kennard’s (1970) approach in ridge regression. Furthermore, in situations where under- or overestimation exist, symmetric loss functions will not give optimal results and it was necessary to consider asymmetric loss functions. In the economic application, it was shown that a loss function which is both asymmetric and bounded to ensure a maximum upper bound for the loss, is the most appropriate function to use. In order to evaluate the effect that different ridge parameters have on the estimation, the risk values were calculated for all three ridge regression estimators under different conditions, namely an increase in variance, an increase in the level of multicollinearity, an increase in the number of parameters to be estimated in the regression model and an increase in the sample size. These results were compared to each other and summarised for all the proposed estimators and proposed loss functions. The comparison of the three proposed ridge regression estimators under all the proposed loss functions was also summarised for an increase in the sample size and an increase in variance.
Thesis (PhD)--University of Pretoria, 2014.
lk2014
Statistics
PhD
Unrestricted
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Craciun, Geanina. "Fonctions de perte en actuariat." Thèse, 2009. http://hdl.handle.net/1866/7878.

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Lu, Wei-cheng, and 盧為丞. "A Comparative Study of LINEX, INLF and RINLF Loss Functions on Risk Assessment." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/07312307353366674213.

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碩士
國立成功大學
統計學系碩博士班
97
Traditionally, engineers perform process capability indices to analyze the performance of key quality characteristics. Since the quadratic loss function proposed by Taguchi, the quality loss concept has been shifted from “defined by specification limits” to “defined by user”. Engineers should highlight the seriousness of the quality problem through cost/lost estimation, so the senior managers can handle and monitor the process quality precisely. The risk of process can be regarded as expected value of loss or an average loss. Therefore, practitioners can utilize the method of quantitative risk assessment linking the expected loss of failure and process capability indices to evaluate the likelihood and consequence of their processes. The research establishes the relationship between various process capability indices, such as Cp, Cpk and Cpm, and three types of expected losses including INLF, RINLF and RLINEX under normal assumption for both unilateral and bilateral specifications. This approach gives decision-makers a concrete tool since the likelihood and consequence resulting from the failure of a manufacturing or environmental system can be evaluated simultaneously. The result suggest that if the acceptable range(in which no quality loss incurred) within the neighborhood of target value is 0.5 times or more of half of the specification width, RINLF is the most appropriate loss function in assessing manufacturing and environmental risks since it can better describe the actual loss of a process. If the acceptable range is below 0.18 times or smaller of half of the specification width, then RLINEX would be better. Finally, several summary tables listing various process capability indices and their expected losses as well as the corresponding failure rates have also been established. Hopefully, the summary tables can provide a useful reference for quality practitioners in conducting risk assessment.
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Books on the topic "LINEX and quadratic loss functions"

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Chadha, Jagjit S. Monetary policy loss functions: Two cheers for the quadratic. London: Bank of England, 1999.

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Chadha, Jagjit S. Monetary policy loss functions: Two cheers for the quadratic. London: Bank of England, 1999.

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Chadha, Jagjit S. Monetary policy loss functions: Two cheers for the quadratic. Cambridge: Department of Applied Economics, University of Cambridge, 1999.

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Book chapters on the topic "LINEX and quadratic loss functions"

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Marti, Kurt. "Stochastic Structural Optimization with Quadratic Loss Functions." In Stochastic Optimization Methods, 289–322. Berlin, Heidelberg: Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-46214-0_7.

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Conference papers on the topic "LINEX and quadratic loss functions"

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Wu, Qihao, Min Zhang, Tian’en Yang, Nuoya Xu, Junrong Wang, Junfeng Du, Nuno Fonseca, and Galin Tahchiev. "Sensitivity Analysis of Parameters for FPSO Model Updating." In ASME 2020 39th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/omae2020-18621.

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Abstract This paper presents parameter sensitivity analysis for a FPSO numerical model updating. Generally, model test data are considered a better presentation of physical phenomena than its numerical counterpart. To minimize the discrepancy, model updating is of pragmatically importance. Model updating of a certain FPSO can be achieved by specific steps. In each step, the required properties of numerical model and test results are matched by means of tuning of the related parameters. To avoid inefficiency and physical meaning loss resulting from large modification of parameters which are insensitive to objective properties, parameter sensitivity analyses using the direct method are conducted in this paper. The investigated parameters mainly are the FPSO’s mooring line length, mooring line mass per unit length, mooring line cross-sectional area, fairlead position, FPSO hydrostatic stiffness, FPSO mass properties, linear and quadratic damping coefficients. According to the different stages of FPSO model updating, the objective functions are set to be the FPSO’s mooring line pretension, mooring system horizontal restoring force, the natural periods of the FPSO’s 6 degree of freedom motions and the standard deviation of motion response spectra under irregular waves.
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Jiang, Bin, Songtao Wang, Guotai Feng, and Zhongqi Wang. "Numerical Study on End-Wall Flow in Highly Loaded Supercritical Compressor Cascades." In ASME Turbo Expo 2009: Power for Land, Sea, and Air. ASMEDC, 2009. http://dx.doi.org/10.1115/gt2009-59589.

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This paper presents a numerical study on three-dimensional flow phenomena near the endwall of a linear high-turning compressor cascade at supercritical flow conditions. The compressor cascade with 60° camber angle was designed at a higher supercritical speed (M1&gt;0.9) by optimum method based on the baseline which aimed at improving the flow near the stator hub of small transonic fans. The camber line and thickness distribution curves of the baseline are formed by quadratic polynomials and double cubic curves respectively. The stack line and the thickness distribution near the end-wall were chosen as optimization variables to approach the objective function of total pressure loss coefficient, since they are the two main geometry parameters which can influence end-wall flow obviously. The analysis in current paper focuses on comparing the flow phenomena near the end-wall of baseline cascade with that of optimized one. Numerical simulation results are presented to show the loss reduction from the baseline to the optimized cascade near end-wall. The boundary-layer development on the suction surface, flow separation structure, shockwave and local supersonic area on the suction surface near the end-wall are analyzed in detail. The optimized cascade has a stronger shockwave near the leading edge. It was found that the radial flow of the boundary-layer caused by the optimization of stack line is the key factor influencing the aerodynamics loss near the end-wall at supercritical condition which also plays an important part in second-flow and flow separation in the corner. An understanding of the low-loss pattern of the end-wall flow and the flow filed structure for high-turning compressor at higher supercritical flow conditions then is summarized at the end of this paper.
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Branagan, Michael, Neal Morgan, Brian Weaver, and Houston Wood. "Response Surface Mapping and Multi-Objective Optimization of Tilting Pad Bearing Designs." In ASME Turbo Expo 2017: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/gt2017-64949.

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Fluid film bearings for turbomachinery are designed to support the loads applied by the rotor system, often at high speeds when power loss in the bearing becomes significant and bearing temperatures can reach levels that can be detrimental to the long-term reliability of the support system. These requirements of supportive bearings require an intimate understanding of how bearing design variables affect their overall performance. Ideal bearings minimize power loss to increase machine efficiency and maintain low operating temperatures to ensure long-term reliability while meeting other design criteria such as minimum film thickness to provide proper support and avoiding high fluid pressures that can be harmful to the bearing structure. However, real world designs are often forced to sacrifice some of these design goals in order to preserve others. Therefore, further understanding of the relative opportunity costs associated with optimizing the bearing design with differently weighted performance metrics and their relationships to bearing design variables is invaluable to design engineers. This study explores the impact of eight bearing design variables on the performance of two tilting pad journal bearings supporting an eight-stage centrifugal compressor using design of experiments techniques applied to an established thermoelastohydrodynamic (TEHD) bearing model of tilting pad bearing performance. The bearing design variables analyzed include the radial clearance, pad arc spacing, pad axial length, pivot offset, preload, working fluid viscosity and viscosity index, and the number of pads. Each of the design variables — excluding the number of pads which was realistically constrained — were first varied over five levels each in a central composite design. These central composite designs were repeated for each of three values for number of pads. The responses obtained from the TEHD numerical simulations for each bearing design point were power loss, maximum pad temperature, minimum film thickness, and maximum fluid film pressure. The results from the central composite studies were fit with a multivariate least-squares regression model and a secondary series of experimental design studies were simulated around potential optimum design points to obtain a learning set to initialize direct optimization methods. Two direct multi-objective optimization methods, a sequential quadratic programming method and a multi-island genetic algorithm, were performed using Isight, a commercial software. A range of weighting parameters were selected for the optimization functions to find bearing designs that minimized power loss and pad temperature while maintaining pressure and film thickness criteria within acceptable design ranges for fluid film bearings. The resulting optimum design points allowed for a comparison between the design optimization approaches. The various strengths and weaknesses of the different methods are discussed. This study demonstrates how designers can use these approaches to view the relationships between design variables and important performance metrics to design better bearings for a wide range of applications.
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