Various techniques of sampling exponential variates by Monte Carlo simulation

number: 
763
إنجليزية
Degree: 
Imprint: 
Mathematics and Computer Applications
Author: 
Rana Ghazi Ibrahem Al-Abdula
Supervisor: 
Dr. Akram M. Al-Abood
Dr. Fadhil A. Al-Baidhani
year: 
2002
Abstract:

In this thesis we utilize a number of techniques for generating random variates from exponential distribution. Efficiency comparison is made theoretically and assessed by Monte Carlo simulation. These techniques are applied on problem of what so called survival exponentially distributed data (censored data of type II) with explanatory variables, where the multiplicative model is assumed on the mean life of survival data. For estimation of the unknown parameters of the proposed model, M.L.Method is used and the moment properties of the estimators are compared with the results obtained earlier by the W.L.S.Method.