College of Science

Generating Normal Varieties by Monte Carlo Methods for Estimating the Cumulative Distribution Function and Parameters

This thesis consider the normal distribution with its important appearance in many statistical fields of applications. Some mathematical and statistical properties of the distribution have been collected and illustrated with moments and higher moments. Six related theorems have been studied in the applications of this type of distribution.  The estimation manner and its properties have been illustrated throughout two methods (Moment and Maximum Likelihood methods) which are used to estimate the distribution parameters theoretically.

English

ORDER STATISTICS FOR TYPE II CENSORED EXPONENTIALLY DISTRIBUTED DATA IN ACCORDENCE OF EXPLANATORY VARIABLES

In this thesis, we consider a regression models for survival censored data of type II in which the underling distributions are exponential or gamma where the effect of the regressor variables on the means is multiplication given by the model  Three methods of estimation for the regression coefficients are considered, namely maximum likelihood (ML), weighted least squares (WLS), and suggest weighted least squares (SWLS).

English