پیوندهای مفید
آمار
| تعداد نشریات | 32 |
| تعداد شمارهها | 849 |
| تعداد مقالات | 8,237 |
| تعداد مشاهده مقاله | 52,548,347 |
| تعداد دریافت فایل اصل مقاله | 8,991,577 |
Usage of Pittman Proximity Criterion for Improving the Censored Plans based on Stochastic Simulation: Applicable to Capital Markets | ||
| Computational Sciences and Engineering | ||
| مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 05 اردیبهشت 1405 | ||
| نوع مقاله: Original Article | ||
| شناسه دیجیتال (DOI): 10.22124/cse.2026.32965.1160 | ||
| نویسندگان | ||
| Kianoush Fathi Vajargah* 1؛ Hossein Eslami Mofid Abadi2 | ||
| 1Department of Statistics, NT.C., Islamic Azad University, Tehran, Iran. | ||
| 2Department of Accounting & Management, Shahr.C., Islamic Azad University, Shahriar, Iran. | ||
| چکیده | ||
| This paper has discussed the selection of optimal increasing censorship plan based on Pittman Proximity Criterion. For small sample sizes, the Pittman proximity probabilities were clearly calculated and also it has been indicated that optimal increasing censorship plan is the censorship plan from right of regular second type. It has been inferred that this could be the same in all sample sizes (small and great). There has been also provided an algorithm for numerical calculations for probabilities of Pittman approximation between both growing censorship plans of sample size. The methodology is extended to capital market applications, including credit risk modeling and option pricing. | ||
| کلیدواژهها | ||
| Pittman Criterion؛ Censored Plan؛ lifetime؛ Ordered Statistics؛ Capital Markets | ||
|
آمار تعداد مشاهده مقاله: 1 |
||