Gholamhossein Yari

Iran University of Science and Technology

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Gholam Reza Mohtashami Borzadaran

Ferdowsi University of Mashhad

Rahman Farnoosh

Iran University of Science and Technology

Rezvan Rezaei

Islamic Azad University of Urmia

Ezzatallah Baloui Jamkhaneh

Qaemshahr Islamic Azad University

F. Misagh

Islamic Azad University of Tabriz

Zahra Tondpour

Iran University of Science and Technology

Hassan Piriaei

Islamic Azad University Boroujerd Branch

Bahram Sadeghpour Gildeh

Ferdowsi University of Mashhad

Zahra Karimi Ezmareh

Iran University of Science and Technology

Abolfazl Saghafi

University of the Sciences

Cooperative Institutions

Islamic Azad University, Science and Research Branch

Iran University of Science and Technology

Islamic Azad University, Tehran

Ferdowsi University of Mashhad

Statistical Service

University of Tehran

Qaemshahr Islamic Azad University

University of Mazandaran

University of Leeds

University of Isfahan

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Multi-objective Portfolio Selection Based on Skew-Normal Uncertainty Distribution and Asymmetric Entropy

International Journal of Fuzzy Logic and Intelligent Systems (2021)

Seyyed Hamed Abtahi Gholamhossein Yari Farhad Hosseinzadeh Lotfı Rahman Farnoosh

Seyyed Hamed Abtahi, Gholamhossein Yari, Farhad Hosseinzadeh Lotfi, and Rahman Farnoosh. International Journal of Fuzzy Logic and Intelligent Systems 2021;21:38-48. https://doi.org/10.5391/IJFIS.2021.21.1.38

10.5391/ijfis.2021.21.1.38

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Citations (1)

Estimation of the Weibull parameters by Kullback-Leibler divergence of Survival functions

Applied Mathematics & Information Sciences (2013)

Gholamhossein Yari Alireza Mirhabibi Abolfazl Saghafi

Recently, a new entropy based divergence measure has been introduced which is much like Kullback-Leibler divergence. This entropy measures the distance between an empirical and a prescribed survival function and is a lot easier to compute in continuous distributions than the K-L divergence. In this paper we show that this distance converges to zero with increasing sample size and we apply it to estimate Weibull parameters. Detailed simulations show a higher performance of the new estimation method than the commonly used maximum likelihood and linear regression methods in Weibull scale parameter estimation. Using unbiasing factors provided in this paper for Weibull shape parameter estimation, one can obtain unbiased estimation for Weibull modulus.

Divergence (linguistics)

Kullback–Leibler divergence

10.12785/amis/070123

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Acceptance Double Sampling Plan with Fuzzy Parameter

Ezzatallah Baloui Jamkhaneh Bahram Sadeghpour Gildeh Gholamhossein Yari

In this present paper we have argued the acceptance double sampling plan when the fraction of defective items is a fuzzy number.we have shown that the operating characteristic (oc) curves of the plan is like a band having a high and low bounds whose width depends on the ambiguity proportion parameter in the lot when that sample size and acceptance numbers is fixed.Finally we completed discuss opinion by a numerical example.

10.2991/jcis.2008.1

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Information Measures for Generalized Beta Distributions as an Income Distribution

Thailand Statistician Thailand (2014)

M. Yaghoobi Avval Riabi Gholam Reza Mohtashami Borzadaran Gholamhossein Yari

In this paper, we study the information properties of generalized beta of the second kind (GB2) distribution. We derived discrimination information function between two GB2 distributions with different parameters and between the GB2 and its subfamilies, including the generalized gamma (GG), Beta of the second kind, Singh-Maddala, Dagum, Fisk, Lomax and Inverse Lomax distributions. For large values of q, we have shown through using Stirling's formula the discrimination information function between GB2 and GG o as a special case, where GG o is a generalized gamma distribution with specified parameters. So, our results are the extended version of what was obtained by Dadpay, et al. [1]. Our achievement for a big class of distributions such as the one mentioned above is held. Finally, we discussed the minimum discrimination information model for GB2 family.

Generalized beta distribution

Beta distribution

BETA (programming language)

Generalized inverse

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Estimation of the Burr XII-exponential Distribution Parameters

Applications and Applied Mathematics: An International Journal (AAM) (2018)

Gholamhossein Yari Zahra Tondpour

Source

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Application of Relative Entropy in Finding the Minimal Equivalent Martingale Measure

Maryam Tahmasebi Gholamhossein Yari

Minimal entropy martingale measure (MEMM) and geometric Levy process has been introduced as a pricing model for the incomplete financial market. This model has many good properties and is applicable to very wide classes of underlying asset price processes. MEMM is the nearest equivalent martingale measure to the original probability in the sense of Kullback-Leibler distance and is closely related to the large deviation theory .Those good properties has been explained. MEMM is also justified for option pricing problem when the risky underlying assets are driven by Markov-modulated Geometric Brownian Motion and Markov-modulated exponential Levy model.

Martingale pricing

Doob's martingale inequality

Kullback–Leibler divergence

Risk-neutral measure

10.3390/ecea-1-b009

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E-Bayesian estimations for the cumulative hazard rate and mean residual life based on exponential distribution and record data

Journal of Statistical Computation and Simulation (2019)

Hassan Piriaei Gholamhossein Yari Rahman Farnoosh

Estimation of lifetime parameters such as reliability and hazard rate is necessary in many systems. Each method of estimation suffers from its own problems such as complexity of computations, high risk and etc. Toward this end, this study employed a new method, E-Bayesian, for estimating the parameters based on exponential distribution and record data. Furthermore, the asymptotic behaviours of E-Bayesian estimations and relations among them have been investigated. Finally, a comparison among the E-Bayesian estimations and older methods are made, using a real data and the Monte Carlo simulation. The computations show that the new method is more efficient than previous methods and is also easy to operate.

Approximate Bayesian Computation

Bayes estimator

10.1080/00949655.2019.1678623

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Analysis of Wind Speed Data Based on the New Upper Truncated Inverse Weibull Distribution; A Case Study: Ardabil, Iran

Journal of Statistical Research of Iran (2020)

Gholamhossein Yari Zahra Karimi Ezmareh

Analysis of Wind Speed Data Based on the New Upper Truncated Inverse Weibull Distribution; A Case Study: Ardabil, Iran

10.52547/jsri.16.2.319

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Maximum Bayesian entropy method for determining ordered weighted averaging operator weights

Computers & Industrial Engineering (2012)

Gholamhossein Yari Alireza Chaji

Operator (biology)

Decision maker

10.1016/j.cie.2012.03.010

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Citations (41)

Information Measures for Some Well-Known Families

Communication in Statistics- Theory and Methods (2007)

Gholam Reza Mohtashami Borzadaran Gholamhossein Yari Einollah Pasha

In this article, results for some well-known families such as Pareto IV, generalized logistic, generalized gamma, double generalized gamma, generalized normal, inverse gamma, and Weibull, and their related families via the links between entropy, variance, Fisher information, and analog of the Fisher information, are derived.

Fisher information

Generalized gamma distribution

10.1080/03610920601033835

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Citations (1)