The solution of an equation f(x)=γ given by an increasing function f on an interval I and right-hand side γ, can be approximated by a sequence calculated according to Newton’s method. In this article, global convergence of the method is considered in the strong sense of convergence for any...

The aim of the present paper is to propose an algorithm to easily obtain good estimates of the three parameter Weibull distribution. Our proposed procedure is given in eight steps and it depends on the Simple Iteration Procedure, which always converges, converges fast and does not depend on any...

The solution of an equation f(x)=γ given by an increasing function f on an interval I and right-hand side γ, can be approximated by a sequence calculated according to Newton’s method. In this article, global convergence of the method is considered in the strong sense of convergence for any...

This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and their practical implementation for parametric discrete Markov decision models in which the probability distribution is defined as a fixed point. We propose a new NPL estimator that can achieve...

This article presents an approach using cubic spline function to study Load Flow with a view to acquiring a reliable convergence in the Bus System. The solution of the power flow is one of the extreme problems in Electrical Power Systems. The prime objective of power flow analysis is to find the...

This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and their practical implementation for parametric discrete Markov decision models in which the probability distribution is defined as a fixed point. We propose a new NPL estimator that can achieve...

We propose a quasi-Monte Carlo (qMC) algorithm to simulate variates from the normal inverse Gaussian (NIG) distribution. The algorithm is based on a Monte Carlo technique found in Rydberg [13], and is based on sampling three independent uniform variables. We apply the algorithm to three problems...

In finance, implied volatility is an important indicator that reflects the market situation immediately. Many practitioners estimate volatility by using iteration methods, such as the Newton-Raphson (NR) method. However, if numerous implied volatilities must be computed frequently, the iteration...