An Application Using Stochastic Approximation Method for Improvement Specific Loss System

Main Article Content

Rasha. A. Atwa

Abstract

In this paper, an application using the modified stochastic approxi-mation procedure which studied to answer the question for Robbins-Monroe procedure. The modified procedure depends on a new form. We use the case of loss system obey Negative Binomial distribution. The efficiency of the proposed procedure is calculated to determine the ways to improve the mentioned loss system, the results which are obtained show that our procedure can serve as a model of stochastic approximation with delayed observations. This new topic can be applied in many fields such as the biological, medical, life time experiments, and some industrial projects, to increase the production, where in our system we depend on, observe a lot items and this items are realized after random time delays. In this paper we referred to the conditions which improve the proposed loss system.

Keywords:
Delayed observations, negative binomial distribution, Robbins-Monro procedure, stochastic approximation.

Article Details

How to Cite
A. Atwa, R. (2019). An Application Using Stochastic Approximation Method for Improvement Specific Loss System. Asian Journal of Probability and Statistics, 5(4), 1-7. https://doi.org/10.9734/ajpas/2019/v5i430144
Section
Original Research Article

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