Soudabeh Shemehsavar

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Recently, a step-stress accelerated degradation test (SSADT) plan, in which the stress level is elevated when the degradation value of a product crosses a pre-specified value, was proposed. The times of stress level elevating are random and vary from product to product. In this paper we extend this model to a more economic plan. The proposed extended model(More)
Let Qn(x) = ∑n i=0 Aix i be a random algebraic polynomial where the coefficients A0, A1, · · · form a sequence of centered Gaussian random variables. Moreover, assume that the increments ∆j = Aj−Aj−1, j = 0, 1, 2, · · · are independent, assuming A−1 = 0. The coefficients can be considered as n consecutive observations of a Brownian motion. We obtain the(More)
Let Qn(x) = ∑n i=0 Aix i be a random algebraic polynomial where the coefficients A0, A1, · · · form a sequence of centered Gaussian random variables. Moreover, assume that the increments ∆j = Aj − Aj−1, j = 0, 1, 2, · · · are independent, A−1 = 0. The coefficients can be considered as n consecutive observations of a Brownian motion. We study the asymptotic(More)
A Profile Hidden Markov Model (PHMM) is a standard form of a Hidden Markov Models used for modeling protein and DNA sequence families based on multiple alignment. In this paper, we implement Baum-Welch algorithm and the Bayesian Monte Carlo Markov Chain (BMCMC) method for estimating parameters of small artificial PHMM. In order to improve the prediction(More)
Let Qn(x) = ∑n i=0 Aix i be a random polynomial where the coefficients A0, A1, · · · form a sequence of centered Gaussian random variables. Moreover, assume that the increments ∆j = Aj − Aj−1, j = 0, 1, 2, · · · are independent, assuming A−1 = 0. The coefficients can be considered as n consecutive observations of a Brownian motion. We study the number of(More)
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