The exponential regression curve and other nonlinear approximations.
Agha, M. H.A. (1966) The exponential regression curve and other nonlinear approximations. Doctoral thesis, University of Surrey (United Kingdom)..

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Abstract
This thesis is concerned with the estimation of the nonlinear parameters in statistical models consisting of a linear combination of exponential terms and an error term from series of observations taken at equispaced intervals. For such models, with normally and independently distributed errors the maximum likelihood and the least squares equations are complicated and soluble only by iteration. These complications increase with the number of the nonlinear parameters. Some previous work has been done by Patterson and Taylor on estimating the nonlinear parameter for the oneexponential regression equation and by Cornell on estimating the nonlinear parameters for k exponentials, by means of a direct approach. The present contribution is a continuation of this work. In chapter 1 we discuss the possibility of reducing the number of the maximum likelihood equations to a set of equations involving the nonlinear parameters only, and then solving these equations by the NewtonRaphson method. We also suggest an alternative procedure for solving the maximum likelihood equation of the oneexponentialterm model. Two numerical examples are introduced for illustration. In chapter 2 we propose a new general method for estimating the nonlinear parameters of k exponentials. It is shown that the estimators are consistent. Asymptotic formulae for the bias and the variance for the estimator of the nonlinear parameter and confidence limits for the parameter are deduced in the case of the two particular models yi = betapi + ei , yi= alpha + betapi + ei . The estimator used is a ratio of linear combinations of the observations. In order to examine its exact sampling distribution, we deduce the formula for the probability density function of the ratio of two normal variates. The form of the frequency curve is Illustrated by a series of numerical examples. Chapter 3 shows the applications of the method to a number of cases. The closeness of fit to the observations and the accuracy of the estimates are compared with the estimates given by Cornell's general methods. Also a brief comparison is made with Patterson's and Taylor's estimators of the nonlinear parameter of the oneexponential regression curve. In chapter 4 we discuss the method of minimum deviations and its applications to the nonlinear models.
Item Type:  Thesis (Doctoral)  

Divisions :  Theses  
Authors : 


Date :  1966  
Contributors : 


Depositing User :  EPrints Services  
Date Deposited :  09 Nov 2017 12:15  
Last Modified :  20 Jun 2018 10:51  
URI:  http://epubs.surrey.ac.uk/id/eprint/843672 
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