http://scientific.cloud-journals.com/index.php/IJAMS/issue/feedInternational Journal of Advanced Mathematics and Statistics2017-12-14T04:45:18-05:00CLOUD PUBLICATIONSinfo@cloudpublications.orgOpen Journal Systems<p><strong><span>Copyright Terms & Conditions</span></strong></p> <p><strong><span>Authors who publish with this journal agree to the following terms:</span></strong></p> <p><strong><span>a.</span></strong><span><strong><span> </span></strong></span><span>Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.</span></p> <p><strong><span>b.</span></strong><span><span> </span></span><span>Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.</span></p> <p><strong><span>c.</span></strong><span><span> </span></span><span>Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work</span></p> <p><span>Cloud Publications reserves the right to amend/change the copyright policy; with/without notice. </span> <strong><span> </span></strong></p><p>International Journal of Advanced Mathematics and Statistics is peer-reviewed, open access online journal which welcomes original research articles as well as review articles in all areas of Mathematics and Statistics.</p>http://scientific.cloud-journals.com/index.php/IJAMS/article/view/Sci-11Bootstrap Method for Testing of Equality of Several Coefficients of Variation2017-12-14T04:45:18-05:00Dr. Naveen Kumar Boirojunanibyrozu@gmail.comDr. M. Krishna Reddynanibyrozu@gmail.com<p>The coefficient of variation has been found to be very useful unit less measure of relative consistency of sample data in many areas such as chemical experiments, finance, insurance risk assessment, medical studies, etc., a chi-square test is used for testing the equality of several coefficients of variation in the literature. This chi-square test demonstrates only the statistical significance of coefficients of variation. In this paper, a bootstrap graphical method is developed as an alternative to the chi-square test to test the hypothesis on equality of several coefficients of variation. An example is given to demonstrate the advantage of bootstrap graphical procedure over the chi-square test from decision making point of view.</p><br />2012-12-13T00:48:09-05:00http://scientific.cloud-journals.com/index.php/IJAMS/article/view/Sci-51Finitesimale Deformation in a Rotating Disc Having Variable Density Parameter2017-12-14T04:45:18-05:00Pankaj Thakurdr_pankajthakur@yahoo.com<p>Finitesimale deformation in a rotating disc having variable density parameter has been studied by using Seth’s transition theory. With the effect of density variation parameter, rotating disc requires lesser angular speed for compressible as well as incompressible materials. Circumferential stresses are maximum at the internal surface for incompressible materials as compared to compressible material. Rotating disc is likely to fracture by cleavage close to the bore.</p><p class="AbstractText"> </p>2012-12-19T06:06:46-05:00http://scientific.cloud-journals.com/index.php/IJAMS/article/view/Sci-63The Product of Bessel Functions of the First Kind with Fractional Calculus Operators Involving Appell Hypergeometric Function2017-12-14T04:45:18-05:00Dinesh Kumardinesh_dino03@yahoo.comD. Kumardinesh_dino03@yahoo.com<p>Two integral transforms involving the function <em>F</em><sub>3</sub> occurring in the Kernels are considered. The function <em>F</em><sub>3</sub> is the familiar Appell Hypergeometric function. They generalize the Saigo and classical Riemann-Liouville fractional integral operators. Formulas for compositions of such generalized fractional integrals with the product of Bessel functions of the first kind are proved. Special cases for the product of cosine and sine functions are given. The results are established in terms of generalized Lauricella function due to Srivastava and Daoust. Corresponding assertions for the Saigo and Riemann-Liouville fractional integrals are presented. (AMS subject classification 33C10, 33C45, 26C33).</p>2012-12-21T00:17:51-05:00http://scientific.cloud-journals.com/index.php/IJAMS/article/view/Sci-144Ratio Type Estimator of Population Mean in Double Sampling2017-12-14T04:45:18-05:00Kaiser Ahmed Malikmalikkaiser86@gmail.comRajash Tailorsalmanchalko@yahoo.comThis paper discusses the problem of estimation of population mean in double sampling. In fact, in this paper double sampling version of (Singh and Tailor, 2003) has been suggested. The bias and mean squared error of the suggested estimators are obtained up to the first degree of approximation. The suggested estimator has been compared with simple mean estimator and double sampling ratio estimator. An empirical study has been carried out to demonstrate the performance of the suggested estimator.<br />2013-09-30T06:11:33-04:00http://scientific.cloud-journals.com/index.php/IJAMS/article/view/Sci-163A Modified Approach for the Estimation of Population Mean2017-12-14T04:45:18-05:00Kaiser Ahmed Malikmalikkaiser86@gmail.comRajesh Tailormalikkaiser86@gmail.com<p>This paper presents some modified estimators using Upadhyaya and Singh (1999) estimators. The bias and mean squared error of the suggested estimators are obtained up to the first degree of approximation. It has been shown that under certain conditions suggested estimators are more efficient than simple mean estimator , usual ratio estimator , and estimators and given by Upadhyaya and Singh (1999). An empirical study has been carried out to demonstrate the performance of the suggested estimators.</p>2014-01-27T05:53:16-05:00http://scientific.cloud-journals.com/index.php/IJAMS/article/view/Sci-490An Approach to Construct a Control Chart for Standard Deviation Based on Six Sigma2017-12-14T04:45:18-05:00Radhakrishnan R.pbalamuruganstat@gmail.comBalamurugan P.pbalamurugan_stat@yahoo.com<p>In present scenario companies started applying six sigma concept in their manufacturing process, which results in lesser number of defects compared with existing Shewhart control chart. In this article an attempt is made to construct a control chart based on standard deviation with six sigma especially planned for companies applying this technique in their business and constructed table also presented for the experts to take quick decisions.</p><p> </p>2016-09-13T06:14:54-04:00http://scientific.cloud-journals.com/index.php/IJAMS/article/view/Sci-500Construction of Super-Saturated Designs2017-12-14T04:45:18-05:00Ameen Saheb Sk.ameenshaik.stats@gmail.comBhatra Charyulu N.Ch.dwarakbhat@rediffmail.com<p>A design which is having more number of factors than the number of design points is called a Super-saturated Design. In this paper, an attempt is made to propose two new series of constructions of super-saturated designs using mutual orthogonal Latin squares and balanced incomplete block designs and the methods are illustrated with suitable examples.</p><p> </p>2016-10-15T07:22:06-04:00http://scientific.cloud-journals.com/index.php/IJAMS/article/view/585On ω-Convergence of p-Stacks2017-12-14T04:45:18-05:00K. Geethanrajesh_topology@yahoo.co.inN. Rajeshnrajesh_topology@yahoo.co.in(doi: 10.23953/cloud.ijams.329)cloudjournals@gmail.com<p>We introduce the notion of ω-convergence of <em>p</em>-stacks and by using that notion we characterize the ω-interior, ω-closure, separation axioms and ω-irresoluteness on a topological space.</p>2017-12-14T04:44:18-05:00http://scientific.cloud-journals.com/index.php/IJAMS/article/view/Sci-510The Multivariate Central Limit Theorem and its Relationship with Univariate Statistics2017-12-14T04:45:18-05:00Athanase Polymenisathanase@econ.upatras.gr<p>In the present article the multivariate central limit theorem is revisited. Rather than simply reviewing existing methodology our approach mostly aims at giving particular emphasis on some univariate techniques that support the proof of this theorem. On those grounds all necessary mathematical arguments are duly provided.</p><p> </p>2016-10-15T07:25:44-04:00