American Journal of Applied Mathematics and Statistics

In the present work, we establish a coincidence point theorem of two mappings in an ordered cone metric spaces, where the cone is not necessarily normal. Our result extends and improves recent results in the literature.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 249-251. DOI: 10.12691/ajams-2-4-15
Pub. Date: August 24, 2014

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Analyze JPEG File Size for Random Pictures Using Random Function in Mathematica

by Tanvir Prince

Original Research

Using the random function in Mathematica (a mathematical software), random numbers between 0 and 1 were generated which in turn used to create random pictures. The random values represent the gray scale of the black and white pictures. Thus hundreds of pictures were created randomly and compressed using JPEG algorithm. Then a directory list containing the file size is created and imported in the Microsoft excel worksheet to analyze. All the code is given in the paper that is used so that it can be carried out by any interested reader. As a byproduct, this can be used as a classroom activity or as a project for any college level mathematics courses.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 246-248. DOI: 10.12691/ajams-2-4-14
Pub. Date: August 20, 2014

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Related Fixed Point Theorem for Mappings on Three Metric Spaces

by L. Bishwakumar and Yumnam Rohen

Original Research

In this note we obtained a new related fixed point theorem on three metric spaces of which one is compact. Here we consider three mappings, not all of which are necessarily continuous. Our result generalizes some earlier results.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 244-245. DOI: 10.12691/ajams-2-4-13
Pub. Date: August 20, 2014

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13568 Views4376 Downloads33 Likes

Common Fixed Points of a Countable Family of I-Nonexpansive Multivalued Mappings in Banach Spaces

by Poonam Lata Sagar and S.K. Malhotra

Original Research

In this paper, we introduce a modified Ishikawa iteration for a countable family of multi-valued mappings. We use the best approximation operator to obtain weak and strong convergence theorems in a Banach space. We apply the main results to the problem of finding a common fixed point of a countable family of I-Nonexpansive multi-valued mappings.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 239-243. DOI: 10.12691/ajams-2-4-12
Pub. Date: August 19, 2014

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A-Optimal Split Plot Design for Estimating Variance Components

by Nuga O.A, Amahia G.N and Fakorede A

Original Research

We study A-Optimal Split Plot designs for the maximum likelihood estimators of variance components. The work used the general linear model with one whole plot factor and one sub-plot factor and assumed that both factor effects are random variables. Candidates designs with the same number and sizes of whole plot were assigned to the level of the whole plot factor in such a way that formed a balanced one way design. Using the variances of the maximum likelihood estimator of the variance components, candidates designs were compared for A- optimality. The work introduced a method of classifying the five variance components to make comparison and presentation meaningful. The resulting optimal designs depend on the true proportional value of the variance components.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 235-238. DOI: 10.12691/ajams-2-4-11
Pub. Date: August 14, 2014

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Variational Homotopy Perturbation Method for the Nonlinear Generalized Regularized Long Wave Equation

by Amruta Daga and Vikas Pradhan

Original Research

This paper presents Variational Homotopy Perturbation method for the nonlinear Generalized Regularized Long Wave (GRLW) equation. The solution of nonlinear GRLW equation is obtained and is solved using the iteration method which is combination of Variational Iteration method and Homotopy Perturbation Method. An example of the propagation of single soliton is given to show the precision of this method.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 231-234. DOI: 10.12691/ajams-2-4-10
Pub. Date: August 14, 2014

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A Survey of R Software for Parallel Computing

by Esam Mahdi

Original Research

This article provides a summary of a selection of some of the high-performance parallel packages (libraries) available from the Comprehensive R Archive Network (CRAN) using the statistical software R. These packages can utilize multicore systems often found in modern personal computers as well as computer cluster or grid computing in order to provide linear speed up the computations in many of advanced statistical modern applications. Some illustrative R parallel codes are given in order to introduce the reader to some basic ideas about parallel programming in R packages.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 224-230. DOI: 10.12691/ajams-2-4-9
Pub. Date: August 11, 2014

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Generalised Common Fixed Point Theorem for S - Compatible Mapping in Metric Space

by R K Gujetiya, Dheeraj Kumari Mali and Mala Hakwadiya

Original Research

In this paper we prove a common fixed point theorem of eight self mappings satisfying a generalized inequality using the concept of compatibility.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 220-223. DOI: 10.12691/ajams-2-4-8
Pub. Date: August 08, 2014

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12773 Views3610 Downloads35 Likes

Total Domination Subdivision Number in Strong Product Graph

by P. Jeyanthi, G. Hemalatha and B. Davvaz

Original Research

A set D of vertices in a graph G(V,E) is called a total dominating set if every vertex v∈V is adjacent to an element of D. The domination subdivision number of a graph G is the minimum number of edges that must be subdivided in order to increase the domination number of a graph. In this paper, we determine the total domination number for strong product graph and establish bounds on the total domination subdivision number for strong product graph.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 216-219. DOI: 10.12691/ajams-2-4-7
Pub. Date: August 04, 2014

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On Predicting the Long Run Behaviour of Nigerian Bank Stocks Prices: a Markov Chain Approach

by Christian Elendu Onwukwe and Timothy Kayode Samson

Original Research

This study examines the long run behaviour of the closing prices of the Nigerian bank stocks using Markov Chain. A total of eight (8) Nigerian bank stocks were randomly selected and data on their daily closing prices between 1st January, 2004 and 29th May, 2013 were collected secondarily through cashcrasft website. Then, variations in daily closing prices were classified into three states Markov Chain of drop, rise and stable. If the closing at day t+1 is greater than that of the day t, it was classified as rise, if that of the day t+1 is less than that of the day t, it was classified as drop but when the closing price for day t is same as that of the day t+1, it was classified as stable. Based on these classifications, transition probabilities, the limiting distribution of the transition matrix as well as the steady state transition probabilities were computed for each stock. Finding suggests that despite the current situation in the market, there is still hope for Nigerian bank stocks as some of these bank stocks tend to experience an increase in price in the long run as shown by the results of the steady state probability. Although, this finding is very informative and crucial to investors, stock brokers and other regulator in this sector, this finding is subject to unforeseen circumstances such as change in government policy, among many other factors. Despite these limitations, it is hope that the results of this study will very useful to investors, intending investors and other relevant stakeholders who are involve in stock trading.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 212-215. DOI: 10.12691/ajams-2-4-6
Pub. Date: August 03, 2014

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Common Fixed Point Theorem of Comatible Mappings in Metric Space

by R K Gujetiya, Mala Hakwadiya and Dheeraj Kumari Mali

Original Research

In this paper we prove a common fixed point theorem of compatible mappings of type (R). Our result modify the result of M. Koireng Meitei [4].

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 207-211. DOI: 10.12691/ajams-2-4-5
Pub. Date: July 31, 2014

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12672 Views3681 Downloads37 Likes

Fuzzy Eoq Model for Deteriorating Items with Exponential Membership Function

by H.P. UMAP

Original Research

In this Paper a multi item EOQ model with stock dependent demand for deteriorating items is considered in fuzzy environment. Inventory costs such as holding cost and setup cost have been represented by exponential membership function and profit, deteriorating rate and total investment constraint are represented by linear membership functions. The model has been solved by fuzzy non-linear programming (FNLP) method. Results have been presented along with those of corresponding crisp model and a sensitivity analysis.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 203-206. DOI: 10.12691/ajams-2-4-4
Pub. Date: July 14, 2014

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Generalized Duality for a Nondifferentiable Control Problem

by I. Husain, Vikas K. Jain and Abdul Raoof Shah

Original Research

A generalized dual to a control problem containing support functions is formulated and various duality theorems are established under generalized convexity hypotheses. This dual model represents the combination of Wolfe and Mond-Weir type dual models to the control problem and hence it is described as a generalized dual. Some special cases are obtained. A close relationship of duality results with those of the nonlinear programming problems involving support functions is indicated.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 193-202. DOI: 10.12691/ajams-2-4-3
Pub. Date: July 07, 2014

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New Proxy of Financial Development and Economic Growth in Medium-Income Countries: A Bootstrap Panel Granger Causality Analysis

by Khalil Mhadhbi

Original Research

This paper examines the causal relationship between financial development and economic growth for 27 medium-income countries in the period 1970 to 2012. We develop a new proxy for financial development that refers to the input of real resources into the financial system and apply the panel bootstrapped approach to Granger causality. The results show, for three countries the findings support strong evidence on supply-leading hypothesis which implies that financial development induces economic growth and for six countries the findings support strong evidence on demand-following. Our results confirm for twenty one countries suggesting that their financial development does not depend on economic growth.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 185-192. DOI: 10.12691/ajams-2-4-2
Pub. Date: June 19, 2014

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Modeling Volatility under Normal and Student-t Distributional Assumptions (A Case Study of the Kenyan Exchange Rates)

by Rotich Titus Kipkoech

Case Study

The predictive performance of two EGARCH^{ⁱ^} models for modeling daily changes in logarithmic exchange rates (log Rt^{ⁱⁱ^}) are analyzed here. One is based on modeling the data on assumption of normal distribution and the other is based on the standardized student-t distribution. In particular, the (log Rt) of USDKES^{ⁱⁱⁱ^}, EUROKES^{^iv^}and GBPKES^{^v^} are considered. For each assumption EGARCH is fitted, with varying numbers of parameters, and attempt to replicate the empirical (log Rt) sequence via simulation. Assessing the fit of each model, it is concluded that the families of EGARCH models with t-innovations adequately reflect the empirical nature of the (log Rt) sequence and therefore provides a better prediction model.

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 179-184. DOI: 10.12691/ajams-2-4-1
Pub. Date: June 19, 2014

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21450 Views7600 Downloads35 Likes