We establish improved mean value estimates associated with the number of integer solutions certain systems diagonal equations, in some instances attaining sharpest conjectured conclusions. This is first occasion on which bounds this quali

This article proposes a novel approach to ranking fuzzy numbers based on WLUPM ( weighted lower and upper possibilistic means ). At first, by using this significance, we will compose WIVPM ( weighted intervalvalue possibilistic mean ), that this interval can be used as a crisp set approximation with respect to a fuzzy quantity. Therefore, with that, we define a method for ordering. This method ...

We analyze comparative static effects under uncertainty when a decision maker has mean-variance preferences and faces a generic, quasi-linear decision problem with both an endogenous risk and a background risk. In terms of mean-variance preferences, we fully characterize the effects of changes in the location, scale, and concordance parameters of the stochastic environment on optimal risk-takin...

Although Fractal image compression has high quality at high compression ratio, it needs a lot of encoding time so that it has not been widely applied as other coding schemes in the field of image compression. In this paper, an algorithm is devised to improve this drawback. We utilize mean and variance to classify image blocks and combine the transformation reduction techniques to decrease the e...

Difficulties with the interpretation of the parameters of the beta distribution let Malcolm et al. (1959) to suggest in the Program Evaluation and Review Technique (PERT) their by now classical expressions for the mean and variance for activity completion for practical applications. In this note, we shall provide an alternative for the PERT variance expression addressing a concern raised by Hah...

The aim of the paper is to derive the numerical least-squares esti-mator for mean and variance of random variable. In order to do so the following questions have to be answered: (i) what is the statistical model for the estimation procedure? (ii) what are the properties of the estimator, like optimality (in which class) or asymptotic properties? (iii) how does the estimator work in practice, ho...

Here we study the performance of a one-period investment X0 > 0 (dollars) shared among several different assets. Our criterion for measuring performance will be the mean and variance of its rate of return; the variance being viewed as measuring the risk involved. Among other things we will see that the variance of an investment can be reduced simply by diversifying, that is, by sharing the X0 a...