Master of Science / Department of Statistics / John E. Boyer Jr / It has been shown that the most straightforward approach to testing for the difference of two independent population proportions, called the Wald procedure, tends to declare differences too often. Because of this poor performance, various researchers have proposed simple adjustments to the Wald approach that tend to provide significance levels closer to the nominal. Additionally, several tests that take advantage of different methodologies have been proposed. This paper extends the work of Tebbs and Roths (2008), who wrote an R program to compare confidence interval coverage for a variety of these procedures when used to estimate a contrast in two or more binomial parameters. Their program has been adapted to generate exact significance levels and power for the two parameter hypothesis testing situation. Several combinations of binomial parameters and sample sizes are considered. Recommendations for a choice of procedure are made for practical situations.

D. Phil. / There have been two rather distinct approaches to the analysis of time series: the time domain approach and frequency domain approach. The former is exemplified by the work of Quenouille (1957), Durbin (1960), Box and Jenkins (1970) and Ljung and Box (1979). The principal names associated with the development of the latter approach are Slutsky (1929, 1934), Wiener (1930, 1949), Whittle (1953), Grenander (1951), Bartlett (1948, 1966) and Grenander and Rosenblatt (1957). The difference between these two methods is discussed in Wold (1963). In this thesis, we are concerned with a frequency domain approach. Consider a model of the "signal plus noise" form yt = g (2t — 1 2n ) + 77t t= 1,2,—. ,n (1.1) where g is a function on (0, 1) and Ti t is a white noise process. Our interest is primarily in testing the hypothesis that g is constant, that is, that it does not change over time. There is a vast literature related to this problem in the special case where g is a step function. In that case (1.1) specifies an abrupt change model. Such abrupt change models are treated extensively by Csorgo and Horvath (1997), where an exhaustive bibliography can also be found. The methods associated with the traditional abrupt change models are, almost without exception, time domain methods. The abrupt change model is in many respects too restrictive since it confines attention to signals g that are simple step functions. In practical applications the need has arisen for tests of constancy of the mean against a less precisely specified alternative. For instance, in the study of variables stars in astronomy (Lombard (1998a)) the appropriate alternative says something like: "g is non-constant but slowly varying and of unspecified functional form". To accommodate such alternatives within a time domain approach seems to very difficult, if at all possible. They can, however, be accommodated within a frequency domain approach quite easily, as shown by, for example, Lombard (1998a and 1998b). Tests of the constancy of g using the frequency domain characteristics of the observations have been investigated by a number of authors. Lombard (1988) proposed a test based on the maximum of squared Fourier cosine coefficients at the lowest frequency oscillations. Eubank and Hart (1992) proposed a test which is based on the maximum the averages of Fourier cosine coefficients. The essential idea underlying these tests is that regular variation in the time domain manifests itself entirely at low frequencies in the frequency domain. Consequently, when g is "high frequency" , that is consists entirely of oscillations at high frequencies, the tests of Lombard (1988) and of Eubank and Hart (1992) lose most of their power. The fundamental tool used in frequency domain analysis is the periodogram; see Chapter 2 below for the definition and basic properties of the latter. A new class of tests was suggested by Lombard (1998b) based on the weighted averages of periodogram ordinates. When 7i t in model (1.1) are i.i.d. random variables with zero mean and variance cr-2 , one form of the test statistic is T1r, = Etvk fiy (A0/0-2 - (1.2) k=1 where wk is a sequence of constants that decrease as k increases and m = [i]. The rationale for such tests is discussed in detail in Lombard (1998a and 1998b). The greater part of the present Thesis consists of an investigation of the asymptotic null distributions, and power, of such tests. It is also shown that such tests can be applied directly to other, seemingly unrelated problems. Three instances of the latter type of application that are investigated in detail are (i) frequency domain competitors of Bartlett's test for white noise, (ii) frequency domain-based tests of goodness-of-fit and (iii) frequency domain-based tests of heteroscedasticity in linear or non-linear regression. regression. The application of frequency domain methods to these problems are, to the best of our knowledge, new. Until now, most research has been restricted to the case where m in (1.1) are i.i.d. random variables. As far as the correlated data are concerned, the changepoint problem was investigated by, for instance, Picard (1985), Lombard and Hart (1994) and Bai (1994) using time domain methods. Kim and Hart (1998) proposed two test statistics derived from frequency domain considerations and that are modeled along the lines of the statistics considered by Eubank and Hart (1992) in the white noise case. An analogue of the type of test statistic given in (1.2) for use with correlated data was proposed, and used, by Lombard (1998a). The latter author does not, however, provide statements or proofs regarding the asymptotic properties of the proposed test.

D.Phil. / We consider two problems relating to location-scale families of distributions. Firstly, we consider methods of parameter estimation when two samples come from the same type of distribution, but possibly differ in terms of location and spread. Although there are methods of estimation that are asymptotically efficient, our interest is in fi…nding methods which also have good small-sample properties. Secondly, we consider tests for the hypothesis that two samples come from the same location-scale family. Both these problems are addressed using methods based on empirical distribution functions and empirical characteristic functions.

The current dissertation examined gender, cultural, and ontogenetic dimensions in the dreams of Canadians. Normative studies in the United States, Europe, and other countries have documented normative data including gender differences and compared their findings to American data to investigate cultural differences. The purpose of the present study was to extend research of this nature by establishing normative data for Canadians. Furthermore, age differences in dreams have been mostly investigated for females, with only a few studies with males, and have used a variety of methodologies and age ranges. Another objective of this study was to document, for the first time, the ontogenetic pattern of the main dream content categories from adolescence to old age for males and females. The rigorous and detailed dream diary method was used to collect dreams which were analyzed using the Hall and Van de Castle method of content analysis. The first paper consisted of two dreams each from 150 male and female young adult Canadians, ages 18-24, totaling 600 dream reports. Findings provided support for the threat simulation theory as there were more negative than positive themes overall. Furthermore, dream gender differences were consistent with those in waking and the similarity of Canadian and American culture was reflected in dream imagery, supporting the continuity hypothesis of dream formation. The final two papers examined the ontogenetic patterns of dream content for females and males respectively. The second paper consisted of 75 females across 5 age groups from adolescence to old age (12-17, 18-24, 25-39, 40-64, and 65-85) and the third paper consisted of 50 males across the same age groups with the exception of 31 males in the oldest group (65-85). The ontogenetic patterns of dream content from adolescence to old age reflected waking developmental patterns as proposed by social theories, neurobiological research, and recognized features of aging, supporting the continuity hypothesis. In terms of the theoretical implications, this work provides support for the hypothesis of the threat simulation theory pertaining to the prevalence of negative content in dreams. It also provides support for the continuity between waking and dreaming hypothesis of dream formation. Implications of these findings regarding our understanding of the sources of dream formation are described. Finally, limitations and future directions, for research examining the evolution of gender differences across the lifespan, are discussed.

Among-individual variation in resource use is pervasive and may have ecosystem-wide effects. This variation between individuals can affect population niche breadth. My study determined if niche breadth was best explained by dispersal of individuals from locations with different prey resources driven by ecosystem level disturbance regimes or competition among individuals inhabiting a site, resulting in dietary partitioning. I used structural equation modeling to examine the direct and indirect effects of several environmental variables spanning gradients of disturbance, competition strength, and food availability on niche breadth of the Eastern Mosquitofish (Gambusia holbrooki). I evaluated two complementary models 1) allowing for only direct effects of disturbance on niche breadth and 2) limiting effects of disturbance on niche breadth to indirect effects via food availability and competitor densities. The partitioning hypothesis excluding direct effects of disturbance on niche breadth was best supported by my data.

Comparative cognition is the interdisciplinary field of animal cognition and behavior studies, which includes comparative psychology and branches of ethology, biology, and neuroscience. My dissertation shows that the quasi-epistemic value of parsimony plays a problematic role in the experimental setting of comparative cognition. More specifically, I argue that an idiosyncratic interpretation of the statistical hypothesis-testing method, known as the Neyman-Pearson Method (NPM), embeds an Occamist parsimony preference into experimental methodology in comparative cognition, which results in an underattribution bias, or a bias in favor of allegedly simple cognitive ontologies. I trace this parsimony preference to the content of the null hypothesis within the NPM, and defend a strategy for modifying the NPM to guard against the underattribution bias. I recommend adopting an evidence-driven strategy for choosing the null hypothesis. Further, I suggest a role for non-empirical values, such as ethical concerns, in the weighting of Type I and Type II error-rates. I contend that statistical models are deeply embedded in experimental practice and are not value-free. These models provide an often overlooked door through which values, both epistemic and non-epistemic, can enter scientific research. Since statistical models generally, and the NPM in particular, play a role in a wide variety of scientific disciplines, this dissertation can also be seen as a case study illustrating the importance of attending to the choice a particular statistical model. This conclusion suggests that various philosophical investigations of scientific practice - from inquiry into the nature of scientific evidence to analysis of the role of values in science - would be greatly enriched by increased attention to experimental methodology, including the choice and interpretation of statistical models.

Philosophiae Doctor - PhD / Conventional partial differential equations under the classical Black-Scholes approach have been extensively explored over the past few decades in solving option pricing problems. However, the underlying Efficient Market Hypothesis (EMH) of classical economic theory neglects the effects of memory in asset return series, though memory has long been observed in a number financial data. With advancements in computational methodologies, it has now become possible to model different real life physical phenomenons using complex approaches such as, fractional differential equations (FDEs). Fractional models are generalised models which based on literature have been found appropriate for explaining memory effects observed in a number of financial markets including the stock market. The use of fractional model has thus recently taken over the context of academic literatures and debates on financial modelling. / 2023-12-02

This study investigates whether in-uterus earthquake exposure causes long-term labor, human capital, and health effects. The health shock is maternal stress, which generates excessive concentration levels of cortisol in the fetal environment, negatively impacting the development of the fetus. I use multiple earthquakes between the years 1960-1980 in the setting of Colombia. In my definition of earthquake exposure, I consider both the intensity and the extent of the shaking. Difference-in-difference estimates show mixed results. I find a higher likelihood of being disabled when exposed during the first trimester and the favorable effect of more years of schooling when exposed during the final trimester. Separating the analysis by gender indicates that the effect on disability is centered around males, while results indicating favorable effects are found among females. Generally, exposure from high intensity shaking generates larger point estimates. The results are sensitive to the exclusion of specific earthquakes. In addition, when including those exposed to shaking that were either not felt or weak into the treatment group, some estimates indicate a long-term impact from such exposure. Based on these inconsistencies I am not able to make any general or causal claims.

This study is made to evaluate some of these forces for the thirty titled Standard Metropolitan Statistical Areas of the United States which are located on and overlap borders of two or more states. The attempt is made to determine if border SMSAs conform to the Burgess model despite state lines and other barriers imposed between SMSA parts, or whether such barriers restrict functional growth to the state side containing the central city.

The use of gamification has increased in companies in recent years and is used among other things to accelerate learning, increase motivation and engagement. Gamification is defined as the use of game elements in a non-game context. This study aims to investigate whether the use of gamification raises the financial value of a company. The purpose of the study is to expand the knowledge of gamification so that it can be used more efficiently and more frequently in businesses. The research was conducted with an event study on companies that are listed on Nasdaq Stockholm. With the theory of the efficient market hypothesis as a foundation, investors' willingness to buy shares in a company as a direct measure of news publishing on a company's gamification use was examined. The result, which is based on 91 articles from Swedish news sources, illustrates that news about companies' use of gamification does not have a significant impact on their share price. Therefore, in line with the efficient market hypothesis, the news about gamification does not increase the value of the companies, which is the conclusion of this study. The result also shows that the choice of gamification technology or industry that the company is active in does not have an impact on the significance of the results. The study concludes that a correlation between gamification and a company's financial value may exist, although the results of this study indicate the contrary. / Användningen av gamification har ökat hos företag de senaste åren och används bland annat för att skynda på inlärning, höja motivation och öka engagemang. Gamification definieras som användandet av spelelement utanför en spelkontext. Denna studie syftar till att utforska om användandet av gamification höjer det finansiella värdet hos ett bolag. Anledningen till studien är att expandera kunskapen om gamification, för att det ska kunna användas effektivare och mer frekvent i företagande. Undersökningen genomfördes med en eventstudie på företag som är noterade på Stockholmsbörsen Nasdaq. Med teorin om den effektiva marknadshypotesen i grunden granskades investerares vilja att köpa aktier i ett bolag som en direkt åtgärd av nyheters publicering om ett bolags användande av gamification. Resultatet, som är baserat på 91 artiklar från svenska nyhetskällor, åskådliggör att nyheter om företags användande av gamification inte har någon signifikant påverkan på företaget aktiekurs. I linje med den effektiva marknadsanalysen, så har därför inte nyheterna om gamification ökat värdet på företagen, vilket också är denna studies slutsats. Resultatet visar även att val av gamficationteknik eller marknad som företaget är aktivt i inte har en påverkan på signifikansen av resultaten. Studien konkluderar att en korrelation mellan gamification och ett företags finansiella värde kan existera, även om resultaten från denna studie tyder på motsatsen.