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Measuring variation : an epistemological account of causality and causal modellingRusso, Federica 17 June 2005 (has links)
This doctoral dissertation deals with causal modelling in the social sciences. The specific question addressed here is: what is the notion, or the rationale, of causality involved in causal models? The answer to that epistemological query emerges from a careful analysis of the social science methodology, of a number of paradigmatic case studies and of the philosophical literature.
The main result is the development of the rationale of causality as the measure of variation. This rationale conveys the idea that to test – i.e. to confirm or disconfirm – causal hypotheses, social scientists test specific variations among variables of interest. The notion of variation is shown to be embedded in the scheme of reasoning of probabilistic theories of causality, in the logic of structural equation models and covariance structure models, and is also shown to be latent in many philosophical accounts.
Further, the rationale of causality as measure of variation leaves room for a number of epistemological consequences about the warranty of the causal interpretation of structural models, the levels of causation, and the interpretation of probability.
Firstly, it is argued that what guarantees the causal interpretation is the sophisticated apparatus of causal models, which is made of statistical, extra-statistical and causal assumptions, of a background context, of a conceptual hypothesis and of a hypothetico-deductive methodology. Next, a novel defence of twofold causality is provided and a principle to connect population-level causal claims and individual-level causal claims is offered. Last, a Bayesian interpretation of probability is defended, in particular, it is argued that empirically-based Bayesianism is the interpretation that best fit the epistemology of causality here presented.
The rationale of variation is finally shown to be involved or at least consistent with a number of alternative accounts of causality; notably, with the mechanist and counterfactual approach, with agency-manipulability theories and epistemic causality, with singularist accounts and with causal analysis by contingency tables.
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Application of the Gaussian model to a particulate emission control strategy evaluation problem /Doty, Edward James. January 1977 (has links)
Thesis (M.S.)--Oregon Graduate Center, 1977.
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On the Logarithimic Calculus and Sidorenko's ConjectureLi, Xiang 14 December 2011 (has links)
We study a type of calculus for proving inequalities between subgraph densities which is based on Jensen's inequality for the logarithmic function. As a demonstration of the method we verify the conjecture of Erdos-Simonovits and Sidorenko for new families of graphs. In particular we give a short analytic proof for a result by Conlon, Fox and Sudakov. Using this, we prove the forcing conjecture for bipartite graphs in which one vertex is complete to the other side.
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On the Logarithimic Calculus and Sidorenko's ConjectureLi, Xiang 14 December 2011 (has links)
We study a type of calculus for proving inequalities between subgraph densities which is based on Jensen's inequality for the logarithmic function. As a demonstration of the method we verify the conjecture of Erdos-Simonovits and Sidorenko for new families of graphs. In particular we give a short analytic proof for a result by Conlon, Fox and Sudakov. Using this, we prove the forcing conjecture for bipartite graphs in which one vertex is complete to the other side.
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Ruin Analysis in a Discrete-time Sparre Andersen Model with External Financial Activities and Random DividendsKim, Sung Soo 23 August 2013 (has links)
In this thesis, we consider a risk model which incorporates multiple threshold levels characterizing an insurer's minimal capital requirement, dividend paying situations, and external financial activities. Our model is based on discrete monetary and time units, and the main quantities of interest are the finite-time ruin probabilities and the expected total discounted dividends paid prior to ruin. We mainly focus on the development of computational methods to attain these quantities of interest. One of the popular methods in the current literature used for studying such problems involves a recursive approach which incorporates appropriate conditioning arguments on the claim times and sizes, and we implement this procedure as well. Furthermore, ruin can occur due to both a claim as well as interest expense accumulation as our model allows the insurer to borrow money from an external fund. In this thesis, we consider only non-stochastic interest rates for both lending and borrowing activities. After constructing appropriate recursive formulae for the finite-time ruin probabilities and the expected total discounted dividends paid prior to ruin, we investigate various numerical examples and make some observations concerning the impact our threshold levels have on finite-time ruin probabilities and expected total discounted dividends paid prior to ruin.
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Fender system behavior in random seasOfoegbu, James Nwachukwu 15 May 2009 (has links)
Fendering systems are widely used in offshore installations for attenuating the
effects of the impact energy of ships and barges in berthing or moored conditions. This
study focuses on investigating current design practices and, developing a rational and
functional approach to address random loading effects exerted on fendering systems.
These loadings are often a consequence of combined wind, wave and current excitation
as well as more controlled vessel motions.
Dimensional analysis is used to investigate the degree to which empirical design
data can be collapsed and to provide an indication of the nonlinearity associated with the
empirical data for fender sizing. In addition, model test data specifically measuring the
normal fender force for a coupled mini-TLP/Tender Barge performed at the Offshore
Technology Research Center (OTRC) model basin is used in this research investigation..
This data was characterized in terms of the typical statistical moments, which
include the mean, standard deviation, skewness and kurtosis. The maxima and extreme
values are extracted from the fender response data based upon a zero-crossing analysis
and the results were studied in order to determine the underlying probability distribution
function. Using selected parameter estimation techniques, coefficients of a best-fit two
parameter model were determined. An illustrative example is presented and discussed
that contrasts the deterministic and probabilistic models.
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noneHsu, Hsin-lan 15 June 2004 (has links)
none
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The distribution of Hotelling's generalized To².Hughes, David Timothy, January 1970 (has links)
Thesis--University of Florida. / Description based on print version record. Manuscript copy. Vita. Bibliography: leaves 117-119.
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Limiting behavior of a sequence of density ratiosWirjosudirdjo, Sunardi, January 1900 (has links)
Thesis--University of Illinois, 1962. / Vita. Includes bibliographical references (leaf 49).
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Quantifying and comparing the predictive accuracy of prognostic factors /Moskowitz, Chaya S. January 2002 (has links)
Thesis (Ph. D.)--University of Washington, 2002. / Vita. Includes bibliographical references (p. 149-154).
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