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Trigonometric scores rank procedures with applications to long-tailed distributions /Kravchuk, Olena. January 2005 (has links) (PDF)
Thesis (Ph.D.) - University of Queensland, 2006. / Includes bibliography.
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Corrected LM goodness-of-fit tests with applicaton to stock returnsPercy, Edward Richard, January 2005 (has links)
Thesis (Ph. D.)--Ohio State University, 2005. / Title from first page of PDF file. Includes bibliographical references (p. 263-266).
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Limit theory for overfit modelsCalhoun, Grayson Ford. January 2009 (has links)
Thesis (Ph. D.)--University of California, San Diego, 2009. / Title from first page of PDF file (viewed July 23, 2009). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 104-109).
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Alguns tópicos em probabilidade geométrica / Some topics in geometric probabilityPereira, Carlos André Bogéa 17 August 2018 (has links)
Orientador: Simão Nicolau Stelmastchuk / Dissertação (mestrado profissional) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica / Made available in DSpace on 2018-08-17T21:15:56Z (GMT). No. of bitstreams: 1
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Previous issue date: 2011 / Resumo: Ao nosso entender, a Probabilidade Geométrica quantifica a probabilidade de ocorrer alguns fenômenos associados a entes geométricos. O primeiro estudo, talvez o mais famoso, a ser realizado neste sentido é o problema das agulhas de Buffon. A idéia deste estudo é simples. Traçadas duas retas paralelas a uma distância d, qual é a probabilidade de uma agulha de tamanho l tocar uma das retas? Neste trabalho nos dedicamos, inicialmente, a estudar este problema e sua resolução. Um segundo tópico do nosso trabalho foi baseado no seguinte problema: Suponha que uma antena transmissora de algum sinal, por exemplo, de celular, emite seus sinais uniformemente a uma distância a, em um plano. Se estou num ponto P do plano, qual a probabilidade de entrar na zona de emissão de sinal da antena se me deslocar até um raio b? Para a resolução deste problema nós utilizamos probabilidade contínua, coordenadas polares e integração de várias variáveis. Como aplicações deste estudo temos os casos das distribuições de probabilidade uniforme e normal. Um terceiro problema tratado foi o seguinte: no espaço tridimensional temos uma fonte de emissão T, por exemplo, algum gerador de campo magnético, a qual distribui uniformemente sua energia até um raio a. Suponha, dada uma partícula num ponto P do espaço. Se tal partícula se deslocar aleatoriamente um raio igual a b qual é a probabilidade dela entrar na zona de influência da fonte de emissão T? Neste problema usamos coordenadas esféricas, integral de superfície e distribuição de probabilidade continua para o seu estudo. Também, aplicamos aos casos de distribuição de probabilidade uniforme e normal / Abstract: In our view, Geometric Probability quantifies the probability of occurs some phenomena associated with geometric entities. The first study, perhaps the most famous, to be performed of this type is the problem of Buffon's needle. The idea of this study is simple. Two parallel lines drawn at a distance d, which is the probability that a needle of length l achieve one of the straights? In this work we decided initially to study this problem and its resolution. A second topic of our study was based on the following problem: Suppose an antenna transmitting a signal, eg mobile, send their signals uniformly until a distance a in a plane. If I'm at a point P of the plane, which is the probability to enter the zone of emission signal from the antenna if I move up to a radius b? To solve this problem we use continuous probability, polar coordinates and integration of several variables. As applications of this study we have the cases of probability distributions, uniform and normal. A third problem approached was the following: in a three-dimensional space we have an emission source T, for example, a magnetic field generator, which evenly distributes its energy up to a radius a. Given a particle at a point P in space. If this particle moves randomly a radius equal to b what is the probability of it entering the zone of influence of the emission source T? In this problem we use spherical coordinates, surface integral and continuous probability distribution for its study. Also apply to cases of uniform and normal probability distribution / Mestrado / Matematica / Mestre em Matemática
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Modelos Birnbaum-Saunders bivariados / Models bivariate Birnbaum-SaundersBenites Sánchez, Luis Enrique, 1983- 03 July 2014 (has links)
Orientador: Filidor Edilfonso Vilca Labra / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-24T23:42:51Z (GMT). No. of bitstreams: 1
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Previous issue date: 2014 / Resumo: Vários trabalhos tem sido feitos sobre a distribuição BS univariada e suas extensões. A versão bivariada deste modelo foi apresentada recentemente por Kundu et al. (2010). Eles propuseram uma distribuição BS bivariada com estrutura de dependência e estabeleceram várias propriedades atrativas para a distribuição BS bivariada, que possui uma estreita relação com a distribuição normal bivariada; assim como a distribuição BS univariada tem com a distribuição normal univariada. Este trabalho apresenta um estudo de alguns aspectos de inferência, análise de diagnóstico e análise de tempo de vida baseada na função taxa de falha da distribuição BS bivariada: aspectos de inferência serão através de testes de hipótese considerando as estatísticas de Wald, Razão de Verossimilhança e Escore; o análise de diagnóstico será baseada na metodologia de Cook (1986) e a discussão sobre análise sobrevivência será baseada na idéia de Basu (1971). Finalmente, exemplos numéricos serão apresentados para ilustrar as metodologias propostas e as propriedades das estatísticas serão investigadas por meio de simulações de Monte Carlo / Abstract: Several works have been done on the univariate BS distribution and its extensions, the bivariate version of this model was presented only recently by Kundu et al. (2010). They proposed a bivariate BS distribution with dependence structure and established several attractive properties of that bivariate distribution. It possesses a close relationship with the bivariate normal distribution just as the univariate BS distribution has with the univariate normal. In this work provides a study some aspect of inference, analysis of diagnostics and lifetime analysis based on the failure rate function of bivariate BS distributions: Hypotheses test studies are considered using the Wald, Score and Likelihood Ratios statistics, the analysis of diagnostics is based on the Cook (1986) approach, and the discussion on lifetime analysis is based on the idea of Basu (1971). Finally, numerical examples are given to illustrate our methodology and the properties of the statistics are investigated through Monte Carlo simulations / Mestrado / Estatistica / Mestre em Estatística
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Renewal theory for uniform random variablesSpencer, Steven Robert 01 January 2002 (has links)
This project will focus on finding formulas for E[N(t)] using one of the classical problems in the discipline first, and then extending the scope of the problem to include overall times greater than the time t in the original problem. The expected values in these cases will be found using the uniform and exponential distributions of random variables.
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Improved modeling of nanocrystals from atomic pair distribution function dataBanerjee, Soham January 2020 (has links)
Accurate determination of the structure of nanomaterials is a key step towards understanding and controlling their properties. This is especially challenging for small nanoparticles, where traditional electron microscopy provides partial information about the morphology and internal atomic structure for a limited number of particles, and x-ray powder diffraction data is often broad and diffuse and not amenable to quantitative crystallographic analysis. In these cases a better approach is to use atomic pair distribution function (PDF) analysis of synchrotron x-ray total scattering data, in tandem with high-resolution imaging techniques. Even with these tools available, extracting detailed models of nanoparticle cores is notoriously difficult and time consuming. For many years, poor fits were considered to be a de facto limitation of nanoparticle studies using PDF methods, and semi-quantitative analyses were commonly employed. In this work, we aim to challenge this assumption.
We started with a survey of 12 canonical metallic nanomaterials, both elemental and alloyed, prepared using different synthesis methods, with significantly different shapes and sizes as disparate as 2 nm wires and 40 nm particles, using PDF data collected at multiple synchrotron sources and beamlines. Widely applied shape-tuned attenuated crystal (AC) fcc models proved inadequate, yielding structured, coherent, and correlated fit residuals. However, equally simple discrete cluster models could account for the largest amplitude features in these difference signals. A hypothesis testing based approach to nanoparticle structure modeling systematically ruled out effects from crystallite size, composition, shape, and surface faceting as primary factors contributing to the AC misfit, and it was found that these previously ignored signals could be explained as originating from well defined domain structures in the nanoparticle cores. This analysis gave insight into how sensitive PDF analyses could be towards identifying the presence of interfaces inside ultrasmall nanoparticle cores using atomistic modeling, but still hinged on manual trial-and-error testing of clusters from different structural motifs. To address this challenge, we developed a structure screening methodology, called cluster-mining, wherein libraries of clusters from multiple structural motifs were built algorithmically and individually refined against experimental PDFs. This differs from traditional approaches for crystallographic analysis of nanoparticles where a single model containing many refinable parameters is used to fit peak profiles from a measured diffraction pattern. Instead, cluster-mining uses many structure models and highly constrained refinements to screen libraries of discrete clusters against experimental PDF data, with the aim of finding the most representative cluster structures for the ensemble average nanoparticle from any given synthesis. Finally, we wanted to identify other nanomaterial systems where this approach might prove useful, and demonstrated that the PDF was also capable of detecting seemingly subtle morphological variations in highly faceted titania photocatalyts. This opens a new avenue towards characterizing shape-controlled metal oxide nanomaterials with well-defined surface facets. To extend this work in the future, our goal is to develop new tools for building discrete nanoparticles algorithmically, integrate statistical approaches to make model selection more efficient, and ultimately, move towards an atomic scale understanding of nanoparticle structure that is comparable to bulk materials.
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Optimal strategies in waiting for common bus linesMarguier, Philippe Henri Joseph January 1981 (has links)
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Civil Engineering, 1981. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING. / Bibliography: leaf 96. / by Philippe Henri Joseph Marguier. / M.S.
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Envelopes of broad band processesVan Dyke, Jozef Frans Maria January 1981 (has links)
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Civil Engineering, 1981. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING. / Bibliography: leaf 93. / by Jozef Frans Maria Van Dyke. / M.S.
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Frequency analysis of low flows: comparison of a physically based approach and hypothetical distribution methodsMattejat, Peter Paul January 1985 (has links)
Several different approaches are applied in low flow frequency analysis. Each method's theory and application is explained. The methods are (1) physically based recession model dealing with time series, (2) log-Pearson type III and mixed log-Pearson type III using annual minimum series, (3) Double Bounded pdf using annual minimum series, (4) Partial Duration Series applying truncated and censored flows.
Each method has a computer program for application. One day low flow analysis was applied to 15 stations, 10 perennial streams and 5 intermittent streams. The physically based method uses the exponential baseflow recession with duration, initial recession flow, and recharge due to incoming storm as random variables, and shows promise as an alternative to black box methods, and is appealing because it contains the effect of drought length. Log-Pearson is modified to handle zero flows by adding a point mass probability for zero flows. Another approach to zero flows is the Double Bounded probability density function which also includes a point mass probability for zero flows. Maximum likelihood estimation is used to estimate distribution parameters. Partial Duration Series is applied due to drawbacks of using only one low flow per year in annual minimum series. Two approaches were used in Partial Duration Series (i) truncation, and (ii) censorship which represent different low flow populations. The parameters are estimated by maximum likelihood estimation. / M.S.
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