Zugl.: Atlanta, Georgia Inst. of Technology, Diss., 2002

Diss. : Soziologie : Saarbrücken : 1983. - Bibliogr. p. 181-190. -

University, Diss., 2006--Würzburg.

The works of Vilfredo Pareto and the power law that originally was meant to describe the uneven distribution of wealth in Italy, have turned out to be applicable to describe lots of other areas and fields. This thesis aims to investigate the Pareto principle in relation to software, mainly looking into websites and applications, and seeing how the usage of different features is spread among each other. The work was targeted towards four apps within the travel category to investigate if the Pareto principle is valid within those apps. A questionnaire was sent out to investigate the current state of knowledge about the Pareto principle by people within the software development industry. Then traffic from Malmö University’s website was analyzed and showed a likeness to the Pareto principle. Lastly, interviews were conducted to collect user data regarding the usage of features in four mobile applications. The data that were collected from the interviews showed that not a certain set of features stod for the majority of usage. In conclusion, we state that there may be some validity to using the Pareto principle to describe software usage, further work and more data collecting would be necessary to be certain. Being aware of the Pareto principle in relation to software development could help you with structuring your work and be more efficient when developing since putting resources such as time and money into features that would not be used would be resource poorly spent.

The investigation of multivariate generalized Pareto distributions (GPDs) in the framework of extreme value theory has begun only lately. Recent results show that they can, as in the univariate case, be used in Peaks over Threshold approaches. In this manuscript we investigate the definition of GPDs from Section 5.1 of Falk et al. (2004), which does not differ in the area of interest from those of other authors. We first show some theoretical properties and introduce important examples of GPDs. For the further investigation of these distributions simulation methods are an important part. We describe several methods of simulating GPDs, beginning with an efficient method for the logistic GPD. This algorithm is based on the Shi transformation, which was introduced by Shi (1995) and was used in Stephenson (2003) for the simulation of multivariate extreme value distributions of logistic type. We also present nonparametric and parametric estimation methods in GPD models. We estimate the angular density nonparametrically in arbitrary dimension, where the bivariate case turns out to be a special case. The asymptotic normality of the corresponding estimators is shown. Also in the parametric estimations, which are mainly based on maximum likelihood methods, the asymptotic normality of the estimators is shown under certain regularity conditions. Finally the methods are applied to a real hydrological data set containing water discharges of the rivers Altmühl and Danube in southern Bavaria. / Die Untersuchung der multivariaten verallgemeinerten Pareto-Verteilungen (GPDs) im Rahmen der Extremwerttheorie hat erst kürzlich begonnen. Neueste Ergebnisse zeigen, dass diese wie im univariaten Fall bei Peaks over Threshold-Ansätzen angewendet werden können. In dieser Arbeit verwenden wir die Definition einer GPD aus Abschnitt 5.1 von Falk et al. (2004), die sich im interessierenden Bereich nicht von der anderer Autoren unterscheidet. Wir zeigen zuerst einige theoretische Eigenschaften und stellen wichtige Beispiele von GPDs vor. Zur weiteren Untersuchung dieser Verteilungen sind Simulationen unerläßlich. Wir stellen mehrere Methoden zur Simulation von GPDs vor, beginnend mit einer effizienten Methode für die logistische GPD. Der entsprechende Algorithmus basiert auf der Shi-Transformation, die von Shi (1995) eingeführt und von Stephenson (2003) verwendet wurde, um logistische multivariate Extremwertverteilungen zu simulieren. Wir führen auch nicht-parametrische und parametrische Schätzverfahren in GPD-Modellen ein. Wir schätzen die Angular Density in beliebiger Dimension, wobei sich der bivariate Fall als ein besonderer herausstellt. Die asymptotische Normalität der entsprechenden Schätzer wird gezeigt. Ebenso zeigen wir für die parametrischen Schätzungen, die hauptsächlich Maximum-Likelihood-Methoden verwenden, die asymptotische Normalität unter geeigneten Regularitätsbedingungen Zum Schluß werden die Methoden auf einen realen hydrologischen Datensatz, bestehend aus Abflussraten der Flüsse Altmühl und Donau in Südbayern, angewendet.

Thesis (doctoral)--University, Dortmund, 2000. / Statistical publication.

This research was initiated a result of a proposition described by Cleland and King in 1983. They proposed that the management of a portfolio-of-projects could be achieveda s a by-product of using a MIS containing project-management data. The hypothesis in this research takes their proposition further. It contends that the application of Pareto-based heuristics in the management of a portfolio-of-projects can improve on their approach. The research has been undertaken in Hong Kong. However, a review of the literature defines Hong Kong as a 'city-state' construction industry that is shown to be similar to national industries elsewhere. On this basis, the research establishes its validity for the general-case. Two qualitative surveys have been completed to identify the current methods used by Hong Kong contractors and by Hong Kong consultants for the management of their portfolios-of-projects. These elements of the research did not find evidence that in general, firms used a MIS that transformed project-level performance data to manage portfolios-of-projects. In this respect, there was no notable evidence of the adoption of the project-to-portfolio MIS data-pipeline described by Cleland and King. These surveys did not provide evidence that the commonly used 'individual review' or 'spreadsheet analysis' of multi-project data for portfolio management included prioritisation to identify projects of most significance to the outcome of the portfolio. Empirical data from the public works element of the Hong Kong construction industry is used in simulations of portfolio management to test the hypothesis along with a longitudinal grounded case study of the implementation of a portfolio/project MIS within the Hong Kong Government (HKG SAR). This case study provided practical experimentation through the quantitative measurement of 'before' and 'after' effects of a change to project-based multi-project management techniques that fitted the Cleland and King model. A qualitative survey has been completed to assess the degree of success and User satisfaction with this practical experimentation. The results of these elements of the research are taken to mean that the hypothesis is supported in principle. The final element of the research uses the empirical data to investigate the effectiveness of basing success for the portfolio-of-projects largely on the outcome of the important projects within the portfolio. Monte Carlo techniques are used to simulate an achievable excellent performance for the projects deemed as significant within the portfolio whilst the outcome for the other projects is unchanged. The simulated improved performance for the significant projects is based upon a derived probability-distribution-function (PDF) that represents the top twenty percent of project achievement for the portfolio-of-projects. The simulated outcome provides evidence in support of the hypothesis. With the exception of one of the ten cases tested, the theoretical application of excellent outcomes for the significant twenty percent of the number of projects using Monte Carlo techniques results in a worthwhile improved outcome for the portfolio as a whole. In the exceptional case, the actual result was already in agreement with the theoretical proposition. All ten cases, thereby showed the hypothesis to be true within the specifics and constraints of this research.

The Internal Combustion Engines (ICEs) have played a significant role in transportation system to date and are expected to retain a significant market share through to 2050, according to the U.S. Energy Information Administration. Improving the efficiency of the ICEs is one of the most promising and cost-effective approaches to increasing highways vehicle’s fuel economy. The tools to address critical barriers to commercializing higher efficiency, lower emissions, advanced ICEs for passenger and commercial vehicles are increasingly important in the rapidly evolving automotive sector. In this research, a model based optimization strategy is developed for trade-off analysis of parts in Spark Ignition Internal Combustion Engines (SI-ICE). The trade-off analysis tool has been used as a complement to engine mapping to determine the operating region of an engine where a new part could lead to improvements in fuel efficiency, performance, and emissions. To build the engine models, a Design of Experiment (DoE) was developed for performing the engine tests. For each spark plug set, the engine tests were conducted twice with an acceptable control of the parameters that affect engine outputs. The engine torque, Break Specific Fuel Consumption (BSFC) and break specific NOx emission were considered as the engine responses. Engine models were built according to the two-stage modeling strategy by means of black box modeling techniques. The accuracies of the models were 96%, 95% and 92% for the engine torque, BSFC and NOx outputs respectively. For the optimization part, determination of the optimal spark timing for each spark plug was formulated as a multi-objective optimization problem searching for compromises among opposing objectives, i.e. engine torque, emission and fuel consumption. The optimization outputs were in form of Pareto fronts, enabling the selection of the best solutions in terms of different objectives by considering the higher level information. The resulted Pareto fronts of the two spark plugs were compared at different operating points of the Ford Coyote engine and results showed that the two plugs are comparable. The marginal difference was at low load and low speed condition, where the newly designed spark plug was better than the conventional design. / Thesis / Master of Applied Science (MASc)

Η παρούσα μεταπτυχιακή διατριβή διαπραγματεύεται τη μελέτη της κατανομής Pareto, την εκτίμηση και την σύγκριση των εκτιμητών των παραμέτρων της καθώς και την εκτίμηση της συνάρτησης επιβίωσης της δεδομένου ότι η κατανομή Pareto χρησιμοποιείται ως μοντέλο για την εκτίμηση μεγάλων εισοδημάτων. Στο Κεφάλαιο 1, παραθέτουμε μερικούς βασικούς ορισμούς και θεωρήματα της Μαθηματικής Στατιστικής όπου είναι αναγκαία για την ανάπτυξη της εργασίας μας. Στο Κεφάλαιο 2, αναφερόμαστε στη κατανομή Pareto, στα γενικά χαρακτηριστικά της και τη συσχέτισή της με άλλες γνωστές κατανομές. Στο Κεφάλαιο 3, μελετάμε τους εκτιμητές των παραμέτρων της κατανομή Pareto ως προς το τετραγωνικό σφάλμα κάνοντας και κάποιες συγκρίσεις μεταξύ των εκτιμητών. Στο Κεφάλαιο 4, μελετάμε τους εκτιμητές Bayes των παραμέτρων της κατανομή Pareto με συνάρτηση σφάλματος LINEX και τους συγκρίνουμε με τους εκτιμητές Bayes με τετραγωνικό σφάλμα. Στο Κεφάλαιο 5, εκτιμάμε της συνάρτηση επιβίωσης και μελετάμε τους αμερόληπτους εκτιμητές ελάχιστης διασποράς της πυκνότητας πιθανότητας και της συνάρτησης κατανομής συγκρινόντας τους, στη συνέχεια, με τους αντίστοιχους εκτιμητές μέγιστης πιθανοφάνειας. Στο Κεφάλαιο 6, παρουσιάζουμε ένα παράδειγμα για την καλύτερη κατανόηση των εκτιμήσεων μας. / We make an estimation for the Pareto distribution, we estimate the parameters of it and we make comparisons with each other.

Šis darbas remiasi dviem straipsniais: Kahadawala Cooray, Malwane M. A. Amanda, „Modeling actuarial data with a composite lognormal – Pareto model“ (Scandinavian Actuarial Journal, 5, 321-334 psl.) ir McNeil Alexander J. „Estimating the tails of loss severity distributions using extreme value theory“ (ASTIN Bulletin, 27, 117-137 psl.). Pirmajame pristatomas sudėtinis lognormalusis – Pareto skirstinys. Antrajame nagrinėjamas apibendrintas Pareto skirstinys, tiriama, kaip jis aprašo dideles žalas. Šio magistro darbo tikslas yra sujungti lognormalųjį bei apibendrintą Pareto skirstinius. Pirmasis jų gerai aprašo mažas žalas su dideliais dažniais, antrasis – dideles, turinčias mažus dažnius. Darbe taip pat naudojamas kiek pakeistas Kahadawala Cooray ir Malwane M. A. Amanda straipsnyje pasiūlytas skirstinių sujungimo būdas. Šiame darbe ištirtos kai kurios sudėtinio lognormaliojo – apibendrinto Pareto skirstinio su keturiais laisvais parametrais savybės, pateiktas įverčių radimo metodas, bei, remiantis šiuo modeliu, išnagrinėtos trys duomenų imtys. Rezultatai rodo jog, dėl tam tikrų sujungimo savybių, modelis tinkamas aprašyti tiek didelėms, tiek mažoms žaloms, o, svarbiausia, mišrioms žaloms, tarp kurių pasitaiko tiek mažų, tiek labai didelių. Pastarojo tipo duomenys gana dažni draudimo praktikoje. / This work is based on two articles: Kahadawala Cooray, Malwane M. A. Amanda, „Modeling actuarial data with a composite lognormal – Pareto model“ (Scandinavian Actuarial Journal, 5, pages 321-334) and McNeil Alexander J. „Estimating the tails of loss severity distributions using extreme value theory“ (ASTIN Bulletin, 27, pages 117-137). The first article presents a two - parameter smooth continuous composite lognormal - Pareto model. The second one analyses generalised Pareto distribution and how does this distribution cover large loses. The purpose of this writing is to mix lognormal and generalised Pareto distributions in to one four parameter smooth continuous distribution. The lognormal distribution is used to model small data with higher frequencies, and the generalised Pareto distribution is used to model large data with low frequencies. In this work we also try to use a modified way of mixing these two distributions than Kahadawala Cooray and Malwane M. A. Amanda used in their work. Writing also includes an analysis of some properties of this model, method of parameter estimation and three data sets analysis based on this distribution. The results show that because of some properties of mixing these two distributions, a composite model is suitable for covering small loses as well as it is suitable for covering large loses. But most important result is that the composite lognormal - generalised Pareto distribution is fit to cover data sets, which include small loses and... [to full text]