In certain areas such as Pharmacokinetic(PK) and Pharmacodynamic(PD), the hazard rate function, denoted by ??, plays a central role in modeling the instantaneous risk of failure time data. In the context of assessing the appropriateness of a given parametric hazard rate model, Huh and Hutmacher [22] showed that their hazard-based visual predictive check is as good as a visual predictive check based on the survival function. Even though Huh and Hutmacher’s visual method is simple to implement and interpret, the final decision reached there depends on the personal experience of the user. In this thesis, our primary aim is to develop nonparametric goodness-ofit tests for hazard rate functions to help bring objectivity in hazard rate model selections or to augment subjective procedures like Huh and Hutmacher’s visual predictive check. Toward that aim two nonparametric goodnessofit (g-o) test statistics are proposed and they are referred to as chi-square g-o test and kernel-based nonparametric goodness-ofit test for hazard rate functions, respectively. On one hand, the asymptotic distribution of the chi-square goodness-ofit test for hazard rate functions is derived under the null hypothesis ??0 : ??(??) = ??0(??) ??? ? R + as well as under the fixed alternative hypothesis ??1 : ??(??) = ??1(??) ??? ? R +. The results as expected are asymptotically similar to those of the usual Pearson chi-square test. That is, under the null hypothesis the proposed test converges to a chi-square distribution and under the fixed alternative hypothesis it converges to a non-central chi-square distribution. On the other hand, we showed that the power properties of the kernel-based nonparametric goodness-ofit test for hazard rate functions are equivalent to those of the Bickel and Rosenblatt test, meaning the proposed kernel-based nonparametric goodness-ofit test can detect alternatives converging to the null at the rate of ???? , ?? < 1/2, where ?? is the sample size. Unlike the latter, the convergence rate of the kernel-base nonparametric g-o test is much greater; that is, one does not need a very large sample size for able to use the asymptotic distribution of the test in practice.

<p> We study the problem of finding approximate significance points of random variables whose exact distributions are unknown or extremely complicated . We consider the case where at least the first three moments, and possibly the lower or upper endpoint of the distribution are known. </p> <p> The methods of approximation studied include the Johnson system of transformations, Pearson curves, Pearson curves with known lower terminal, Cornish-Fisher expansions and the approximation a+bW, where W is chi-squared with p degrees of freedom . A new three-moment approximation of the form (cW)^k, with W as defined above, is also considered. These methods of approximation are discussed, with special attention to fitting procedures and computer implementation. </p> <p> The methods of approximation are compared, with respect to ease of application and accuracy of approximation, over a wide variety of exact distributions. The accuracy of each approximation is discussed and guidelines are given for determining which of several approximations should be used in a particular case. </p> / Thesis / Master of Science (MSc)

Thesis (M.Sc. Agriculture (Agricultural Economics)) -- University of Limpopo, 2022 / Beef and chicken meat play a very crucial role in providing food to South African consumers. However, the rise of food prices in South Africa is viewed to curtail progress and drives consumers into debt and forgone opportunity to access food. Hence, it is of importance to understand the consumer price index (CPI) of meat and the disaggregate components of beef and chicken meat producer price indexes (PPI) as they give a clear insight into how individual commodities contribute to the general and food price inflation. The study aimed to comparatively analyse the relationship between PPI beef and CPI meat as well as PPI chicken meat and CPI meat in South Africa from 1991 to 2018. The objectives of the study were to compare the indexes’ variability, correlation, and causality between the different PPI and CPI components. The objectives were analysed using the Coefficient of variation (CV), the Pearson coefficient correlation, the Granger causality test, and the Vector Error Correction model. The CV findings highlight that PPI beef had high variability (65%) compared to CPI meat (56.7%), whereas PPI chicken meat had low variability (49.2%) compared to CPI meat(56.7%). There was evidence of a positive correlation (0.99) between PPI beef and CPI meat as well as PPI chicken meat and CPI meat using Pearson coefficient correlation. In addition, a long-run relationship was found between PPI beef and CPI meat as well as between PPI chicken meat and CPI meat by using the VEC model. Granger causality results indicated that there was a unidirectional relationship from PPI chicken meat to CPI meat, and independent relationships were found from PPI beef to CPI meat, CPI meat to PPI beef as well as CPI meat to PPI chicken meat. Based on the findings, the study recommends that policymakers, through evaluation of monetary policies, should continue maintaining a specific inflation target range as that will assist in stabilising meat prices in the economy. At the same time, protect meat producers against input price inflation using instruments such as input subsidies, grants, and the provision of modern technologies. / National Research Foundation (NRF)

No description available.

L'objectif de cette thèse est la construction des tests localement et asymptotiquement optimaux. Le problème traité concerne un modèle qui contient une large classe de modèles de séries chronologiques. La propriété de la normalité asymptotique locale (LAN) est l'outil fondamental utilisé dans nos travaux de recherches. Une application de nos travaux en finance est proposée / The purpose of this phD thesis is the construction of alocally asymptotically optimal tests. In this testing problem, the considered model contains a large class of time series models. LAN property was the fundamental tools in our research works. Our results are applied in financial area

Cette thèse étudie la gestion et la couverture du risque en s’appuyant sur la Value-at-Risk (VaR) et la Value-at-Risk Conditionnelle (CVaR), comme mesures de risque. La première partie propose un modèle d’évolution de prix que nous confrontons à des données réelles issues de la bourse de Paris (Euronext PARIS). Notre modèle prend en compte les probabilités d’occurrence des pertes extrêmes et les changements de régimes observés sur les données. Notre approche consiste à détecter les différentes périodes de chaque régime par la construction d’une chaîne de Markov cachée et à estimer la queue de distribution de chaque régime par des lois puissances. Nous montrons empiriquement que ces dernières sont plus adaptées que les lois normales et les lois stables. L’estimation de la VaR est validée par plusieurs backtests et comparée aux résultats d’autres modèles classiques sur une base de 56 actifs boursiers. Dans la deuxième partie, nous supposons que les prix boursiers sont modélisés par des exponentielles de processus de Lévy. Dans un premier temps, nous développons une méthode numérique pour le calcul de la VaR et la CVaR cumulatives. Ce problème est résolu en utilisant la formalisation de Rockafellar et Uryasev, que nous évaluons numériquement par inversion de Fourier. Dans un deuxième temps, nous nous intéressons à la minimisation du risque de couverture des options européennes, sous une contrainte budgétaire sur le capital initial. En mesurant ce risque par la CVaR, nous établissons une équivalence entre ce problème et un problème de type Neyman-Pearson, pour lequel nous proposons une approximation numérique s’appuyant sur la relaxation de la contrainte / This thesis studies the risk management and hedging, based on the Value-at-Risk (VaR) and the Conditional Value-at-Risk (CVaR) as risk measures. The first part offers a stocks return model that we test in real data from NSYE Euronext. Our model takes into account the probability of occurrence of extreme losses and the regime switching observed in the data. Our approach is to detect the different periods of each regime by constructing a hidden Markov chain and estimate the tail of each regime distribution by power laws. We empirically show that powers laws are more suitable than Gaussian law and stable laws. The estimated VaR is validated by several backtests and compared to other conventional models results on a basis of 56 stock market assets. In the second part, we assume that stock prices are modeled by exponentials of a Lévy process. First, we develop a numerical method to compute the cumulative VaR and CVaR. This problem is solved by using the formalization of Rockafellar and Uryasev, which we numerically evaluate by Fourier inversion techniques. Secondly, we are interested in minimizing the hedging risk of European options under a budget constraint on the initial capital. By measuring this risk by CVaR, we establish an equivalence between this problem and a problem of Neyman-Pearson type, for which we propose a numerical approximation based on the constraint relaxation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This dissertation aims to analyze the items and dimensions of quality related to apartments in the city of Santa Maria / RS. It is underlined that quality investigated comes to compliance with the characteristics required by customers. About the methodological proceedings, 39 characteristics of location qualities, position and typological were listed according to the bibliography and sequentially reviewed by the real estate agencies. Subsequently, on the real estate agencies, data were collected of 500 apartments sold on 04/01/2013 to 08/25/2014; representing 37% of apartments sold in the city in that period. The data analysis began with the classical theory of tests, using Exploratory Factor Analysis and Confirmatory Factor Analysis sequentially, using the varimax rotation; which identified two factors, based on the criterion of Kaiser. Thus, the approach of Item Response Theory was opportunity, with the logistic model of two parameters as well, the presentation of the critical aspects on the use of Item Response Theory. The first model of Item Response Theory, whose latent trait was named quality of apartments about status, are compost of four items; while the second model, the latent trait quality of apartments about utility, no identified items Sequentially, it was found that the analyzed apartments had scores between 80 to 90, thus, it is clear that most of the apartments investigated for status have the score features 80 in ITR. Therefore it is possible conclude that the proposed objective of this dissertation was achieved. / Esta dissertação visa analisar os itens e dimensões da qualidade referentes aos apartamentos da cidade de Santa Maria/RS. Salienta-se que a qualidade estudada se trata da satisfação das características requeridas pelos clientes. Acerca dos procedimentos metodológicos, 39 características acerca de qualidades de localização, posição e tipológicas foram elencados de acordo com a bibliografia e sequencialmente verificados nas agências imobiliárias. Posteriormente, nas agências imobiliárias, foram coletados dados de 500 apartamentos vendidos nos períodos de 04/01/2013 a 25/08/2014; representando 37% dos apartamentos vendidos na cidade no referido período. O tratamento dos dados iniciou com a Teoria Clássica dos Testes, utilizando a Análise Fatorial Exploratória e sequencialmente a Análise Fatorial Confirmatória, utilizando a rotação ortogonal varimax; que apontou dois fatores, tendo como base o critério de Kaiser. Oportunizando assim a abordagem da Teoria de Resposta ao Item, apresentando o Modelo Logístico de dois parâmetros bem como, a apresentação dos aspectos críticos acerca da utilização da Teoria de Resposta ao Item. O primeiro modelo da Teoria de Resposta ao Item, cujo traço latente foi denominado qualidade dos apartamentos quanto ao status do apartamento, é composto por quatro itens; enquanto o segundo modelo, de traço latente qualidade dos apartamentos quanto à utilidade, não gerou itens. Sequencialmente, verificou-se que os apartamentos analisados possuíam escore entre 80 a 90, por conseguinte, é possível afirmar que a maioria dos apartamentos investigados quanto a status possuem as características de escore 80 na TRI. Portanto, é possível afirmar que, o objetivo proposto da presente dissertação foi alcançado.

In the light of recent findings regarding age and cumulative language exposure in the domain of Second Language Acquisition, the present study examines how starting age and linguistic input influences Swedish learners of French in a formal instructional setting. In contrast to natural settings, research suggests that a younger starting age in formal settings does not result in more advanced long-term competences in the target language. For the benefits associated with a younger age to be triggered, significant amounts of rich linguistic input need to be obtained by the learner on a daily basis. To test the validity of these findings, two groups with different starting ages were asked to fill in a questionnaire about their age and language contact as well as to perform a grammar and vocabulary test. A correlation analysis showed that an older starting age did in fact have a statistically significant relationship with higher test results and that the participants who reported having more frequent self-regulatory habits of studying French also performed better than the ones with little to no extracurricular exposure. However, a regression analysis did not manage to confirm these correlations and did instead find that other variables such as motivation and which group the participants belonged to have a much stronger significance than mere starting age and the amount of received input.

This paper investigates correlation between energy consumption 24 hours ahead and features used for predicting energy consumption. The features originate from three categories: weather, time and previous energy. The correlations are calculated using Pearson correlation and mutual information. This resulted in the highest correlated features being those representing previous energy consumption, followed by temperature and month. Two identical feature sets containing all attributes1 were obtained by ranking the features according to correlation. Three feature sets were created manually. The first set contained seven attributes representing previous energy consumption over the course of seven days prior to the day of prediction. The second set consisted of weather and time attributes. The third set consisted of all attributes from the first and second set. These sets were then compared on different machine learning models. It was found the set containing all attributes and the set containing previous energy attributes yielded the best performance for each machine learning model. 1In this report, the words ”attribute” and ”feature” are used interchangeably. / I denna rapport undersöks korrelation och betydelsen av olika attribut för att förutspå energiförbrukning 24 timmar framåt. Attributen härstammar från tre kategorier: väder, tid och tidigare energiförbrukning. Korrelationerna tas fram genom att utföra Pearson Correlation och Mutual Information. Detta resulterade i att de högst korrelerade attributen var de som representerar tidigare energiförbrukning, följt av temperatur och månad. Två identiska attributmängder erhölls genom att ranka attributen över korrelation. Tre attributmängder skapades manuellt. Den första mängden innehåll sju attribut som representerade tidigare energiförbrukning, en för varje dag, sju dagar innan datumet för prognosen av energiförbrukning. Den andra mängden bestod av väderoch tidsattribut. Den tredje mängden bestod av alla attribut från den första och andra mängden. Dessa mängder jämfördes sedan med hjälp av olika maskininlärningsmodeller. Resultaten visade att mängden med alla attribut och den med tidigare energiförbrukning gav bäst resultat för samtliga modeller.

This was a correlation study exploring the relationships between scores on various dimensions within and across different exercises in the leadership assessment and development centre (LADC) of an auditing firm in Johannesburg. The study specifically aimed at investigating the discriminant and convergent validity of the LADC. LADC ratings collected from a sample of 138 were analysed using a Pearson Product Moment Correlation (r) and principal component analysis (PCA) was conducted to discover the main dimensions or constructs. Twenty one dimensions were measured using six different exercises in the LADC. The large correlations found in the study showed lack of discriminant validity amongst the majority of different dimensions measured in same exercises whilst, the PCA showed some convergent validity among various dimensions measured across exercises for the LADC. Lastly, the findings of the principal component analysis (PCA) supported a two-factor structure, indicating that assessors are able to differentiate between interpersonal and performance-related dimensions. / Industrial and Organisational Psychology / M.A. (Industrial and Organisational Psychology)