Ph. D.

Ph. D.

One of the most useful and best known goodness of fit test is the Kolmogorov one-sample test. The assumptions for the Kolmogorov (one-sample test) test are: 1. A random sample; 2. A continuous random variable; 3. F(x) is a completely specified hypothesized cumulative distribution function. The Kolmogorov one-sample test has a wide range of applications. Knowing the effect fromusing the test when an assumption is not met is of practical importance. The purpose of this research is to analyze the robustness of the Kolmogorov one-sample test to sampling from a finite discrete distribution. The standard tables for the Kolmogorov test are derived based on sampling from a theoretical continuous distribution. As such, the theoretical distribution is infinite. The standard tables do not include a method or adjustment factor to estimate the effect on table values for statistical experiments where the sample stems from a finite discrete distribution without replacement. This research provides an extension of the Kolmogorov test when the hypothesized distribution function is finite and discrete, and the sampling distribution is based on sampling without replacement. An investigative study has been conducted to explore possible tendencies and relationships in the distribution of Dn when sampling with and without replacement for various parameter settings. In all, 96 sampling distributions were derived. Results show the standard Kolmogorov table values are conservative, particularly when the sample sizes are small or the sample represents 10% or more of the population.

The practice of evaluating situations with the Riverside Situational Q-Sort (RSQ:Wagerman & Funder, 2009) is relatively new. The present study aimed to investigate the theoretical framework supporting the RSQ with regards to the potential confounds of emotional state and the use of Likert-type ratings. Data were collected from a sample of Florida Atlantic University students (N = 206). Participants were primed for either a positive or negative mood state and asked to evaluate a situation with the RSQ in either the Q-Sort or Likert-type response format. Results suggested that response format has a significant influence on RSQ evaluations, but mood and the interaction between mood and response format do not. Exploratory analyses were conducted to determine the underlying mechanisms responsible. / Includes bibliography. / Thesis (M.S.)--Florida Atlantic University, 2014. / FAU Electronic Theses and Dissertations Collection

"Patient motion is a significant cause of artifacts in SPECT imaging. It is important to be able to detect when a patient undergoing SPECT imaging is stationary, and when significant motion has occurred, in order to selectively apply motion compensation. In our system, optical cameras observe reflective markers on the patient. Subsequent image processing determines the marker positions relative to the SPECT system, calculating patient motion. We use this information to decide how to aggregate detected gamma rays (events) into projection images (frames) for tomographic reconstruction. For the most part, patients are stationary, and all events acquired at a single detector angle are treated as a single frame. When a patient moves, it becomes necessary to split a frame into subframes during each of which the patient is stationary. This thesis presents a method for splitting frames based on hypothesis testing. Two competing hypotheses and probability model are designed. Whether to split frames is based on a Bayesian recursive estimation of the likelihood function. The estimation procedure lends itself to an efficient iterative implementation. We show that the frame splitting algorithm performance is good for a sample SNR. Different motion simulation cases are presented to verify the algorithm performance. This work is expected to improve the accuracy of motion compensation in clinical diagnoses."

Typescript (photocopy). / Digitized by Kansas Correctional Industries

A technique called gaussian temporal factor analysis (gaussian TFA) proposed by Xu in 2000 may be used to test the APT model under the mild assumption that the efficient market hypothesis (EMH) is violated. We are motivated to investigate statistical behaviors of the gaussian TFA model. / According to a recent survey by Cochrane (1999), the multi-factor APT model is gaining popularity and recognition over CAPM by the investment community. While empirical evidence shows that mutual funds can earn average returns not explained by the CAPM by following a variety of investment styles, this anomaly could be captured by APT which includes the single-factor CAPM as a special case. Yet, three aspects of APT still cannot be tested in practice. / First, a systematic testing package is proposed for testing gaussian TFA in six dimensions, including factor number, factor loadings, residuals correlations and autoregressive conditional heteroscedasticity (ARCH) effects, economic significance and factor independence, using financial data in Hong Kong. Particularly, a new hypothesis testing approach is proposed for statistically testing independence. / In the finance literature, an objective way to judge whether an asset pricing model is misspecified is by statistical tests. In the past, both the capital asset pricing model (CAPM) and the arbitrage pricing theory (APT) have been the subjects of extensive tests. / Second, we investigate two extensions of the gaussian TFA model in view of ARCH in driving noise residuals. We test the extended models for ARCH as well as other aspects to ensure model specification adequacy. Furthermore, we find that ARCH effects are not quite significant driving noise residuals of the macroeconomic modulate independent state-space model. This may be due to long-term modelling of the market. / Third, we test gaussian TFA from the practical point of view in financial prediction and portfolio management. For prediction, we introduce the gaussian TFA alternative mixture experts (ME) approach for forecasting. For adaptive portfolio management, we derive the gaussian TFA adaptive algorithm for implementing the Sharpe-ratio based adaptive portfolio management under different scenarios. Empirical results reveal that APT-based portfolio management techniques are in general superior to return-based techniques. / by Kai-Chun Chiu. / "July, 2003." / Adviser: Lei Xu. / Source: Dissertation Abstracts International, Volume: 64-09, Section: B, page: 4451. / Thesis (Ph.D.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (p. 113-125). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. Ann Arbor, MI : ProQuest dissertations and theses, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. Ann Arbor, MI : ProQuest Information and Learning Company, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / School code: 1307.

The study seeks to determine the effect upon the Marascuilo Ú₀ statistic of violating the small sample assumption. The study employed a Monte Carlo simulation technique to vary the degree of sample size and unequal sample sizes within experiments to determine the effect of such conditions, Twenty-two simulations, with 1200 trials each, were used. The following conclusion appeared to be appropriate: The Marascuilo Ú₀ statistic should not be used with small sample sizes and it is recommended that the statistic be used only if sample sizes are larger than ten.

Abstract not available

Thesis (Ph. D.)--Ohio State University, 2006. / Title from first page of PDF file. Includes bibliographical references (p. 80-87).