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Efficient Simulation Via Validation And Application Of An External Analytical Model, Thomas H. Irish
Efficient Simulation Via Validation And Application Of An External Analytical Model, Thomas H. Irish
Theses and Dissertations
This research makes significant contributions towards improving the efficiency of simulation studies using an external analytical model. The foundation for this research is the analytical control variate (ACV) method. The ACV method can produce significant variance reduction, but the resulting point estimate may exhibit bias. A Monte Carlo sampling method for resolving the bias problem is developed and demonstrated through a queueing network example. The method requires knowledge of the parameters and approximate distributions of the random variables used to produce the ACV. Often, some of these parameters or distributions are not known. Both parametric and non-parametric alternatives to the …
A New Sequential Goodness Of Fit Test For The Three-Parameter Gamma Distribution With Known Shape Based On Skewness And Kurtosis, Chil Ho Park
Theses and Dissertations
This research presents a new sequential goodness of fit test for the three-parameter gamma distribution with a known shape. The test is accomplished by employing two new tests, sample skewness and sample kurtosis, sequentially as test statistics. Unlike the typical goodness of fit test, using parameter estimation methods such as maximum likelihood estimation and minimum distance estimation, this test using the two test statistics above does not involve a substantial degree of computational complexity. Large Monte Carlo simulation has been used to determine critical values and overall significance levels for all combinations of the two tests, and to conduct extensive …
A New Sequential Goodness-Of-Fit Test For A Family Of Two Parameter Gamma Distributions With Known Shape Based On Skewness And Q-Statistic, Jae Suk Park
Theses and Dissertations
The objective of this research is to develop a new goodness-of-fit test for the gamma distribution. The gamma distribution is widely used for reliability and failure time estimations in the real world. Several methods to measure the fit of data to a hypothesized distribution are commonly used such as the chi-squared test, and Anderson- Darling test. The most important aspect of these tests is how well the results reflect the distribution family. This research will use the sequential test with skewness and Q- statistic as test statistics for fitting a gamma distribution. The main idea of a sequential test is …
Modeling Chemical Absorption Through Membranes, Jeffrey M. Hemmes
Modeling Chemical Absorption Through Membranes, Jeffrey M. Hemmes
Theses and Dissertations
Understanding the processes involved in dermal penetration of chemicals and drugs is important to both toxicologists and pharmacologists. Researchers developing new drugs are interested in enhancing the penetration of chemicals through the skin, while environmental professionals are interested in limiting such penetration. For both types of applications, predictive biologically-based mathematical models can be very useful in understanding the processes involved, particularly when such models are based on physiological and biochemical parameters which can be measured experimentally. In this thesis we study two existing physiologically-based pharmacokinetic (PBPK) models that predict concentrations of neat and aqueous dibromomethane (DBM) absorbed into and through …