Physical Sciences and Mathematics Commons^™

An Analysis Of Corporate Social Responsibility And Real Earnings Management, Rachel Brassine

Theses, Dissertations and Capstones

Real earnings management (REM) is costly in the form of intense loan restrictions, increased interest expense, and public scrutiny. Nevertheless, companies still practice REM. Based on agency and stakeholder theories, this research predicts that as a company’s CSR score increases, REM will decrease, and this association will become more negative when a critical mass of females on the board of directors exists and when a board-level CSR committee is present. This study also predicts that when a company offers an executive incentive plan based on CSR metrics, REM will decrease, and the relationship will become more negative with a critical …

A Predictive Model To Predict Cyberattack Using Self-Normalizing Neural Networks, Oluwapelumi Eniodunmo

Theses, Dissertations and Capstones

Cyberattack is a never-ending war that has greatly threatened secured information systems. The development of automated and intelligent systems provides more computing power to hackers to steal information, destroy data or system resources, and has raised global security issues. Statistical and Data mining tools have received continuous research and improvements. These tools have been adopted to create sophisticated intrusion detection systems that help information systems mitigate and defend against cyberattacks. However, the advancement in technology and accessibility of information makes more identifiable elements that can be used to gain unauthorized access to systems and resources. Data mining and classification tools …

Markov Chain Epidemic Models And Parameter Estimation, Oluwatobiloba Ige

Theses, Dissertations and Capstones

Over the years, various parts of the world have experienced disease outbreaks. Mathematical models are used to describe these outbreaks. We study the transmission of disease in simple cases of disease outbreaks by using compartmental models with Markov chains. First, we explore the formulation of compartmental SIS (Susceptible-Infectious-Susceptible) and SIR (Susceptible-Infectious-Recovered) disease models. These models are the basic building blocks of other compartmental disease models. Second, we build SIS and SIR disease models using both discrete and continuous time Markov chains. In discrete time models, transmission occurs at fixed time steps, and in continuous time models, transmission may occur at …

Exploring The Variance Of The Sample Variance Through Estimation And Simulation, Christina Stradwick

Theses, Dissertations and Capstones

In this thesis, we examine properties of the variance of the sample variance, which we will denote V (S ² ). We derive a formula for this variance and show that it only depends on the sample size, variance, and kurtosis of the underlying distribution. We also derive the maximum likelihood estimators for this parameter, V^ˆ (S ² ), under the normal, exponential, Bernoulli, and Poisson distributions and end the thesis with simulations demonstrating the distributions of these estimators.

Preference Probability Based On Ranks - A New Approach Using Logistic Regression With Zero Intercept, Oluwagbenga David Agboola

Theses, Dissertations and Capstones

Many probability models have been proposed to describe rankings. One of these is the BradleyTerry model, which is based on observed pairwise preferences. For this study, we reverse the case and propose a new approach for estimating pairwise preference probabilities based on observed rankings. The new approach uses logistic regression with zero intercept as the statistical model that fits this situation. In order to implement the model, we first estimate the parameter using maximum likelihood estimation. Then we evaluate this estimation using numerical approximation procedures. We consider three such procedures: bisection method, Newton-Raphson method, and improved Newton’s method. Using simulated …

The Pareto-G Extended Weibull Distribution, Oluwaseun Elizabeth Otunuga

Theses, Dissertations and Capstones

In this thesis, the Pareto family of extended Weibull distribution is introduced and discussed extensively. This family consists of the Pareto (Type I) Extended Weibull Distribution or PEW for short, and the Pareto (Type II) Extended Weibull Distribution or otherwise called the Lomax Extended Weibull Distribution or LEW for short. The numbers of the parameters of PEW or LEW depend on the number of parameters for the extended Weibull distribution and type of the Pareto distribution. Some properties of these distributions, such as the hazard rate function, the survival function, moments, skewness, kurtosis, mean deviation and entropies are discussed. The …

A Generalization Of The Difference Of Slopes Test To Poisson Regression With Three-Way Interaction, Melinda Bierhals

Theses, Dissertations and Capstones

Linear regression models involving interaction can use the difference of slopes test to compare slopes for various situations. We will be generalizing this process to develop a procedure to compare rates in a Poisson regression model, allowing us to consider unbounded count data as opposed to continuous data. We will apply this process to an educational data set from a sample of students located in two different Los Angeles high schools. Our model will include a three-way interaction and address the following questions:

• Does language ability impact the relationship between math ability and attendance in the same way for …

A Generalized Inflated Geometric Distribution, Ram Datt Joshi

Theses, Dissertations and Capstones

A count data that have excess number of zeros, ones, twos or threes are commonplace in experimental studies. But these inflated frequencies at particular counts may lead to over dispersion and thus may cause difficulty in data analysis. So, to get appropriate results from them and to overcome the possible anomalies in parameter estimation, we may need to consider suitable inflated distribution.

In this thesis, we have considered a Swedish fertility dataset with inflated values at some particular counts. Generally, Inflated Poisson or Inflated Negative Binomial distribution are the most common distributions for analyzing such data. Geometric distribution can be …

A New Method For Ranking Quarterback Fantasy Performance With Assessment Using Distances Between Rankings, Evan Boyd

Theses, Dissertations and Capstones

Each year around the first week of September, NFL fans are fulfilled with the familiar emotions of watching their team compete for the ultimate prize: Fantasy League Championship. No, the NFL did not rename the Super Bowl. To some, this prize is even more personal than if your favorite childhood NFL team were to win the big game in February. To put it simply, the popularity of fantasy football has grown tremendously over time and the opportunity to best your friends, family, coworkers, whomever it may be that attempts to create the greatest fantasy football roster of all time, absolutely …

A Generalized Inflated Poisson Distribution, Patrick Stewart

Theses, Dissertations and Capstones

Count data with excess number of zeros, ones or twos are commonly encountered in experimental situations. In this thesis we have examined one such fertility data from Sweden. The standard Poisson distribution, which is widely used to model such count data, may not provide a good fit to model women's fertility (defined as the number of children per woman in her lifetime) in a specific population due to various cultural and sociological reasons. Therefore, the usual Poisson distribution is inflated at specific values suitably, as dictated by the societal norms, to fit the available data. The data set is examined …

The Quotient Of The Beta-Weibull Distribution, Nonhle Channon Mdziniso

Theses, Dissertations and Capstones

A new class of distributions recently developed involves the logit of the beta distribution. Among this class of distributions are, the beta-Normal (Eugene et al. [15]); beta-Gumbel (Nadarajah and Kotz [18]); beta-Exponential (Nadarajah and Kotz [19]); beta-Weibull (Famoye et al. [6]); beta-Rayleigh (Akinsete and Lowe [3]); beta-Laplace (Kozubowshi and Nadarajah [20]); and beta-Pareto (Akinsete et al. [4]), among a few others. Many useful statistical properties arising from these distributions and their applications to real life data have been discussed in literature. One approach by which a new statistical distribution is generated is by the transformation of random variables having known …

Statistical Properties Of A Convoluted Beta-Weibull Distribution, Jianan Sun

Theses, Dissertations and Capstones

A new class of distributions recently developed involves the logit of the beta distribution. Among this class of distributions are the beta-normal (Eugene et.al. (2002)); beta-Gumbel (Nadarajah and Kotz (2004)); beta-exponential (Nadarajah and Kotz (2006)); beta-Weibull (Famoye et al. (2005)); beta-Rayleigh (Akinsete and Lowe (2008)); beta-Laplace (Kozubowski and Nadarajah (2008)); and beta-Pareto (Akinsete et al. (2008)), among a few others. Many useful statistical properties arising from these distributions and their applications to real life data have been discussed in the literature. One approach by which a new statistical distribution is generated is by the transformation of random variables having known …

The Beta Maxwell Distribution, Grace Ebunoluwa Amusan

Theses, Dissertations and Capstones

In this work we considered a general class of distributions gener- ated from the logit of the beta random variable. We looked at various works that have been done and discussed some of the results that were obtained. Special cases of this class include the beta-normal distribution, the beta-exponential distribution, the beta-Gumbell distribution, the beta-Weibull distribution, the beta-Pareto distribution and the beta-Rayleigh distribution. We looked at the probability distribution functions of each of these distributions and also look at some of their properties. Another special case of this family, a three-parameter beta-Maxwell distribution was dened and studied. Various properties of …