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Physical Sciences and Mathematics Commons™
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- Gibbs sampling (2)
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- Markov chain Monte Carlo (2)
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- Volleyball (2)
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Articles 1 - 9 of 9
Full-Text Articles in Physical Sciences and Mathematics
Parameter Estimation For The Beta Distribution, Claire Elayne Bangerter Owen
Parameter Estimation For The Beta Distribution, Claire Elayne Bangerter Owen
Theses and Dissertations
The beta distribution is useful in modeling continuous random variables that lie between 0 and 1, such as proportions and percentages. The beta distribution takes on many different shapes and may be described by two shape parameters, alpha and beta, that can be difficult to estimate. Maximum likelihood and method of moments estimation are possible, though method of moments is much more straightforward. We examine both of these methods here, and compare them to three more proposed methods of parameter estimation: 1) a method used in the Program Evaluation and Review Technique (PERT), 2) a modification of the two-sided power …
Generalized Random Walks, Their Trees, And The Transformation Method Of Option Pricing, Thomas Gordon Stewart
Generalized Random Walks, Their Trees, And The Transformation Method Of Option Pricing, Thomas Gordon Stewart
Theses and Dissertations
The random walk is a powerful model. Chemistry, Physics, and Finance are just a few of the disciplines that model with the random walk. It is clear from its varied uses that despite its simplicity, the simple random walk it very flexible. There is one major drawback, however, to the simple random walk and the geometric random walk. The limiting distribution is either normal, lognormal, or a levy process with infinite variance. This thesis introduces an new random walk aimed at overcoming this drawback. Because the simple random walk and the geometric random walk are special cases of the proposed …
Assessing Multivariate Heritability Through Nonparametric Methods, Benjamin Alan Carper
Assessing Multivariate Heritability Through Nonparametric Methods, Benjamin Alan Carper
Theses and Dissertations
The similarities between generations of living subjects are often quantified by heritability. By distinguishing genotypic variation, or variation due to parental pairings, from phenotypic variation, or normal intraspecies variation, the heritability of traits can be estimated. Due to the multivariate nature of many traits, such as size and shape, computation of heritability can be difficult. Also, assessment of the variation of the heritability estimate is extremely difficult. This study uses nonparametric methods, namely the randomization test and the bootstrap, to obtain both a measure of the extremity of the observed heritability and an assessment of the uncertainty.
Ordinal Regression To Evaluate Student Ratings Data, Emily Brooke Bell
Ordinal Regression To Evaluate Student Ratings Data, Emily Brooke Bell
Theses and Dissertations
Student evaluations are the most common and often the only method used to evaluate teachers. In these evaluations, which typically occur at the end of every term, students rate their instructors on criteria accepted as constituting exceptional instruction in addition to an overall assessment. This presentation explores factors that influence student evaluations using the teacher ratings data of Brigham Young University from Fall 2001 to Fall 2006. This project uses ordinal regression to model the probability of an instructor receiving a good, average, or poor rating. Student grade, instructor status, class level, student gender, total enrollment, term, GE class status, …
A Naive, Robust And Stable State Estimate, Todd Gordon Remund
A Naive, Robust And Stable State Estimate, Todd Gordon Remund
Theses and Dissertations
A naive approach to filtering for feedback control of dynamic systems that is robust and stable is proposed. Simulations are run on the filters presented to investigate the robustness properties of each filter. Each simulation with the comparison of the filters is carried out using the usual mean squared error. The filters to be included are the classic Kalman filter, Krein space Kalman, two adjustments to the Krein filter with input modeling and a second uncertainty parameter, a newly developed filter called the Naive filter, bias corrected Naive, exponentially weighted moving average (EWMA) Naive, and bias corrected EWMA Naive filter.
Optimal Interest Rate For A Borrower With Estimated Default And Prepayment Risk, Scott T. Howard
Optimal Interest Rate For A Borrower With Estimated Default And Prepayment Risk, Scott T. Howard
Theses and Dissertations
Today's mortgage industry is constantly changing, with adjustable rate mortgages (ARM), loans originated to the so-called "subprime" market, and volatile interest rates. Amid the changes and controversy, lenders continue to originate loans because the interest paid over the loan lifetime is profitable. Measuring the profitability of those loans, along with return on investment to the lender is assessed using Actuarial Present Value (APV), which incorporates the uncertainty that exists in the mortgage industry today, with many loans defaulting and prepaying. The hazard function, or instantaneous failure rate, is used as a measure of probability of failure to make a payment. …
The Optimal Weighting Of Pre-Election Polling Data, Gregory K. Johnson
The Optimal Weighting Of Pre-Election Polling Data, Gregory K. Johnson
Theses and Dissertations
Pre-election polls are used to test the political landscape and predict election results. The relative weights for the state-level data from the 2006 U.S. senatorial races are considered based on the date on which the polls were conducted. Long- and short-memory weight functions are developed to specify the relative value of historical polling data. An optimal weight function is estimated by minimizing the discrepancy function between estimates from weighted polls and the election outcomes.
Skill Evaluation In Women's Volleyball, Lindsay W. Florence, Gilbert W. Fellingham, Pat R. Vehrs, Nina P. Mortensen
Skill Evaluation In Women's Volleyball, Lindsay W. Florence, Gilbert W. Fellingham, Pat R. Vehrs, Nina P. Mortensen
Faculty Publications
The Brigham Young University Women's Volleyball Team recorded and rated all skills (pass, set, attack, etc.) and recorded rally outcomes (point for BYU, rally continues, point for opponent) for the entire 2006 home volleyball season. Only sequences of events occurring on BYU's side of the net were considered. Events followed one of these general patterns: serve-outcome, pass-set-attack-outcome, or block-dig-set-attack-outcome. These sequences of events were assumed to be first-order Markov chains where the quality of each contact depended only on the quality of the previous contact but not explicitly on contacts further removed in the sequence. We represented these sequences in …
Skill Evaluation In Women's Volleyball, Lindsay Walker Florence
Skill Evaluation In Women's Volleyball, Lindsay Walker Florence
Theses and Dissertations
The Brigham Young University Women's Volleyball Team recorded and rated all skills (pass, set, attack, etc.) and recorded rally outcomes (point for BYU, rally continues, point for opponent) for the entire 2006 home volleyball season. Only sequences of events occurring on BYU's side of the net were considered. Events followed one of these general patterns: serve-outcome, pass-set-attack-outcome, or block-dig-set-attack-outcome. These sequences of events were assumed to be first-order Markov chains where the quality of each contact depended only explicitly on the quality of the previous contact but not on contacts further removed in the sequence. We represented these sequences in …