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Physical Sciences and Mathematics Commons

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Simulation

Statistical Methodology

Theses, Dissertations and Capstones

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Full-Text Articles in Physical Sciences and Mathematics

Exploring The Variance Of The Sample Variance Through Estimation And Simulation, Christina Stradwick Jan 2019

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, Vˆ (S 2 ), under the normal, exponential, Bernoulli, and Poisson distributions and end the thesis with simulations demonstrating the distributions of these estimators.


The Quotient Of The Beta-Weibull Distribution, Nonhle Channon Mdziniso Jan 2012

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 …