Applied Mathematics Commons^™

A Study Of Methods For Estimating Parameters In The Model Y(T) = A₁E-P₁T + A₂E-P₂T + Ε, Gerald Nicholas Haas

Masters Theses

“In this study, methods for estimating the unknown parameters A₁, A₂, p₁, and p₂ in the model
y(t) = A₁e^-p₁t + A₂e^-p₁t + ϵ
where ϵ ~ N(0, σ) are investigated. In the model investigated, A₁, A₂, p₁, and p₂ are positive.

Four methods, one non-iterative method and three iterative methods, for estimating parameters in this model are investigated. The non-iterative method is known as Prony's Method. The three iterative methods are (1) the Modified Gauss …

The Effect Of Matrix Condition In The Solution Of A System Of Linear Algebraic Equations., Herbert R. Alcorn

Masters Theses

"The solution of a system of linear non-homogeneous equations may contain errors which originate from many sources. A system of linear equations in which small changes in the coefficients cause large changes in the solution is unstable and the coefficient matrix is ill- conditioned .

The purpose of this study is to define several measures of matrix condition and to test them by correlation with a measure of the actual errors introduced into a system of equations.

The study indicates that three of the five measures of condition tested were reliable indices of the magnitude of error to expect in …

Estimation And Tabulation Of Bias Coefficients For Regression Analysis In Incompletely Specified Linear Models., Harry Kerry Edwards

Masters Theses

"There is often some uncertainty as to the exact number of predictors to include in the specification of the linear model when the theory of regression analysis is applied to specific data. To aid the experimenter in defining the correct number of predictors, a bias function that estimates the deviation of a linear model from the true model has been defined.

The writer has derived an accurate, economical, numerical method for calculating the bias function associated with an incompletely specified linear model and has tabulated bias function coefficients for a reasonable number of doubtful predictors"--Abstract, page ii.

A Method To Give The Best Linear Combination Of Order Statistics To Estimate The Mean Of Any Symmetric Population, Robert M. Smith

Masters Theses

“This paper gives a distribution for the ratio of two non-independent normally distributed random variables. The random variables involved are jointly distributed as the bivariate normal with means zero and variance- covariance matrix V.

The sample mean and one-half the sum of the smallest and largest sample observations from the symmetrically truncated Cauchy density function are compared as estimates of the mean of this density function. The reason for this comparison is to determine which of these two estimators gives the best estimate of the mean.

A method to empirically determine the best linear combination of order statistics for any …