Statistics and Probability Commons^™

Implementation And Validation Of A Probabilistic Open Source Baseball Engine (Posbe): Modeling Hitters And Pitchers, Rhett Tracy Schaefer

Open Access Theses

This manuscript details the implementation and validation of an open source probabilistic baseball engine (POSBE) that focuses on the hitter and pitcher model of the simulation. The simulation produced outcomes that parallel those observed in actual professional Major League Baseball games. The observed data were taken from the nineteen games played between the New York Yankees (NYY) and Boston Red Sox (BOS) during the 2015 season. The potential hitter/pitcher outcomes of interest were singles, doubles, triples, homeruns, walks, hit-by-pitch, and strikeouts. The nineteen game series was simulated 1000 times, resulting in a total of 19,000 simulations. The eighteen hitters and …

Determining The Optimal Work Breakdown Structure For Government Acquisition Contracts, Brian J. Fitzpatrick

Theses and Dissertations

The optimal level of Government Contract Work Breakdown Structure (G-CWBS) reporting for the purposes of Earned Value Management was inspected. The G-Score Metric was proposed, which can quantitatively grade a G-CWBS, based on a new method of calculating an Estimate At Completion (EAC) cost for each reported element. A random program generator created in R replicated the characteristics of DOD program artifacts retrieved from the Cost Analysis Data Enterprise (CADE) system. The generated artifacts were validated as a population, however validation at the demographic combination level using an artificial neural network was inconclusive. Comparative WBS forms were created for a …

Modeling And Simulation Of Value -At -Risk In The Financial Market Area, Xiangyin Zheng

Doctoral Dissertations

Value-at-Risk (VaR) is a statistical approach to measure market risk. It is widely used by banks, securities firms, commodity and energy merchants, and other trading organizations. The main focus of this research is measuring and analyzing market risk by modeling and simulation of Value-at-Risk for portfolios in the financial market area. The objectives are (1) predicting possible future loss for a financial portfolio from VaR measurement, and (2) identifying how the distributions of the risk factors affect the distribution of the portfolio. Results from (1) and (2) provide valuable information for portfolio optimization and risk management.

The model systems chosen …

Simulating Regional Interindustry Models For Western States, William A. Schaffer, Kong Chu

Applications

Although regional input-output models are now most frequently constructed on the basis of reasonably adequate surveys, simulation (estimating) techniques not based on original survey data are still in use by many regional scientists for quick and less costly results. We will modify our original aggregation procedures, examine our results through several statistical tests of tables constructed for three Western states, and discuss a possible correction procedure for improving raw estimates of interindustry transactions.