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Articles 1 - 6 of 6
Full-Text Articles in Statistics and Probability
A Framework For Generating Data To Simulate Application Scoring, Kenneth Kennedy, Sarah Jane Delany, Brian Mac Namee
A Framework For Generating Data To Simulate Application Scoring, Kenneth Kennedy, Sarah Jane Delany, Brian Mac Namee
Conference papers
In this paper we propose a framework to generate artificial data that can be used to simulate credit risk scenarios. Artificial data is useful in the credit scoring domain for two reasons. Firstly, the use of artificial data allows for the introduction and control of variability that can realistically be expected to occur, but has yet to materialise in practice. The ability to control parameters allows for a thorough exploration of the performance of classification models under different conditions. Secondly, due to non-disclosure agreements and commercial sensitivities, obtaining real credit scoring data is a problematic and time consuming task. By …
Empirical Comparison Of Some Test Statistics For Testing The Mean Of A Poisson Distribution, B. M. Golam Kibria, Florence George
Empirical Comparison Of Some Test Statistics For Testing The Mean Of A Poisson Distribution, B. M. Golam Kibria, Florence George
Applications and Applied Mathematics: An International Journal (AAM)
This paper considers the problem of hypotheses testing of the mean of a Poisson distribution. Accordingly we consider the following test statistics: Wald, WCC, Score (S), FT, VS, RVS, Exact and Bayes test statistics. A simulation study based on both one and two sided alternatives has been conducted to compare the performances of the test statistics. The study suggests that for a large sample size, all proposed test statistics except VCC and FT perform well in the sense of correct type I error rate of the test and power. However, for a small sample size, Score and VS have better …
Bayesian Threshold Moving Average Models, Mahmoud M. Smadi, M. T. Alodat
Bayesian Threshold Moving Average Models, Mahmoud M. Smadi, M. T. Alodat
Journal of Modern Applied Statistical Methods
A Bayesian approach in threshold moving average model for time series with two regimes is provided. The posterior distribution of the delay and threshold parameters are used to examine and investigate the intrinsic characteristics of this nonlinear time series model. The proposed approach is applied to both simulated data and a real data set obtained from a chemical system. Key words: Threshold time series, moving average model, Bayesian
Maximum Likelihood Solution For The Linear Structural Relationship With Three Parameters Known, Androulla Michaeloudis
Maximum Likelihood Solution For The Linear Structural Relationship With Three Parameters Known, Androulla Michaeloudis
Journal of Modern Applied Statistical Methods
A maximum likelihood solution is obtained for the simple linear structural relation model where the underlying incidental distribution and one error variance are assumed known. Expressions for the asymptotic standard errors of the maximum likelihood estimates are obtained and these are verified using a simulation study.
Statistical Properties Of A Convoluted Beta-Weibull Distribution, Jianan Sun
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 …
Meta-Analysis Of Single-Case Data: A Monte Carlo Investigation Of A Three Level Model, Corina M. Owens
Meta-Analysis Of Single-Case Data: A Monte Carlo Investigation Of A Three Level Model, Corina M. Owens
USF Tampa Graduate Theses and Dissertations
Numerous ways to meta-analyze single-case data have been proposed in the literature, however, consensus on the most appropriate method has not been reached. One method that has been proposed involves multilevel modeling. This study used Monte Carlo methods to examine the appropriateness of Van den Noortgate and Onghena's (2008) raw data multilevel modeling approach to the meta-analysis of single-case data. Specifically, the study examined the fixed effects (i.e., the overall average baseline level and the overall average treatment effect) and the variance components (e.g., the between person within study variance in the average baseline level, the between study variance in …