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Full-Text Articles in Statistics and Probability

A Statistical Approach To Characterize And Detect Degradation Within The Barabasi-Albert Network, Mohd-Fairul Mohd-Zaid Sep 2016

A Statistical Approach To Characterize And Detect Degradation Within The Barabasi-Albert Network, Mohd-Fairul Mohd-Zaid

Theses and Dissertations

Social Network Analysis (SNA) is widely used by the intelligence community when analyzing the relationships between individuals within groups of interest. Hence, any tools that can be quantitatively shown to help improve the analyses are advantageous for the intelligence community. To date, there have been no methods developed to characterize a real world network as a Barabasi-Albert network which is a type of network with properties contained in many real-world networks. In this research, two newly developed statistical tests using the degree distribution and the L-moments of the degree distribution are proposed with application to classifying networks and detecting degradation …


On Some Test Statistics For Testing The Population Skewness And Kurtosis: An Empirical Study, Yawen Guo Aug 2016

On Some Test Statistics For Testing The Population Skewness And Kurtosis: An Empirical Study, Yawen Guo

FIU Electronic Theses and Dissertations

The purpose of this thesis is to propose some test statistics for testing the skewness and kurtosis parameters of a distribution, not limited to a normal distribution. Since a theoretical comparison is not possible, a simulation study has been conducted to compare the performance of the test statistics. We have compared both parametric methods (classical method with normality assumption) and non-parametric methods (bootstrap in Bias Corrected Standard Method, Efron’s Percentile Method, Hall’s Percentile Method and Bias Corrected Percentile Method). Our simulation results for testing the skewness parameter indicate that the power of the tests differs significantly across sample sizes, the …


Jmasm35: A Percentile-Based Power Method: Simulating Multivariate Non-Normal Continuous Distributions (Sas), Jennifer Koran, Todd C. Headrick May 2016

Jmasm35: A Percentile-Based Power Method: Simulating Multivariate Non-Normal Continuous Distributions (Sas), Jennifer Koran, Todd C. Headrick

Journal of Modern Applied Statistical Methods

The conventional power method transformation is a moment-matching technique that simulates non-normal distributions with controlled measures of skew and kurtosis. The percentile-based power method is an alternative that uses the percentiles of a distribution in lieu of moments. This article presents a SAS/IML macro that implements the percentile-based power method.


Implementation And Validation Of A Probabilistic Open Source Baseball Engine (Posbe): Modeling Hitters And Pitchers, Rhett Tracy Schaefer Apr 2016

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 Mar 2016

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 …


Simulating Longer Vectors Of Correlated Binary Random Variables Via Multinomial Sampling, Justine Shults Mar 2016

Simulating Longer Vectors Of Correlated Binary Random Variables Via Multinomial Sampling, Justine Shults

UPenn Biostatistics Working Papers

The ability to simulate correlated binary data is important for sample size calculation and comparison of methods for analysis of clustered and longitudinal data with dichotomous outcomes. One available approach for simulating length n vectors of dichotomous random variables is to sample from the multinomial distribution of all possible length n permutations of zeros and ones. However, the multinomial sampling method has only been implemented in general form (without first making restrictive assumptions) for vectors of length 2 and 3, because specifying the multinomial distribution is very challenging for longer vectors. I overcome this difficulty by presenting an algorithm for …


Design & Analysis Of A Computer Experiment For An Aerospace Conformance Simulation Study, Ryan W. Gryder Jan 2016

Design & Analysis Of A Computer Experiment For An Aerospace Conformance Simulation Study, Ryan W. Gryder

Theses and Dissertations

Within NASA's Air Traffic Management Technology Demonstration # 1 (ATD-1), Interval Management (IM) is a flight deck tool that enables pilots to achieve or maintain a precise in-trail spacing behind a target aircraft. Previous research has shown that violations of aircraft spacing requirements can occur between an IM aircraft and its surrounding non-IM aircraft when it is following a target on a separate route. This research focused on the experimental design and analysis of a deterministic computer simulation which models our airspace configuration of interest. Using an original space-filling design and Gaussian process modeling, we found that aircraft delay assignments …


A Recommendation System For Meta-Modeling: A Meta-Learning Based Approach, Can Cui, Mengqi Hu, Jeffery D. Weir, Teresa Wu Jan 2016

A Recommendation System For Meta-Modeling: A Meta-Learning Based Approach, Can Cui, Mengqi Hu, Jeffery D. Weir, Teresa Wu

Faculty Publications

Various meta-modeling techniques have been developed to replace computationally expensive simulation models. The performance of these meta-modeling techniques on different models is varied which makes existing model selection/recommendation approaches (e.g., trial-and-error, ensemble) problematic. To address these research gaps, we propose a general meta-modeling recommendation system using meta-learning which can automate the meta-modeling recommendation process by intelligently adapting the learning bias to problem characterizations. The proposed intelligent recommendation system includes four modules: (1) problem module, (2) meta-feature module which includes a comprehensive set of meta-features to characterize the geometrical properties of problems, (3) meta-learner module which compares the performance of instance-based …