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Full-Text Articles in Probability

D-Vine Copula Model For Dependent Binary Data, Huihui Lin, N. Rao Chaganty Apr 2020

D-Vine Copula Model For Dependent Binary Data, Huihui Lin, N. Rao Chaganty

College of Sciences Posters

High-dimensional dependent binary data are prevalent in a wide range of scientific disciplines. A popular method for analyzing such data is the Multivariate Probit (MP) model. But the MP model sometimes fails even within a feasible range of binary correlations, because the underlying correlation matrix of the latent variables may not be positive definite. In this research, we proposed pair copula models, assuming the dependence between the binary variables is first order autoregressive (AR(1))or equicorrelated structure. Also, when Archimediean copula is used, most paper converted Kendall Tau to corresponding copula parameter, there is no explicit function of Pearson’s correlation coefficient …


Density Estimation Of Spatio-Temporal Point Patterns Using Moran’S Statistics, Jennifer L. Lorio, Norou Diawara, Lance A. Waller Mar 2018

Density Estimation Of Spatio-Temporal Point Patterns Using Moran’S Statistics, Jennifer L. Lorio, Norou Diawara, Lance A. Waller

Mathematics & Statistics Faculty Publications

Moran’s Index is a statistic that measures spatial autocorrelation, quantifying the degree of dispersion (or spread) of objects in space. When investigating data in an area, a single Moran statistic may not give a sufficient summary of the autocorrelation spread. However, by partitioning the area and taking the Moran statistic of each subarea, we discover patterns of the local neighbors not otherwise apparent. In this paper, we consider the model of the spread of an infectious disease, incorporate time factor, and simulate a multilevel Poisson process where the dependence among the levels is captured by the rate of increase of …


Response Surface Optimization Of Electron Beam Freeform Fabrication Depositions Using Design Of Experiments, Patricia A. Quigley Jul 2012

Response Surface Optimization Of Electron Beam Freeform Fabrication Depositions Using Design Of Experiments, Patricia A. Quigley

Engineering Management & Systems Engineering Theses & Dissertations

The Electron Beam Freeform Fabrication (EBF3 ) System is a material depositing, layer additive technique that produces three dimensional (3D) parts out of a wide range of metals in high vacuum, using an electron beam and wire feedstock. Screening deposition trials on a titanium alloy, Ti-6Al-4V, at the National Aeronautics Space Administration (NASA) revealed selective vaporization of the aluminum content of linear prototypes when subjected to chemical analysis. In this study, the aluminum content, bead height and bead width output responses were analyzed from a systematic study of the effects that the interactions of the EBF3 processing parameters …


Modeling And Efficient Estimation Of Intra-Family Correlations, Roy Sabo Jan 2007

Modeling And Efficient Estimation Of Intra-Family Correlations, Roy Sabo

Mathematics & Statistics Theses & Dissertations

Familial data occur when observations are taken on multiple members of the same family. Due to relationships between these members, both genetic and by cohabitation, their response variables will likely exhibit some form of dependence. Most of the existing literature models this dependence with an equicorrelated structure. This structure is appropriate when the dependencies between family members are similar, such as in genetic studies, but not in cases where we expect the dependencies to differ, such as behavioral comparisons across different age groups. In this dissertation we first discuss an alternative structure based upon first-order autoregressive correlation. Specifically we create …


Estimation In A Marked Poisson Error Recapture Model Of Software Reliability, Rajan Gupta Jan 1991

Estimation In A Marked Poisson Error Recapture Model Of Software Reliability, Rajan Gupta

Mathematics & Statistics Theses & Dissertations

Nayak's (1988) model for the detection, removal, and recapture of the errors in a computer program is extended to a larger family of models in which the probabilities that the successive programs produce errors are described by the tail probabilities of discrete distribution on the positive integers. Confidence limits are derived for the probability that the final program produces errors. A comparison of the asymptotic variances of parameter estimates given by the error recapture and by the repetitive-run procedure of Nagel, Scholz, and Skrivan (1982) is made to determine which of these procedures efficiently uses the test time.


Large Deviation Local Limit Theorems For Ratio Statistics, Sanjeev V. Sabnis Jul 1987

Large Deviation Local Limit Theorems For Ratio Statistics, Sanjeev V. Sabnis

Mathematics & Statistics Theses & Dissertations

Let {T„, n > 1} be an arbitrary sequence of non-lattice random variables and {Sn, n > 1} be another sequence of positive non-lattice random variables. Let the two sequences be independent. Let Ø1n and Ø2n be the moment genereating functions of {Tn, n > 1} and { Sn,n > 1} respectively. Let {an} be a sequence of real numbers such that an —»• oo.