Open Access. Powered by Scholars. Published by Universities.®

Probability Commons

Open Access. Powered by Scholars. Published by Universities.®

Articles 1 - 8 of 8

Full-Text Articles in Probability

Utility In Time Description In Priority Best-Worst Discrete Choice Models: An Empirical Evaluation Using Flynn's Data, Sasanka Adikari, Norou Diawara Jan 2024

Utility In Time Description In Priority Best-Worst Discrete Choice Models: An Empirical Evaluation Using Flynn's Data, Sasanka Adikari, Norou Diawara

Mathematics & Statistics Faculty Publications

Discrete choice models (DCMs) are applied in many fields and in the statistical modelling of consumer behavior. This paper focuses on a form of choice experiment, best-worst scaling in discrete choice experiments (DCEs), and the transition probability of a choice of a consumer over time. The analysis was conducted by using simulated data (choice pairs) based on data from Flynn's (2007) 'Quality of Life Experiment'. Most of the traditional approaches assume the choice alternatives are mutually exclusive over time, which is a questionable assumption. We introduced a new copula-based model (CO-CUB) for the transition probability, which can handle the dependent …


An Adaptive Algorithm For `The Secretary Problem': Alternate Proof Of The Divergence Of A Maximizer Sequence, Andrew Benfante, Xiang Xu Jan 2023

An Adaptive Algorithm For `The Secretary Problem': Alternate Proof Of The Divergence Of A Maximizer Sequence, Andrew Benfante, Xiang Xu

OUR Journal: ODU Undergraduate Research Journal

This paper presents an alternate proof of the divergence of the unique maximizer sequence {π‘₯βˆ— 𝑛} of a function sequence {𝐹𝑛(π‘₯)} that is derived from an adaptive algorithm based on the now classic optimal stopping problem, known by many names but here β€˜the secretary problem’. The alternate proof uses a result established by Nguyen, Xu, and Zhao (n.d.) regarding the uniqueness of maximizer points of a generalized function sequence {π‘†πœ‡,𝜎 𝑛 } and relies on the strict monotonicity of 𝐹𝑛(π‘₯) as 𝑛 increases in order to show divergence of {π‘₯βˆ— 𝑛}. Towards this, limits of the exponentiated Gaussian CDF are …


Em Estimation For Zero- And K-Inflated Poisson Regression Model, Monika Arora, N. Rao Chaganty Jan 2021

Em Estimation For Zero- And K-Inflated Poisson Regression Model, Monika Arora, N. Rao Chaganty

Mathematics & Statistics Faculty Publications

Count data with excessive zeros are ubiquitous in healthcare, medical, and scientific studies. There are numerous articles that show how to fit Poisson and other models which account for the excessive zeros. However, in many situations, besides zero, the frequency of another count k tends to be higher in the data. The zero- and k-inflated Poisson distribution model (ZkIP) is appropriate in such situations The ZkIP distribution essentially is a mixture distribution of Poisson and degenerate distributions at points zero and k. In this article, we study the fundamental properties of this mixture distribution. Using stochastic representation, we …


Dynamic Attribute-Level Best Worst Discrete Choice Experiments, Amanda Working, Mohammed Alqawba, Norou Diawara May 2019

Dynamic Attribute-Level Best Worst Discrete Choice Experiments, Amanda Working, Mohammed Alqawba, Norou Diawara

Mathematics & Statistics Faculty Publications

Dynamic modelling of decision maker choice behavior of best and worst in discrete choice experiments (DCEs) has numerous applications. Such models are proposed under utility function of decision maker and are used in many areas including social sciences, health economics, transportation research, and health systems research. After reviewing references on the study of such experiments, we present example in DCE with emphasis on time dependent best-worst choice and discrimination between choice attributes. Numerical examples of the dynamic DCEs are simulated, and the associated expected utilities over time of the choice models are derived using Markov decision processes. The estimates are …


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 …


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.


Limit Theorems In The Area Of Large Deviations For Some Dependent Random Variables, Narasinga Rao Chaganty, Jayaram Sethuraman Jan 1987

Limit Theorems In The Area Of Large Deviations For Some Dependent Random Variables, Narasinga Rao Chaganty, Jayaram Sethuraman

Mathematics & Statistics Faculty Publications

A magnetic body can be considered to consist of n sites, where n is large. The magnetic spins at these n sites, whose sum is the total magnetization present in the body, can be modelled by a triangular array of random variables (X(n) 1,..., X(n) n). Standard theory of physics would dictate that the joint distribution of the spins can be modelled by dQn(x) = zn-1 exp[ -Hn(x)]Ξ  dP(xj), where x = (x1,..., xn) ∈ Rn, where Hn is the Hamiltonian, zn is …


On The First Passage Time Distribution For A Class Of Markov Chains, Mark Brown, Narasinga Rao Chaganty Jan 1983

On The First Passage Time Distribution For A Class Of Markov Chains, Mark Brown, Narasinga Rao Chaganty

Mathematics & Statistics Faculty Publications

Consider a stochastically monotone chain with monotone paths on a partially ordered countable set S. Let C be an increasing subset of S with finite complement. Then the first passage-time from i ∈ S to C is shown to be IFRA (increasing failure rate on the,av;rage). Several applications are presented including coherent systems, shock models, and convolutions of IFRA distributions.