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Full-Text Articles in Probability

Bayesian Variable Selection Strategies In Longitudinal Mixture Models And Categorical Regression Problems., Md Nazir Uddin Aug 2021

Bayesian Variable Selection Strategies In Longitudinal Mixture Models And Categorical Regression Problems., Md Nazir Uddin

Electronic Theses and Dissertations

In this work, we seek to develop a variable screening and selection method for Bayesian mixture models with longitudinal data. To develop this method, we consider data from the Health and Retirement Survey (HRS) conducted by University of Michigan. Considering yearly out-of-pocket expenditures as the longitudinal response variable, we consider a Bayesian mixture model with $K$ components. The data consist of a large collection of demographic, financial, and health-related baseline characteristics, and we wish to find a subset of these that impact cluster membership. An initial mixture model without any cluster-level predictors is fit to the data through an MCMC …


Paper Structure Formation Simulation, Tyler R. Seekins May 2019

Paper Structure Formation Simulation, Tyler R. Seekins

Electronic Theses and Dissertations

On the surface, paper appears simple, but closer inspection yields a rich collection of chaotic dynamics and random variables. Predictive simulation of paper product properties is desirable for screening candidate experiments and optimizing recipes but existing models are inadequate for practical use. We present a novel structure simulation and generation system designed to narrow the gap between mathematical model and practical prediction. Realistic inputs to the system are preserved as randomly distributed variables. Rapid fiber placement (~1 second/fiber) is achieved with probabilistic approximation of chaotic fluid dynamics and minimization of potential energy to determine flexible fiber conformations. Resulting digital packed …


Distribution Of A Sum Of Random Variables When The Sample Size Is A Poisson Distribution, Mark Pfister Aug 2018

Distribution Of A Sum Of Random Variables When The Sample Size Is A Poisson Distribution, Mark Pfister

Electronic Theses and Dissertations

A probability distribution is a statistical function that describes the probability of possible outcomes in an experiment or occurrence. There are many different probability distributions that give the probability of an event happening, given some sample size n. An important question in statistics is to determine the distribution of the sum of independent random variables when the sample size n is fixed. For example, it is known that the sum of n independent Bernoulli random variables with success probability p is a Binomial distribution with parameters n and p: However, this is not true when the sample size …


Some New And Generalized Distributions Via Exponentiation, Gamma And Marshall-Olkin Generators With Applications, Hameed Abiodun Jimoh Jan 2018

Some New And Generalized Distributions Via Exponentiation, Gamma And Marshall-Olkin Generators With Applications, Hameed Abiodun Jimoh

Electronic Theses and Dissertations

Three new generalized distributions developed via completing risk, gamma generator, Marshall-Olkin generator and exponentiation techniques are proposed and studied. Structural properties including quantile functions, hazard rate functions, moment, conditional moments, mean deviations, R\'enyi entropy, distribution of order statistics and maximum likelihood estimates are presented. Monte Carlo simulation is employed to examine the performance of the proposed distributions. Applications of the generalized distributions to real lifetime data are presented to illustrate the usefulness of the models.


Newsvendor Models With Monte Carlo Sampling, Ijeoma W. Ekwegh Aug 2016

Newsvendor Models With Monte Carlo Sampling, Ijeoma W. Ekwegh

Electronic Theses and Dissertations

Newsvendor Models with Monte Carlo Sampling by Ijeoma Winifred Ekwegh The newsvendor model is used in solving inventory problems in which demand is random. In this thesis, we will focus on a method of using Monte Carlo sampling to estimate the order quantity that will either maximizes revenue or minimizes cost given that demand is uncertain. Given data, the Monte Carlo approach will be used in sampling data over scenarios and also estimating the probability density function. A bootstrapping process yields an empirical distribution for the order quantity that will maximize the expected profit. Finally, this method will be used …


Some New Probability Distributions Based On Random Extrema And Permutation Patterns, Jie Hao May 2014

Some New Probability Distributions Based On Random Extrema And Permutation Patterns, Jie Hao

Electronic Theses and Dissertations

In this paper, we study a new family of random variables, that arise as the distribution of extrema of a random number N of independent and identically distributed random variables X1,X2, ..., XN, where each Xi has a common continuous distribution with support on [0,1]. The general scheme is first outlined, and SUG and CSUG models are introduced in detail where Xi is distributed as U[0,1]. Some features of the proposed distributions can be studied via its mean, variance, moments and moment-generating function. Moreover, we make some other choices for …