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Full-Text Articles in Probability

Statistical Analysis Of Momentum In Basketball, Mackenzi Stump Dec 2017

Statistical Analysis Of Momentum In Basketball, Mackenzi Stump

Honors Projects

The “hot hand” in sports has been debated for as long as sports have been around. The debate involves whether streaks and slumps in sports are true phenomena or just simply perceptions in the mind of the human viewer. This statistical analysis of momentum in basketball analyzes the distribution of time between scoring events for the BGSU Women’s Basketball team from 2011-2017. We discuss how the distribution of time between scoring events changes with normal game factors such as location of the game, game outcome, and several other factors. If scoring events during a game were always randomly distributed, or …


Making Models With Bayes, Pilar Olid Dec 2017

Making Models With Bayes, Pilar Olid

Electronic Theses, Projects, and Dissertations

Bayesian statistics is an important approach to modern statistical analyses. It allows us to use our prior knowledge of the unknown parameters to construct a model for our data set. The foundation of Bayesian analysis is Bayes' Rule, which in its proportional form indicates that the posterior is proportional to the prior times the likelihood. We will demonstrate how we can apply Bayesian statistical techniques to fit a linear regression model and a hierarchical linear regression model to a data set. We will show how to apply different distributions to Bayesian analyses and how the use of a prior affects …


Statistical Modelling, Optimal Strategies And Decisions In Two-Period Economies, Jiang Wu Nov 2017

Statistical Modelling, Optimal Strategies And Decisions In Two-Period Economies, Jiang Wu

Electronic Thesis and Dissertation Repository

Motivated by some real problems, our thesis puts forward two general two-period pricing models and explore optimal buying and selling strategies in two states of the two-period decision, when buyer/seller's decisions in the two periods are uncertain: commodity valuations may or may not be independent, may or may not follow the same distribution, be heavily or just lightly influenced by exogenous economic conditions, and so on. For both the example of buying laptops and the example of selling houses, the connections between each example and the two-envelope paradox encourage us to explore optimal strategies based on the works of McDonnell …


Statistical Analysis Of Markovian Queueing Models Of Limit Order Books, Yiyao Luo May 2017

Statistical Analysis Of Markovian Queueing Models Of Limit Order Books, Yiyao Luo

Arts & Sciences Electronic Theses and Dissertations

The objective of this thesis is to investigate the suitability of some Markovian queueing models in being able to effectively describe the dynamical properties of a limit order book more specifically. We review and compare the assumptions proposed by Huang et al.[Quantitative Finance,12,547-557(2012)] and Cont et al.[SIAM Journal for Financial Mathematics,4,1- 25(2013)], and estimate the intensity parameters in both ways, based on real data of a stock on the Nasdaq Stock Market. Trough comparing by cumulative distribution functions of first-passage time to state 0, we will hsow that the estimators of Cont’s model fit our data better and we put …


Inference In Networking Systems With Designed Measurements, Chang Liu Mar 2017

Inference In Networking Systems With Designed Measurements, Chang Liu

Doctoral Dissertations

Networking systems consist of network infrastructures and the end-hosts have been essential in supporting our daily communication, delivering huge amount of content and large number of services, and providing large scale distributed computing. To monitor and optimize the performance of such networking systems, or to provide flexible functionalities for the applications running on top of them, it is important to know the internal metrics of the networking systems such as link loss rates or path delays. The internal metrics are often not directly available due to the scale and complexity of the networking systems. This motivates the techniques of inference …


Quantifying The Effect Of The Shift In Major League Baseball, Christopher John Hawke Jr. Jan 2017

Quantifying The Effect Of The Shift In Major League Baseball, Christopher John Hawke Jr.

Senior Projects Spring 2017

Baseball is a very strategic and abstract game, but the baseball world is strangely obsessed with statistics. Modern mainstream statisticians often study offensive data, such as batting average or on-base percentage, in order to evaluate player performance. However, this project observes the game from the opposite perspective: the defensive side of the game. In hopes of analyzing the game from a more concrete perspective, countless mathemeticians - most famously, Bill James - have developed numerous statistical models based on real life data of Major League Baseball (MLB) players. Large numbers of metrics go into these models, but what this project …