Open Access. Powered by Scholars. Published by Universities.®
- Discipline
-
- Applied Statistics (3)
- Statistical Theory (3)
- Applied Mathematics (2)
- Design of Experiments and Sample Surveys (2)
- Mathematics (2)
-
- Statistical Models (2)
- Aerospace Engineering (1)
- Biostatistics (1)
- Business (1)
- Categorical Data Analysis (1)
- Clinical Trials (1)
- Control Theory (1)
- Dynamic Systems (1)
- Education (1)
- Engineering (1)
- Higher Education and Teaching (1)
- Junior High, Intermediate, Middle School Education and Teaching (1)
- Numerical Analysis and Computation (1)
- Other Applied Mathematics (1)
- Other Mathematics (1)
- Other Statistics and Probability (1)
- Portfolio and Security Analysis (1)
- Science and Mathematics Education (1)
- Secondary Education and Teaching (1)
- Statistical Methodology (1)
- Structures and Materials (1)
- Systems Engineering and Multidisciplinary Design Optimization (1)
- Institution
- Keyword
-
- Statistics (2)
- Analysis (1)
- Branching particle aproximation (1)
- Clinical trial (1)
- Computing (1)
-
- Covariate (1)
- Density approximation. (1)
- Design of experiments (1)
- Distribution (1)
- Education (1)
- Electronic beam welding (1)
- Electronic beams (1)
- Elliptically contoured random vectors (1)
- Exponential and gamma random variables (1)
- Hermitian quadratic forms (1)
- Nonlinear filtering (1)
- Portfolio allocation (1)
- Randomization (1)
- Sas (1)
- Simulation (1)
- Singular Gaussian vectors (1)
- Solid freedom fabrication (1)
- Transaction costs (1)
- Uniform and beta random variables (1)
Articles 1 - 6 of 6
Full-Text Articles in Probability
On The Distribution Of Quadratic Expressions In Various Types Of Random Vectors, Ali Akbar Mohsenipour
On The Distribution Of Quadratic Expressions In Various Types Of Random Vectors, Ali Akbar Mohsenipour
Electronic Thesis and Dissertation Repository
Several approximations to the distribution of indefinite quadratic expressions in possibly singular Gaussian random vectors and ratios thereof are obtained in this dissertation. It is established that such quadratic expressions can be represented in their most general form as the difference of two positive definite quadratic forms plus a linear combination of Gaussian random variables. New advances on the distribution of quadratic expressions in elliptically contoured vectors, which are expressed as scalar mixtures of Gaussian vectors, are proposed as well. Certain distributional aspects of Hermitian quadratic expressions in complex Gaussian vectors are also investigated. Additionally, approximations to the distributions of …
Approximate Methods For Dynamic Portfolio Allocation Under Transaction Costs, Nabeel Butt
Approximate Methods For Dynamic Portfolio Allocation Under Transaction Costs, Nabeel Butt
Electronic Thesis and Dissertation Repository
The thesis provides robust and efficient lattice based algorithms for solving dynamic portfolio allocation problems under transaction costs. The early part of the thesis concentrates upon developing a toolbox based on multinomial trees. The multinomial trees are shown to provide a reasonable approximation for most popular transaction cost models in the academic literature. The tool, once forged, is implemented in the powerful Mathematica based parallel computing environment. In the second part of the thesis we provide applications of our framework to real world problems. We show re-balancing portfolios is more valuable in an investment environment where the growth and volatility …
Response Surface Optimization Of Electron Beam Freeform Fabrication Depositions Using Design Of Experiments, Patricia A. Quigley
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 …
Adaptive Randomization Designs, Jenna Colavincenzo
Adaptive Randomization Designs, Jenna Colavincenzo
Statistics
Adaptive design methodologies use prior information to develop a clinical trial design. The goal of an adaptive design is to maintain the integrity and validity of the study while giving the researcher flexibility in identifying the optimal treatment. An example of an adaptive design can be seen in a basic pharmaceutical trial. There are three phases of the overall trial to compare treatments and experimenters use the information from the previous phase to make changes to the subsequent phase before it begins.
Adaptive design methods have been in practice since the 1970s, but have become increasingly complex ever since. One …
Using The R Library Rpanel For Gui-Based Simulations In Introductory Statistics Courses, Ryan M. Allison
Using The R Library Rpanel For Gui-Based Simulations In Introductory Statistics Courses, Ryan M. Allison
Statistics
As a student, I noticed that the statistical package R (http://www.r-project.org) would have several benefits of its usage in the classroom. One benefit to the package is its free and open-source nature. This would be a great benefit for instructors and students alike since it would be of no cost to use, unlike other statistical packages. Due to this, students could continue using the program after their statistical courses and into their professional careers. It would be good to expose students while they are in school to a tool that professionals use in industry. R also has powerful …
Stability Of Nonlinear Filters And Branching Particle Approximations To The Filtering Problems, Zhiqiang Li
Stability Of Nonlinear Filters And Branching Particle Approximations To The Filtering Problems, Zhiqiang Li
Doctoral Dissertations
Various particle filters have been proposed and their convergence to the optimal filter are obtained for finite time intervals. However, uniform convergence results have been established only for discrete time filters. We prove the uniform convergence of a branching particle filter for continuous time setup when the optimal filter itself is exponentially stable.
The short interest rate process is modeled by an asymptotically stationary diffusion process. With the counting process observations, a filtering problem is formulated and its exponential stability is derived. Base on the stability result, the uniform convergence of a branching particle filter is proved.