Statistics and Probability Commons^™

Performance Analysis Of An M/M/1 Queue With N-Policy Interrupted Closedown Preventive Maintenance Balking And Feedback, A. Azhagappan, T. Deepa

Applications and Applied Mathematics: An International Journal (AAM)

This paper investigates the transient and stationary behavior of a M/M/1 queueing model with N-policy, interrupted closedown, balking, feedback and preventive maintenance. The server stays dormant (off state) until N customers accumulate in the queue and then starts an exhaustive service (on state). After the service, each customer may either leave the system or get immediate feedback. When the system becomes empty, the server resumes closedown. If any arrival occurs before the completion of closedown time, the closedown work of the server is interrupted and starts the busy period in an exhaustive manner. If no arrival occurs during the …

Dividend Maximization Under A Set Ruin Probability Target In The Presence Of Proportional And Excess-Of-Loss Reinsurance, Christian Kasumo, Juma Kasozi, Dmitry Kuznetsov

Applications and Applied Mathematics: An International Journal (AAM)

We study dividend maximization with set ruin probability targets for an insurance company whose surplus is modelled by a diffusion perturbed classical risk process. The company is permitted to enter into proportional or excess-of-loss reinsurance arrangements. By applying stochastic control theory, we derive Volterra integral equations and solve numerically using block-by-block methods. In each of the models, we have established the optimal barrier to use for paying dividends provided the ruin probability does not exceed a predetermined target. Numerical examples involving the use of both light- and heavy-tailed distributions are given. The results show that ruin probability targets result in …

Statistical Properties And Applications Of Press Statistic, Ida Marie Alcantara

Dissertations

The most popularly used statistic R^₂ has a fundamental weakness in model building: it favors adding more predictors to the model because R² can only increase. In effect, the additional predictors start fitting the noise in data. Other criterion in selecting a regression model such as R² _adj , AIC, SBC, and Mallow’s C_p does not guarantee the model selected will also make better prediction of future values. To avoid this, data scientists withhold a percentage of the data for validation purposes. The PRESS statistic does something similar by withholding each observation in calculating its own …

A Note On Inferences About The Probability Of Success, Rand Wilcox

Journal of Modern Applied Statistical Methods

There is an extensive literature dealing with inferences about the probability of success. A minor goal in this note is to point out when certain recommended methods can be unsatisfactory when the sample size is small. The main goal is to report results on the two-sample case. Extant results suggest using one of four methods. The results indicate when computing a 0.95 confidence interval, two of these methods can be more satisfactory when dealing with small sample sizes.

Chemostratigraphy Of Carbonate Gravity Flows Of The Wolfcamp Formation In Crockett County, Midland Basin, Texas, Alex Blizzard, Julie Bloxson

Electronic Theses and Dissertations

Sediment gravity flows into deep-water environments are important stratigraphic traps in lithologically diverse reservoirs generating multiple plays for hydrocarbon exploration. These highly heterogeneous deposits can be studied by utilizing chemostratigraphy and higher-order sequence stratigraphy; being an accurate method for reservoir characterization. Studying these gravity flows along a carbonate platform’s slope can further expand an understanding of the stratigraphy that is filling adjacent basins. The application of elemental analyses can support in identifying mineralogy that impact reservoir quality, especially when conventional testing cannot be applied.

This study utilizes five cores containing the Wolfcamp Formation from the southeastern slope of the Central …

Excess Mortality From Covid-19: A Commentary On The Italian Experience, Paolo Pasquariello, Saverio Stranges

Epidemiology and Biostatistics Publications

No abstract provided.

At The Interface Of Algebra And Statistics, Tai-Danae Bradley

Dissertations, Theses, and Capstone Projects

This thesis takes inspiration from quantum physics to investigate mathematical structure that lies at the interface of algebra and statistics. The starting point is a passage from classical probability theory to quantum probability theory. The quantum version of a probability distribution is a density operator, the quantum version of marginalizing is an operation called the partial trace, and the quantum version of a marginal probability distribution is a reduced density operator. Every joint probability distribution on a finite set can be modeled as a rank one density operator. By applying the partial trace, we obtain reduced density operators whose diagonals …

Research In Short Term Actuarial Modeling, Elijah Howells

Electronic Theses, Projects, and Dissertations

This paper covers mathematical methods used to conduct actuarial analysis in the short term, such as policy deductible analysis, maximum covered loss analysis, and mixtures of distributions. Assessment of a loss variable's distribution under the effect of a policy deductible, as well as one with an implemented maximum covered loss, and under both a policy deductible and maximum covered loss will also be covered. The derivation, meaning, and use of cost per loss and cost per payment will be discussed, as will those of an aggregate sum distribution, stop loss policy, and maximum likelihood estimation. For each topic, special cases …

Analysis Of Gameplay Strategies In Hearthstone: A Data Science Approach, Connor W. Watson

Theses

In recent years, games have been a popular test bed for AI research, and the presence of Collectible Card Games (CCGs) in that space is still increasing. One such CCG for both competitive/casual play and AI research is Hearthstone, a two-player adversarial game where players seeks to implement one of several gameplay strategies to defeat their opponent and decrease all of their Health points to zero. Although some open source simulators exist, some of their methodologies for simulated agents create opponents with a relatively low skill level. Using evolutionary algorithms, this thesis seeks to evolve agents with a higher skill …

Identification Of Patterns And Disruptions In Ambient Sensor Data From Private Homes, Yan Wang

USF Tampa Graduate Theses and Dissertations

The world’s population is rapidly aging and the increasing demand for home and health care services from this aging population brings unprecedented challenges to the economy and society. Ambient-assisted smart homes, residences equipped with ambient sensors to monitor the resident’s daily activities in a continuous and unobtrusive way, present great potential to manage the growing care service needs of this older population segment, and enable them to age-in-place.

Despite growing research, using ambient sensor data from private homes to monitor daily activities, health and wellness still faces significant challenges. To study ambient sensor data from private homes where annotated data …

A Study Of Cusum Statistics On Bitcoin Transactions, Ivan Perez

Theses and Dissertations

In this thesis, our objective is to study the relationship between transaction price and volume in the BTC/USD Coinbase exchange. In the second chapter, we develop a consecutive CUSUM algorithm to detect instantaneous changes in the arrival rate of market orders. We begin by estimating a baseline rate using the assumption of a local time-homogeneous Poisson process. Our observations lead us to reject the plausibility of a time-homogeneous Poisson model on a more global scale by using a chi squared test. We thus proceed to use CUSUM-based alarms to detect consecutive upward and downward changes in the arrival rate of …

A Web-Based, Positive Emotion Skills Intervention For Enhancing Posttreatment Psychological Well-Being In Young Adult Cancer Survivors (Empower): Protocol For A Single-Arm Feasibility Trial, John M. Salsman, Laurie E. Mclouth, Michael Cohn, Janet A. Tooze, Mia Sorkin, Judith T. Moskowitz

Behavioral Science Faculty Publications

BACKGROUND: Adolescent and young adult cancer survivors (AYAs) experience clinically significant distress and have limited access to supportive care services. Interventions to enhance psychological well-being have improved positive affect and reduced depression in clinical and healthy populations but have not been routinely tested in AYAs.

OBJECTIVE: The aim of this protocol is to (1) test the feasibility and acceptability of a Web-based positive emotion skills intervention for posttreatment AYAs called Enhancing Management of Psychological Outcomes With Emotion Regulation (EMPOWER) and (2) examine proof of concept for reducing psychological distress and enhancing psychological well-being.

METHODS: The intervention development and testing are …

Integrated Multiple Mediation Analysis: A Robustness–Specificity Trade-Off In Causal Structure, An-Shun Tai, Sheng-Hsuan Lin

Harvard University Biostatistics Working Paper Series

Recent methodological developments in causal mediation analysis have addressed several issues regarding multiple mediators. However, these developed methods differ in their definitions of causal parameters, assumptions for identification, and interpretations of causal effects, making it unclear which method ought to be selected when investigating a given causal effect. Thus, in this study, we construct an integrated framework, which unifies all existing methodologies, as a standard for mediation analysis with multiple mediators. To clarify the relationship between existing methods, we propose four strategies for effect decomposition: two-way, partially forward, partially backward, and complete decompositions. This study reveals how the direct and …

Waiting-Time Paradox In 1922, Naoki Masuda, Takayuki Hiraoka

Northeast Journal of Complex Systems (NEJCS)

We present an English translation and discussion of an essay that a Japanese physicist, Torahiko Terada, wrote in 1922. In the essay, he described the waiting-time paradox, also called the bus paradox, which is a known mathematical phenomenon in queuing theory, stochastic processes, and modern temporal network analysis. He also observed and analyzed data on Tokyo City trams to verify the relevance of the waiting-time paradox to busy passengers in Tokyo at the time. This essay seems to be one of the earliest documentations of the waiting-time paradox in a sufficiently scientific manner.

On Statistical Significance Of Discriminant Function Coefficients, Tolulope T. Sajobi, Gordon H. Fick, Lisa M. Lix

Journal of Modern Applied Statistical Methods

Discriminant function coefficients are useful for describing group differences and identifying variables that distinguish between groups. Test procedures were compared based on asymptotically approximations, empirical, and exact distributions for testing hypotheses about discriminant function coefficients. These tests are useful for assessing variable importance in multivariate group designs.

A Decision Tree Model To Predict Marginalized Zero-Inflated Poisson Mean, Philip Amewudah

University of New Orleans Theses and Dissertations

No abstract provided.

A Call For Consistency In The Official Naming Of The Disease Caused By Severe Acute Respiratory Syndrome Coronavirus 2 In Non-English Languages, Lu Dong, Zhe Li, Isaac Fung

Department of Biostatistics, Epidemiology, and Environmental Health Sciences Faculty Publications

We investigated the adoption of World Health Organization (WHO) naming of COVID-19 into the respective languages among the Group of Twenty (G20) countries, and the variation of COVID-19 naming in the Chinese language across different health authorities. On May 7, 2020, we identified the websites of the national health authorities of the G20 countries to identify naming of COVID-19 in their respective languages, and the websites of the health authorities in mainland China, Hong Kong, Macau, Taiwan and Singapore and identify their Chinese name for COVID-19. Among the G20 nations, Argentina, China, Italy, Japan, Mexico, Saudi Arabia and Turkey do …

Edge-Cloud Iot Data Analytics: Intelligence At The Edge With Deep Learning, Ananda Mohon M. Ghosh

Electronic Thesis and Dissertation Repository

Rapid growth in numbers of connected devices, including sensors, mobile, wearable, and other Internet of Things (IoT) devices, is creating an explosion of data that are moving across the network. To carry out machine learning (ML), IoT data are typically transferred to the cloud or another centralized system for storage and processing; however, this causes latencies and increases network traffic. Edge computing has the potential to remedy those issues by moving computation closer to the network edge and data sources. On the other hand, edge computing is limited in terms of computational power and thus is not well suited for …

Brain Structure Changes Over Time In Normal And Mildly Impaired Aged Persons, Charles D. Smith, Linda J. Van Eldik, Gregory A. Jicha, Frederick A. Schmitt, Peter T. Nelson, Erin L. Abner, Richard J. Kryscio, Richard R. Murphy, Anders H. Andersen

Neurology Faculty Publications

Structural brain changes in aging are known to occur even in the absence of dementia, but the magnitudes and regions involved vary between studies. To further characterize these changes, we analyzed paired MRI images acquired with identical protocols and scanner over a median 5.8-year interval. The normal study group comprised 78 elders (25M 53F, baseline age range 70-78 years) who underwent an annual standardized expert assessment of cognition and health and who maintained normal cognition for the duration of the study. We found a longitudinal grey matter (GM) loss rate of 2.56 ± 0.07 ml/year (0.20 ± 0.04%/year) and a …

Modeling Park Visitation Using Transformations Of Distance-Type Predictor Variables With Lasso, Ashley Hall

Scholars Week

We examine three common transformations (identity, fourth-root, and log) to determine the most suitable transformation for evaluating the importance of certain common features surrounding the Twin Cities Metropolitan Area (TCMA) city parks on park visitation. The distances between these features and city parks are approximately exponentially distributed by noting that their relative locations closely follow the spatial Poisson process. Because a fourth-root transformation improves the normality of exponential random variables, we verify that the fourth-root transformation is considered best by comparing correlation coefficients of the fourth-rooted data to the untransformed and log-transformed data via simulation. Using the TCMA city parks …