Probability Commons^™

Educational Magic Tricks Based On Error-Detection Schemes, Ronald I. Greenberg

Computer Science: Faculty Publications and Other Works

Magic tricks based on computer science concepts help grab student attention and can motivate them to delve more deeply. Error detection ideas long used by computer scientists provide a rich basis for working magic; probably the most well known trick of this type is one included in the CS Unplugged activities. This paper shows that much more powerful variations of the trick can be performed, some in an unplugged environment and some with computer assistance. Some of the tricks also show off additional concepts in computer science and discrete mathematics.

Gilmore Girls And Instagram: A Statistical Look At The Popularity Of The Television Show Through The Lens Of An Instagram Page, Brittany Simmons

Student Research Day Abstracts and Posters

After going on the Warner Brothers Tour in December of 2015, I created a Gilmore Girls Instagram account. This account, which started off as a way for me to create edits of the show and post my photos from the tour turned into something bigger than I ever could have imagined. In just over a year I have over 55,000 followers. I post content including revival news, merchandise, and edits of the show that have been featured in Entertainment Weekly, Bustle, E! News, People Magazine, Yahoo News, & GilmoreNews.

I created a dataset of qualitative and quantitative outcomes from my ...

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 ...

Does Logic Help Us Beat Monty Hall?, Adam J. Hammett, Nathan A. Harold, Tucker R. Rhodes

The Research and Scholarship Symposium

The classical Monty Hall problem entails that a hypothetical game show contestant be presented three doors and told that behind one door is a car and behind the other two are far less appealing prizes, like goats. The contestant then picks a door, and the host (Monty) is to open a different door which contains one of the bad prizes. At this point in the game, the contestant is given the option of keeping the door she chose or changing her selection to the remaining door (since one has already been opened by Monty), after which Monty opens the chosen ...

The Battle Against Malaria: A Teachable Moment, Randy K. Schwartz

Journal of Humanistic Mathematics

Malaria has been humanity’s worst public health problem throughout recorded history. Mathematical methods are needed to understand which factors are relevant to the disease and to develop counter-measures against it. This article and the accompanying exercises provide examples of those methods for use in lower- or upper-level courses dealing with probability, statistics, or population modeling. These can be used to illustrate such concepts as correlation, causation, conditional probability, and independence. The article explains how the apparent link between sickle cell trait and resistance to malaria was first verified in Uganda using the chi-squared probability distribution. It goes on to ...

Influences Of Probability Instruction On Undergraduates' Understanding Of Counting Processes, Kayla Blyman

Theses and Dissertations--Education Science

Historically, students in an introductory finite mathematics course at a major university in the mid-south have struggled the most with the counting and probability unit, leading instructors to question if there was a better way to help students master the material. The purpose of this study was to begin to understand connections that undergraduate finite mathematics students are making between counting and probability. By examining student performance in counting and probability, this study provides insights that inform future instruction in courses that include counting and probability. Consequently, this study lays the groundwork for future inquiries in the field of undergraduate ...

Inference In Networking Systems With Designed Measurements, Chang Liu

Doctoral Dissertations May 2014 - current

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 Similarity In Reliability Surfaces Using The Probability Of Agreement, Nathaniel Stevens, C. M. Anderson-Cook

Mathematics

When separate populations exhibit similar reliability as a function of multiple explanatory variables, combining them into a single population is tempting. This can simplify future predictions and reduce uncertainty associated with estimation. However, combining these populations may introduce bias if the underlying relationships are in fact different. The probability of agreement formally and intuitively quantifies the similarity of estimated reliability surfaces across a two-factor input space. An example from the reliability literature demonstrates the utility of the approach when deciding whether to combine two populations or to keep them as distinct. New graphical summaries provide strategies for visualizing the results.

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 attempts to ...

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz

Doctor of Business Administration Dissertations

At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with ...

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 ...

Advanced Sequential Monte Carlo Methods And Their Applications To Sparse Sensor Network For Detection And Estimation, Kai Kang

Doctoral Dissertations

The general state space models present a flexible framework for modeling dynamic systems and therefore have vast applications in many disciplines such as engineering, economics, biology, etc. However, optimal estimation problems of non-linear non-Gaussian state space models are analytically intractable in general. Sequential Monte Carlo (SMC) methods become a very popular class of simulation-based methods for the solution of optimal estimation problems. The advantages of SMC methods in comparison with classical filtering methods such as Kalman Filter and Extended Kalman Filter are that they are able to handle non-linear non-Gaussian scenarios without relying on any local linearization techniques. In this ...

Numerical Solutions Of Stochastic Differential Equations, Liguo Wang

Doctoral Dissertations

In this dissertation, we consider the problem of simulation of stochastic differential equations driven by Brownian motions or the general Levy processes. There are two types of convergence for a numerical solution of a stochastic differential equation, the strong convergence and the weak convergence. We first introduce the strong convergence of the tamed Euler-Maruyama scheme under non-globally Lipschitz conditions, which allow the polynomial growth for the drift and diffusion coefficients. Then we prove a new weak convergence theorem given that the drift and diffusion coefficients of the stochastic differential equation are only twice continuously differentiable with bounded derivatives up to ...

Teaching The Quandary Of Statistical Jurisprudence: A Review-Essay On Math On Trial By Schneps And Colmez, Noah Giansiracusa

Journal of Humanistic Mathematics

This review-essay on the mother-and-daughter collaboration Math on Trial stems from my recent experience using this book as the basis for a college freshman seminar on the interactions between math and law. I discuss the strengths and weaknesses of this book as an accessible introduction to this enigmatic yet deeply important topic. For those considering teaching from this text (a highly recommended endeavor) I offer some curricular suggestions.

Simple Tools With Nontrivial Implications For Assessment Of Hypothesis-Evidence Relationships: The Interrogator’S Fallacy, Justus R. Riek

Journal of Humanistic Mathematics

This paper takes a mathematical analysis technique derived from the Interrogator’s Fallacy (in a legal context), expands upon it to identify a set of three interrelated probabilistic tools with wide applicability, and demonstrates their ability to assess hypothesis-evidence relationships associated with important problems

Markov Chain Analysis Of Noise And Restart In Stochastic Local Search, Ole J. Mengshoel, Youssef Ahres, Tong Yu

Ole J Mengshoel

Thinking Poker Through Game Theory, Damian Palafox

Electronic Theses, Projects, and Dissertations

Poker is a complex game to analyze. In this project we will use the mathematics of game theory to solve some simplified variations of the game. Probability is the building block behind game theory. We must understand a few concepts from probability such as distributions, expected value, variance, and enumeration methods to aid us in studying game theory. We will solve and analyze games through game theory by using different decision methods, decision trees, and the process of domination and simplification. Poker models, with and without cards, will be provided to illustrate optimal strategies. Extensions to those models will be ...

Elements Of The Mathematical Formulation Of Quantum Mechanics, Keunjae Go

Senior Honors Papers / Undergraduate Theses

In this paper, we will explore some of the basic elements of the mathematical formulation of quantum mechanics. In the first section, I will list the motivations for introducing a probability model that is quite different from that of the classical probability theory, but still shares quite a few significant commonalities. Later in the paper, I will discuss the quantum probability theory in detail, while paying a brief attention to some of the axioms (by Birkhoff and von Neumann) that illustrate both the commonalities and differences between classical mechanics and quantum mechanics. This paper will end with a presentation of ...

On A Multiple-Choice Guessing Game, Ryan Cushman, Adam J. Hammett

The Research and Scholarship Symposium

We consider the following game (a generalization of a binary version explored by Hammett and Oman): the first player (“Ann”) chooses a (uniformly) random integer from the first n positive integers, which is not revealed to the second player (“Gus”). Then, Gus presents Ann with a k-option multiple choice question concerning the number she chose, to which Ann truthfully replies. After a predetermined number m of these questions have been asked, Gus attempts to guess the number chosen by Ann. Gus wins if he guesses Ann’s number. Our goal is to determine every m-question algorithm which maximizes the probability ...

Models For Hsv Shedding Must Account For Two Levels Of Overdispersion, Amalia Magaret

UW Biostatistics Working Paper Series

We have frequently implemented crossover studies to evaluate new therapeutic interventions for genital herpes simplex virus infection. The outcome measured to assess the efficacy of interventions on herpes disease severity is the viral shedding rate, defined as the frequency of detection of HSV on the genital skin and mucosa. We performed a simulation study to ascertain whether our standard model, which we have used previously, was appropriately considering all the necessary features of the shedding data to provide correct inference. We simulated shedding data under our standard, validated assumptions and assessed the ability of 5 different models to reproduce the ...