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Mathematical Models Of Games Of Chance: Epistemological Taxonomy And Potential In Problem-Gambling Research, Catalin Barboianu 2015 University of Bucharest

Mathematical Models Of Games Of Chance: Epistemological Taxonomy And Potential In Problem-Gambling Research, Catalin Barboianu

UNLV Gaming Research & Review Journal

Games of chance are developed in their physical consumer-ready form on the basis of mathematical models, which stand as the premises of their existence and represent their physical processes. There is a prevalence of statistical and probabilistic models in the interest of all parties involved in the study of gambling – researchers, game producers and operators, and players – while functional models are of interest more to math-inclined players than problem-gambling researchers. In this paper I present a structural analysis of the knowledge attached to mathematical models of games of chance and the act of mathematical modeling, arguing that such non-standard knowledge ...


The Relationship Between Self-Determination And Client Outcomes Among The Homeless, Samuel M. Hanna 2015 California State University - San Bernardino

The Relationship Between Self-Determination And Client Outcomes Among The Homeless, Samuel M. Hanna

Electronic Theses, Projects, and Dissertations

This paper has attempted to determine if there is a significant relationship between self-determination and client outcomes among the homeless. The study has been based upon the conceptual framework set forth in Self-Determination Theory. The purpose of the study was to explore the relationship between self-determination and client outcomes among the homeless. Using a data collection instrument, based on empirically validated instrumentation, clients from several homeless service providers in the City of San Bernardino were assessed for the level of self-determination and autonomy support they experience within these agencies. Outcome measures included such things as whether the client was going ...


Small Area Estimation Combining Information From Several Sources, Jae Kwang Kim, Seunghwan Park, Seo-young Kim 2015 Iowa State University

Small Area Estimation Combining Information From Several Sources, Jae Kwang Kim, Seunghwan Park, Seo-Young Kim

Statistics Publications

An area-level model approach to combining information from several sources is considered in the context of small area estimation. At each small area, several estimates are computed and linked through a system of structural error models. The best linear unbiased predictor of the small area parameter can be computed by the general least squares method. Parameters in the structural error models are estimated using the theory of measurement error models. Estimation of mean squared errors is also discussed. The proposed method is applied to the real problem of labor force surveys in Korea.


Estimated Probability Of Becoming A Case Of Drug Dependence In Relation To Duration Of Drug-Taking Experience: A Function Approach, Olga A. Vsevolozhskaya, James C. Anthony 2015 Michigan State University

Estimated Probability Of Becoming A Case Of Drug Dependence In Relation To Duration Of Drug-Taking Experience: A Function Approach, Olga A. Vsevolozhskaya, James C. Anthony

Olga A. Vsevolozhskaya

Measured as elapsed time from first use to dependence syndrome onset, the estimated 'induction interval' for cocaine clearly is short relative to the cannabis interval, but little is known about risk of becoming dependent when use persists. Published estimates for this facet of drug dependence epidemiology are from life histories elicited years after first use. To improve estimation, we turn to new data from nationally representative samples of newly incident drug users identified via probability sampling and confidential computer-assisted self-interviews for the National Surveys on Drug Use and Health, 2004-2013. Standardized modules assess first and most recent use, and dependence ...


Video Event Understanding With Pattern Theory, Fillipe Souza, Sudeep Sarkar, Anuj Srivastava, Jingyong Su 2015 University of South Florida

Video Event Understanding With Pattern Theory, Fillipe Souza, Sudeep Sarkar, Anuj Srivastava, Jingyong Su

MODVIS Workshop

We propose a combinatorial approach built on Grenander’s pattern theory to generate semantic interpretations of video events of human activities. The basic units of representations, termed generators, are linked with each other using pairwise connections, termed bonds, that satisfy predefined relations. Different generators are specified for different levels, from (image) features at the bottom level to (human) actions at the highest, providing a rich representation of items in a scene. The resulting configurations of connected generators provide scene interpretations; the inference goal is to parse given video data and generate high-probability configurations. The probabilistic structures are imposed using energies ...


Spatially Random Processes In One-Dimensional Maps: The Logistic Map And The Arnold Circle Map, An T. Le 2015 University of Colorado Boulder

Spatially Random Processes In One-Dimensional Maps: The Logistic Map And The Arnold Circle Map, An T. Le

Applied Mathematics Graduate Theses & Dissertations

One way to model in-situ remediation of contaminated groundwater is to consider spatially random processes in nonlinear systems. Groundwater remediation often requires injecting an aquifer with treatment solution, where degradation reactions break down the toxins. As the treatment solution and contaminated water flow through the aquifer, their movement is limited by the types of sediment found in the aquifer, which act as spatial barriers to mixing. The onset of chaos in this system implies the two solutions are well mixed, and thus the contaminants are rendered inert. The spatially random processes explored in this thesis are meant to mimic the ...


Assessing The Probability That A Finding Is Genuine For Large-Scale Genetic Association Studies, Chia-Ling Kuo, Olga A. Vsevolozhskaya, Dmitri V. Zaykin 2015 University of Connecticut

Assessing The Probability That A Finding Is Genuine For Large-Scale Genetic Association Studies, Chia-Ling Kuo, Olga A. Vsevolozhskaya, Dmitri V. Zaykin

Olga A. Vsevolozhskaya

Genetic association studies routinely involve massive numbers of statistical tests accompanied by P-values. Whole genome sequencing technologies increased the potential number of tested variants to tens of millions. The more tests are performed, the smaller P-value is required to be deemed significant. However, a small P-value is not equivalent to small chances of a spurious finding and significance thresholds may fail to serve as efficient filters against false results. While the Bayesian approach can provide a direct assessment of the probability that a finding is spurious, its adoption in association studies has been slow, due in part to the ubiquity ...


No-Arbitrage Option Pricing And The Binomial Asset Pricing Model, Nicholas S. Hurley 2015 Wayne State University

No-Arbitrage Option Pricing And The Binomial Asset Pricing Model, Nicholas S. Hurley

Honors College Theses

Financial markets often employ the use of securities, which are defined to be any kind of tradable financial asset. Common types of securities include stocks and bonds. A particular type of security, known as a derivative security (or simply, a derivative), are financial instruments whose value is derived from another underlying security or asset (such as a stock). A common kind of derivative is an option, which is a contract that gives the holder the right but not the obligation to go through with the terms of said contract. An example of an option is the European Option, which we ...


Boundary Problems For One And Two Dimensional Random Walks, Miky Wright 2015 Western Kentucky University

Boundary Problems For One And Two Dimensional Random Walks, Miky Wright

Masters Theses & Specialist Projects

This thesis provides a study of various boundary problems for one and two dimensional random walks. We first consider a one-dimensional random walk that starts at integer-valued height k > 0, with a lower boundary being the x-axis, and on each step moving downward with probability q being greater than or equal to the probability of going upward p. We derive the variance and the standard deviation of the number of steps T needed for the height to reach 0 from k, by first deriving the moment generating function of T. We then study two types of two-dimensional random walks with ...


Monte Carlo Methods In Finance, Je Guk Kim 2015 University of Tennessee - Knoxville

Monte Carlo Methods In Finance, Je Guk Kim

Doctoral Dissertations

Monte Carlo method has received significant consideration from the context of quantitative finance mainly due to its ease of implementation for complex problems in the field. Among topics of its application to finance, we address two topics: (1) optimal importance sampling for the Laplace transform of exponential Brownian functionals and (2) analysis on the convergence of quasi-regression method for pricing American option. In the first part of this dissertation, we present an asymptotically optimal importance sampling method for Monte Carlo simulation of the Laplace transform of exponential Brownian functionals via Large deviations principle and calculus of variations the closed form ...


Exact Statistical Inferences For Functions Of Parameters Of The Log-Gamma Distribution, Joseph F. Mcdonald 2015 University of Nevada, Las Vegas

Exact Statistical Inferences For Functions Of Parameters Of The Log-Gamma Distribution, Joseph F. Mcdonald

UNLV Theses, Dissertations, Professional Papers, and Capstones

The log-gamma model has been used extensively for flood frequency analysis and is an important distribution in reliability, medical and other areas of lifetime testing. Conventional methods fails to provide exact solutions for the log-gamma model while asymptotic methods provide approximate solutions that often have poor performance for typical sample sizes. The two parameter log-gamma distribution is examined using the generalized p-value approach. The methods are exact in the sense that the tests and the confidence intervals are based on exact probability statements rather than on asymptotic approximations. Exact tests and exact confidence intervals for the parameter of interest based ...


Modeling Traffic At An Intersection, Kaleigh L. Mulkey, Saniita K. FaSenntao 2015 Kennesaw State University

Modeling Traffic At An Intersection, Kaleigh L. Mulkey, Saniita K. Fasenntao

Symposium of Student Scholars

The main purpose of this project is to build a mathematical model for traffic at a busy intersection. We use elements of Queueing Theory to build our model: the vehicles driving into the intersection are the “arrival process” and the stop light in the intersection is the “server.”

We collected traffic data on the number of vehicles arriving to the intersection, the duration of green and red lights, and the number of vehicles going through the intersection during a green light. We built a SAS macro code to simulate traffic based on parameters derived from the data.

In our program ...


Extensions Of The Cross-Entropy Method With Applications To Diffusion Processes And Portfolio Losses, Alexandre Scott 2015 The University of Western Ontario

Extensions Of The Cross-Entropy Method With Applications To Diffusion Processes And Portfolio Losses, Alexandre Scott

Electronic Thesis and Dissertation Repository

Rare event simulation is a crucial part of simulations. In financial mathematics, the study of rare events appear naturally when we consider risk measures such as the conditional value at risk. This thesis is composed of three related papers treating the rare event simulations subject: the first paper addresses rare event simulations using for diffusion processes, the second paper addresses rare event simulations for the normal and the Student t-copula model while the last paper addresses rare event simulations for a portfolio model where there is a correlation structure between the loss-given-default and the probability of default.


An Evaluator’S Journey Toward Bayes: Part Ii, Joshua P. Twomey 2015 University of Massachusetts Medical School

An Evaluator’S Journey Toward Bayes: Part Ii, Joshua P. Twomey

Center for Health Policy and Research (CHPR) Publications

Blog post to AEA365, a blog sponsored by the American Evaluation Association (AEA) dedicated to highlighting Hot Tips, Cool Tricks, Rad Resources, and Lessons Learned for evaluators. The American Evaluation Association is an international professional association of evaluators devoted to the application and exploration of program evaluation, personnel evaluation, technology, and many other forms of evaluation. Evaluation involves assessing the strengths and weaknesses of programs, policies, personnel, products, and organizations to improve their effectiveness.


An Evaluator’S Journey Toward Bayes: Part I, Joshua P. Twomey 2015 University of Massachusetts Medical School

An Evaluator’S Journey Toward Bayes: Part I, Joshua P. Twomey

Center for Health Policy and Research (CHPR) Publications

Blog post to AEA365, a blog sponsored by the American Evaluation Association (AEA) dedicated to highlighting Hot Tips, Cool Tricks, Rad Resources, and Lessons Learned for evaluators. The American Evaluation Association is an international professional association of evaluators devoted to the application and exploration of program evaluation, personnel evaluation, technology, and many other forms of evaluation. Evaluation involves assessing the strengths and weaknesses of programs, policies, personnel, products, and organizations to improve their effectiveness.


Bootstrapping Vs. Asymptotic Theory In Property And Casualty Loss Reserving, Andrew J. DiFronzo Jr. 2015 Bryant University

Bootstrapping Vs. Asymptotic Theory In Property And Casualty Loss Reserving, Andrew J. Difronzo Jr.

Honors Projects in Mathematics

One of the key functions of a property and casualty (P&C) insurance company is loss reserving, which calculates how much money the company should retain in order to pay out future claims. Most P&C insurance companies use non-stochastic (non-random) methods to estimate these future liabilities. However, future loss data can also be projected using generalized linear models (GLMs) and stochastic simulation. Two simulation methods that will be the focus of this project are: bootstrapping methodology, which resamples the original loss data (creating pseudo-data in the process) and fits the GLM parameters based on the new data to estimate the sampling distribution of the reserve estimates; and asymptotic theory, which resamples only the GLM parameters (fitted from an original set of data) from a multivariate normal distribution to estimate the sampling distribution of the reserve estimates. Using Excel, R, and SAS software, the copulas of the GLM parameter estimates from the stochastic methods will be compared to the copula from a multivariate normal distribution. Ultimately, the Value at Risk (VaR) and Tail Value at Risk (TVaR) results from each method’s sampling distribution will be compared to each other, with the goal of showing that ...


Robust Dimension Free Isoperimetry In Gaussian Space, Elchanan Mossel, Joe Neeman 2015 University of Pennsylvania

Robust Dimension Free Isoperimetry In Gaussian Space, Elchanan Mossel, Joe Neeman

Statistics Papers

We prove the first robust dimension free isoperimetric result for the standard Gaussian measure γn and the corresponding boundary measure γ+n in Rn. The main result in the theory of Gaussian isoperimetry (proven in the 1970s by Sudakov and Tsirelson, and independently by Borell) states that if γn(A)=1/2 then the surface area of A is bounded by the surface area of a half-space with the same measure, γ+n(A) ≤ (2π)−1/2. Our results imply in particular that if A ⊂ Rn satisfies γn(A) = 1/2 and γ+n ...


Defeatism Defeated, Max Baker-Hytch, Matthew A. Benton 2015 Seattle Pacific University

Defeatism Defeated, Max Baker-Hytch, Matthew A. Benton

SPU Works

Many epistemologists are enamored with a defeat condition on knowledge. In this paper we present some implementation problems for defeatism, understood along either internalist or externalist lines. We then propose that one who accepts a knowledge norm of belief, according to which one ought to believe only what one knows, can explain away much of the motivation for defeatism. This is an important result, because on the one hand it respects the plausibility of the intuitions about defeat shared by many in epistemology; but on the other hand, it obviates the need to provide a unified account of defeat which ...


Niche-Based Modeling Of Japanese Stiltgrass (Microstegium Vimineum) Using Presence-Only Information, Nathan Bush 2015 University of Massachusetts Amherst

Niche-Based Modeling Of Japanese Stiltgrass (Microstegium Vimineum) Using Presence-Only Information, Nathan Bush

Masters Theses

The Connecticut River watershed is experiencing a rapid invasion of aggressive non-native plant species, which threaten watershed function and structure. Volunteer-based monitoring programs such as the University of Massachusetts’ OutSmart Invasives Species Project, Early Detection Distribution Mapping System (EDDMapS) and the Invasive Plant Atlas of New England (IPANE) have gathered valuable invasive plant data. These programs provide a unique opportunity for researchers to model invasive plant species utilizing citizen-sourced data. This study took advantage of these large data sources to model invasive plant distribution and to determine environmental and biophysical predictors that are most influential in dispersion, and to identify ...


Using Capture-Mark-Recapture Techniques To Estimate Detection Probabilities & Fidelity Of Expression For The Critically Endangered James Spinymussel (Pleurobema Collina)., Alaina C. Esposito 2015 James Madison University

Using Capture-Mark-Recapture Techniques To Estimate Detection Probabilities & Fidelity Of Expression For The Critically Endangered James Spinymussel (Pleurobema Collina)., Alaina C. Esposito

Masters Theses

The critically endangered James Spinymussel (Pleurobema collina) is a species of freshwater mussel endemic to Virginia’s James and Dan River basins. In the last 20 years, P. collina has experienced a substantial decline in numbers and currently occupies approximately 10% of its original habitat; however, little information is known about this species to assist in conservation. A 230-meter reach of transitional habitat in Swift Run was selected for repeat observations to estimate detection probabilities using a Capture-Mark-Recapture framework. In June 2014, visual scouting began to locate and tag P. collina (including other mussels in the community) with PIT tags ...


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