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Physical Sciences and Mathematics Commons

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Mathematics

Western Kentucky University

Probability

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Full-Text Articles in Physical Sciences and Mathematics

Runs Of Identical Outcomes In A Sequence Of Bernoulli Trials, Matthew Riggle Apr 2018

Runs Of Identical Outcomes In A Sequence Of Bernoulli Trials, Matthew Riggle

Masters Theses & Specialist Projects

The Bernoulli distribution is a basic, well-studied distribution in probability. In this thesis, we will consider repeated Bernoulli trials in order to study runs of identical outcomes. More formally, for t ∈ N, we let Xt ∼ Bernoulli(p), where p is the probability of success, q = 1 − p is the probability of failure, and all Xt are independent. Then Xt gives the outcome of the tth trial, which is 1 for success or 0 for failure. For n, m ∈ N, we define Tn to be the number of trials needed to first observe n …


Boundary Problems For One And Two Dimensional Random Walks, Miky Wright May 2015

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 …


Confidence Intervals For The Ratio Of Two Exponential Means With Applications To Quality Control, James Albert Polcer,Iii Jun 2009

Confidence Intervals For The Ratio Of Two Exponential Means With Applications To Quality Control, James Albert Polcer,Iii

Student Research Conference Select Presentations

We considered the problem of statistical quality control based on the ratio of two population means. We restrict the discussion for two exponential rates, which are commonly used for modeling failure times of components, machines, or systems. Closed form expressions via the moment generation function (MGF) technique will be presented, and numerical examples will be shown using engineering data sets.