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Full-Text Articles in Physical Sciences and Mathematics

Statistical L-Moment And L-Moment Ratio Estimation And Their Applicability In Network Analysis, Timothy S. Anderson Sep 2019

Statistical L-Moment And L-Moment Ratio Estimation And Their Applicability In Network Analysis, Timothy S. Anderson

Theses and Dissertations

This research centers on finding the statistical moments, network measures, and statistical tests that are most sensitive to various node degradations for the Barabási-Albert, Erdös-Rényi, and Watts-Strogratz network models. Thirty-five different graph structures were simulated for each of the random graph generation algorithms, and sensitivity analysis was undertaken on three different network measures: degree, betweenness, and closeness. In an effort to find the statistical moments that are the most sensitive to degradation within each network, four traditional moments: mean, variance, skewness, and kurtosis as well as three non-traditional moments: L-variance, L-skewness, and L-kurtosis were examined. Each of these moments were …


Sample Size Requirements And Considerations For Models To Assess Human-Machine System Performance, Jennifer S. G. Lopez Sep 2019

Sample Size Requirements And Considerations For Models To Assess Human-Machine System Performance, Jennifer S. G. Lopez

Theses and Dissertations

Hierarchical Linear Models (HLMs), also known as multi-level models, are an extension of multiple regression analysis and can aid in the understanding of human and machine workloads of a system. These models allow for prediction and testing in systems with hierarchies of two or more levels. The complex interrelated variability of these multi-level models exists in operational settings, such as the Air Force Distributed Common Ground System Full Motion Video (AF DCGS FMV) community which is composed of individuals (Level-1), groups (Level-2), units (Level-3), and organizations (Level-4). Through the development of sample size requirements and considerations for multi-level models, this …


Garch Modeling Of Value At Risk And Expected Shortfall Using Bayesian Model Averaging, Ismail Kheir Aug 2019

Garch Modeling Of Value At Risk And Expected Shortfall Using Bayesian Model Averaging, Ismail Kheir

Theses and Dissertations

This thesis conducts Value at Risk (VaR) and Expected Shortfall (ES) estimation using GARCH modeling and Bayesian Model Averaging (BMA). BMA considers multiple models weighted by some information criterion. Through BMA, this thesis finds that VaR and ES estimates can be improved through enhanced modeling of the data generation process.


Statistical Designs For Network A/B Testing, Victoria V. Pokhilko Jan 2019

Statistical Designs For Network A/B Testing, Victoria V. Pokhilko

Theses and Dissertations

A/B testing refers to the statistical procedure of experimental design and analysis to compare two treatments, A and B, applied to different testing subjects. It is widely used by technology companies such as Facebook, LinkedIn, and Netflix, to compare different algorithms, web-designs, and other online products and services. The subjects participating in these online A/B testing experiments are users who are connected in different scales of social networks. Two connected subjects are similar in terms of their social behaviors, education and financial background, and other demographic aspects. Hence, it is only natural to assume that their reactions to online products …


Methods For Evaluating Dropout Attrition In Survey Data, Camille J. Hochheimer Jan 2019

Methods For Evaluating Dropout Attrition In Survey Data, Camille J. Hochheimer

Theses and Dissertations

As researchers increasingly use web-based surveys, the ease of dropping out in the online setting is a growing issue in ensuring data quality. One theory is that dropout or attrition occurs in phases that can be generalized to phases of high dropout and phases of stable use. In order to detect these phases, several methods are explored. First, existing methods and user-specified thresholds are applied to survey data where significant changes in the dropout rate between two questions is interpreted as the start or end of a high dropout phase. Next, survey dropout is considered as a time-to-event outcome and …