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Statistics and Probability

2021

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Articles 1 - 30 of 613

Full-Text Articles in Physical Sciences and Mathematics

Parameter Estimation And Inference Of Spatial Autoregressive Model By Stochastic Gradient Descent, Gan Luan Dec 2021

Parameter Estimation And Inference Of Spatial Autoregressive Model By Stochastic Gradient Descent, Gan Luan

Dissertations

Stochastic gradient descent (SGD) is a popular iterative method for model parameter estimation in large-scale data and online learning settings since it goes through the data in only one pass. While SGD has been well studied for independent data, its application to spatially-correlated data largely remains unexplored. This dissertation develops SGD-based parameter estimation and statistical inference algorithms for the spatial autoregressive (SAR) model, a common model for spatial lattice data.

This research contains three parts. (I) The first part concerns SGD estimation and inference for the SAR mean regression model. A new SGD algorithm based on maximum likelihood estimator (MLE) …


Dependent Censoring In Survival Analysis, Zhongcheng Lin Dec 2021

Dependent Censoring In Survival Analysis, Zhongcheng Lin

Dissertations

This dissertation mainly consists of two parts. In the first part, some properties of bivariate Archimedean Copulas formed by two time-to-event random variables are discussed under the setting of left censoring, where these two variables are subject to one left-censored independent variable respectively. Some distributional results for their joint cdf under different censoring patterns are presented. Those results are expected to be useful in both model fitting and checking procedures for Archimedean copula models with bivariate left-censored data. As an application of the theoretical results that are obtained, a moment estimator of the dependence parameter in Archimedean copula models is …


A Poisson-Akash Inrar(1) Model For Over Dispersed Count Time Series, Emmanuel W. Okereke, Sunday N. Gideon Dec 2021

A Poisson-Akash Inrar(1) Model For Over Dispersed Count Time Series, Emmanuel W. Okereke, Sunday N. Gideon

BAU Journal - Science and Technology

In this paper, a Poisson-Akash INAR(1) model was proposed in order to improve on the modelling of overdispersed stationary count time series. The estimators of the parameters of the model were derived using the Yule-Walker (YW) method and the conditional least squares (CLS) method. An expression for the conditional log-likelihood and the r-step ahead forecast were obtained for the model. Three overdispersed nonseasonal stationary count time series were modelled to illustrate the applicability of the proposed model as well as its capacity to outperform the competing INAR (1) models in modelling overdispersed stationary count time series and the result showed …


Genetic Contributors Of Incident Stroke In 10,700 African Americans With Hypertension: A Meta-Analysis From The Genetics Of Hypertension Associated Treatments And Reasons For Geographic And Racial Differences In Stroke Studies, Nicole D. Armstrong, Vinodh Srinivasasainagendra, Amit Patki, Rikki M. Tanner, Bertha A. Hidalgo, Hemant K. Tiwari, Nita A. Limdi, Ethan M. Lange, Leslie A. Lange, Donna K. Arnett, Marguerite R. Irvin Dec 2021

Genetic Contributors Of Incident Stroke In 10,700 African Americans With Hypertension: A Meta-Analysis From The Genetics Of Hypertension Associated Treatments And Reasons For Geographic And Racial Differences In Stroke Studies, Nicole D. Armstrong, Vinodh Srinivasasainagendra, Amit Patki, Rikki M. Tanner, Bertha A. Hidalgo, Hemant K. Tiwari, Nita A. Limdi, Ethan M. Lange, Leslie A. Lange, Donna K. Arnett, Marguerite R. Irvin

Epidemiology and Environmental Health Faculty Publications

Background: African Americans (AAs) suffer a higher stroke burden due to hypertension. Identifying genetic contributors to stroke among AAs with hypertension is critical to understanding the genetic basis of the disease, as well as detecting at-risk individuals.

Methods: In a population comprising over 10,700 AAs treated for hypertension from the Genetics of Hypertension Associated Treatments (GenHAT) and Reasons for Geographic and Racial Differences in Stroke (REGARDS) studies, we performed an inverse variance-weighted meta-analysis of incident stroke. Additionally, we tested the predictive accuracy of a polygenic risk score (PRS) derived from a European ancestral population in both GenHAT and REGARDS AAs …


Dysregulation Of Dna Methylation And Epigenetic Clocks In Prostate Cancer Among Puerto Rican Men, Anders Berglund, Jaime Matta, Jarline Encarnación-Medina, Carmen Ortiz-Sanchéz, Julie Dutil, Raymond Linares, Joshua Marcial, Caren Abreu-Takemura, Natasha Moreno, Ryan Putney, Ratna Chakrabarti, Hui Yi Lin, Kosj Yamoah, Carlos Diaz Osterman, Liang Wang, Jasreman Dhillon, Youngchul Kim, Seung Joon Kim, Gilberto Ruiz-Deya, Jong Y. Park Dec 2021

Dysregulation Of Dna Methylation And Epigenetic Clocks In Prostate Cancer Among Puerto Rican Men, Anders Berglund, Jaime Matta, Jarline Encarnación-Medina, Carmen Ortiz-Sanchéz, Julie Dutil, Raymond Linares, Joshua Marcial, Caren Abreu-Takemura, Natasha Moreno, Ryan Putney, Ratna Chakrabarti, Hui Yi Lin, Kosj Yamoah, Carlos Diaz Osterman, Liang Wang, Jasreman Dhillon, Youngchul Kim, Seung Joon Kim, Gilberto Ruiz-Deya, Jong Y. Park

School of Public Health Faculty Publications

In 2021, approximately 248,530 new prostate cancer (PCa) cases are estimated in the United States. Hispanic/Latinos (H/L) are the second largest racial/ethnic group in the US. The objective of this study was to assess DNA methylation patterns between aggressive and indolent PCa along with ancestry proportions in 49 H/L men from Puerto Rico (PR). Prostate tumors were classified as aggressive (n = 17) and indolent (n = 32) based on the Gleason score. Genomic DNA samples were extracted by macro-dissection. DNA methylation patterns were assessed using the Illumina EPIC DNA methylation platform. We used ADMIXTURE to estimate global ancestry proportions. …


Approximate Likelihood Based Estimations For Joint Models With Intractable Likelihoods, Karl Stessy M. Bisselou Dec 2021

Approximate Likelihood Based Estimations For Joint Models With Intractable Likelihoods, Karl Stessy M. Bisselou

Theses & Dissertations

This dissertation focuses on the development of approximation approaches for the joint modeling (JM) of repeated measures data and time-to-event data in the presence of analytically or numerically intractable likelihoods. Current likelihood-based inferences for JMs show several limitations including (i) intractability of integrals during marginal likelihood derivations due to the complexity in computations, and (ii) the large number of nuisance parameters (unobserved) posing a problem with convergence. The h-likelihood (HL) and synthetic likelihood (SL) are two computationally efficient estimation approaches that overcome these challenges.

In the presence of extremely high censoring rates, the HL can produce bias parameter estimates. We …


Smoking, Alcohol Consumption, And Depression In Association With Incidence Of Type 2 Diabetes Among Mexican Americans In Starr County, Texas, Gabriela Rubannelsonkumar Dec 2021

Smoking, Alcohol Consumption, And Depression In Association With Incidence Of Type 2 Diabetes Among Mexican Americans In Starr County, Texas, Gabriela Rubannelsonkumar

Honors Program Theses and Research Projects

Previous studies on conditions like obesity, hypertension, and type 2 diabetes mellitus (T2DM) have explored the correlations between them and various other human conditions, including aortic stiffness, left ventricular hypertrophy and sleep apnea, as they predict possibilities of developing certain diseases in Mexican Americans. This study aims to observe the correlation between lifestyle decisions that could relate to the onset of the depression in normal, prediabetic, and diabetic individuals. These include smoking habits and alcohol consumption. Many papers have previously conducted research on these lifestyle habits as they relate to obesity, hypertension, diabetes, however, have done so in a singular …


The Efficacy Of Plant-Based Dietary Program In Patients With Diabetes: A Pilot Study, Reuben Adatorwovor, Nisha Sharma, Dakota Mccoy, Sharon Wasserstrom, Matthew Robinson, Jacquelyn Nyenhuis, Sowmya Suryanarayanan Dec 2021

The Efficacy Of Plant-Based Dietary Program In Patients With Diabetes: A Pilot Study, Reuben Adatorwovor, Nisha Sharma, Dakota Mccoy, Sharon Wasserstrom, Matthew Robinson, Jacquelyn Nyenhuis, Sowmya Suryanarayanan

Biostatistics Faculty Publications

Dietary choices play a key role in insulin sensitivity among diabetes patients. An 8-week pilot study was conducted to evaluate whether a mostly plant-based dietary program will lead to improvement in biochemical markers in adults with diabetes. The dietary program included educational presentations, weekly cooking demonstrations and small group discussions. A sample of thirty-two adults with diabetes (types 1 and 2) were recruited and seventeen (53%) completed the study. Matched-pair tests and Fishers exact tests were used to compare the changes in means and proportion of the participants’ responses. There were changes in HbA1c, lipids, CRP (mg/L), cholesterol (mg/dL), HDL …


Aspect-Based Sentiment Analysis Of Movie Reviews, Samuel Onalaja, Eric Romero, Bosang Yun Dec 2021

Aspect-Based Sentiment Analysis Of Movie Reviews, Samuel Onalaja, Eric Romero, Bosang Yun

SMU Data Science Review

This study investigates a comparison of classification models used to determine aspect based separated text sentiment and predict binary sentiments of movie reviews with genre and aspect specific driving factors. To gain a broader classification analysis, five machine and deep learning algorithms were compared: Logistic Regression (LR), Naive Bayes (NB), Support Vector Machine (SVM), and Recurrent Neural Network Long-Short-Term Memory (RNN LSTM). The various movie aspects that are utilized to separate the sentences are determined through aggregating aspect words from lexicon-base, supervised and unsupervised learning. The driving factors are randomly assigned to various movie aspects and their impact tied to …


Predicting Power Using Time Series Analysis Of Power Generation And Consumption In Texas, Joshua Eysenbach, Bodie Franklin, Andrew J. Larsen, Joel Lindsey Dec 2021

Predicting Power Using Time Series Analysis Of Power Generation And Consumption In Texas, Joshua Eysenbach, Bodie Franklin, Andrew J. Larsen, Joel Lindsey

SMU Data Science Review

Due to the recent power events in Texas, power forecasting has been brought national attention. Accurate demand forecasting is necessary to be sure that there is adequate power supply to meet consumer's needs. While Texas has a forecasting model created by the Electricity Reliability Council of Texas (ERCOT), constant efforts are required to ensure that the model stays at the state-of-the-art and is producing the most reliable forecasts possible. This research seeks to provide improved short- and medium-term forecasting models, bringing in state-of-the-art deep learning models to compare to ERCOT’s forecasts. A model that is more accurate than ERCOT’s own …


Identification And Characterization Of Forest Fire Risk Zones Leveraging Machine Learning Methods, Joshua Balson, Matt Chinchilla, Cam Lu, Jeff Washburn, Nibhrat Lohia Dec 2021

Identification And Characterization Of Forest Fire Risk Zones Leveraging Machine Learning Methods, Joshua Balson, Matt Chinchilla, Cam Lu, Jeff Washburn, Nibhrat Lohia

SMU Data Science Review

Across the United States, record numbers of wildfires are observed costing billions of dollars in property damage, polluting the environment, and putting lives at risk. The ability of emergency management professionals, city planners, and private entities such as insurance companies to determine if an area is at higher risk of a fire breaking out has never been greater. This paper proposes a novel methodology for identifying and characterizing zones with increased risks of forest fires. Methods involving machine learning techniques use the widely available and recorded data, thus making it possible to implement the tool quickly.


The Development Of Authentic Virtual Reality Scenarios To Measure Individuals’ Level Of Systems Thinking Skills And Learning Abilities, Vidanelage L. Dayarathna Dec 2021

The Development Of Authentic Virtual Reality Scenarios To Measure Individuals’ Level Of Systems Thinking Skills And Learning Abilities, Vidanelage L. Dayarathna

Theses and Dissertations

This dissertation develops virtual reality modules to capture individuals’ learning abilities and systems thinking skills in dynamic environments. In the first chapter, an immersive queuing theory teaching module is developed using virtual reality technology. The objective of the study is to present systems engineering concepts in a more sophisticated environment and measure students learning abilities. Furthermore, the study explores the performance gaps between male and female students in manufacturing systems concepts. To investigate the gender biases toward the performance of developed VR module, three efficacy measures (simulation sickness questionnaire, systems usability scale, and presence questionnaire) and two effectiveness measures (NASA …


Teacher Education Programs Of Top Pisa Scoring Countries, Stephanie Kafer Dec 2021

Teacher Education Programs Of Top Pisa Scoring Countries, Stephanie Kafer

Honors Projects

This research paper aims to investigate the teacher education programs of four different countries that have consistently scored high on the international Programme for International Student Assessment (PISA) test. This project intends to answer two questions: What locations consistently perform high on the Programme for International Student Assessment (PISA) test? What do the teacher training programs look like for these locations and are there commonalities between programs of different locations? The first question is answered using statistics of PISA scores from the past twenty years and from those statistics, the top four countries that this paper focuses on are Finland, …


Measuring Irregularity Via Approximate Entropy: How Does Perceived Human Instability Affect One's Own Stability?, Madi Braunersrither Dec 2021

Measuring Irregularity Via Approximate Entropy: How Does Perceived Human Instability Affect One's Own Stability?, Madi Braunersrither

Fall Student Research Symposium 2021

In a study performed at Utah State University, participants were prompted to evaluate the stability of pictured human postures while standing on a force plate. The force plate was used to collect the center of pressure of the subjects by recording measurements in the vertical and horizontal directions. The way these factors fluctuate over time and the irregularity in this fluctuation, specifically, can give insight into the subject’s postural stability. Rather than working with summary statistics such as means and variances of fitting parameters of a distribution as commonly done in statistics, we want to measure irregularity through analyzing the …


Creating Transparent And Accessible Methods For Approximating The Composite Strength Of Concrete Sandwich Wall Panels, Ruth Taylor Dec 2021

Creating Transparent And Accessible Methods For Approximating The Composite Strength Of Concrete Sandwich Wall Panels, Ruth Taylor

Fall Student Research Symposium 2021

Background: The method of designing partially composite sandwich wall panels (SWPs) relies strongly on the use of percent of composite action. Calculating these values proves to be a complex and virtually inaccessible process for practicing engineers, resulting in the reliance on proprietary software or connector-system manufacturers for the necessary values. We simulated percent composite action data, including several relevant variables, to examine the relationship and determine if simple and accessible methods of calculation could be created. Methods: Code from collaborating engineers used to calculate percent composite action with the Iterative Sandwich Beam Theory (ISBT) method was translated into R, a …


Non-Parametric Tests For Testing Of Scale Parameters, Manish Goyal, Narinder Kumar Dec 2021

Non-Parametric Tests For Testing Of Scale Parameters, Manish Goyal, Narinder Kumar

Journal of Modern Applied Statistical Methods

One of the fundamental problems in testing of equality of populations is of testing the equality of scale parameters. The subsequent usages for scale are dispersion, spread and variability. In this paper, we proposed non-parametric tests based on U-Statistics for the testing of equality of scale parameters. The null distribution of proposed tests is developed and its Pitman efficiency is worked out to compare proposed tests with respect to some existing tests. Simulation study is carried out to compute the asymptotic power of proposed tests. An illustrative example is also provided.


Integration Of Blockchain Technology Into Automobiles To Prevent And Study The Causes Of Accidents, John Kim Dec 2021

Integration Of Blockchain Technology Into Automobiles To Prevent And Study The Causes Of Accidents, John Kim

Electronic Theses, Projects, and Dissertations

Automobile collisions occur daily. We now live in an information-driven world, one where technology is quickly evolving. Blockchain technology can change the automotive industry, the safety of the motoring public and its surrounding environment by incorporating this vast array of information. It can place safety and efficiency at the forefront to pedestrians, public establishments, and provide public agencies with pertinent information securely and efficiently. Other industries where Blockchain technology has been effective in are as follows: supply chain management, logistics, and banking. This paper reviews some statistical information regarding automobile collisions, Blockchain technology, Smart Contracts, Smart Cities; assesses the feasibility …


(R1239) A New Type Ii Half Logistic-G Family Of Distributions With Properties, Regression Models, System Reliability And Applications, Emrah Altun, Morad Alizadeh, Haitham M. Yousof, Mahdi Rasekhi, G. G. Hamedani Dec 2021

(R1239) A New Type Ii Half Logistic-G Family Of Distributions With Properties, Regression Models, System Reliability And Applications, Emrah Altun, Morad Alizadeh, Haitham M. Yousof, Mahdi Rasekhi, G. G. Hamedani

Applications and Applied Mathematics: An International Journal (AAM)

This study proposes a new family of distributions based on the half logistic distribution. With the new family, the baseline distributions gain flexibility through additional shape parameters. The important statistical properties of the proposed family are derived. A new generalization of the Weibull distribution is used to introduce a location-scale regression model for the censored response variable. The utility of the introduced models is demonstrated in survival analysis and estimation of the system reliability. Three data sets are analyzed. According to the empirical results, it is observed that the proposed family gives better results than other existing models.


Oscillation Of Nonlinear Third-Order Difference Equations With Mixed Neutral Terms, Jehad Alzabut, Martin Bohner, Said R. Grace Dec 2021

Oscillation Of Nonlinear Third-Order Difference Equations With Mixed Neutral Terms, Jehad Alzabut, Martin Bohner, Said R. Grace

Mathematics and Statistics Faculty Research & Creative Works

In this paper, new oscillation results for nonlinear third-order difference equations with mixed neutral terms are established. Unlike previously used techniques, which often were based on Riccati transformation and involve limsup or liminf conditions for the oscillation, the main results are obtained by means of a new approach, which is based on a comparison technique. Our new results extend, simplify, and improve existing results in the literature. Two examples with specific values of parameters are offered.


Functional Mixed Data Clustering With Fourier Basis Smoothing, Ishmael Amartey Dec 2021

Functional Mixed Data Clustering With Fourier Basis Smoothing, Ishmael Amartey

Electronic Theses and Dissertations

Clustering is an important analytical technique that has proven to affect human life positively through its application in cancer research, market segmentation, city planning etc. In this time of growing technological systems, mixed data has seen another face of longitudinal, directional and functional attributes which is worth paying attention to and analyzing. Previous research works on clustering relied largely on the inverse weight technique and B-spline in smoothing data and assessing the performance of various clustering algorithms. In 1971, Gower proposed a method of clustering for mixed variable types which has been extended to include functional and directional variables by …


Comparing Machine Learning Techniques With State-Of-The-Art Parametric Prediction Models For Predicting Soybean Traits, Susweta Ray Dec 2021

Comparing Machine Learning Techniques With State-Of-The-Art Parametric Prediction Models For Predicting Soybean Traits, Susweta Ray

Department of Statistics: Dissertations, Theses, and Student Work

Soybean is a significant source of protein and oil, and also widely used as animal feed. Thus, developing lines that are superior in terms of yield, protein and oil content is important to feed the ever-growing population. As opposed to the high-cost phenotyping, genotyping is both cost and time efficient for breeders while evaluating new lines in different environments (location-year combinations) can be costly. Several Genomic prediction (GP) methods have been developed to use the marker and environment data effectively to predict the yield or other relevant phenotypic traits of crops. Our study compares a conventional GP method (GBLUP), a …


(R1887) Inferring Trends Of Point Processes From Non-Iid Samples, Bruno Appolloni Dec 2021

(R1887) Inferring Trends Of Point Processes From Non-Iid Samples, Bruno Appolloni

Applications and Applied Mathematics: An International Journal (AAM)

We discuss unprecedented, albeit rudimentary, tools to infer the evolution of a point process where the available samples are both truncated and non independently drawn. To achieve this goal, we lay in an intermediate domain between probability models and fuzzy sets, still maintaining probabilistic features of the employed statistics as the reference KPI of the tools. The overall strategy is to frame the problem within the Algorithmic Inference framework and use a sort of kernel trick to distort the seeds of the observed variable so as to render them an iid sample of a random variable in a proper feature …


(R1493) Discussion On Stability And Hopf-Bifurcation Of An Infected Prey Under Refuge And Predator, Moulipriya Sarkar, Tapasi Das Dec 2021

(R1493) Discussion On Stability And Hopf-Bifurcation Of An Infected Prey Under Refuge And Predator, Moulipriya Sarkar, Tapasi Das

Applications and Applied Mathematics: An International Journal (AAM)

The paper deals with the case of non-selective predation in a partially infected prey-predator system, where both the susceptible prey and predator follow the law of logistic growth and some preys avoid predation by hiding. The disease-free preys get infected in due course of time by a certain rate. However, the carrying capacity of the predator population is considered proportional to the sum-total of the susceptible and infected prey. The positivity and boundedness of the solutions of the system are studied and the existence of the equilibrium points and stability of the system are analyzed at these points. The effect …


The Physiological Factors Of Diabetes And Their Effect On The Cognitive And Emotional Functioning In Older Populations: A Secondary Data Analysis, Celeste Anahi Alvidrez Dec 2021

The Physiological Factors Of Diabetes And Their Effect On The Cognitive And Emotional Functioning In Older Populations: A Secondary Data Analysis, Celeste Anahi Alvidrez

Open Access Theses & Dissertations

Background: The rates of Type 2 Diabetes (T2D) have increased over the past 20 years in all age groups. The physiological factors that underlie T2D could have impact on specific brain pathways that support cognitive and emotional functioning. Aims and Objective: The goal of this study was to examine whether older Mexican American individuals with a history of T2D were more likely to develop later cognitive impairment and/or depression. Hypotheses: It was predicted that elderly participants (mean age at time of interview = 87.87 years) with a history of T2D onset prior to age 65, are more likely to have …


Factors Influencing Intent To Take A Covid-19 Test In The United States, Sheila Rutto Dec 2021

Factors Influencing Intent To Take A Covid-19 Test In The United States, Sheila Rutto

Theses and Dissertations

In 2020, COVID-19 became the first pandemic in the world’s history that brought the entire world to an abrupt and unexpected halt. Since the first reported case of the disease to date, the novel coronavirus has been able to wreak havoc in literary every corner of the globe and left an ever-growing number of unprecedented fatalities. The normal way of life has been disrupted, and the level of uncertainty about the end of this pandemic continues to manifest to many. Due to the urgency to bring this pandemic under control, medical officers have been able to recommend actions that people …


Comparison Of Statistical Methods For Modeling Count Data With An Application To Length Of Hospital Stay, Gustavo A. Fernandez Dec 2021

Comparison Of Statistical Methods For Modeling Count Data With An Application To Length Of Hospital Stay, Gustavo A. Fernandez

Theses and Dissertations

Hospital length of stay (LOS) is a key indicator of hospital care management efficiency, cost of care, and hospital planning. Therefore, understanding hospital LOS variability is always an important healthcare focus. Hospital LOS data are count data, with discrete and nonnegative values, typically right-skewed, and often exhibiting excessive zeros. Numerous studies have been conducted to model hospital LOS to identify significant predictors contributing to its variability. Many researchers have used linear regression with or without logarithmic transformation of the outcome variable LOS, or logistic regression on a dichotomized LOS. These regression methods usually violate models’ assumptions and are subject …


A New Algorithm For Robust Affine-Invariant Clustering, Andrews Tawiah Anum Dec 2021

A New Algorithm For Robust Affine-Invariant Clustering, Andrews Tawiah Anum

Open Access Theses & Dissertations

Cluster analysis is an unsupervised machine learning technique commonly employed to partition a dataset into distinct categories referred to as clusters. The k-means algorithm is a prominent distance-based clustering method. Despite its overwhelming popularity, the algorithm is not invariant under non-singular linear transformations and is not robust, i.e., can be unduly influenced by outliers. To address these deficiencies, we propose an alternative clustering procedure based on minimizing a “trimmed” variant of the negative log-likelihood function. We develop a “concentration step”, vaguely reminiscent of the classical Lloyd’s algorithm, that can iteratively reduce the objective function. Multiple real and synthetic datasets are …


(R1463) On The Central Limit Theorem For Conditional Density Estimator In The Single Functional Index Model, Abbes Rabhi, Nadia Kadiri, Fatima Akkal Dec 2021

(R1463) On The Central Limit Theorem For Conditional Density Estimator In The Single Functional Index Model, Abbes Rabhi, Nadia Kadiri, Fatima Akkal

Applications and Applied Mathematics: An International Journal (AAM)

The main objective of this paper is to investigate the nonparametric estimation of the conditional density of a scalar response variable Y, given the explanatory variable X taking value in a Hilbert space when the sample of observations is considered as an independent random variables with identical distribution (i.i.d.) and are linked with a single functional index structure. First of all, a kernel type estimator for the conditional density function (cond-df) is introduced. Afterwards, the asymptotic properties are stated for a conditional density estimator when the observations are linked with a single-index structure from which we derive an central …


(R1505) A Note On Large Deviations In Insurance Risk, Stefan Gerhold Dec 2021

(R1505) A Note On Large Deviations In Insurance Risk, Stefan Gerhold

Applications and Applied Mathematics: An International Journal (AAM)

We study large and moderate deviations for an insurance portfolio, with the number of claims tending to infinity, without assuming identically distributed claims. The crucial assumption is that the centered claims are bounded, and that variances are bounded below. From a general large deviations upper bound, we obtain an exponential bound for the probability of the average loss exceeding a threshold. A counterexample shows that a full large deviation principle, including also a lower bound, does not follow from our assumptions. We argue that our assumptions make sense, in particular, for life insurance portfolios and discuss how to apply our …


A Copula Model Approach To Identify The Differential Gene Expression, Prasansha Liyanaarachchi Dec 2021

A Copula Model Approach To Identify The Differential Gene Expression, Prasansha Liyanaarachchi

Mathematics & Statistics Theses & Dissertations

Deoxyribonucleic acid, more commonly known as DNA, is a complex double helix-shaped molecule present in all living organisms and hosts thousands of genes. However, only a few genes exhibit differential expression and play a vital role in a particular disease such as breast cancer. Microarray technology is one of the modern technologies developed to study these gene expressions. There are two major microarray technologies available for expression analysis: Spotted cDNA array and oligonucleotide array. The focus of our research is the statistical analysis of data that arises from the spotted cDNA microarray. Numerous models have been proposed in the literature …