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The Sensitivity Of A Test Based On Spearman's Rho In Cross-Correlation Change Point Problems, Congjian Liu
The Sensitivity Of A Test Based On Spearman's Rho In Cross-Correlation Change Point Problems, Congjian Liu
Electronic Theses and Dissertations
In change point problems, there are three main questions that researchers are interested in. First of all, is there a change point or not? Second, when does the change point occur in a time series? Third, how quickly can we detect the change point? In this thesis, we first explain what a change point is, and what a cross-correlation is. We then discuss prior research in this area. Then we discuss and examine a test based on Spearman's rho, introduced by Wied and Dehling (2011), which tests the null hypothesis of no change point, and compare the change point we …
Bayesian Inference Of The Weibull-Pareto Distribution, James Dow
Bayesian Inference Of The Weibull-Pareto Distribution, James Dow
Electronic Theses and Dissertations
The Weibull distribution has many applications in various topics. Some of these topics include survival analysis, reliability engineering, general insurance, electrical engineering, and industrial engineering. The Weibull distribution was further extended by the Weibull-Pareto distribution. A desirable property this distribution has is its shape can skew being able to better model left or right skewed data. Examples of skewed data include human longevity and actuarial data. In this work a hierarchical Bayesian model was developed using the Weibull-Pareto distribution.