Physical Sciences and Mathematics Commons^™

Comparing North American Professional Sports League Season Formats Using Monte Carlo Simulation, Lathan Gregg

Industrial Engineering Undergraduate Honors Theses

Each NFL, NBA, and MLB season consists of a regular season, in which teams play a set number of scheduled games and a playoff, in which qualifying teams compete for a championship. At the conclusion of each season, teams are ranked based on their performance throughout the season. This study aims to investigate the ability of each league's season format to accurately rank teams using Monte Carlo simulation. Matches between two teams are simulated by using the team’s assigned strength ranks to calculate a winning probability for each team. The winning probabilities are simulated with different skill values, dictating how …

A New Method To Determine The Posterior Distribution Of Coefficient Alpha, John Mart V. Delosreyes

Psychology Theses & Dissertations

There is a focus within the behavioral/social sciences on non-physical, psychological constructs (i.e., constructs). These constructs are indirectly measured using measurement instruments that consist of questions that capture the manifestations of these constructs. The indirect nature of measuring constructs results in a need of ensuring that measurement instruments are reliable. The most popular statistic used to estimate reliability is coefficient alpha as it is easy to compute and has properties that make it desirable to use. Coefficient alpha’s popularity has resulted in a wide breadth of research into its qualities. Notably, research about coefficient alpha’s distribution has led to developments …

Comparing Elevator Strategies For A Parking Lot, Naveed Arafat

Major Papers

In this paper, we compare elevator strategies for a parking garage. It is assumed that the parking garage has several floors and there is an elevator which can stop on each floor. We begin by considering 4 strategies detailed in page 23. For each strategy, we loop the program 100 times, and get 100 mean values for wait times. Welch's test confirms highly significant differences among the 4 strategies. Repeating the analysis multiple times we see that the best of the 4 strategies is strategy 2, which places the elevator on floor 2 (the median floor) after use.

Identifying Advantages To Teaching Linear Regression In A Modeling And Simulation Introductory Statistics Curriculum, Kit Harris Clement

Dissertations and Theses

Statistical association is a key facet of statistical literacy: claims based on relationships between variables or ideas rooted in data are found everywhere in media and discourse. A key development in introductory statistics curricula is the use of simulation-based inference, which has shown positive outcomes for students, especially in regards to statistical literacy and conceptual understanding. In this dissertation project, I investigate students from the Change Agents for the Teaching and Learning of STatistics (CATALST) curriculum in activities I designed for learning statistical association and linear regression. First, I analyzed the informal line fitting strategies of CATALST students. Findings suggest …

Statistical Models For Decision-Making In Professional Soccer, Sean Hellingman

Theses and Dissertations (Comprehensive)

As soccer is widely regarded as the most popular sport in the world there is high interest in methods of improving team performances. There are many ways teams and individual athletes can influence their own performances during competition. This thesis focuses on developing statistical methodologies for improving competition-based decision-making for soccer so as to allow professional soccer teams to make better informed decisions regarding player selection and in-game decision-making.

To properly capture the dynamic actions of professional soccer, Markov chains with increasing complexity are proposed. These models allow for the inclusion of potential changes in the process caused by goals …

Comparing Voting Strategies In Blood On The Clocktower, Marty Graham

Senior Projects Spring 2023

This project models a social deduction game called “Blood on the Clocktower.” Simulated players act according to two different algorithms, and the results are recorded across four different variables. The results show that the two algorithms, while constrained to affecting one specific mechanic within the game, produce statistically different results. This model has the potential to be used in simulating group dynamics and modeling the efficacy of certain game strategies.

Machine Learning Model Comparison And Arma Simulation Of Exhaled Breath Signals Classifying Covid-19 Patients, Aaron Christopher Segura

Mathematics & Statistics ETDs

This study compared the performance of machine learning models in classifying COVID-19 patients using exhaled breath signals and simulated datasets. Ground truth classification was determined by the gold standard Polymerase Chain Reaction (PCR) test results. A residual bootstrapped method generated the simulated datasets by fitting signal data to Autoregressive Moving Average (ARMA) models. Classification models included neural networks, k-nearest neighbors, naïve Bayes, random forest, and support vector machines. A Recursive Feature Elimination (RFE) study was performed to determine if reducing signal features would improve the classification models performance using Gini Importance scoring for the two classes. The top 25% of …

Compound Sums, Their Distributions, And Actuarial Pricing, Ang Li

Electronic Thesis and Dissertation Repository

Compound risk models are widely used in insurance companies to mathematically describe their aggregate amount of losses during certain time period. However, evaluation of the distribution of compound random variables and the computation of the relevant risk measures are non-trivial. Therefore, the main purpose of this thesis is to study the bounds and simulation methods for both univariate and multivariate compound distributions. The premium setting principles related to dependent multivariate compound distributions are studied. .

In the first part of this thesis, we consider the upper and lower bounds of the tail of bivariate compound distributions. Our results extend those …

Applying Deep Learning To The Ice Cream Vendor Problem: An Extension Of The Newsvendor Problem, Gaffar Solihu

Electronic Theses and Dissertations

The Newsvendor problem is a classical supply chain problem used to develop strategies for inventory optimization. The goal of the newsvendor problem is to predict the optimal order quantity of a product to meet an uncertain demand in the future, given that the demand distribution itself is known. The Ice Cream Vendor Problem extends the classical newsvendor problem to an uncertain demand with unknown distribution, albeit a distribution that is known to depend on exogenous features. The goal is thus to estimate the order quantity that minimizes the total cost when demand does not follow any known statistical distribution. The …

On The Estimation Of Heston-Nandi Garch Using Returns And/Or Options: A Simulation-Based Approach, Xize Ye

Electronic Thesis and Dissertation Repository

In this thesis, the Heston-Nandi GARCH(1,1) (henceforth, HN-GARCH) option pricing model is fitted via 4 maximum likelihood-based estimation and calibration approaches using simulated returns and/or options. The purpose is to examine the benefits of the joint estimation using both returns and options over the fundamental returns-only estimation on GARCH models. From our empirical studies, with the additional option sample, we can improve the efficiency of the estimates for HN-GARCH parameters. Nonetheless, the improvements for the risk premium factor, both from empirical standard errors, and sample RMSEs, are insignificant. In addition, option prices are simulated with a pre-defined noise structure and …

Observational Studies In Group Testing And Potential Applications., Alexander Christopher Noll

Electronic Theses and Dissertations

The use of group testing to identify individuals with targeted outcomes in a population can greatly improve the efficiency, speed, and cost effectiveness of testing a population for an outcome, or at least for identifying the prevalence of an outcome in a population. The implementation of causal inference techniques can provide the basis for an observational study that would allow an investigator to gather estimates for treatment effectiveness if group testing was conducted on the population in a certain way. This thesis examines a simulation of the above outlined principles in order to demonstrate a potential application for determining treatment …

The Wargaming Commodity Course Of Action Automated Analysis Method, William T. Deberry

Theses and Dissertations

This research presents the Wargaming Commodity Course of Action Automated Analysis Method (WCCAAM), a novel approach to assist wargame commanders in developing and analyzing courses of action (COAs) through semi-automation of the Military Decision Making Process (MDMP). MDMP is a seven-step iterative method that commanders and mission partners follow to build an operational course of action to achieve strategic objectives. MDMP requires time, resources, and coordination – all competing items the commander weighs to make the optimal decision. WCCAAM receives the MDMP's Mission Analysis phase as input, converts the wargame into a directed graph, processes a multi-commodity flow algorithm on …

The Simulation Extrapolation Method With Differential Measurement Error, Dominic Partipilo

Graduate Research Theses & Dissertations

Most of statistical theory operates under the assumption that the true values of covariates have been measured correctly, but it is not always possible to obtain the true values of these covariates. A common issue, specifically in regression models, is that predictors are misclassified or measured with systematic measurement error. There have been many methods developed for handling measurement error, specifically in the case where measurement error is nondifferential, where the measurement error can be treated as independent from the covariates. The frequentist method known as simulation extrapolation (SIMEX) is one of these methods that specifically handles the case for …

Can Auxiliary Information Improve Rasch Estimation At Small Sample Sizes?, Derek Sauder

Dissertations, 2020-current

The Rasch model is commonly used to calibrate multiple choice items. However, the sample sizes needed to estimate the Rasch model can be difficult to attain (e.g., consider a small testing company trying to pretest new items). With small sample sizes, auxiliary information besides the item responses may improve estimation of the item parameters. The purpose of this study was to determine if incorporating item property information (i.e., characteristics of the items related to item difficulty) in a random effects linear logistic test model (RE-LLTM) would improve estimation of item difficulty. A simulation study was conducted that varied sample size, …

Propensity Score Matching And Generalized Boosted Modeling In The Context Of Model Misspecification: A Simulation Study, Briana G. Craig

Masters Theses, 2020-current

In the absence of random assignment, researchers must consider the impact of selection bias – pre-existing covariate differences between groups due to differences among those entering into treatment and those otherwise unable to participate. Propensity score matching (PSM) and generalized boosted modeling (GBM) are two quasi-experimental pre-processing methods that strive to reduce the impact of selection bias before analyzing a treatment effect. PSM and GBM both examine a treatment and comparison group and either match or weight members of those groups to create new, balanced groups. The new, balanced groups theoretically can then be used as a proxy for the …

Assessing Robustness Of The Rasch Mixture Model To Detect Differential Item Functioning - A Monte Carlo Simulation Study, Jinjin Huang

Electronic Theses and Dissertations

Measurement invariance is crucial for an effective and valid measure of a construct. Invariance holds when the latent trait varies consistently across subgroups; in other words, the mean differences among subgroups are only due to true latent ability differences. Differential item functioning (DIF) occurs when measurement invariance is violated. There are two kinds of traditional tools for DIF detection: non-parametric methods and parametric methods. Mantel Haenszel (MH), SIBTEST, and standardization are examples of non-parametric DIF detection methods. The majority of parametric DIF detection methods are item response theory (IRT) based. Both non-parametric methods and parametric methods compare differences among subgroups …

Paper Structure Formation Simulation, Tyler R. Seekins

Electronic Theses and Dissertations

On the surface, paper appears simple, but closer inspection yields a rich collection of chaotic dynamics and random variables. Predictive simulation of paper product properties is desirable for screening candidate experiments and optimizing recipes but existing models are inadequate for practical use. We present a novel structure simulation and generation system designed to narrow the gap between mathematical model and practical prediction. Realistic inputs to the system are preserved as randomly distributed variables. Rapid fiber placement (~1 second/fiber) is achieved with probabilistic approximation of chaotic fluid dynamics and minimization of potential energy to determine flexible fiber conformations. Resulting digital packed …

Spatio-Temporal Cluster Detection And Local Moran Statistics Of Point Processes, Jennifer L. Matthews

Mathematics & Statistics Theses & Dissertations

Moran's index is a statistic that measures spatial dependence, quantifying the degree of dispersion or clustering of point processes and events in some location/area. Recognizing that a single Moran's index may not give a sufficient summary of the spatial autocorrelation measure, a local indicator of spatial association (LISA) has gained popularity. Accordingly, we propose extending LISAs to time after partitioning the area and computing a Moran-type statistic for each subarea. Patterns between the local neighbors are unveiled that would not otherwise be apparent. We consider the measures of Moran statistics while incorporating a time factor under simulated multilevel Palm distribution, …

Exploring The Variance Of The Sample Variance Through Estimation And Simulation, Christina Stradwick

Theses, Dissertations and Capstones

In this thesis, we examine properties of the variance of the sample variance, which we will denote V (S ² ). We derive a formula for this variance and show that it only depends on the sample size, variance, and kurtosis of the underlying distribution. We also derive the maximum likelihood estimators for this parameter, V^ˆ (S ² ), under the normal, exponential, Bernoulli, and Poisson distributions and end the thesis with simulations demonstrating the distributions of these estimators.

Comparing Performance Of Gene Set Test Methods Using Biologically Relevant Simulated Data, Richard M. Lambert

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Today we know that there are many genetically driven diseases and health conditions. These problems often manifest only when a set of genes are either active or inactive. Recent technology allows us to measure the activity level of genes in cells, which we call gene expression. It is of great interest to society to be able to statistically compare the gene expression of a large number of genes between two or more groups. For example, we may want to compare the gene expression of a group of cancer patients with a group of non-cancer patients to better understand the genetic …

A Study Of Flight Simulation Training Time, Aircraft Training Time, And Pilot Competence As Measured By The Naval Standard Score, Aaron D. Judy

Doctor of Education (Ed.D)

The purpose of the study was to investigate the relationships between US Navy T-45C flight simulation training time, actual aircraft training time, and intermediate and advanced jet pilot competence as measured by the Naval Standard Score (NSS). Examining the relationships between US Navy T-45C flight simulation time and actual aircraft flight time may provide further information on flight simulation training versus actual aircraft training to aviation authorities, flight instructors, the military aviation community, the commercial aviation community, and academia. The study was non-experimental, correlational, causal-comparative with an emphasis upon the establishment of mathematic and predictive relationships using archival data from …

Comparison Of The Performance Of Simple Linear Regression And Quantile Regression With Non-Normal Data: A Simulation Study, Marjorie Howard

Theses and Dissertations

Linear regression is a widely used method for analysis that is well understood across a wide variety of disciplines. In order to use linear regression, a number of assumptions must be met. These assumptions, specifically normality and homoscedasticity of the error distribution can at best be met only approximately with real data. Quantile regression requires fewer assumptions, which offers a potential advantage over linear regression. In this simulation study, we compare the performance of linear (least squares) regression to quantile regression when these assumptions are violated, in order to investigate under what conditions quantile regression becomes the more advantageous method …

A Simulation Of Anthropogenic Mammoth Extinction, Matthew Klapman

Undergraduate Honors Papers

There are multiple hypotheses as to why the Columbian Mammoth (Mammuthus columbi) and other megafauna in North America went extinct relatively recently and relatively quickly. The most popular of which are disease, climate change, meteorite strikes, and over hunting by humans [2, 9]. There is evidence to show that a combination of factors contributed to the megafaunal extinction, but ”overkill” explores the idea that early humans migrated onto the continent and then hunted the mammoths and other megafauna to extinction. The overkill hypothesis was first proposed by anthropologist Paul Martin in 1973 [8]. Evidence from radiocarbon dating shows that the …

Neural Network Predictions Of A Simulation-Based Statistical And Graph Theoretic Study Of The Board Game Risk, Jacob Munson

Murray State Theses and Dissertations

We translate the RISK board into a graph which undergoes updates as the game advances. The dissection of the game into a network model in discrete time is a novel approach to examining RISK. A review of the existing statistical findings of skirmishes in RISK is provided. The graphical changes are accompanied by an examination of the statistical properties of RISK. The game is modeled as a discrete time dynamic network graph, with the various features of the game modeled as properties of the network at a given time. As the network is computationally intensive to implement, results are produced …

A Statistical Approach To Characterize And Detect Degradation Within The Barabasi-Albert Network, Mohd-Fairul Mohd-Zaid

Theses and Dissertations

Social Network Analysis (SNA) is widely used by the intelligence community when analyzing the relationships between individuals within groups of interest. Hence, any tools that can be quantitatively shown to help improve the analyses are advantageous for the intelligence community. To date, there have been no methods developed to characterize a real world network as a Barabasi-Albert network which is a type of network with properties contained in many real-world networks. In this research, two newly developed statistical tests using the degree distribution and the L-moments of the degree distribution are proposed with application to classifying networks and detecting degradation …

Implementation And Validation Of A Probabilistic Open Source Baseball Engine (Posbe): Modeling Hitters And Pitchers, Rhett Tracy Schaefer

Open Access Theses

This manuscript details the implementation and validation of an open source probabilistic baseball engine (POSBE) that focuses on the hitter and pitcher model of the simulation. The simulation produced outcomes that parallel those observed in actual professional Major League Baseball games. The observed data were taken from the nineteen games played between the New York Yankees (NYY) and Boston Red Sox (BOS) during the 2015 season. The potential hitter/pitcher outcomes of interest were singles, doubles, triples, homeruns, walks, hit-by-pitch, and strikeouts. The nineteen game series was simulated 1000 times, resulting in a total of 19,000 simulations. The eighteen hitters and …

Determining The Optimal Work Breakdown Structure For Government Acquisition Contracts, Brian J. Fitzpatrick

Theses and Dissertations

The optimal level of Government Contract Work Breakdown Structure (G-CWBS) reporting for the purposes of Earned Value Management was inspected. The G-Score Metric was proposed, which can quantitatively grade a G-CWBS, based on a new method of calculating an Estimate At Completion (EAC) cost for each reported element. A random program generator created in R replicated the characteristics of DOD program artifacts retrieved from the Cost Analysis Data Enterprise (CADE) system. The generated artifacts were validated as a population, however validation at the demographic combination level using an artificial neural network was inconclusive. Comparative WBS forms were created for a …

Design & Analysis Of A Computer Experiment For An Aerospace Conformance Simulation Study, Ryan W. Gryder

Theses and Dissertations

Within NASA's Air Traffic Management Technology Demonstration # 1 (ATD-1), Interval Management (IM) is a flight deck tool that enables pilots to achieve or maintain a precise in-trail spacing behind a target aircraft. Previous research has shown that violations of aircraft spacing requirements can occur between an IM aircraft and its surrounding non-IM aircraft when it is following a target on a separate route. This research focused on the experimental design and analysis of a deterministic computer simulation which models our airspace configuration of interest. Using an original space-filling design and Gaussian process modeling, we found that aircraft delay assignments …

Tropical Cyclone Wind Hazard Assessment For Southeast Part Of Coastal Region Of China, Sihan Li

Electronic Thesis and Dissertation Repository

Tropical cyclone (TC) or typhoon wind hazard and risk are significant for China. The return period value of the maximum typhoon wind speed is used to characterize the typhoon wind hazard and assign wind load in building design code. Since the historical surface observations of typhoon wind speed are often scarce and of short period, the typhoon wind hazard assessment is often carried out using the wind field model and TC track model. For a few major cities in the coastal region of mainland China, simple or approximated wind field models and a circular subregion method (CSM) have been used …

Considerations For Screening Designs And Follow-Up Experimentation, Robert D. Leonard

Theses and Dissertations

The success of screening experiments hinges on the effect sparsity assumption, which states that only a few of the factorial effects of interest actually have an impact on the system being investigated. The development of a screening methodology to harness this assumption requires careful consideration of the strengths and weaknesses of a proposed experimental design in addition to the ability of an analysis procedure to properly detect the major influences on the response. However, for the most part, screening designs and their complementing analysis procedures have been proposed separately in the literature without clear consideration of their ability to perform …