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Full-Text Articles in Other Statistics and Probability
The Microscopical Evidence Traces Analysis Of Household Dust And Its Statistical Significance As A Definitive Identification Technique, Stephanie Polifroni
The Microscopical Evidence Traces Analysis Of Household Dust And Its Statistical Significance As A Definitive Identification Technique, Stephanie Polifroni
Dissertations, Theses, and Capstone Projects
Evidence found at crime scenes is used to assist in creating a link the suspect, the victim, and the scene. As stated by the Locard’s Principle, every contact leaves a trace, that evidence can be used to link together an investigation. Traces are collected in hopes that they can be identified and associated to an individual or individuals to help solve that particular crime. However, the strongest conclusion for evidence traces is an association to a source, and unless a physical match of some kind is found, an individualization cannot be established even when known sample is available. However, having …
A Study Of Cusum Statistics On Bitcoin Transactions, Ivan Perez
A Study Of Cusum Statistics On Bitcoin Transactions, Ivan Perez
Theses and Dissertations
In this thesis, our objective is to study the relationship between transaction price and volume in the BTC/USD Coinbase exchange. In the second chapter, we develop a consecutive CUSUM algorithm to detect instantaneous changes in the arrival rate of market orders. We begin by estimating a baseline rate using the assumption of a local time-homogeneous Poisson process. Our observations lead us to reject the plausibility of a time-homogeneous Poisson model on a more global scale by using a chi squared test. We thus proceed to use CUSUM-based alarms to detect consecutive upward and downward changes in the arrival rate of …