Probability Commons^™

Synthesis: What We Have Learned From The East Texas Radiocarbon Database, Robert Z. Selden Jr., Timothy K. Perttula

CRHR: Archaeology

This poster provides a short overview of what we have learned from the East Texas Radiocarbon Database since it became available on the Council of Texas Archeologists’ website in 2011. These successes are numerous and include the advancement of novel methodological approaches; an improvement in our comprehension of the temporal nuances within the East Texas Archaic; the division of the East Texas Woodland period into Early, Middle and Late; the refinement of Caddo temporal chronology – particularly from a geographic perspective -- and it has provided one line of evidence to use to argue for the fluorescence of corn-based agriculture …

Spatial Dynamics Of U.S. Cultural Resource Law, Robert Z. Selden Jr., C. Britt Bousman

CRHR: Archaeology

The American Antiquities Act, Historic Sites Act, Archeological and Historic Preservation Act, National Historic Preservation Act, American Indian Religious Freedom Act, Archeological Resources Protection Act, Abandoned Shipwreck Act, and the Native American Graves Protection and Repatriation Act comprise the basis of our exploration of cultural resource legislation in the United States. Since the passage of the American Antiquities Act in 1906, 1086 cases have challenged these statutes in U.S. courts. We investigate temporal and regional patterns of the case law to establish whether these laws are uniformly prosecuted throughout the U.S. Our findings suggest that case law is complex and …

Radiocarbon Trends And The East Texas Caddo Tradition (Ca. A.D. 800-1680), Robert Z. Selden Jr., Timothy K. Perttula

CRHR: Archaeology

Through the employment of radiocarbon (¹⁴C) dates as data, we use the date combination process to refine site-specific summed probability distributions for 555 dates from Caddo sites (n = 19) in East Texas with 10 or more ¹⁴C dates. Summed probability distributions are then contrasted across river basins and natural regions with the remainder of the East Texas Caddo Radiocarbon Database (n = 338 dates from 132 other Caddo sites), highlighting the temporal and spatial character of Caddo archaeological sites throughout East Texas.

Numerical Solutions To The Gross-Pitaevskii Equation For Bose-Einstein Condensates, Luigi Galati

College of Graduate Studies: Theses & Dissertations

In this thesis we compare various potential operators for the two-dimensional (2D) Gross-Pitaevskii equation (GPE) for Bose-Einstein condensates. Both the 2D and the 1D models are scaled to get a three parameter model. Smoothness of initial conditions is considered and choice of method (Split-Step Fourier method with Strang Splitting) is justied. Numerical simulations provide graphical evidence of properties of both focusing and nonfocusing cases.

Response Surface Optimization Of Electron Beam Freeform Fabrication Depositions Using Design Of Experiments, Patricia A. Quigley

Engineering Management & Systems Engineering Theses & Dissertations

The Electron Beam Freeform Fabrication (EBF³ ) System is a material depositing, layer additive technique that produces three dimensional (3D) parts out of a wide range of metals in high vacuum, using an electron beam and wire feedstock. Screening deposition trials on a titanium alloy, Ti-6Al-4V, at the National Aeronautics Space Administration (NASA) revealed selective vaporization of the aluminum content of linear prototypes when subjected to chemical analysis. In this study, the aluminum content, bead height and bead width output responses were analyzed from a systematic study of the effects that the interactions of the EBF³ processing parameters …

Using The R Library Rpanel For Gui-Based Simulations In Introductory Statistics Courses, Ryan M. Allison

Statistics

As a student, I noticed that the statistical package R (http://www.r-project.org) would have several benefits of its usage in the classroom. One benefit to the package is its free and open-source nature. This would be a great benefit for instructors and students alike since it would be of no cost to use, unlike other statistical packages. Due to this, students could continue using the program after their statistical courses and into their professional careers. It would be good to expose students while they are in school to a tool that professionals use in industry. R also has powerful …

Toward A Regional Radiocarbon Model For The East Texas Woodland Period, Robert Z. Selden Jr., Timothy K. Perttula

CRHR: Archaeology

The East Texas Radiocarbon Database contributes to an analysis of tempo and place for Woodland era (ca. 500 B.C. - A.D. 800) archaeological sites within the region. The temporal and spatial distributions of calibrated radiocarbon (¹⁴C) ages (n=127) with a standard deviation (ΔT) of 61 from archaeological sites with Woodland components (n=51) are useful in exploring the development and geographical continuity of the peoples in East Texas, and lead to a refinement of our current chronological understanding of the period. While the analysis of the dates produces less than significant findings due to sample size, they are used …

The East Texas Caddo: Modeling Tempo And Place, Robert Z. Selden Jr., Timothy K. Perttula

CRHR: Archaeology

Analysis of the Caddo sample (n=889 dates) from the East Texas radiocarbon database is used to establish the tempo and place of Caddo era (ca. A.D. 800-1680) archaeological sites, site clusters, and communities across the region. The temporal and spatial distribution of radiocarbon ages from settlements, mound centers, and cemeteries across the region have utility in exploring the development and geographical continuity of the Caddo peoples; establishing the specific times when areas were abandoned or population sizes diminished; and defining times and areas illustrating an intensification in mound center construction and large cemeteries became a focus of community social practices.

Contributions Of Financial Sector Reforms And Credit Supply To Nigerian Agricultural Sector (1978-2009), Anthony O. Onoja, M. E. Onu, S. Ajodo-Ohiemi

CBN Journal of Applied Statistics (JAS)

This study analyzed the trends and pattern of institutional credit supply to agriculture during pre- and post-financial reforms along with their determinants. It then compared the effects of reform policies on access to institutional credits in Nigerian agricultural sector before and after the reforms (1978 - 1985; and 1986 -2009). Relying mainly on time series data from CBN and NBS, it used ordinary least squares method (linear, semi-log and double log) to model the determinants of banking sector lending to the agricultural sector during the review period. The models were subjected to several econometric tests before accepting one. Chow test …

Determinants Of Foreign Reserves In Nigeria: An Autoregressive Distributed Lag Approach, David Irefin, Baba N. Yaaba

CBN Journal of Applied Statistics (JAS)

On global scale, central banks’ holdings of foreign reserves have escalated sharply in recent years. World international reserves holdings have risen significantly from US$1.2 trillion in 1995 to nearly US$10.0 trillion in June 2011. Dominant among these reserves are concentrated in the hands of few countries. Ten major holders of foreign reserves are mostly from Asia. Oil exporting countries in Africa and the Middle East are not left out in this trend. Nigeria’s foreign reserves rose from US$5.5 billion in 1999 to US$62.40 billion in July 2008, making Nigeria the twenty-fourth largest reserves holder in the world. This pace of …

Effects Of Exchange Rate Movements On Economic Growth In Nigeria, Eme O. Akpan, Johnson A. Atan

CBN Journal of Applied Statistics (JAS)

This study investigates the effect of exchange rate movements on real output growth in Nigeria. Based on quarterly series for the period 1986 to 2010, the paper examines the possible direct and indirect relationship between exchange rates and GDP growth. The relationship is derived in two ways using a simultaneous equations model within a fully specified (but small) macroeconomic model. A Generalised Method of Moments (GMM) technique was explored. The estimation results suggest that there is no evidence of a strong direct relationship between changes in exchange rate and output growth. Rather, Nigeria’s economic growth has been directly affected by …

Exchange Rate Volatility In Nigeria: Consistency, Persistency & Severity Analyses, Babatunde Adeoye, Akinwande A. Atanda

CBN Journal of Applied Statistics (JAS)

The adoption of the International Monetary Fund (IMF) Structural Adjustment Programme (SAP) in 1986 resulted in the transition from fixed exchange rate regime to floating exchange rate regime in Nigeria. Ever since, the exchange rate of naira vis-à-vis the U.S dollar has attained varying rates all through different time horizons. On this basis, this study examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis-a-vis the United State dollar using monthly time series data from 1986 to 2008. The standard Purchasing Power Parity (PPP) model was used to analyze the long-run consistency of …

Foreign Private Investment And Economic Growth In Nigeria: A Cointegrated Var And Granger Causality Analysis, F. Z. Abdullahi, S. Ladan, Haruna R. Bakari

CBN Journal of Applied Statistics (JAS)

This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of the impact of Foreign Private Investment (FPI), Interest Rate (INR) and Inflation rate (IFR) on Growth Domestic Products (GDP) in Nigeria for the period January 1970 to December 2009. The Unit Root Test suggests that all the variables are integrated of order 1. The VAR model was appropriately identified using AIC information criteria and the VECM model has exactly one cointegration relation. The study further investigates the causal relationship using the Granger causality analysis of VECM which indicates a uni-directional causality relationship between GDP and FDI …

Banking Sector Credit And Economic Growth In Nigeria: An Empirical Investigation, Aniekan O. Akpansung, Sikiru J. Babalola

CBN Journal of Applied Statistics (JAS)

The paper examines the relationship between banking sector credit and economic growth in Nigeria over the period 1970-2008. The causal links between the pairs of variables of interest were established using Granger causality test while a Two-Stage Least Squares (TSLS) estimation technique was used for the regression models. The results of Granger causality test show evidence of unidirectional causal relationship from GDP to private sector credit (PSC) and from industrial production index (IND) to GDP. Estimated regression models indicate that private sector credit impacts positively on economic growth over the period of coverage in this study. However, lending (interest) rate …

Embodied Emissions Abatement: A Policy Assessment Using Stochastic Analysis, Adolf Acquaye, Aidan Duffy, Biswajit Basu

Articles

Policymakers traditionally focus on regulating operational energy use in buildings, ignoring other life cycle components such as embodied energy even though this may account for a significant portion of life cycle emissions. Data relating to embodied energy and emissions in buildings is limited. However, stochastic techniques can be used to estimate the distribution of such emissions from buildings. This helps policymakers identify which instruments are appropriate for achieving emissions reductions. A primary aim of this paper is to demonstrate this approach using a sample of apartment buildings in Ireland. A Monte-Carlo simulation suggests that the average probability distribution of embodied …

Stochastic Hybrid Embodied Co2-Eq Analysis: An Application To The Irish Apartment Building Sector, Adolf Acquaye, Aidan Duffy, Biswajit Basu

Articles

Although embodiedCO2-eq analysis has seen recent developments as evident in the establishment of the ISO14040 and 14044 LCA standards, it is recognized that due to weaknesses in gathering data on product-related emissions,embodiedCO2-eq values are probabilistic. This paper presents a stochastic analysis of hybrid embodied CO2-eq in buildings to account for this weakness in traditional methods and, by way of example, applies it to an Irish construction-sector case study. Using seven apartment buildings, 70,000 results are simulated with Monte Carlo analysis and used to derive probabilistic and cumulative embodied CO2-eq intensity distributions for apartment buildings in Ireland. A Wakeby distribution with …

The Generation Of Domestic Electricity Load Profiles Through Markov Chain Modelling, Aidan Duffy, Fintan Mcloughlin, Michael Conlon

Conference Papers

Micro-generation technologies such as photovoltaics and micro-wind power are becoming increasing popular among homeowners, mainly a result of policy support mechanisms helping to improve cost competiveness as compared to traditional fossil fuel generation. National government strategies to reduce electricity demand generated from fossil fuels and to meet European Union 20/20 targets is driving this change. However, the real performance of these technologies in a domestic setting is not often known as high time resolution models for domestic electricity load profiles are not readily available. As a result, projections in terms of reducing electricity demand and financial paybacks for these micro-generation …

Economic Risk Assessment Using The Fractal Market Hypothesis, Jonathan Blackledge, Marek Rebow

Conference papers

This paper considers the Fractal Market Hypothesi (FMH) for assessing the risk(s) in developing a financial portfolio based on data that is available through the Internet from an increasing number of sources. Most financial risk management systems are still based on the Efficient Market Hypothesis which often fails due to the inaccuracies of the statistical models that underpin the hypothesis, in particular, that financial data are based on stationary Gaussian processes. The FMH considered in this paper assumes that financial data are non-stationary and statistically self-affine so that a risk analysis can, in principal, be applied at any time scale …

Encryption Using Deterministic Chaos, Jonathan Blackledge, Nikolai Ptitsyn

Articles

The concepts of randomness, unpredictability, complexity and entropy form the basis of modern cryptography and a cryptosystem can be interpreted as the design of a key-dependent bijective transformation that is unpredictable to an observer for a given computational resource. For any cryptosystem, including a Pseudo-Random Number Generator (PRNG), encryption algorithm or a key exchange scheme, for example, a cryptanalyst has access to the time series of a dynamic system and knows the PRNG function (the algorithm that is assumed to be based on some iterative process) which is taken to be in the public domain by virtue of the Kerchhoff-Shannon …

Random Walks With Elastic And Reflective Lower Boundaries, Lucas Clay Devore

Masters Theses & Specialist Projects

No abstract provided.

Sequence Comparison And Stochastic Model Based On Multi-Order Markov Models, Xiang Fang

Department of Statistics: Dissertations, Theses, and Student Research

This dissertation presents two statistical methodologies developed on multi-order Markov models. First, we introduce an alignment-free sequence comparison method, which represents a sequence using a multi-order transition matrix (MTM). The MTM contains information of multi-order dependencies and provides a comprehensive representation of the heterogeneous composition within a sequence. Based on the MTM, a distance measure is developed for pair-wise comparison of sequences. The new method is compared with the traditional maximum likelihood (ML) method, the complete composition vector (CCV) method and the improved version of the complete composition vector (ICCV) method using simulated sequences. We further illustrate the application of …

How Do You Interpret A Confidence Interval?, Paul Savory

Department of Industrial and Management Systems Engineering: Instructional Materials

A confidence interval (CI) is an interval estimate of a population parameter. Instead of estimating the parameter by a single value, a point estimate, an interval likely to cover the parameter is developed. Many student incorrectly interpret the meaning of a confidence interval. This paper offers a quick overview of how to correctly interpret a confidence interval.

Modeling And Efficient Estimation Of Intra-Family Correlations, Roy Sabo

Mathematics & Statistics Theses & Dissertations

Familial data occur when observations are taken on multiple members of the same family. Due to relationships between these members, both genetic and by cohabitation, their response variables will likely exhibit some form of dependence. Most of the existing literature models this dependence with an equicorrelated structure. This structure is appropriate when the dependencies between family members are similar, such as in genetic studies, but not in cases where we expect the dependencies to differ, such as behavioral comparisons across different age groups. In this dissertation we first discuss an alternative structure based upon first-order autoregressive correlation. Specifically we create …

Mathematical And Empirical Modeling Of Chemical Reactions In A Microreactor, Jing Hu

Doctoral Dissertations

This dissertation is concerned with mathematical and empirical modeling to simulate three important chemical reactions (cyclohexene hydrogenation and dehydrogenation, preferential oxidation of carbon monoxide, and the Fischer-Tropsch (F-T) synthesis in a microreaction system.

Empirical modeling and optimization techniques based on experimental design (Central Composite Design (CCD)) and response surface methodology were applied to these three chemical reactions. Regression models were built, and the operating conditions (such as temperature, the ratio of the reactants, and total flow rate) which maximize reactant conversion and product selectivity were determined for each reaction.

A probability model for predicting the probability that a certain species …

Fuzzy Product -Limit Estimators: Soft Computing In The Presence Of Very Small And Highly Censored Data Sets, Kian Lawrence Pokorny

Doctoral Dissertations

When very few data are available and a high proportion of the data is censored, accurate estimates of reliability are problematic. Standard statistical methods require a more complete data set, and with any fewer data, expert knowledge or heuristic methods are required. In the current research a computational system is developed that obtains a survival curve, point estimate, and confidence interval about the point estimate.

The system uses numerical methods to define fuzzy membership functions about each data point that quantify uncertainty due to censoring. The “fuzzy” data are then used to estimate a survival curve, and the mean survival …

Estimating The Probability Of Severe Convective Storms: A Local Perspective For The Central And Northern Plains, Preston W. Leftwich Jr.

National Oceanographic and Atmospheric Administration: Technical Reports and Related Materials

Summary and Conclusions

A procedure to estimate probabilities of the occurrence of severe convective storms within local areas has been described. Probabilities were based on a simulated climatology and the relative frequency of severe convective events when a selected site was contained within an operational Outlook or Watch. Combined data from five local areas were used to develop a general model for local probabilities within the central and northern Plains region. Attachment of probabilities to specific products placed values within a framework familiar to both forecasters and "end-users." Application of results in an operational scenario demonstrated representative local probabilities and …

Review Of: Charles R. Bennett, Risks In The Environment: How To Assess Them, Penny Dean

RISK: Health, Safety & Environment (1990-2002)

Review of: Charles R. Bennett, Risks in the Environment: How to Assess Them (Burloak Publications 1996). Appendices, references for the appendices, prologue. ISBN 0-9680438-0-1 [305 pp. Paper $23.95. 277 Belvenia Rd., Burlington, Ontario.]

Estimation In A Marked Poisson Error Recapture Model Of Software Reliability, Rajan Gupta

Mathematics & Statistics Theses & Dissertations

Nayak's (1988) model for the detection, removal, and recapture of the errors in a computer program is extended to a larger family of models in which the probabilities that the successive programs produce errors are described by the tail probabilities of discrete distribution on the positive integers. Confidence limits are derived for the probability that the final program produces errors. A comparison of the asymptotic variances of parameter estimates given by the error recapture and by the repetitive-run procedure of Nagel, Scholz, and Skrivan (1982) is made to determine which of these procedures efficiently uses the test time.

Shadow Casting Phenomena At Newgrange, Frank Prendergast

Articles

A digital model of the Newgrange passage tomb and surrounding ring of monoliths known as the Great Circle is used to investigate sunrise shadow casting phenomena at the monument. Diurnal variation in shadow directions and lengths are analysed for their potential use in the Bronze Age to indicate the passage of seasonal time. Computer-aided simulations are developed from a photogrammetric survey to accurately show how three of the largest monoliths, located closest to the tomb entrance and archaeologically coded GC1, GC-1 and GC-2, cast their shadows onto the vertical face of the entrance kerbstone, coded K1. The phenomena occur at …

Large Deviation Local Limit Theorems For Ratio Statistics, Sanjeev V. Sabnis

Mathematics & Statistics Theses & Dissertations

Let {T„, n > 1} be an arbitrary sequence of non-lattice random variables and {S_n, n > 1} be another sequence of positive non-lattice random variables. Let the two sequences be independent. Let Ø_1n and Ø_2n be the moment genereating functions of {Tn, n > 1} and { S_n,n > 1} respectively. Let {a_n} be a sequence of real numbers such that a_n —»• oo.