Probability Commons^™

Defeatism Defeated, Max Baker-Hytch, Matthew A. Benton

SPU Works

Many epistemologists are enamored with a defeat condition on knowledge. In this paper we present some implementation problems for defeatism, understood along either internalist or externalist lines. We then propose that one who accepts a knowledge norm of belief, according to which one ought to believe only what one knows, can explain away much of the motivation for defeatism. This is an important result, because on the one hand it respects the plausibility of the intuitions about defeat shared by many in epistemology; but on the other hand, it obviates the need to provide a unified account of defeat which …

The Simulation & Evaluation Of Surge Hazard Using A Response Surface Method In The New York Bight, Michael H. Bredesen

UNF Graduate Theses and Dissertations

Atmospheric features, such as tropical cyclones, act as a driving mechanism for many of the major hazards affecting coastal areas around the world. Accurate and efficient quantification of tropical cyclone surge hazard is essential to the development of resilient coastal communities, particularly given continued sea level trend concerns. Recent major tropical cyclones that have impacted the northeastern portion of the United States have resulted in devastating flooding in New York City, the most densely populated city in the US. As a part of national effort to re-evaluate coastal inundation hazards, the Federal Emergency Management Agency used the Joint Probability Method …

Security Analysis On Network Systems Based On Some Stochastic Models, Xiaohu Li

LSU New Orleans Theses and Dissertations

Due to great effort from mathematicians, physicists and computer scientists, network science has attained rapid development during the past decades. However, because of the complexity, most researches in this area are conducted only based upon experiments and simulations, it is critical to do research based on theoretical results so as to gain more insight on how the structure of a network affects the security. This dissertation introduces some stochastic and statistical models on certain networks and uses a k-out-of-n tolerant structure to characterize both logically and physically the behavior of nodes. Based upon these models, we draw several illuminating results …

Choosing Between Parametric And Non-Parametric Tests, Russ Johnson

Journal of Undergraduate Research at Minnesota State University, Mankato

A common question in comparing two sets of measurements is whether to use a parametric testing procedure or a non-parametric procedure. The question is even more important in dealing with smaller samples. Here, using simulation, several parametric and nonparametric tests, such as, t-test, Normal test, Wilcoxon Rank Sum test, van-der Waerden Score test, and Exponential Score test are compared.

Comparison Of Hazard, Odds And Risk Ratio In The Two-Sample Survival Problem, Benedict P. Dormitorio

Dissertations

Cox proportional hazards is the standard method for analyzing treatment efficacy when time-to-event data is available. In the absence of time-to-event, investigators may use logistic regression which only requires relative frequencies of events, or Poisson regression which requires only interval-summarized frequency tables of time-to-event. When event frequencies are used instead of time-to-events, does it always result in a loss in power?

We investigate the relative performance of the three methods. In particular, we compare the power of tests based on the respective effect-size estimates (1)hazard ratio (HR), (2)odds ratio (OR), and (3)risk ratio (RR). We use a variety of survival …

Some New Probability Distributions Based On Random Extrema And Permutation Patterns, Jie Hao

Electronic Theses and Dissertations

In this paper, we study a new family of random variables, that arise as the distribution of extrema of a random number N of independent and identically distributed random variables X₁,X₂, ..., X_N, where each X_i has a common continuous distribution with support on [0,1]. The general scheme is first outlined, and SUG and CSUG models are introduced in detail where X_i is distributed as U[0,1]. Some features of the proposed distributions can be studied via its mean, variance, moments and moment-generating function. Moreover, we make some other choices for …

Asymmetric Empirical Similarity, Joshua C. Teitelbaum

Georgetown Law Faculty Publications and Other Works

The paper offers a formal model of analogical legal reasoning and takes the model to data. Under the model, the outcome of a new case is a weighted average of the outcomes of prior cases. The weights capture precedential influence and depend on fact similarity (distance in fact space) and precedential authority (position in the judicial hierarchy). The empirical analysis suggests that the model is a plausible model for the time series of U.S. maritime salvage cases. Moreover, the results evince that prior cases decided by inferior courts have less influence than prior cases decided by superior courts.

Meta-Analysis Of Social-Personality Psychological Research, Blair T. Johnson, Alice H. Eagly

CHIP Documents

This publication provides a contemporary treatment of the subject of meta-analysis in relation to social-personality psychology. Meta-analysis literally refers to the statistical pooling of the results of independent studies on a given subject, although in practice it refers as well to other steps of research synthesis, including defining the question under investigation, gathering all available research reports, coding of information about the studies and their effects, and interpretation/dissemination of results. Discussed as well are the hallmarks of high-quality meta-analyses.

Toward A Morphometric Phylogeny Of Caddo Ceramics: A Test Of 3d Geometric Morphometrics, Robert Z. Selden Jr., Timothy K. Perttula, Michael J. O'Brien

CRHR: Archaeology

In this poster we use 3D geometric morphometrics as an exploratory tool for examining diversity in vessel form (or shape) among 27 whole or reconstructed Caddo vessels from the Vanderpool site in Smith County, Texas. Forty-one landmarks from each vessel were exported to version 2.5 of Morphologika for generalized Procrustes analysis and principal components analysis and were then exported to R for cluster analysis (depending on sample size). Despite the small sample size, results indicate that 3D geometric morphometric analysis is an avenue of ceramic research where substantive analytical gains can be realized.

Cycle Lengths Of Θ-Biased Random Permutations, Tongjia Shi

HMC Senior Theses

Consider a probability distribution on the permutations of n elements. If the probability of each permutation is proportional to θ^K, where K is the number of cycles in the permutation, then we say that the distribution generates a θ-biased random permutation. A random permutation is a special θ-biased random permutation with θ = 1. The m^th moment of the r^th longest cycle of a random permutation is Θ(n^m), regardless of r and θ. The joint moments are derived, and it is shown that the longest cycles of a permutation can either be positively or …

Generalized Classes Of Distributions With Applications To Income And Lifetime Data, Shujiao Huang

College of Graduate Studies: Theses & Dissertations

In this thesis, new classes of distributions namely: exponentiated Kumaraswamy-Dagum (EKD), Log-exponentiated Kumaraswamy-Dagum (Log-EKD), McDonald Log-logistic (McLLog) and Gamma-Dagum (GD) distributions are presented. A thorough and comprehensive investigation of these classes of distributions is conducted. Mathematical properties of these classes of distributions including series expansion, hazard and reverse hazard functions, moments, generating functions, mean and median deviations, Bonferroni and Lorenz curves, distribution of order statistics, moments of order statistics and entropies are presented. Estimation of parameters of these distributions via maximum likelihood technique, Fisher information and asymptotic confidence intervals are given. Maximum likelihood estimation of the parameters of the exponentiated …

A Generalized Inflated Poisson Distribution, Patrick Stewart

Theses, Dissertations and Capstones

Count data with excess number of zeros, ones or twos are commonly encountered in experimental situations. In this thesis we have examined one such fertility data from Sweden. The standard Poisson distribution, which is widely used to model such count data, may not provide a good fit to model women's fertility (defined as the number of children per woman in her lifetime) in a specific population due to various cultural and sociological reasons. Therefore, the usual Poisson distribution is inflated at specific values suitably, as dictated by the societal norms, to fit the available data. The data set is examined …

Natural Phenomena As Potential Influence On Social And Political Behavior: The Earth’S Magnetic Field, Jackie R. East

Theses and Dissertations--Political Science

Researchers use natural phenomena in a number of disciplines to help explain human behavioral outcomes. Research regarding the potential effects of magnetic fields on animal and human behavior indicates that fields could influence outcomes of interest to social scientists. Tests so far have been limited in scope. This work is a preliminary evaluation of whether the earth’s magnetic field influences human behavior it examines the baseline relationship exhibited between geomagnetic readings and a host of social and political outcomes. The emphasis on breadth of topical coverage in these statistical trials, rather than on depth of development for any one model, …

Adjusted Tornado Probabilities, Holly M. Widen, James B. Elsner, Cameron Amrine, Rizalino B. Cruz, Erik Fraza, Laura Michaels, Loury Migliorelli, Brendan Mulholland, Michael Patterson, Sarah Strazzo, Guang Xing

Publications

Tornado occurrence rates computed from the available reports are biased low relative to the unknown true rates. To correct for this low bias, the authors demonstrate a method to estimate the annual probability of being struck by a tornado that uses the average report density estimated as a function of distance from nearest city/town center. The method is demonstrated on Kansas and then applied to 15 other tornado-prone states from Nebraska to Tennessee. States are ranked according to their adjusted tornado rate and comparisons are made with raw rates published elsewhere. The adjusted rates, expressed as return periods, arestates, including …

Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade

CBN Journal of Applied Statistics (JAS)

Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to the results the best forecasting performance is demonstrated by the model based on the all items CPI estimated using the SARIMAX model. This model is, therefore, recommended for use in short-term forecasting of headline inflation in Nigeria. The forecasting performance up to eight months ahead, of the models based on …

A Hybrid Agent-Based And Differential Equations Model For Simulating Antibiotic Resistance In A Hospital Ward, Lester Caudill, Barry Lawson

Department of Math & Statistics Faculty Publications

Serious infections due to antibiotic-resistant bacteria are pervasive, and of particular concern within hospital units due to frequent interaction among health-care workers and patients. Such nosocomial infections are difficult to eliminate because of inconsistent disinfection procedures and frequent interactions among infected persons, and because ill-chosen antibiotic treatment strategies can lead to a growth of resistant bacterial strains. Clinical studies to address these concerns have several issues, but chief among them are the effects on the patients involved. Realistic simulation models offer an attractive alternative. This paper presents a hybrid simulation model of antibiotic resistant infections in a hospital ward, combining …

Random Search Models Of Foraging Behavior: Theory, Simulation, And Observation, Ben C. Nolting

Department of Mathematics: Dissertations, Theses, and Student Research

Many organisms, from bacteria to primates, use stochastic movement patterns to find food. These movement patterns, known as search strategies, have recently be- come a focus of ecologists interested in identifying universal properties of optimal foraging behavior. In this dissertation, I describe three contributions to this field. First, I propose a way to extend Charnov's Marginal Value Theorem to the spatially explicit framework of stochastic search strategies. Next, I describe simulations that compare the efficiencies of sensory and memory-based composite search strategies, which involve switching between different behavioral modes. Finally, I explain a new behavioral analysis protocol for identifying the …

Improving Time Structure Patterns Of Orthogonal Markov Chains And Its Consequences In Hydraulic Simulations, Juan C. Jaimes-Correa

School of Natural Resources: Dissertations, Theses, and Student Research

Rainfall¹ occurrences understood as rain events are relevant for agricultural practices because temporal distribution of rainfall highly affects yield production. A few stochastic models satisfactorily generate daily rainfall events while preserving temporal and spatial dependence among multiple sites. I evaluated an extension on the traditional Orthogonal Markov chain (TOMC) model in reproducing the temporal structure of rainfall events at multiple sites in Florida (FL), Nebraska (NE) and California (CA). In addition, a simulation of watershed runoff from rainfall events, reproduced by a single- and multi-site weather generator, was conducted. Results shows that (i) a temporal structure extended …

An Efficient Two Sample Capture-Recapture Model With High Recaptures, Danjuma Jibasen, Yusuf J. Adams

CBN Journal of Applied Statistics (JAS)

This paper proposed an efficient two sample capture-recapture model (Ma) with high recaptures and compared it with the existing models like the model of no factor effect (Mo), behavioral response model (Mb) and the Petersen model (Ms), using simulated data. We found that the Petersen model provides a better estimate of the population size when the observations follow a hypergeometric distribution and the population is overestimated when recapture is high. It was also found that the proposed model provides a better estimator of the population size than the existing ones when the recapture is high. This model is particularly useful …

Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair

CBN Journal of Applied Statistics (JAS)

This paper uses Johansen’s cointegration to test for the possibility of cointegration and Granger-causality to estimate the causal relationship between stock market index and monetary indicators (exchange rate and M2) before and during the global financial crisis for Nigeria, using monthly data for the period 2001–2011. Results suggest absence of long-run relationship before and during the crisis. The Granger-causality tests show a uni-directional causality running from M2 to ASI before the crisis while during the period of the crisis there is absence of causality between the variables. This suggests that ASI show responsiveness to M2. Thus, absence of the direct …

Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo

CBN Journal of Applied Statistics (JAS)

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest neighbours, where the values were identified to be 15 and 20 respectively. The presence of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of 2.2 …

Modeling The Nigerian Inflation Rates Using Periodogram And Fourier Series Analysis, Chukwuemeka O. Omekara,, Emmanuel J. Ekpenyong, Micheal P. Ekerete

CBN Journal of Applied Statistics (JAS)

This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these objectives, monthly all-items inflation rates for the period were obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze the data. Based on the analysis, it was found that inflation cycle within the period was fifty one (51) months, which coincides with the …

Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya

CBN Journal of Applied Statistics (JAS)

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …

Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim

CBN Journal of Applied Statistics (JAS)

This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …

A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom

CBN Journal of Applied Statistics (JAS)

A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.

Pedestrian Detection Using Image Blending, Hannah Haggerty

Statistics

No abstract provided.

Singular Ergodic Control For Multidimensional Gaussian-Poisson Processes, J. L. Menaldi, M. Robin

Mathematics Faculty Research Publications

Singular control for multidimensional Gaussian-Poisson processes with a long-run (or ergodic) and a discounted criteria are discussed. The dynamic programming yields the corresponding Hamilton-Jacobi-Bellman equations, which are discussed. Full details on the proofs and further extensions are left for coming works.

The Torsion Angle Of Random Walks, Mu He

Masters Theses & Specialist Projects

In this thesis, we study the expected mean of the torsion angle of an n-step
equilateral random walk in 3D. We consider the random walk is generated within a confining sphere or without a confining sphere: given three consecutive vectors ^→e₁ , ^→e₂ , and ^→e₃ of the random walk then the vectors ^→e₁ and ^→e₂ define a plane and the vectors ^→e₂ and ^→e₃ define a second plane. The angle between the two planes is called the torsion angle of the three vectors. Algorithms are …

A Gaming Application Of The Negative Hypergeometric Distribution, Steven Norman Jones

UNLV Theses, Dissertations, Professional Papers, and Capstones

The Negative Hypergeometric distribution represents waiting times when drawing from a finite sample without replacement. It is analogous to the negative binomial, which models the distribution of waiting times when drawing with replacement. Even though the Negative Hypergeometric has applications it is typically omitted from textbooks on probability and statistics and is not generally known. The main purpose of this thesis is to derive expressions for the mean and variance of a new application of the Negative Hypergeometric to gaming and gambling. Other applications are described as well.

The Untenability Of A Priori Prior Probabilities In Objective Bayesian Conditionalization, C.S. Arledge

Senior Honors Theses

The problem of theory confirmation has been an issue in the philosophy of science for decades. Many valiant attempts have been made to formulate a generally accepted criterion for determining the validity of a scientific theory. Bayesian probability theory has been utilized in numerous attempts to examine the epistemic nature of theory confirmation and Jonathan Weisberg offers a formulation of Bayesian Conditionalization that he believes to be both objective and successful.

In this paper I intend to show the defects in Weisberg’s theory of objective Bayesian confirmation by utilizing the arguments of both W.V. Quine and Bas van Fraassen to …