Statistical Models Commons^™

A Statistical Analysis Of The Roulette Martingale System: Examples, Formulas And Simulations With R, Peter Pflaumer

International Conference on Gambling & Risk Taking

Some gamblers use a martingale or doubling strategy as a way of improving their chances of winning. This paper derives important formulas for the martingale strategy, such as the distribution, the expected value, the standard deviation of the profit, the risk of a loss or the expected bet of one or multiple martingale rounds. A computer simulation study with R of the doubling strategy is presented. The results of doubling to gambling with a constant sized bet on simple chances (red or black numbers, even or odd numbers, and low (1 – 18) or high (19 – 36) numbers) and …

Rock Paper Scissors And Evolutionary Game Theory, Christian Cordova, Rudolf Jovero, Evan Thomas

Math 365 Class Projects

In Rock Paper Scissors (RPS), three different "species" compete, but no single species has a dominating strategy. In evolutionary game theory, replicator equations model population densities over time. When a mutation is introduced, they are called "replicator-mutator" equations. Using the replicator-mutator equation in [1] we have shown how population density of three species change.

Well I'Ll Be Damned - Insights Into Predictive Value Of Pedigree Information In Horse Racing, Timothy Baker Mr, Ming-Chien Sung, Johnnie Johnson Professor, Tiejun Ma

International Conference on Gambling & Risk Taking

Fundamental form characteristics like how fast a horse ran at its last start, are widely used to help predict the outcome of horse racing events. The exception being in races where horses haven’t previously competed, such as Maiden races, where there is little or no publicly available past performance information. In these types of events bettors need only consider a simplified suite of factors however this is offset by a higher level of uncertainty. This paper examines the inherent information content embedded within a horse’s ancestry and the extent to which this information is discounted in the United Kingdom bookmaker …

A Study Of Joinpoint Models For Longitudinal Data, Libo Zhou

UNLV Theses, Dissertations, Professional Papers, and Capstones

In many medical studies, data are collected simultaneously on multiple biomarkers from each individual. Levels of these biomarkers are measured periodically over certain time duration, giving rise to longitudinal trajectories. The subjects under study may also be subject to dropout due to several competing causes, the likelihood of which may be affected by the levels of these biomarkers. In this dissertation, we investigate flexible Bayesian modeling of such data, taking into account any available covariate information as well as possible censoring of the drop-out times. We propose joint models for multiple biomarkers with multiple causes of dropout. Our proposed models …

Effects Of Inlet Conditions On Diffuser Outlet Performance, Zaccary A. Poots

UNLV Theses, Dissertations, Professional Papers, and Capstones

Building air distribution terminal system designers and system installers require accurate quantitative information on the performance of the installed system to achieve optimum efficiency and levels of human comfort. This requires field installation adjustment values from published ideal pressure loss, air distribution and sound generation installation performance. This study documents the air output performance of different installation configurations of six types of ceiling diffusers and compares the results to performance when installed according to ANSI/ASHRAE Standard 70-2006. A diffuser inlet supply plenum was designed for optimum flow and used to acquire a baseline set of data covering the six types …

Arima Models For Bank Failures: Prediction And Comparison, Fangjin Cui

UNLV Theses, Dissertations, Professional Papers, and Capstones

The number of bank failures has increased dramatically over the last twenty-two years. A common notion in economics is that some banks can become "too big to fail." Is this still a true statement? What is the relationship, if any, between bank sizes and bank failures? In this thesis, the proposed modeling techniques are applied to real bank failure data from the FDIC. In particular, quarterly data from 1989:Q1 to 2010:Q4 are used in the data analysis, which includes three major parts: 1) pairwise bank failure rate comparisons using the conditional test (Przyborowski and Wilenski, 1940); 2) development of the …

Poisson Process Monitoring, Test And Comparison, Qing Chen

UNLV Theses, Dissertations, Professional Papers, and Capstones

The task of determining whether a sudden change occurred in the generative parameters of a time series generates application in many areas. In this thesis, we aim at monitoring the change-point of a Poisson process by method, which is characterized by a forward-backward testing algorithm and several overall error control mechanisms. With the application of this proposed method, we declare that Mount Etna is not a simple Poissonian volcano, because two different regimes divided by the change point, January 30th 1974, are identified. The validation procedures, used in a complementary fashion, by the formal hypothesis tests and graphical method will …

Research Poster: Hydrological Impacts Of Climate Change On Colorado Basin, Peng Jiang, Zhongbo Yu

2010 Annual Nevada NSF EPSCoR Climate Change Conference

Research poster

Research Poster: An Overview Of Progress In Nsf Epscor Project Entitled, “Reducing Cloud Uncertainties In Climate Models”, Subhashree Mishra, David L. Mitchell, W. Patrick Arnott

2010 Annual Nevada NSF EPSCoR Climate Change Conference

Research poster

Research Poster: Climate Prediction Downscaling Of Temperature And Precipitation In The Great Basin Region, Ramesh Vellore, Benjamin J. Hatchett, Darko Koracin

2010 Annual Nevada NSF EPSCoR Climate Change Conference

Research poster

Implementation Of Uncertainty Propagation In Triton/Keno, Charlotta Sanders, Denis Beller

Reactor Campaign (TRP)

Monte Carlo methods are beginning to be used for three dimensional fuel depletion analyses to compute various quantities of interest, including isotopic compositions of used nuclear fuel. The TRITON control module, available in the SCALE 5.1 code system, can perform three-dimensional (3-D) depletion calculations using either the KENO V.a or KENO-VI Monte Carlo transport codes, as well as the two-dimensional (2-D) NEWT discrete ordinates code. To overcome problems such as spatially nonuniform neutron flux and non-uniform statistical uncertainties in computed reaction rates and to improve the fidelity of calculations using Monte Carlo methods, uncertainty propagation is needed for depletion calculations.

Monaco/Mavric Evaluation For Facility Shielding And Dose Rate Analysis, Charlotta Sanders, Denis Beller

Reactor Campaign (TRP)

The dimensions and the large amount of shielding required for Global Nuclear Energy Partnership (GNEP) facilities, advanced radiation shielding, and dose computation techniques are beyond today’s capabilities and will certainly be required. With the Generation IV Nuclear Energy System Initiative, it will become increasingly important to be able to accurately model advanced Boiling Water Reactor and Pressurized Water Reactor facilities, and to calculate dose rates at all locations within a containment (e.g., resulting from radiations from the reactor as well as the from the primary coolant loop) and adjoining structures (e.g., from the spent fuel pool).

The MAVRIC sequence is …

Implementation Of Uncertainty Propagation In Triton/Keno: To Support The Global Nuclear Energy Partnership, Charlotta Sanders, Denis Beller

Reactor Campaign (TRP)

Monte Carlo methods are beginning to be used for three-dimensional fuel depletion analyses to compute various quantities of interest, including isotopic compositions of used fuel.1 The TRITON control module, available in the SCALE 5.1 code system, can perform three dimensional (3-D) depletion calculations using either the KENO V.a or KENO-VI Monte Carlo transport codes, as well as the two-dimensional (2- D) NEWT discrete ordinates code. For typical reactor systems, the neutron flux is not spatially uniform. For Monte Carlo simulations, this results in non-uniform statistical uncertainties in the computed reaction rates. For spatial regions where the flux is low, e.g., …

Monaco/Mavric Evaluation For Facility Shielding And Dose Rate Analysis: To Support The Global Nuclear Energy Partnership, Charlotta Sanders, Denis Beller

Reactor Campaign (TRP)

Monte Carlo methods are used to compute fluxes or dose rates over large areas using mesh tallies. For problems that demand that the uncertainty in each mesh cell be less than some set maximum, computation time is controlled by the cell with the largest uncertainty. This issue becomes quite troublesome in deep-penetration problems, and advanced variance reduction techniques are required to obtain reasonable uncertainties over large areas.

In this project the MAVRIC sequence will be evaluated along with the Monte Carlo engine Monaco to investigate its effectiveness and usefulness in facility shielding and dose rate analyses. A previously MCNP-evaluated cask …

Procedure Models, C. F. Bartley, W. W. Watson

Publications (YM)

This procedure establishes the responsibilities and process for documenting activities that constitute scientific investigation modeling. Planning requirements for conducting modeling are contained in LP-2.29Q-BSC, Planning for Science Activities.