Applied Statistics Commons^™

Estimating The Statistics Of Operational Loss Through The Analyzation Of A Time Series, Maurice L. Brown

Theses and Dissertations

In the world of finance, appropriately understanding risk is key to success or failure because it is a fundamental driver for institutional behavior. Here we focus on risk as it relates to the operations of financial institutions, namely operational risk. Quantifying operational risk begins with data in the form of a time series of realized losses, which can occur for a number of reasons, can vary over different time intervals, and can pose a challenge that is exacerbated by having to account for both frequency and severity of losses. We introduce a stochastic point process model for the frequency distribution …

Role Of Inhibition And Spiking Variability In Ortho- And Retronasal Olfactory Processing, Michelle F. Craft

Theses and Dissertations

Odor perception is the impetus for important animal behaviors, most pertinently for feeding, but also for mating and communication. There are two predominate modes of odor processing: odors pass through the front of nose (ortho) while inhaling and sniffing, or through the rear (retro) during exhalation and while eating and drinking. Despite the importance of olfaction for an animal’s well-being and specifically that ortho and retro naturally occur, it is unknown whether the modality (ortho versus retro) is transmitted to cortical brain regions, which could significantly instruct how odors are processed. Prior imaging studies show different …

Information Entropic Content Of Astrophysical Spectra: Applications To Cosmology And Astrobiology, Sara Vannah

Dartmouth College Ph.D Dissertations

Astrophysics faces two critical challenges: the difficulty of observing very distant targets and the difficulty of interpreting science in diverse and often extreme environments that have not been replicated on Earth. In this thesis, we discuss two types of spectra — one from early universe cosmology and one from astrobiology — where improvements in telescope technology are just ushering in a wave of precise observations, addressing the first challenge. This accelerates the need for a solution to the second challenge. Traditional methods for analyzing these two spectra rely heavily on unsettled science, biasing results to match the input assumptions. In …

Lake Huron Shoreline Analysis, Shubham Satish Nandanwar

Theses and Dissertations (Comprehensive)

Lake Huron is a popular tourist destination and is home to several businesses and residents. Since the shoreline is dynamic and is subject to change over the years due to several factors such as a change in water level, soil type, human encroachment, etc., these locations tend to encounter floods due to increased water levels and wind speed. This causes erosion and loss to the properties along the shoreline.

This study is based on two areas of interest named Pinery Provincial Park and Sauble Beach which are located on the shoreline of Lake Huron where Pinery Provincial Park is a …

Searching For Anomalous Extensive Air Showers Using The Pierre Auger Observatory Fluorescence Detector, Andrew Puyleart

Dissertations, Master's Theses and Master's Reports

Anomalous extensive air showers have yet to be detected by cosmic ray observatories. Fluorescence detectors provide a way to view the air showers created by cosmic rays with primary energies reaching up to hundreds of EeV . The resulting air showers produced by these highly energetic collisions can contain features that deviate from average air showers. Detection of these anomalous events may provide information into unknown regions of particle physics, and place constraints on cross-sectional interaction lengths of protons. In this dissertation, I propose measurements of extensive air shower profiles that are used in a machine learning pipeline to distinguish …

A Participatory Group Process To Collect And Disseminate Covid-19 Needs Assessment Data, Areebah Ahmed

Undergraduate Research Posters

The Richmond, VA COVID-19 Needs Assessment Survey (RVA CoNA) was created in March 2020 to identify behaviors and needs related to COVID-19 in Richmond area adults ages 18 and over. Results are being used to inform support, strategic efforts, and educational outreach of local community organizations. The purpose of this study is to (1) summarize the process used to develop the RVA CoNA, (2) summarize preliminary survey results from a second phase of data collection as well as initial feedback from community partners, and (3) summarize initial conclusions and results dissemination strategies.Community partners and researchers at Virginia Commonwealth University jointly …

Approximate Likelihood Based Estimations For Joint Models With Intractable Likelihoods, Karl Stessy M. Bisselou

Theses & Dissertations

This dissertation focuses on the development of approximation approaches for the joint modeling (JM) of repeated measures data and time-to-event data in the presence of analytically or numerically intractable likelihoods. Current likelihood-based inferences for JMs show several limitations including (i) intractability of integrals during marginal likelihood derivations due to the complexity in computations, and (ii) the large number of nuisance parameters (unobserved) posing a problem with convergence. The h-likelihood (HL) and synthetic likelihood (SL) are two computationally efficient estimation approaches that overcome these challenges.

In the presence of extremely high censoring rates, the HL can produce bias parameter estimates. We …

Smoking, Alcohol Consumption, And Depression In Association With Incidence Of Type 2 Diabetes Among Mexican Americans In Starr County, Texas, Gabriela Rubannelsonkumar

Honors Program Theses and Research Projects

Previous studies on conditions like obesity, hypertension, and type 2 diabetes mellitus (T2DM) have explored the correlations between them and various other human conditions, including aortic stiffness, left ventricular hypertrophy and sleep apnea, as they predict possibilities of developing certain diseases in Mexican Americans. This study aims to observe the correlation between lifestyle decisions that could relate to the onset of the depression in normal, prediabetic, and diabetic individuals. These include smoking habits and alcohol consumption. Many papers have previously conducted research on these lifestyle habits as they relate to obesity, hypertension, diabetes, however, have done so in a singular …

Identification And Characterization Of Forest Fire Risk Zones Leveraging Machine Learning Methods, Joshua Balson, Matt Chinchilla, Cam Lu, Jeff Washburn, Nibhrat Lohia

SMU Data Science Review

Across the United States, record numbers of wildfires are observed costing billions of dollars in property damage, polluting the environment, and putting lives at risk. The ability of emergency management professionals, city planners, and private entities such as insurance companies to determine if an area is at higher risk of a fire breaking out has never been greater. This paper proposes a novel methodology for identifying and characterizing zones with increased risks of forest fires. Methods involving machine learning techniques use the widely available and recorded data, thus making it possible to implement the tool quickly.

The Development Of Authentic Virtual Reality Scenarios To Measure Individuals’ Level Of Systems Thinking Skills And Learning Abilities, Vidanelage L. Dayarathna

Theses and Dissertations

This dissertation develops virtual reality modules to capture individuals’ learning abilities and systems thinking skills in dynamic environments. In the first chapter, an immersive queuing theory teaching module is developed using virtual reality technology. The objective of the study is to present systems engineering concepts in a more sophisticated environment and measure students learning abilities. Furthermore, the study explores the performance gaps between male and female students in manufacturing systems concepts. To investigate the gender biases toward the performance of developed VR module, three efficacy measures (simulation sickness questionnaire, systems usability scale, and presence questionnaire) and two effectiveness measures (NASA …

Non-Parametric Tests For Testing Of Scale Parameters, Manish Goyal, Narinder Kumar

Journal of Modern Applied Statistical Methods

One of the fundamental problems in testing of equality of populations is of testing the equality of scale parameters. The subsequent usages for scale are dispersion, spread and variability. In this paper, we proposed non-parametric tests based on U-Statistics for the testing of equality of scale parameters. The null distribution of proposed tests is developed and its Pitman efficiency is worked out to compare proposed tests with respect to some existing tests. Simulation study is carried out to compute the asymptotic power of proposed tests. An illustrative example is also provided.

(R1463) On The Central Limit Theorem For Conditional Density Estimator In The Single Functional Index Model, Abbes Rabhi, Nadia Kadiri, Fatima Akkal

Applications and Applied Mathematics: An International Journal (AAM)

The main objective of this paper is to investigate the nonparametric estimation of the conditional density of a scalar response variable Y, given the explanatory variable X taking value in a Hilbert space when the sample of observations is considered as an independent random variables with identical distribution (i.i.d.) and are linked with a single functional index structure. First of all, a kernel type estimator for the conditional density function (cond-df) is introduced. Afterwards, the asymptotic properties are stated for a conditional density estimator when the observations are linked with a single-index structure from which we derive an central …

Predicting Lifespan Of Drosophila Melanogaster: A Novel Application Of Convolutional Neural Networks And Zero-Inflated Autoregressive Conditional Poisson Model, Yi Zhang, V. A. Samaranayake, Gayla R. Olbricht, Matthew S. Thimgan

Mathematics and Statistics Faculty Research & Creative Works

A model to classify the lifespan of Drosophila, the fruit fly, into short- and long-lived categories based on a sleep characteristic, extracted from activity data, is developed using a two-stage process. Stage 1 models the per-minute activity counts of each fly using a zero-inflated autoregressive conditional Poisson model. These probabilities are allowed to vary hourly, reflecting the circadian and other cycles present in a fly's sleep architecture. A 5-day moving window is used to model data allowing the model parameters to vary over the course of the fly's life. The resulting probabilities capture information about changes in sleep patterns with …

Confidence Interval For The Mean Of A Beta Distribution, Sean Rangel

Electronic Theses and Dissertations

Statistical inference for the mean of a beta distribution has become increasingly popular in various fields of academic research. In this study, we developed a novel statistical model from likelihood-based techniques to evaluate various confidence interval techniques for the mean of a beta distribution. Simulation studies will be implemented to compare the performance of the confidence intervals. In addition to the development and study involving confidence intervals, we will also apply the confidence intervals to real biological data that was gathered by the Department of Biology at Stephen F. Austin State University and provide recommendations on the best practice.

Risk-Based Machine Learning Approaches For Probabilistic Transient Stability, Umair Shahzad

Department of Electrical and Computer Engineering: Dissertations, Theses, and Student Research

Power systems are getting more complex than ever and are consequently operating close to their limit of stability. Moreover, with the increasing demand of renewable wind generation, and the requirement to maintain a secure power system, the importance of transient stability cannot be overestimated. Considering its significance in power system security, it is important to propose a different approach for enhancing the transient stability, considering uncertainties. Current deterministic industry practices of transient stability assessment ignore the probabilistic nature of variables (fault type, fault location, fault clearing time, etc.). These approaches typically provide a conservative criterion and can result in expensive …

An Alternative Class Of Ratio-Regression-Type Estimator Under Two-Phase Sampling Scheme, Muhammad Isah, Zakari Yahaya, Audu Ahmed

CBN Journal of Applied Statistics (JAS)

In this study, a new exponential ratio-regression estimator is developed using an auxiliary variable for estimating the finite population mean under a two-phase sampling system. The Bias and Mean Square Error (MSE) of the proposed estimator are derived and compared with some of the estimators in extant literature. Thus, the conditions under which the proposed estimator is better than some existing estimators are provided. Empirically, using four real datasets and simulation study, the proposed estimator performs better than the classical ratio, classical regression, exponential ratio, and exponential regression cum ratio estimator when compared using the criteria of bias, mean square …

A Copula Model Approach To Identify The Differential Gene Expression, Prasansha Liyanaarachchi

Mathematics & Statistics Theses & Dissertations

Deoxyribonucleic acid, more commonly known as DNA, is a complex double helix-shaped molecule present in all living organisms and hosts thousands of genes. However, only a few genes exhibit differential expression and play a vital role in a particular disease such as breast cancer. Microarray technology is one of the modern technologies developed to study these gene expressions. There are two major microarray technologies available for expression analysis: Spotted cDNA array and oligonucleotide array. The focus of our research is the statistical analysis of data that arises from the spotted cDNA microarray. Numerous models have been proposed in the literature …

Integration Of Blockchain Technology Into Automobiles To Prevent And Study The Causes Of Accidents, John Kim

Electronic Theses, Projects, and Dissertations

Automobile collisions occur daily. We now live in an information-driven world, one where technology is quickly evolving. Blockchain technology can change the automotive industry, the safety of the motoring public and its surrounding environment by incorporating this vast array of information. It can place safety and efficiency at the forefront to pedestrians, public establishments, and provide public agencies with pertinent information securely and efficiently. Other industries where Blockchain technology has been effective in are as follows: supply chain management, logistics, and banking. This paper reviews some statistical information regarding automobile collisions, Blockchain technology, Smart Contracts, Smart Cities; assesses the feasibility …

Estimation Analysis For The Seir Model With Stochastic Perturbation For The Covid-19 Outbreak In Bogotá, Viswanathan Arunachalam, Andres Rios-Gutierrez

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Statistical Modeling Of Sars-Cov-2 Mutation In The U.S., Yuru Jing, Angela Antonou

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.