Statistics and Probability Commons^™

Estimation Of Beta In A Simple Functional Capital Asset Pricing Model For High Frequency Us Stock Data, Yan Zhang

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

This project applies the methods of functional data analysis (FDA) to intra-daily returns of US corporations. It focuses on an extension of the Capital Asset Pricing Model (CAPM) to such returns. The CAPM is essentially a linear regression with the slope coefficient β. Returns of an asset are regressed on index return. We compare the estimates of β obtained for the daily and intra-daily returns. The variability of these estimates is assessed by two bootstrap methods. All computations are performed using statistical software R. Customized functions are developed to process the raw data, estimate the parameters and assess their variability. …

Controlling Error Rates With Multiple Positively-Dependent Tests, Abdullah Al Masud

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

It is a typical feature of high dimensional data analysis, for example a microarray study, that a researcher allows thousands of statistical tests at a time. All inferences for the tests are determined using the p-values; a smaller p-value than the α-level of the test signifies a statistically significant test. As the number of tests increases, the chance of observing some small p-values is very high even when all null hypotheses are true. Consequently, we make wrong conclusions on the hypotheses. This type of potential problem frequently happens when we test several hypotheses simultaneously, i.e., the multiple testing problem. …

A Statistical Model For Long-Term Forecasting Of Strong Sand Dust Storms, Siqi Tan

UNLV Theses, Dissertations, Professional Papers, and Capstones

Dust elevated into the atmosphere by dust storms has numerous environmental consequences. These include contributing to climate change; modifying local weather conditions; producing chemical and biological changes in the oceans; and affecting soil formation, surface water, groundwater quality, crop growth, and survival (Goudie and Middleton, 1992). Societal impacts include disruptions to air, road and rail traffic; interruption of radio services; the myriad effects of static-electricity generation; property damage; and health effects on humans and animals (Warner, 2004).

In this thesis, we extend the idea of empirical recurrence rate (ERR), developed by Ho (2008), to model the temporal trend of the …

Implementation Of Numerically Stable Hidden Markov Model, Usha Ramya Tatavarty

UNLV Theses, Dissertations, Professional Papers, and Capstones

A Hidden Markov model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process with unobserved (hidden) states. HMM is an extremely flexible tool and has been successfully applied to a wide variety of stochastic modeling tasks. One of the first applications of HMM is speech recognition. Later they came to be known for their applicability in handwriting recognition, part-of-speech tagging and bio-informatics.

In this thesis, we will explain the mathematics involved in HMMs and how to efficiently perform HMM computations using dynamic programming (DP) which makes it easy to implement …

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 …

Collecting, Analyzing And Interpreting Bivariate Data From Leaky Buckets: A Project-Based Learning Unit, Florence Funmilayo Obielodan

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Despite the significance and the emphasis placed on mathematics as a subject and field of study, achieving the right attitude to improve students‟ understanding and performance is still a challenge. Previous studies have shown that the problem cuts across nations around the world, both developing countries and developed alike. Teachers and educators of the subject have responsibilities to continuously develop innovative pedagogical approaches that will enhance students‟ interests and performance. Teaching approaches that emphasize real life applications of the subject have become imperative. It is believed that this will stimulate learners‟ interest in the subject as they will be able …

Climate Change And Community Dynamics: A Hierarchical Bayesian Model Of Resource-Driven Changes In A Desert Rodent Community, Glenda M. Yenni

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Predicting effects of climate change on species persistence often assumes that those species are responding to abiotic effects alone. However, biotic interactions between community members may affect species’ ability to respond to abiotic changes. Latent Gaussian models of resource availability using precipitation and NDVI and accounting for spatial autocorrelation and rodent group-level uncertainty in the process are developed to detect differences in seasons, groups, and the experimental removal of one group. Precipitation and NDVI have overall positive effects on rodent energy use as expected, but meaningful differences were detected. Differences in the importance of seasonality when the dominant group was …

Factors That Inhibit Or Enhance Maternal Coping With Stillbirth In Chhattisgarh, India, Lisa R. Roberts

Loma Linda University Electronic Theses, Dissertations & Projects

Background: Over half of the known stillbirths occur in four highly populated countries—India among them. While acknowledged as a significant public health issue in western societies, little is known about maternal coping with stillbirth in developing countries. The purpose of this mixed methods study is to explore how issues of gender and power, social support, coping efforts, and religious beliefs influence perinatal grief outcomes among poor women in rural Chhattisgarh, India.

Methods: In Phase 1 of this mixed methods study, grounded theory methods were used to explore perceptions regarding stillbirth. A de-identified medical records review of 536 deliveries at Christian …

Statistical Inference Of A Measure For Two Binomial Variates, Serena Petersen

UNLV Theses, Dissertations, Professional Papers, and Capstones

We study measures of a comparison for two independent binomial variates which frequently occur in real situations. An estimator for measure of reduction (MOR) is considered for two sample proportions based on a modified maximum likelihood estimation. We study the desirable properties of the estimator: the asymptotic behavior of its unbiasedness and the variance of the estimator. Since the measure ρ is approximately normally distributed when sample sizes are sufficiently large, one may establish approximate confidence intervals for the true value of the estimators. For numerical study, the Monte Carlo experiment is carried out for the various scenarios of two …

Calcium Supplemental Usage And Potential Health Issues Sssociated With The Rate Of Usage In Las Vegas, Nv, Tanesha Nicole Moss

UNLV Theses, Dissertations, Professional Papers, and Capstones

Calcium is a very important nutrient and as such, it is very important that all humans consume sufficient amounts. However, some calcium supplements have been known to contain small quantities of lead. This research project used a retrospective approach to explore the trade-off between the benefits of calcium vs. the potential lead exposure amongst people who are taking these supplements. A survey consisting of 10 questions was used to try to assess the rate of consumption of specific types of calcium supplements. This research project obtained lead levels in calcium supplements from previous research and applied that data into this …

Modeling Mortality Rates For Leukemia Between Men And Women In The United States, Blessed Quansah

UNLV Theses, Dissertations, Professional Papers, and Capstones

Leukemia related deaths increased dramatically over the last forty years. Leukemia is a malignant disease or cancer of the bone marrow and blood. It is characterized by the uncontrolled accumulation of blood cells. Leukemia is divided into two categories: myelogenous or lymphocytic, each of which can be acute or chronic. The terms, myelogenous or lymphocytic denote the cell type involved.

In this thesis, the proposed modeling techniques are applied to leukemia deaths data from the Surveillance Epidemiology and End Results (SEER). In particular, annual deaths data from 1969 to 2007 are used in the data analysis, which includes three major …

Nonparametric Methods In Varying Coefficient Models And Quantile Regression Models, Chinthaka Kuruwita

All Dissertations

This dissertation aims to address two problems in nonparametric regression models. An estimation issue in generalized varying coefficient models and a hypothesis testing issue in nonparametric quantile regression models is discussed.
We propose a new estimation method for generalized varying coefficient models where the link function is specified up to some smoothness conditions. Consistency and asymptotic normality of the estimated varying coefficient functions are established. Simulation results and a real data application demonstrate the usefulness of the new method.
A new approach for testing the equality of nonparametric quantile regression functions is also presented. Based on marked empirical processes, we …

Examining Child Sexual Abuse And Future Parenting: An Application Of Latent Class Modeling, Kimberly W. D'Zatko

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

This study was designed to empirically derive latent classes of mothers who were sexually abused during childhood and to assess the association between depression, alcohol/drug use, supportive intimate partner, and specific classes.

One hundred six women between the ages of 20 and 44 years (M = 27) who reported having been sexually abused during childhood (CSA) and 158 non-CSA mothers between the ages of 20 and 43 years (M = 23) were interviewed and assessed along six parenting dimensions. Logistic regression models evaluated the association between psychoemotional variables and specific classes.

The final model consisted of three classes—53.2%, …

Putting Artists On The Map: A Five Part Study Of Greater Cleveland Artists' Location Decisions - Part 4: Predictive Analysis - Regression Modeling, Mark Salling, Gregory Soltis, Charles Post, Sharon Bliss, Ellen Cyran

All Maxine Goodman Levin School of Urban Affairs Publications

A series of reports detailing the residential and work space location preferences of Cuyahoga county's artists.

Evaluation Of Flexible Regression For Non-Unimodal Hazard Functions, Marco Fornili, Patrizia Boracchi, Federico Ambrogi, Elia Biganzoli

COBRA Preprint Series

Longer follow-up for various kinds of cancer, particularly breast cancer, has made it possible the observation of complex forms of the hazard function of occurrence of metastasis and death. In several studies a bimodal hazard function was obtained, with a possible interpretation in the context of tumor dormancy. The shape of the hazard function is usually estimated by spline regression functions. In the case of breast cancer, no general agreement is obtained on the presence of a complex behavior. This may depend on the properties of the smoothing function adopted. We evaluate through simulations of a bimodal hazard function the …

Risk Auto Theft: Predicting Spatial Distributions Of Crime Events, Tana J. Gurule, Tamara D. Madensen

Graduate Research Symposium (2010 - 2017)

Police typically rely on retrospective hotspot maps to informe prevention strategies aimed at reducing future crime. The current study reviews environmental crime theories that help to identify casual factors associated with rish of auto theft. Map layers are created from data that operationalize these risk factors. These layers are combined using spatial analysis techniques to produce a "risk density" map. Analysis of crime data are used to determing wheter our "risk density" map better predicts subsequetnt theft events than a traditional retrospective hotspot map.

Putting Artists On The Map: A Five Part Study Of Greater Cleveland Artists' Location Decisions - Part 3: Attitudinal Analysis - Artist Housing And Space Survey, Mark Salling, Gregory Soltis, Charles Post, Sharon Bliss, Ellen Cyran

All Maxine Goodman Levin School of Urban Affairs Publications

A series of reports detailing the residential and work space location preferences of Cuyahoga county's artists.

Relationship Between Perceived And Actual Quality Of Data Checking, Hunter Speich, Sophia Karas, Dan Erosa, Kelly Grob, Kimberly A. Barchard

Festival of Communities: UG Symposium (Posters)

Data quality is critical to reaching correct research conclusions. Researchers attempt to ensure that they have accurate data by checking the data after it has been entered. Previous research has demonstrated that some methods of data checking are better than others, but not all researchers use the best methods. Perhaps researchers continue to use less optimal data checking methods because they mistakenly believe that they are highly accurate. The purpose of this study was to examine the relationship between perceived data quality and actual data quality. A total of 29 participants completed this study. Participants checked that letters and numbers …

Analysis Of Morris Water Maze Data With Bayesian Statistical Methods, Maxym V. Myroshnychenko, Anton Westveld, Jefferson Kinney

Festival of Communities: UG Symposium (Posters)

Neuroscientists commonly use a Morris Water Maze to assess learning in rodents. In his kind of a maze, the subjects learn to swim toward a platform hidden in opaque water as they orient themselves according to the cues on the walls. This protocol presents a challenge to statistical analysis, because an artificial cut-off must be set for those experimental subjects that do not reach the platform so as they do not drown from exhaustion. This fact leads to the data being right censored. In our experimental data, which compares learning in rodents that have chemically induced symptoms of schizophrenia to …

Unlv Enrollment Forecasting, Sabrina Beckman, Stefan Cline, Monika Neda

Festival of Communities: UG Symposium (Posters)

Our project investigates the future enrollment of undergraduates at UNLV in the entire university, the College of Science, and the Department of Mathematical Sciences. The method used for the forecast, is the well-known least-squares method, for which a mathematical description will be presented. Studies for the numerical error are pursued too. The study will include graphs that describe the past and future behavior for different parameter settings. Mathematical results obtained show that the university will continue to grow given the current trends of enrollment.