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Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 49 for “"Cumulative distribution function"”.
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A Wide Band Model for the Absorption Coefficient Cumulative Distribution Function of Water Vapor and Carbon Dioxide
… absorption coefficient in terms of the wide band cumulative distribution function represents an efficient and accurate method for use in complex radiative transport problems.
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Neural network libor market model for pricing and hedging interest rate derivatives
… elementary probability i.e. finding the inverse cumulative distribution function and using uniform inputs to generate samples from the distribution. Like all autoencoders, the goal is to reduce the dimensionality in the kernel and use this to describe the data features in the generation. Our …
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Essays in econometrics
… kernel methods to the estimation of time-varying distributions and densities subject to moment constraints. Chapter 2 proposes a weighted kernel density estimator for a time-varying probability density function and the corresponding cumulative distribution function. Time-varying quantiles are …
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Exact powers of some multivariate test criteria
… algorithm for the noncentral linear density and cumulative distribution function of Wilks' likelihood ratio criterion in MANOVA is derived and it is shown how this algorithm, with modifications, can be used to find the distributions of a number of test criteria for different hypotheses. At the …
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Solving the Differential Equation for the Probit Function Using a Variant of the Carleman Embedding Technique.
<p>The probit function is the inverse of the cumulative distribution function associated with the standard normal distribution. It is of great utility in statistical modelling. The Carleman embedding technique has been shown to be effective in solving first order and, less efficiently, second order …
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Sequential nonparametric estimation via Hermite series estimators
… univariate context we apply Hermite series based distribution function estimators to sequential cumulative distribution function estimation. These distribution function estimators are particularly useful because they allow the sequential estimation of the full cumulative distribution function. …
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Statistical modeling for land mobile satellite communications
… literature and experiments. The modeling of the cumulative distribution function for a totally vegetatively shadowed mobile (VS distribution) is presented. The VS distribution is then used in a model for the cumulative distribution function of a partially shadowed mobile. The complete model for …
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Interval Markov chains: performance measures and sensitivity analysis.
… around the chosen estimates. We considered a distribution on the parameter estimates and used the methods developed in the early chapters of the thesis, to calculate intervals for performance measures. Using these intervals, we developed a method to obtain an approximate cumulative …
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Epidemiology of Phomopsis Seed Decay of Soybeans: Infection Progress and the Effects of Weather and Host Resistance
… and harvest were analyzed using the Weibull cumulative distribution function, and were related to weather using multiple linear regression.
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Cumulative Distribution Networks: Inference, Estimation and Applications of Graphical Models for Cumulative Distribution Functions
… models for directly representing the joint cumulative distribution function (CDF) of many random variables, called cumulative distribution networks (CDNs). Unlike graphical models for probability density and mass functions, in a CDN, the marginal probabilities for any subset of variables are …
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Weighted Inverse Weibull and Beta-Inverse Weibull Distribution
<p>The weighted inverse Weibull distribution and the beta-inverse Weibull distribution are considered. Theoretical properties of the inverse Weibull model, weighted inverse Weibull distribution including the hazard function, reverse hazard function, moments, moment generating function, coefficient …
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The joint distribution of the maximum and duration of stochastic events driven by Pareto II observations
We study the joint distribution of X and N, where N has the geometric distribution and X is the maximum of the N independent and identically distributed Pareto II (Lomax) observations. The bivariate distribution is referred to as the geometric Marshall-Olkin Lomax distribution (GMOL). A related …
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The negative binomial distribution
… literature dealing with the negative binomial distribution. An account of the forms of the distribution is presented. This includes compound, limiting and truncated forms and examples of their occurrence. Parameter estimation is treated in a few specific cases. In particular, the inverse …
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Application Of Statistical Methods In Risk And Reliability
… construction of confidence intervals for a cumulative distribution function F(z) and its inverse at some fixed points z and u on the basis of an i.i.d. sample where the sample size is relatively small. The sample is modeled as having the flexible Generalized Gamma distribution with all three …
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Optimized Image Compressed Sensing And Transmission Through Wireless Channels
… three quantizers (i.e Uniform scalar quantizer, Cumulative Distribution function based quantizer, and Lloyd-maxx quantizer). Simulations are formed that confirms our claim of deteriorating performance after considering channel effect, and significant improvement in the performance of compressed …
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Learned String Index Structures for In-Memory Databases
… new perspective to indexing by reframing it as a cumulative distribution function (CDF) modeling problem. The burgeoning field, despite its nascence, has brought with it many opportunities and efficiencies. However, most work in this area has focused on efficiently indexing numerical keys, as the …
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Parametric survival models with interval censored data in determining prognostic factors of patients of lung cancer
… censored data. The survival time of parametric distribution of Weibull, exponential and log-logistic were derived by using the inverse cumulative distribution function with the hazard and survival function. Standard estimation values such as, the mean square error (MSE), root mean square error …
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Using the Earth Mover's Distance for perceptually meaningful visual saliency
… from constant diagonal portions of the empirical cumulative distribution function (ecdf), are used to calculate saliency scores on a publicly available dataset. Crossbin distances are introduced and compared with the currently employed bin-to-bin distances by calculating saliency scores on the …
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Simulation models of bank risk management
… simulation of a stochastic model to produce a cumulative distribution function of two hundred results each on three different interest rate environments. Scenario manager was used to narrow the simulation to a certain set of expectations affecting the balance sheet of the bank and another set …
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Variance reduction techniques for estimating quantiles and value-at-risk
… industry to measure portfolio risk. When the cumulative distribution function is unknown, the quantile can not be computed exactly and must be estimated. In addition to computing a point estimate for the quantile, it is important to also provide a confidence interval for the quantile as a way …
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