Global ETD Search
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 94 for “"Log-normal"”.
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Use of log normal transformation in environmental statistics
The log normal transformation is commonly used in the analysis of environmental data. The sample histogram of observed contaminant concentrations from a Superfund site typically appears to be log normal and the concentration data is log-transformed so that the classical statistical methods based on …
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Confidence estimation of the ratio of variances of two log-normal populations
… for the ratio of variances of two independent log-normal distributions. Extensive simula-tions were conducted to evaluate the performance of these CIs under varying sample sizes (10 to 350) and variance ratios, with one variance fixed at 0.1 and the other varying from 0.1 to 2.0. The impacts of …
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Modelling the South African Inter-Bank Interest Rate Market using a Log-Normal Rational Pricing Kernel Model
This dissertation examines the performance of two log-normal rational pricing kernel models and their calibration to the South African Inter-bank interest rate market. We investigate using Monte-Carlo simulation to price caps, floors and swaptions. Model-performance for both models was tested on …
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YSCAT Backscatter Distributions
… angle.</p> <p>A low wind speed "rolloff" of the normalized radar cross section (σ°) in YSCAT94 data is found and quantified. The rolloff wind speedΓ γΓ is estimated through regression estimation analysis using an Epanechnikov kernel. For YSCAT94 data, the rolloff is most noticeable at mid-range …
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Information technology and the rise of the power law economy
… a power law, as opposed to the long-established log-normal distribution. We present a simple theoretical model to argue that the increased role of power laws is consistent with the growth of information technology, because digitization and networks facilitate winner-take-most markets. We generate …
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On Laplace transforms, generalized gamma convolutions, and their applications in risk aggregation
… properties of the Laplace transform of the log-normal distribution. Two integral expressions for the analytic continuation of the Laplace transform of the log-normal distribution are provided, one of which takes the form of a Mellin-Barnes integral. As a corollary, we obtain an integral …
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Investigating the Low-Mass Stellar Initial Mass Function in Draco
… assuming two different IMF models (power-law, log-normal), five different stellar evolution libraries (Padova, BaSTI, Dartmouth, Victoria, PARSEC), and a binary star model. For a single-sloped power-law IMF model, we find that the IMF slope steepens by up to 0.7 dex for radii between 150 and …
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Evaluation of Millimetre-wave Coherent Scattering from a Sea surface covered by Foam modelled as Sequences of Thin Phase-Scattering Screens using Split-Step Fourier Method
… randomly distributed air-bubbles that follow a log-normal distribution pattern. The log-normal distribution is a skewed distribu- tion with low geometric mean and large variance which can not be negative but cut-off at zero. The log-normal distribution is a good candidate for modelling random …
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Indoor Propagation Modeling at 2.4 GHz for IEEE 802.11 Networks
… buildings. Then, path loss exponents from log-distance path loss model and standard deviations from log-normal shadowing, which statistically describe the path loss models for a different transmitter receiver separations and scenarios, are determined. The purpose of this study is to …
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Ic-Rest(2): A Time-to-Market Driven IC Reliability Statistics Tool
… and on a Gumbel plot look more Weibull than Log-normal .
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Accelerated life testing : concepts and models
… of three alternative distributions, Gamma, Log-normal and Inverse Gaussian. Various models for failure times are considered which are plausible in this context and estimation procedure using the ML method is outlined. Finally, a numerical example is considered using various models introduced …
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Probabilistic service life prediction of composite viscoelastic cylindrical structure under random outdoor environment
This study developed a general methodology for probabilistic service life prediction of a composite viscoelastic cylindrical structure under random outdoor environment. The analysis emphasized both the statistical variations of environmental thermal loads and of material properties. The daily …
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The effects of three different priors for variance parameters in the normal-mean hierarchical model
… consider three priors – conjugate inverse-gamma, log-normal and truncated normal for the variance parameters and do the numerical analysis on Gelman’s 8-schools data. Then with the posterior draws, I compare the Bayesian credible intervals of parameters using the three priors. I use predictive …
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Optimal portfolio choice : beyond the traditional expected utility maximization paradigm
… expected functionals of the optimal wealth in a log-normal market. The available theory behind the risk budgeting approach is revisited, with the main arguments for and against the approach explained. The equally weighted portfolio, referred to as the risk parity portfolio, is compared against …
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An empirical analysis and stochastic modelling of aggregate demand behaviour in a spare parts inventory system
… who showed that inventory usage values are often log normally distributed, we set out and developed models that go some considerable way to explaining the underlying stochastic basis for this phenomena, why it occurs and some limiting conditions. The justification for this approach was on the …
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Approximation of random/stochastic partial differential equations
… approximations are established: Gaussian and log-normal random fields approximated with filtering, and a class of elliptic PDEs with approximated random coefficients, are considered. Second, we consider QMC integration of output functionals of solutions of a class of PDEs with a log-normal …
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Environmental thermal stresses as a first passage problem
… and time varying barriers (strengths) with Normal, Log-Normal, or Neibull distributions are considered. Degradation of the barriers by aging and cumulative damage are incorporated in the analysis.
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Estimativa do período de retorno de enchentes em postos fluviométricos, com curto período de observação
… level have different distributions such as the normal, log-normal, exponential, gama e Gumbel probability distributions was studied. Three study cases selected different areas of Brazil were analysed using a digital computer, and the results using the above model, were compared with three …
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Technology Agnostic Analysis and Design for Improved Performance, Variability, and Reliability in Thin Film Photovoltaics
… and can enable novel applications of PV technology. Their large scale adoption however, requires significant improvements in process yield, and operational reliability. In order to address these challenges, comprehensive understanding of factors affecting panel yield, and predictive models of …
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Implied probability distributions : estimation, testing and applications
… model as an alternative to the widely criticized log-normal parameterization of the Black, Scholes and Merton model. Despite the relatively early introduction of this type of models in academic literature in the early '80s, it was not until the mid '90s that people started showing interest in …
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