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 46 for “"lognormal distribution"”.
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The gamma distribution as an alternative to the lognormal distribution in environmental applications
… from contaminated sites the positively skewed lognormal distribution has been the most commonly used model. The upper confidence limit (UCL) of the arithmetic mean of a lognormal population is computed by using the H-statistics. Recent concerns have arisen to the effectiveness of the …
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An examination of kurtosis of lognormality in the Black-Scholes option pricing formula in the South African warrants market
… hasbeen challenged continuously. The symmetrical distribution emphasises a lognormalized asset. This paper aims to investigate the volatility distribution (i.e. kurtosis) of the South African warrants market at Johannesburg Stock Exchange based on a comparison of option implied distributions of …
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A comparison of upper confidence limits for skewed distributions
… (EPC) term; The UCL formula depends upon the distribution of the contaminant concentrations, which are often positively skewed. The EPA frequently recommends the Lognormal distribution to model such data. However, that assumption often causes the UCL to be unreliable. What is the role of …
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Influence of Fuel Inhomogeneity and Stratification Length Scales on Detonation Wave Propagation in a Rotating Detonation Combustor (RDC)
… the effect of unmixedness in a 2-D domain, a lognormal distribution of the fuel mass fraction is generated with a mean equivalence ratio of 1 and varying standard deviations at the inlet boundary as a numerical source term. Moreover, to model the effects of stratification length scales, fuel …
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Comparison of Techniques for Estimation of Forest Soil Carbon
… were used with procedures assuming Normal and Lognormal distribution of parameters in order to analyze variation of mass SOC estimates caused by using different computation techniques. We estimated mass SOC to 2 m in Maine and Minnesota using filled and unfilled STATSGO data tables. Up to 54% …
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Models for differential age acceleration
… the failure process of systems with a single distribution. This thesis investigates this practice for modeling the failure distribution of systems subject to a finite number of independent failure mechanisms experiencing age acceleration. The models of systems during component age acceleration …
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Millimeter Through Visible Frequency Waves Through Aerosols: Particle Modeling, Reflectivity and Attenuation
… aerosol (such as haze and fog) particle-size distributions in order to predict the effects (such as attenuation and reflectivity) that these particles have upon the propagation of electromagnetic waves of micrometer range wavelengths. Specifically, an inversely proportional to the fourth power …
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Approximations to the Lévy LIBOR Model
… the process we look beyond the dynamics of the lognormal distribution, where Brownian motion (the only Lévy process with continuous paths), is the driving process and apply other Lévy processes with jumps as the driving process in the dynamics of LIBOR. The resulting process is called Lévy LIBOR …
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Kai kurios sudėtinio lognormaliojo – apibendrinto Pareto skirstinio savybės /
… „Modeling actuarial data with a composite lognormal – Pareto model“ (Scandinavian Actuarial Journal, 5, pages 321-334) and McNeil Alexander J. „Estimating the tails of loss severity distributions using extreme value theory“ (ASTIN Bulletin, 27, pages 117-137). The first article presents a …
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Estimating Corn and Soybean Farm -Yield Distributions in Illinois
… appropriate characterization of farm-level yield distributions. This dissertation investigates corn- and soybean-yield distributions at the farm level, expanding the existing literature by providing results based on unique farm-level yield data and by suggesting methodological improvements in …
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Methods for handling missing data due to a limit of detection in longitudinal lognormal data
… often produce longitudinal data. Many times the lognormal distribution is useful in modeling the data at each time point. Escherichia coli O157 (E. coli O157) studies measure and record the concentration of colonies of the bacteria. There are times when the concentration of colonies present is …
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Design Optimization of Safety Benches for Surface Quarries through Rockfall Testing and Evaluation
… computer simulations. Analysis shows that the lognormal distribution curves fitted to the test data provide an excellent yet quick design reference. The recommended design method is computer simulation using RocFall because of the ease of simulation and the site specific nature of the program. …
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Essays on the Equity Premium Puzzle
… a right skewed non-Gaussian model (a skewed Lognormal distribution). I start with defining the model and its assumptions. I then continue with finding the optimal Consumption policy and Investment policy by implementing Ito’s Lemma formulation. Next, I derive the distribution of the …
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The distribution of dark matter at large scales and in gravitational lenses
… important unsolved problems in cosmology. The distribution of dark matter at cosmological scales, galactic scales and subgalactic scales all reveal complementary aspects of the physics of dark matter. The broadest set of probes for dark energy are necessary to constrain the dark energy equation …
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Statistical aspects of bioavailability
… parameters follow either the normal or lognormal distribution. This assumption is difficult to defend, hence procedures based on such assumptions became suspect. Secondly, bioavailability is inherently multivariate whereas in practice univariate procedures are employed. Efren's bootstrap …
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An ecological adjusted random effect model for violent and property crime in Windhoek (2011-2016)
… Furthermore, in specifying the probability distribution using confidence interval, the researcher found out that the Negative Binomial distribution was appropriate for the two types of crime. Besides that, the lognormal distribution also appears to be an appropriate distribution for modeling …
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Quantification of gene expression in single cells
… alpha- and beta-cells were quantified. The distribution of transcript levels were highly skewed and was best described by a lognormal distribution. Thus, the geometric--and not the commonly used arithmetic--mean value is the appropriate measure of average expression level. In beta-cells, …
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Statistical studies of patents literature
… have investigated the applicability of frequency distributions as measures of author productivity, this study has for the first time applied Lotka's Law, Price's Pareto-type Distribution, Simon-Yule Distribution, Shockley's Lognormal Distribution, Borel-Tanner Distribution, Williams Geometric …
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Hall effect in printed Nanoparticulate Silicon Networks
… of median particle size 150 nm satisfying a lognormal distribution. Single crystalline P- and N-type silicon wafers, and metallurgical grade silicon were used as starting materials. The structural characterisation of all milled powders using X-ray diffraction (XRD), Small Angle X-ray …
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