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 43 for “"non-normality"”.
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Coarser connected topologies and non-normality points
… two topics, coarser connected topologies and non-normality points. The motivating question in the first topic is: When does a space have a coarser connected topology with a nice topological property? We will discuss some results when the property is Hausdorff and prove that if X is a …
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Thin trading, non-normality and the estimation of systematic risk on small stock markets
… of small stock markets, namely thin trading and non-normality, and how they impact on the estimation of systematic risk. Bearing these points in mind, the primary objective of the thesis is to offer concrete suggestions for selecting estimators of beta coefficients. In order to attain the …
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The robustness to non-normality of significance levels of the t and F tests
… of variance are insensitive to departures from normality. But the F-test on the equality of two variances is very sensitive to such departures. Empirical studies made by Norton (19) and Boneau (3) agree with Gayen's theoretical conclusions. Norton studied the effect of non-normality on the …
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Estimating Effects Of Non-Normality In Assessing Structural Equation Model Fit For Use Of Physical Science Data
<p>ABSTRACT</p> <p>ESTIMATING EFFECTS OF NON-NORMALITY IN ASSESSING</p> <p>STRUCTURAL EQUATION MODEL FIT FOR USE OF PHYSICAL SCIENCE DATA</p> <p>by</p> <p>SARAH ALTA ROSE</p> <p>May 2016</p> <p>Advisor: Dr. Barry Markman</p> <p>Major: Education (Evaluation and Research)</p> <p>Degree: Doctor of …
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Power comparisons of four post-MANOVA tests under variance-covariance heterogeneity and non-normality in the two group case
… violations of multivariate homoscedasticity and normality. The four methods for analyzing multivariate group differences following a significant Hotelling's T² were: (1) univariate F; (2) Bonferroni; (3) multiple Bonferroni; and (4) simultaneous F. Depending on the conditions examined, either the …
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The effect of non-normality on the power of the test of a two-way classification, fixed effects model--no interaction
This thesis considers the effect of nonnormality, in terms of skewness and kurtosis, on the power of the analysis of variance test for a two-way classification, fixed effects model (with two replicates and no interaction). Most of the populations considered were only moderately non-normal, that is, …
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Fatigue analysis for non-normal stochastic stress
… the fatigue damage predicted for Gaussian and nongaussian processes when both are analyzed by the rainflow counting method. Due to a lack of references on nongaussian process simulation, some initial effort is devoted to finding a simple way of generating nongaussian processes. In this study, …
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A Monte Carlo study of the robustness of the standard deviation of the sample correlation coefficient to the assumption of normality
… deviation of r and of Z are more affected by non-normality, a few significantly so. In small samples (n=10, n=5) the standard deviations of r and,z are quite visibly larger for variations in skewness and variations in kurtosis. The effect is greater for the simultaneous variation of the two. …
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An investigation of the validity of auditing procedures used in mean-per-unit sampling plans
… the alpha and beta risks under conditions of non-normality. This study concerns the effect of non-normal distributions on the validity of existing auditing procedures used in MPU sampling plans. The following question was specifically addressed: Are alpha and beta risk levels effectively …
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Power aspects of analysis of variance in various models.
… independence of the errors, and (iii) normality of the errors in fixed and random effects models. It is difficult if not impossible, to conduct an exhaustive study of the problem, because the above assumptions can be violated in many ways. However, a general model and some important …
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Statistical process control by quantile approach.
… to find processes that generate data which is non-normally distributed, e.g. Weibull, logistic or mixture data is increasingly encountered. Any method that seeks to avoid the use of transformation for non-normal data requires techniques for identification of the appropriate distributions. In …
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Natural Time and Crash Risk
… distribution is a well‐documented stylized fact. Nonetheless, finance professionals and investors alike pay attention to these deviations almost only when a crisis erases years’ worth of gains. And despite decades’ worth of literature, the culprit for non‐normal distribution of financial returns …
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A robustness type optimality criterion for experimental design
… of statistical tests to the assumption of non-normality. This sensitivity is studied through the dependence of the tests' critical values on the regression variables, when the data originate from a non-normal parent. It is proved that the robustness of the tests' critical values to the …
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ESSAYS ON PORTFOLIO OPTIMIZATION AND MANAGEMENT USING BOOTSTRAPPING METHOD: THE CASE OF BANK INDONESIA
… of tracking errors are simulated. To deal with non-normality of tracking-error data, bootstrap bias corrected and accelerated (BCa) confidence interval will be utilized to test the volatility profile of each model.
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A study on improving the performance of control charts under non-normal distributions
… follows a normal distribution. While the normality assumption is invalid in many cases, the traditional 3-sigma limits may become inappropriate. In this thesis, we have raised two approaches to solve the non-normality problem. The first approach is based on the exact distribution for the …
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Sensitivity Analysis of Partial Differential Equations With Applications to Fluid Flow
… have been proposed that are based on the non-normality of the linearized operator. These new "mostly linear" theories have increased our understanding of the transition process, but the role of nonlinearity has not been explored. The main goal of this work is to begin to study the role of …
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Accelerating NOvA's Feldman-Cousins procedure using high performance computing platforms
… by Monte Carlo simulation to account for non-normally distributed errors. This is the case for neutrino oscillation experiments, where neutrino-matter weak interactions are rare and beam intensity at the far site is low. The NuMI Off-axis νe Appearance (NOvA) collaboration attempts to …
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Three Essays on Testing for Cross-Sectional Dependence and Specification in Large Panel Data Models
… essay considers testing for Sphericity with non-normality in a fixed effects panel data model. The second essay considers testing for cross-sectional dependence in heterogeneous large N and large T panel data models allowing error serial correlation. The third essay considers the tests of …
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Robust Regression Methods For Massively Decayed Intelligence Data
… least squares regression can be impacted by non-normality and other assumption violations, it is remarkable robust to normally distributed data that is subject to massive decay.</p> <p> <strong>Keywords</strong>: Homeland Security, Analysis, Data Decay, Monte Carlo, Regression</p>
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A study of the multivariate distribution of commodity futures prices with a view to the development of portfolios and trading systems
… the multivariate extension of the W- test for normality) are investigated. The four dimensional vector of returns with one component from each futures market can be viewed as being generated from a serially independent multivariate normal process with non - constant variance/covariance …
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