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 137 for “"random variable"”.
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Coefficient Properties of Random Variable Sequences
Made available in DSpace on 2014-12-11T18:23:44Z (GMT). No. of bitstreams: 1 7206861.pdf: 1413825 bytes, checksum: 5f089b1f66cae1920db239b9b7fd8c0d (MD5) Previous issue date: 1971
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The rate of profit as a random variable
This thesis is a systematic attempt to investigate two conjectures about the distribution of company rates of profit: that it should be log-normal (Gibrat 1931), and that it should be gamma distributed (Farjoun and Machover 1983). <br></br><br></br>A large set of company accounts data is analysed, …
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Examining the accuracy of the normal approximation to the poisson random variable
<p>Because the Poisson distribution is discrete, it is sometimes useful to use the continuous normal distribution as an approximation. In doing so, determining the accuracy of the approximation is important. Some issues of interest include: knowing how the error depends on the Poisson parameter, …
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Random Variable Spaces: Mathematical Properties and an Extension to Programming Computable Functions
… a novel collection of categories referred to as Random Variable Spaces. Originating as a generalization of Quasi-Borel Spaces, Random Variable Spaces are rigorously defined as categories where objects are sets paired with a collection of random variables from an underlying measurable space. These …
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A procedure to facilitate testing of a two-sided composite null hypothesis about the mean of a normally distributed random variable
… about the mean of a normally distributed random variable for situations where either the population variance is known or unknown. The procedure was designed to eliminate the requirement for iterative type solution techniques normally used in determining the acceptance or rejection region …
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Approximating the distributions of x2-type mixtures via matching four cumulants
… in test statistic which can be written as a random variable of chi-square-type mixtures. Zhang (2003) proposed to approximate its distribution using a random variable of form chi-square-type mixtures via matching the first three cumulants. In this thesis, we attempt to improve this …
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Model theory and probability
… of the model theory of probability algebras, random variable structures, and adapted structures, with an emphasis on their atomless counterparts. In this thesis, the author uses a continuous version of first order logic that has been developed recently and that is better suited for …
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Investigation of the rate of convergence in the two sample nonparametric empirical Bayes approach to an estimation problem
… thesis we consider the following. We choose the random variable θ, which has some fixed but unknown distribution with a finite second moment. We observe the value x, of a preliminary random variable X, which has an unknown distribution which is conditional on θ. Using x and our past experience we …
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Generalized hill climbing algorithms for discrete optimization problems
… and a temperature parameter to a uniform (0,1) random variable. GHC algorithms represent a more general model, whereby deteriorating moves are accepted according to a general random variable. Computational results are reported that illustrate relationships that exist between the GHC algorithm's …
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Some properties of conditional distributions of a special type
… this thesis is the conditional distribution of a random variable given that the outcome of an associated random variable lies within a specified interval. This may be considered to be an extension of the classical case in which the outcome of the associated random variable is known to assume a …
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Particle Spreading in a Simple Majda Flow and Eigenvalue Estimation Through a Cayley Transform
… whose kernel is the covariance function of a random variable plays an important role in finding the distribution of the random variable. We consider methods for producing estimates of the eigenvalues of such operators. If such an operator can be written in the form H0 + H1 with H 1 relatively …
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Laplace transforms, probabilities and queues.
… p.d.f. as the probability that the corresponding random variable wins a race against (i.e., is less than) an exponential random variable. This interpretation is used to compute Laplace transforms of some p.d.f.'s, interpret some properties of the Laplace transform and prove some results for M/G/1 …
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Bayesian cluster validation
… we scale the distances between points by a random variable whose distribution is tuned against a baseline null dataset. The random variable is integrated out, yielding a soft assignment matrix that gives the behavior under perturbation of the points relative to each of the clusters. From …
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Semi-Parametric Likelihood Functions for Bivariate Survival Data
… can be derived for modeling nonnegative related random variables. We restrict the marginals to a specified lifetime distribution, while proposing a linear relationship between them with an unknown (error) random variable that we completely characterize. The distributions are all of positive …
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Quantization Points of Densities and Samples
Representing a continuous random variable by a finite number of values is known as quantization. Given a probability density function (p.d.f.) or a random sample, the quantization problem is to choose those k values (or points) that will best represent the given p.d.f. or sample. The optimal …
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The frequency distribution of availability
… the number functioning at any point in time is a random variable. The distribution of this random variable is determined and described here. The intuitive view that this frequency distribution is binomial is verified. This is accomplished using direct analysis and Monte Carlo simulation. Two …
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Distributional aspects of P-value and their use in multiple testing situations
… research on the distribution of a P-value as a random variable and places it in the context of HDEs"--Abstract, page iii.
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MMSE estimation from quantized observations in the nonasymptotic regime
… for two settings: (1) estimation of a scalar random variable given a quantized vector of n conditionally independent observations, and (2) estimation of a p-dimensional random vector given a quantized vector of n observations (not necessarily independent) when the full MMSE estimator has a …
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A New Asymptotic Expansion for Sums of Random Variables
… of sums of independent identically distributed random variables. Let X be a random variable with finite variance, and X1, X2, …, a sequence of i.i.d. random variables each with the same distribution as X. In addition, suppose that X has probability function p, where p is either a density or a …
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Probabilistic modeling of kidney dynamics for renal failure prediction
… we developed probabilistic models for modeling variable kinetics and temporal dynamics of states. We applied the models to the prediction of acute kidney injury (AKI), but the models are applicable to other medical conditions as well. It is known that serum creatinine follows first-order …
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