Log in

Relevant bibliographies by topics / Random variables / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Random variables.

Dissertations / Theses on the topic 'Random variables'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Random variables.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Yan, Xiaosong. "Quantifications of random variables." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1996. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/NQ36218.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Wanntorp, Henrik. "Summability Methods and Random Variables." Thesis, Uppsala University, Department of Mathematics, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-122047.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Spencer, Steven Robert. "Renewal theory for uniform random variables." CSUSB ScholarWorks, 2002. https://scholarworks.lib.csusb.edu/etd-project/2248.

Full text

Abstract:

This project will focus on finding formulas for E[N(t)] using one of the classical problems in the discipline first, and then extending the scope of the problem to include overall times greater than the time t in the original problem. The expected values in these cases will be found using the uniform and exponential distributions of random variables.

APA, Harvard, Vancouver, ISO, and other styles

4

Zarepour, Mahmoud. "Some topics on infinite variance random variables." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ28099.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Jairu, Desiderio N. "Distributions of some random volumes of uniform and beta type-1 random variables." Thesis, City University London, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.283156.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Venigella, Pavan Kumar. "Robust Mechanism synthesis with random and interval variables." Diss., Rolla, Mo. : University of Missouri-Rolla, 2007. http://scholarsmine.mst.edu/thesis/pdf/Venigella_09007dcc8046c1ff.pdf.

Full text

Abstract:

Thesis (M.S.)--University of Missouri--Rolla, 2007.<br>Vita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed March 27, 2008) Includes bibliographical references (p. 86-89).

APA, Harvard, Vancouver, ISO, and other styles

7

Kharoufeh, Jeffrey P. "Density estimation for functions of correlated random variables." Ohio : Ohio University, 1997. http://www.ohiolink.edu/etd/view.cgi?ohiou1177097417.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Njoroge, Moses M. "On jacobians connected with matrix variate random variables." Thesis, McGill University, 1988. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=61966.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Nešlehová, Johana [Verfasser]. "Dependence of Non-Continuous Random Variables / Johana Nešlehová." Aachen : Shaker, 2004. http://d-nb.info/1181604567/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Papathomas, Michail. "Non-parametric Bayesian procedures for binary random variables." Thesis, University of Sheffield, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.369897.

Full text

APA, Harvard, Vancouver, ISO, and other styles

11

Chen, Chu-ka. "Mosaics of dividing cells /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19235471.

Full text

APA, Harvard, Vancouver, ISO, and other styles

12

Hörmann, Wolfgang. "The transformed rejection method for generating Poisson random variables." Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 1992. http://epub.wu.ac.at/352/1/document.pdf.

Full text

Abstract:

The transformed rejection method, a combination of the inversion and the rejection method, which is used to generate non-uniform random numbers from a variety of continuous distributions can be applied to discrete distributions as well. For the Poisson distribution a short and simple algorithm is obtained which is well suited for large values of the Poisson parameter $\mu$, even when $\mu$ may vary from call to call. The average number of uniform deviates required is lower than for any of the known uniformly fast algorithms. Timings for a C implementation show that the algorithm needs only hal

APA, Harvard, Vancouver, ISO, and other styles

13

Horn, Wayne. "Laplace transforms of order statistics of Erlang random variables." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape10/PQDD_0014/MQ52571.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

14

Mutombo, Pierre Abraham Mulamba. "Two-phase behaviour in a sequence of random variables." Thesis, Stellenbosch : Stellenbosch University, 2007. http://hdl.handle.net/10019.1/19645.

Full text

Abstract:

Thesis (MSc)--University of Stellenbosch, 2007.<br>ENGLISH ABSTRACT: Buying and selling in financial markets are driven by demand. The demand can be quantified by the imbalance in the number of shares QB and QS transacted by buyers and sellers respectively over a given time interval t. The demand in an interval t is given by (t) = QB − QS. The local noise intensity is given by = h|aiqi − haiqii|i where i = 1, . . . ,N labels the transactions in t, qi is the number of shares traded in transaction i, ai = ±1 denotes buyer- initiated and seller- initiated trades respectively and h· ·

APA, Harvard, Vancouver, ISO, and other styles

15

Kasparavičiūtė, Aurelija. "Theorems of large deviations for the sums of a random number of independent random variables." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2014~D_20140121_101308-41106.

Full text

Abstract:

The research object of this thesis is the sum of a random number of summands of independent identically distributed random variables with positive weights. Such sums appear as models, for example, in insurance, finance mathematics. Throughout the thesis, it is assumed that the random number of summands is independent of the summands, the summands satisfy S. N. Bernstein's condition, and the random number of summands together with weights satisfy some compatibility conditions. The aim of this dissertation is a normal approximation to a distribution of the sum of a random number of summands of i

APA, Harvard, Vancouver, ISO, and other styles

16

Yu, Jihnhee. "Approaches to the multivariate random variables associated with stochastic processes." Texas A&M University, 2003. http://hdl.handle.net/1969.1/1209.

Full text

Abstract:

Stochastic compartment models are widely used in modeling processes for biological populations. The residence time has been especially useful in describing the system dynamics in the models. The direct calculation of the distribution for the residence time of stochastic multi-compartment models is very complicated even with a relatively simple model and often impossible to calculate directly. This dissertation presents an analytical method to obtain the moment generating function for stochastic multi-compartment models and describe the distribution of the residence times, especially systems wi

APA, Harvard, Vancouver, ISO, and other styles

17

Bedbur, Stefan [Verfasser]. "Models of ordered random variables and exponential families / Stefan Bedbur." Aachen : Hochschulbibliothek der Rheinisch-Westfälischen Technischen Hochschule Aachen, 2012. http://d-nb.info/1021568015/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

18

Belu, Alexandru C. "Multivariate Measures of Dependence for Random Variables and Levy Processes." Case Western Reserve University School of Graduate Studies / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=case1333396376.

Full text

APA, Harvard, Vancouver, ISO, and other styles

19

Li, Xue. "A Novel Accurate Approximation Method of Lognormal Sum Random Variables." Wright State University / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=wright1229358144.

Full text

APA, Harvard, Vancouver, ISO, and other styles

20

Phadke, Vidyadhar S. "Non-classical convergence results for sums of dependent random variables." Bowling Green, Ohio : Bowling Green State University, 2008. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=bgsu1224514478.

Full text

APA, Harvard, Vancouver, ISO, and other styles

21

Qeadan, Fares. "Bivariate distribution of n iid exponential random variables KPQ-EXP /." abstract and full text PDF (UNR users only), 2008. http://0-gateway.proquest.com.innopac.library.unr.edu/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:1456407.

Full text

APA, Harvard, Vancouver, ISO, and other styles

22

Fresen, Jill Winifred. "Random variables a CAI tutorial in statistics for distance education /." Thesis, Pretoria : [s.n.], 1996. http://upetd.up.ac.za/thesis/available/etd-10192001-124625.

Full text

APA, Harvard, Vancouver, ISO, and other styles

23

Brophy, Edmond M. "Prophet Inequalities for Multivariate Random Variables with Cost for Observations." Thesis, University of North Texas, 2019. https://digital.library.unt.edu/ark:/67531/metadc1538720/.

Full text

Abstract:

In prophet problems, two players with different levels of information make decisions to optimize their return from an underlying optimal stopping problem. The player with more information is called the "prophet" while the player with less information is known as the "gambler." In this thesis, as in the majority of the literature on such problems, we assume that the prophet is omniscient, and the gambler does not know future outcomes when making his decisions. Certainly, the prophet will get a better return than the gambler. But how much better? The goal of a prophet problem is to find the leas

APA, Harvard, Vancouver, ISO, and other styles

24

Lo, Ambrose, and 羅彥博. "On some negative dependence structures and their applications." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/206695.

Full text

Abstract:

Recently, the study of negative dependence structures has aroused considerable interest amongst researchers in actuarial science and quantitative risk management. This thesis centres on two extreme negative dependence structures in different dimensions - counter-monotonicity and mutual exclusivity, and develops their novel characterizations and applications to risk management. Bivariate random vectors are treated in the first part of the thesis, where the characterization of comonotonicity by the optimality of aggregate sums in convex order is extended to its bivariate antithesis, namely, c

APA, Harvard, Vancouver, ISO, and other styles

25

Kolesar, Michal. "Essays on Instrumental Variables." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10796.

Full text

APA, Harvard, Vancouver, ISO, and other styles

26

Sambale, Holger [Verfasser]. "Second order concentration for functions of independent random variables / Holger Sambale." Bielefeld : Universitätsbibliothek Bielefeld, 2016. http://d-nb.info/1084888173/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

27

Tilahun, Gelila. "Laws of large numbers for sequences and arrays of random variables." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp01/MQ29799.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

28

Tilahun, Gelila. "Laws of large numbers for sequences and arrays of random variables." Thesis, McGill University, 1996. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=27424.

Full text

Abstract:

This thesis presents an up-to-date survey of results concerning laws of large numbers for sequences and arrays of random variables. We begin with Kolmogorov's pioneering result, the strong law of large numbers, and preceed through to Hu et al.'s, and Gut's recent result for weakly dominated random variables, for which we provide a simpler proof. We insist in particular on the techniques of proof of Etemadi and Jamison et al. Furthermore, analogues to the Marcinkiewicz-Zygmund theorem are given. This thesis illustrates the trade-off between the existence of higher moments and non i.i.d sequence

APA, Harvard, Vancouver, ISO, and other styles

29

Ivanchuk, M. A. "Separating of two normal distributed random variables by using their strewnfield." Thesis, БДМУ, 2020. http://dspace.bsmu.edu.ua:8080/xmlui/handle/123456789/18321.

Full text

APA, Harvard, Vancouver, ISO, and other styles

30

Li, Jia. "Investigation of empirical modeling of random vectors and its applications to hydrosystem problems /." View abstract or full-text, 2007. http://library.ust.hk/cgi/db/thesis.pl?CIVL%202007%20LI.

Full text

APA, Harvard, Vancouver, ISO, and other styles

31

Wu, Hao-cun. "Independent component analysis and its applications in finance." Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/HKUTO/record/B39559099.

Full text

APA, Harvard, Vancouver, ISO, and other styles

32

陳楚嘉 and Chu-ka Chen. "Mosaics of dividing cells." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31215038.

Full text

APA, Harvard, Vancouver, ISO, and other styles

33

JIMENEZ, MARCELO ROBERTO BAPTISTA PEREIRA LUIS. "CYCLIC RANDOM VARIABLES AND THEIR APPLICATION IN THE STUDY OF INTERFEROMETRIC NOISE." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2001. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1981@1.

Full text

Abstract:

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>O ruído interferométrico é um fator limitante cada vez mais importante nos sistemas óticos, principalmente nas ligações de longa distância em redes óticas transparentes. O presente trabalho analisa modelos para este tipo de ruído, dando um tratamento matemático novo para o modelo não-gaussiano. A teoria matemática é desenvolvida em detalhes e comrigor. O modelo gaussiano foi usado a fim de fazer previsões quanto aos valores de chão da taxa de erro de bits. Os dois modelos foram simulados em computador e comparados com os testes reali

APA, Harvard, Vancouver, ISO, and other styles

34

Stewart, Jaimee E. "A Comparison of Methods for Generating Bivariate Non-normally Distributed Random Variables." UNF Digital Commons, 2009. http://digitalcommons.unf.edu/etd/235.

Full text

Abstract:

Many distributions of multivariate data in the real world follow a non-normal model with distributions being skewed and/or heavy tailed. In studies in which multivariate non-normal distributions are needed, it is important for simulations of those variables to provide data that is close to the desired parameters while also being fast and easy to perform. Three algorithms for generating multivariate non-normal distributions are reviewed for accuracy, speed and simplicity. They are the Fleishman Power Method, the Fifth-Order Polynomial Transformation Method, and the Generalized Lambda Distributi

APA, Harvard, Vancouver, ISO, and other styles

35

Moldovan, Max. "Stochastic modelling of random variables with an application in financial risk management." Thesis, Queensland University of Technology, 2003. https://eprints.qut.edu.au/15796/1/Max_Moldovan_Thesis.pdf.

Full text

Abstract:

The problem of determining whether or not a theoretical model is an accurate representation of an empirically observed phenomenon is one of the most challenging in the empirical scientific investigation. The following study explores the problem of stochastic model validation. Special attention is devoted to the unusual two-peaked shape of the empirically observed distributions of the conditional on realised volatility financial returns. The application of statistical hypothesis testing and simulation techniques leads to the conclusion that the conditional on realised volatility returns are dis

APA, Harvard, Vancouver, ISO, and other styles

36

Moldovan, Max. "Stochastic Modelling of Random Variables with an Application in Financial Risk Management." Queensland University of Technology, 2003. http://eprints.qut.edu.au/15796/.

Full text

Abstract:

The problem of determining whether or not a theoretical model is an accurate representation of an empirically observed phenomenon is one of the most challenging in the empirical scientific investigation. The following study explores the problem of stochastic model validation. Special attention is devoted to the unusual two-peaked shape of the empirically observed distributions of the conditional on realised volatility financial returns. The application of statistical hypothesis testing and simulation techniques leads to the conclusion that the conditional on realised volatility returns are dis

APA, Harvard, Vancouver, ISO, and other styles

37

Kondapaneni, Rajesh. "A Study of the Delta-Normal Method of Measuring VaR." Link to electronic thesis, 2005. http://www.wpi.edu/Pubs/ETD/Available/etd-050905-104553/.

Full text

APA, Harvard, Vancouver, ISO, and other styles

38

Fielden, Thomas Robert. "Modeling Market and Regulatory Mechanisms for Pollution Abatement with Sharp and Random Variables." PDXScholar, 2011. https://pdxscholar.library.pdx.edu/open_access_etds/282.

Full text

Abstract:

This dissertation is motivated by the problem of uncertainty and sensitivity in business- class models such as the carbon emission abatement policy model featured in this work. Uncertain model inputs are represented by numerical random variables and a computational methodology is developed to numerically compute business-class models as if sharp inputs were given. A new description for correlation of random variables is presented that arises spontaneously within a numerical model. Methods of numerically computing correlated random variables are implemented in software and represented. The majo

APA, Harvard, Vancouver, ISO, and other styles

39

吳浩存 and Hao-cun Wu. "Independent component analysis and its applications in finance." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39559099.

Full text

APA, Harvard, Vancouver, ISO, and other styles

40

Peng, Xiaoling. "Methods of variable selection and their applications in quantitative structure-property relationship (QSPR)." HKBU Institutional Repository, 2005. http://repository.hkbu.edu.hk/etd_ra/594.

Full text

APA, Harvard, Vancouver, ISO, and other styles

41

Karniychuk, Maryna. "Comparing Approximations for Risk Measures Related to Sums of Correlated Lognormal Random Variables." Master's thesis, Universitätsbibliothek Chemnitz, 2007. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200700024.

Full text

Abstract:

In this thesis the performances of different approximations are compared for a standard actuarial and financial problem: the estimation of quantiles and conditional tail expectations of the final value of a series of discrete cash flows. To calculate the risk measures such as quantiles and Conditional Tail Expectations, one needs the distribution function of the final wealth. The final value of a series of discrete payments in the considered model is the sum of dependent lognormal random variables. Unfortunately, its distribution function cannot be determined analytically. Thus usually one h

APA, Harvard, Vancouver, ISO, and other styles

42

Spencer, Neil. "DrSMC : a sequential Monte Carlo sampler for deterministic relationships on continuous random variables." Thesis, University of British Columbia, 2015. http://hdl.handle.net/2429/54647.

Full text

Abstract:

Computing posterior distributions over variables linked by deterministic constraints is a recurrent problem in Bayesian analysis. Such problems can arise due to censoring, identifiability issues, or other considerations. It is well-known that standard implementations of Monte Carlo inference strategies break down in the presence of these deterministic relationships. Although several alternative Monte Carlo approaches have been recently developed, few are applicable to deterministic relationships on continuous random variables. In this thesis, I propose Deterministic relationship Sequential Mon

APA, Harvard, Vancouver, ISO, and other styles

43

Nguyen, Quang Huy. "Tail distribution of the sums of regularly varying random variables, computations and simulations." Thesis, Lyon 1, 2014. http://www.theses.fr/2014LYO10224.

Full text

Abstract:

Cette thèse s'intéresse à l'utilisation de techniques numériques par approximation sous forme de séries et de techniques de simulation pour l'approximation de la queue de distribution de sommes de variables aléatoires à variations régulières. Le calcul de la probabilité que la somme soit plus grande qu'un seuil donné est important en gestion des risques. En particulier, ce calcul est utilisé pour définir le besoin en capital des sociétés d'assurances ou d'autres institutions financières. Le premier chapitre constitue l'introduction de la thèse. Il explique les principaux résultats et présente

APA, Harvard, Vancouver, ISO, and other styles

44

Jiang, Xinxin. "Central limit theorems for exchangeable random variables when limits are mixtures of normals /." Thesis, Connect to Dissertations & Theses @ Tufts University, 2001.

Find full text

Abstract:

Thesis (Ph.D.)--Tufts University, 2001.<br>Adviser: Marjorie G. Hahn. Submitted to the Dept. of Mathematics. Includes bibliographical references (leaves44-46). Access restricted to members of the Tufts University community. Also available via the World Wide Web;

APA, Harvard, Vancouver, ISO, and other styles

45

黃彥青. "PAIRWISE INDEPENDENT RANDOM VARIABLES." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/47864460351789081997.

Full text

Abstract:

碩士<br>國立中央大學<br>數學研究所<br>89<br>Abstract Pairwise independence is not enough for the central limit theorem to hold. In my thesis, some related results are mentioned. I also give some new version of conditions such that the central limit theorem would hold for pairwise independent sequences. Finally, I give an example to illustrate the results.

APA, Harvard, Vancouver, ISO, and other styles

46

Huang, Shih-Feng, and 黃士峯. "On the integrability of random variables and uniformly integrability of sequence of random variables." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/wtc9e7.

Full text

APA, Harvard, Vancouver, ISO, and other styles

47

Pincus, Bianca. "Combinatorics of geometrically distributed random variables." Thesis, 2012. http://hdl.handle.net/10539/11545.

Full text

Abstract:

The aim of this thesis is to study various combinatorial problems relating to geometrically distributed random variables. In particular, we study sequences of geometric random variables with respect to the left-to-right maxima of the elements of the sequence. Traditionally, left-to-right maxima or records have been studied for permutations rather than sequences. For each of the parameters explained, we compute the mean and the variance both explicitly and asymptotically.

APA, Harvard, Vancouver, ISO, and other styles

48

Çagin, Tonguç. "Weighted sums of associated random variables." Doctoral thesis, 2015. http://hdl.handle.net/10316/26927.

Full text

APA, Harvard, Vancouver, ISO, and other styles

49

Moharana, Rajesh. "Information Measures for Truncated Random Variables." Thesis, 2019. http://ethesis.nitrkl.ac.in/10089/1/2019_PhD_RMoharana_514MA3001_Information.pdf.

Full text

Abstract:

The concept of entropy plays a crucial role in information theory. Many authors obtained several properties of entropy and its various generalizations so far. The divergence measure was proposed to measure the inefficiency of taking an approximate distribution when the actual distribution is known. In reliability theory we often get random observations which are truncated in nature. The purpose of the thesis is to study properties of various information measures in truncated domain. First, we consider measures based on the probability density functions. These are Shannon’s entropy, weighted Sh

APA, Harvard, Vancouver, ISO, and other styles

50

Lien, Meng-Ming, and 連萌敏. "UNUSUAL LAWS OF LARGE NUMBERS FOR RANDOM VARIABLES AND RANDOM ELEMENTS." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/96013693244578260839.

Full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!