Siga este enlace para ver otros tipos de publicaciones sobre el tema: Bivariat.
Tesis sobre el tema "Bivariat"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores tesis para su investigación sobre el tema "Bivariat".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore tesis sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
1
Hedbom, Shawn. "Klimatdemonstrationer - något för den yngre generationen? : En kvantiativ studie om klimatdemonstrationer och dem som väljer att delta". Thesis, Södertörns högskola, Sociologi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-39981.
Texto completoResumen
The aim of this study is to examine the climate issue. More precisely climate demonstrations around the world with emphasis on the people who participates in them. The study also aims to understand why these people choose to take part in the demonstrations. Also, if there is a difference in motives between the people who participate in relation to when they are born. The material this study is examining is based on several demonstrations around the world in different countries and different cities. The material was collected between 2009 and 2013 at different demonstrations that concerned the subject of climate in some way. The result of the study shows some support for the theoretical frame that was used but it also shed some light on the fact that the result also perhaps is not strong enough to generalize to the rest of the population. The study shows that there is some difference between generations and their motives to participate in the demonstrations although they are not very big differences. The study did however have some problems with the theory and its ability to apply to the studies participants and shed light on possible studies in the future.
2
Serengil, Volkan. "Bagarna i den nya och gamla gymnasieskolan; Vägen till akademiska studier". Thesis, Malmö högskola, Lärarutbildningen (LUT), 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:mau:diva-32381.
Texto completoResumen
Uppsatsen jämför (a) Restaurang- och livsmedelsprogrammet med inriktningen bageri och konditori (RL-BAG) och (b) Livsmedelsprogrammet mot bageri (LP-BAG) i relation till varandra och fortsatta akademiska studier. Det är motsvarande program från Gy11 respektive Gy2000.Frågeställningen fokuserar på skillnaden mellan RL-BAG och LP-BAG gällande behörigheten och tillgång till akademiska utbildningar vid två lärosäten.Syftet med uppsatsen är att ta reda på hur skillnaden ser ut för de aktuella gymnasieprogrammen. Att det finns en skillnad är redan konstaterad i bl.a. utformningen av den nya gymnasieskolan. En aspekt att se på uppsatsen är att den har en utvärderande funktion av den senaste gymnasieförordningens yrkesprogram (Gy11).Metoderna som används i undersökningen är i huvudsak kvantitativa (i skildringen/resultatet). Den mäter det bivariata förhållandet mellan kombinationer av behörighetsgivande gymnasiala kurser och programtillgången vid de aktuella lärosätena. I metoden används bl.a. SWOT för att definiera skillnaderna.Resultatet visar att det finns en skillnad i urvalet. Den grundläggande behörigheten för Gy11 är betydligt mer fördelaktig än den motsvarande nivån för Gy2000. Även om kärnämnena räknas med i LP-BAG. Däremot har LP-BAG tillgång till fler särskilt behörighetsgivande kurser som i olika kombinationer ger tillgång till fler utbildningar.
3
Pinto, Jayme Augusto Duarte Pereira. "Aprofundando as noções de dependência e envelhecimento em distribuições bivariadas de probabilidade". Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-22042014-190441/.
Texto completoResumen
A distribuição bivariada de Marshall-Olkin é estendida, relaxando-se a hipótese de choques exponencialmente distribuídos e assumindo-se dependência entre os choques individuais. Abordagem semelhante é considerada para sua versão dual. Representação por meio de cópula, propriedades probabilísticas e de confiabilidade assim como resultados em valores extremos são então obtidos. A propriedade de falta de memória bivariada é estendida assumindo-se uma função de dependência sem memória. Uma nova classe de distribuições caracterizada por essa propriedade estendida é introduzida. Correspondentes interpretações geométricas, procedimentos de construção, representação estocástica, relação com cópula de sobrevivência e propriedades de confiabilidade são derivadas.Bivariate Marshall-Olkin model, Dual model, Exponential representation, Dependence function, Bivariate aging, Copula, Survival copula, Stochastic order, Bivariate extreme value distribution, Pickands measure, Pickands dependence function, Failure rate, Bivariate hazard gradient, Bivariate lack-of-memory, Residual lifetime vector, Characterization.
4
Ramalho, Diogo Ricardo Vieira. "Predictive performance of value-at-risk models: Covid-19 “Pandemonium”". Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20949.
Texto completoResumen
Mestrado em Mathematical FinanceAtualmente, os modelos Value-at-Risk (VaR), têm um papel muito importante a nível dos Mercados Financeiros, sendo uma das ferramentas mais utilizadas, por analistas financeiros, para gestão e estimação de risco de mercado. Nesta tese, três métodos de estimação de VaR, nomeadamente o método de Simulação Histórica, GARCH(1,1) e o método EVT-POT Dinâmico, foram aplicados. O propósito deste trabalho é estimar modelos VaR para os países: EUA, França, Alemanha, Itália, Japão, Reino Unido, China, Espanha e Portugal, com um intervalo de tempo desde 1 de Janeiro de 2007 até 31 de Agosto de 2020 e um nível de confiança de 99%. Estas estimações serão então testadas por via Backtest, permitindo identificar quando ocorreram a maioria das falhas, e se estas ocorreram em períodos normais ou de crise (por exemplo, a Pandemia COVID-19). Adicionalmente, é estudado se existe alguma relação entre o número de mortos por país e o movimento dos retornos e da volatilidade dos índices de stocks. O modelo que mostrou ter maior precisão aquando da estimação de períodos de crise foi o EVT-POT dinâmico, sendo HS o modelo menos preciso. É possível observar que a maioria das falhas, causadas por observações incomuns, ocorreram durante os anos 2008, 2011, 2013, 2018 e 2020, que são considerados períodos de crise. Foi também possível concluir que o movimento dos índices de stocks é influenciado pelo aumento do número de mortes por COVID-19, mostrando assim que existe uma relação entre ambos (quando o número de mortes aumenta, os mercados tornam-se mais voláteis).
Nowadays, Value-at-Risk (VaR) models play a crucial role in Financial Markets, being one of the most widely risk management tools used by financial analysts, to estimate market risk. In this thesis, three widely used approaches to estimate VaR, namely Historical Simulation, GARCH(1,1) and Dynamic EVT-POT, were applied. We will estimate VaR models for the countries: USA, UK, France, Germany, Italy, Japan, China, Spain and Portugal with a time horizon from 1st of January of 2007 to 31st of August 2020. It was chosen a confidence level of 99%. These estimations will then be backtested, enabling a conclusion of when the majority of the exceedances happen in a "normal" period or in a crisis period (e.g. COVID-19 Pandemic). Further, it is studied if there is any relation between the mortality number in each country and the movement in returns or volatility of stock indices. The model that showed to be the most accurate when estimating crisis periods is Dynamic EVT-POT model. The model that showed less accuracy is the HS. It is possible to see that most of the exceedances, caused by outlier observations, occur during years 2008, 2011, 2013, 2018 and 2020 which are years known to be crisis periods. It was also possible to conclude that the movement in the stock indices is influenced with the increase in COVID-19 related deaths, showing therefore that there is some sort of relation between the two phenomena (when the number of deaths increase, the markets are more volatile).
info:eu-repo/semantics/publishedVersion
5
Stone, G. "Bivariate splines". Thesis, University of Bath, 1988. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.233827.
Texto completo
6
Cordeiro, Joana Darc Sousa. "DeterminaÃÃo de fatores de influÃncia no acesso aos serviÃos de saneamento no estado do CearÃ". Universidade Federal do CearÃ, 2008. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=2862.
Texto completoResumen
As externalidades positivas ensejadas pela prestaÃÃo de serviÃos de saneamento bÃsico incluÃram a universalizaÃÃo do acesso aos serviÃos no marco regulatÃrio do setor. Nesse
contexto, a ampliaÃÃo da oferta aparece como condiÃÃo necessÃria, mas nÃo suficiente para reduÃÃo no deficit desses serviÃos. Ao buscar responder ao problema investigativo deste
trabalho - âquais fatores determinam a chance de o agente econÃmico residir num domÃcilio com determinada alternativa de saneamento?â - se pretende alcanÃar o objetivo
da pesquisa: fornecer informaÃÃes para orientar polÃticas pÃblicas que propiciem o uso eficiente dos sistemas de saneamento. Foi empregado um modelo logit bivariado para
testar as seguintes hipÃteses: existem mais atributos concorrentes aos serviÃos de saneamento para famÃlias com menor nÃvel de escolaridade; e iluminaÃÃo elÃtrica à um
atributo concorrente ao serviÃo de esgotamento sanitÃrio pela rede geral. O modelo està apoiado na Teoria do Consumidor, cujo nÃvel de satisfaÃÃo aumenta ao residir num domicÃlio com maior nÃmero de atributos, e na Teoria dos PreÃos HedÃnicos, jà que os serviÃos de saneamento sÃo incorporados ao modelo como um entre vÃrios atributos disponÃveis no domicÃlio demandado pelo agente econÃmico. Os resultados apontam que a variÃvel exÃgena escolaridade à efetivamente relevante para explicar o acesso aos serviÃos de saneamento, especialmente por serviÃos de esgoto. Verifica-se, contudo, que resultados observados no contexto nacional podem nÃo refletir a realidade regional, de forma que algumas variÃveis representativas de modelos no plano nacional nÃo foram confirmadas no conceito local.ABSTRACT The positive externalities occasioned by the basic sanitation, included the access to the service at the regulatory mark of the sector. In this context the supply enlargement turns up as a necessary condition, but not enough for a deficit reduction of these services. As we pursue to answer the investigative problem of this work - ? Which reasons determine the chance for the economic agent reside in a domicile with a determined alternative of sanitation? â It is intended to reach the research goal: provide information in order to orientate public policy which may propitiate the effective usage of the sanitation systems. A bivariate logit model was utilized to test the following hypothesis: there are more attributes concurring to the sanitation services for families with a lesser schooling; and electric illumination is a concurring attribute to the sewerage system through the general net. The model is supported on the Consumer Theory, whose satisfaction level increases as he resides in a domicile with a larger number of attributes and in the Theory of HedonicPrices, since the sanitation services are incorporated to the model as one among several available attributes in the domicile demanded by the economic agent. The results show that the exogenous variable schooling is effectively relevant to explain the access to sanitation services, especially those of sewerage. We verify, however that, the results observed in national context may not reflect the regional reality, so that some representative variables of models in national plan were not confirmed in local concept.
7
Fernández, Mariela. "Influência do comportamento marginal na densidade conjunta bivariada". Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/45/45132/tde-19082007-191440/.
Texto completoResumen
Neste trabalho propomos a representação de uma densidade bivariada segundo a natureza geométrica das marginais. Uma densidade contínua pode ser aproximada pela exponencial de um polinômio num domínio limitado. Tal aproximação permite estudar a influência do comportamento marginal e condicional sobre a densidade conjunta. Esse estudo é realizado encontrando os conjuntos dos possíveis valores dos coeficientes do polinômio segundo a informação dada sobre as densidades marginais ou as densidades condicionais. Também analisamos os coeficientes segundo algumas medidas de dependência. Concluímos mostrando a influência do comportamento marginal e condicional sobre variáveis aleatórias discretas.In this work we propose a representation of a bivariate density according to the geometrical nature of the marginals. A continuous density can be approximated by the exponencial of a polynomial in a finite domain. Such approximation let us study the influence of the marginal and conditional behavior on the joint density. This study is done by finding the possible values of the polynomial coefficients upon the given information about the marginal or the conditional densities. We also analyze the coefficients according some dependence measures. We conclude showing the influence of the marginal and conditional behavior on discrete random variables.
8
Han, Yi Carpenter Mark. "Location-scale bivariate Weibull distributions for bivariate lifetime modeling". Auburn, Ala., 2005. http://repo.lib.auburn.edu/2006%20Spring/master's/HAN_YI_21.pdf.
Texto completo
9
Ho, Linda Lee. "Análise de contagens multivariadas". Universidade de São Paulo, 1995. http://www.teses.usp.br/teses/disponiveis/3/3136/tde-04072017-101027/.
Texto completoResumen
Este trabalho apresenta uma análise estatística de contagens multivariadas proveniente de várias populações através de modelos de regressão. Foram considerados casos onde os vetores respostas obedeçam às distribuições Poisson multivariada e Poisson log-normal multivariada. Esta distribuição admite correlação de ambos sinais entre componentes do vetor resposta, enquanto que as distribuições mais usuais para dados de contagens (como a Poisson multivariada) admitem apenas correlação positiva entre as componentes do vetor resposta. São discutidos métodos de estimação e testes de hipóteses sobre os parâmetros do modelo para o caso bivariado. Estes modelos de regressão foram aplicados a um conjunto de dados referentes a contagens de dois tipos de defeitos em 100 gramas de fibras têxteis de quatro máquinas craqueadeiras, sendo duas de um fabricante e as outras de um segundo fabricante. Os resultados obtidos nos diferentes modelos de regressão foram comparados. Para estudar o comportamento das estimativas dos parâmetros de uma distribuição Poisson Log-Normal, amostras foram simuladas segundo esta distribuição.Regression models are presented to analyse multivariate counts from many populations. Due to the random vector characteristic, we consider two classes of probability models: Multivariate Poisson distribution and Multivariate Poisson Log-Normal distribution. The last distribution admits negative and positive correlations between two components of a random vector under study, while other distributions (as Multivariate Poisson) admit only positive correlation. Estimation methods and test of hypothese on the parameters in bivariate case are discussed. The proposed techniques are illustrated by numerical examples, considering counts of two types of defects in 100g of textile fibers produced by four machines, two from one manufacturer and the other two from another one. The results from different regression models are compared. The empirical distribution of Poisson Log-Normal parameter estimations are studied by simulated samples.
10
Pu, Wenji. "Tests of bivariate normality". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape15/PQDD_0025/MQ38403.pdf.
Texto completo
11
Barros, Otávio Akira de. "Estimação dos parâmetros da distribuição beta bivariada: aplicações em severidade de doenças em plantas". Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-03022016-151710/.
Texto completoResumen
A distribuição beta é apropriada para analisar dados de variáveis medidas no intervalo (0, 1), como taxas e proporções, como por exemplo a proporção de severidade de doenças em plantas. Portanto, dados que são pares observações de taxas e proporções, naturalmente pensa-se numa distribuição beta bivariada com suporte (0, 1)2. O objetivo deste trabalho constitui-se em encontrar a melhor distribuição beta bivariada na literatura para este caso e, além disso, tentar encontrar estimadores para seus parâmetros, a fim de verificar se esta distribuição escolhida se ajusta bem aos dados. Foi criada uma metodologia para a estimação dos parâmetros, utilizando aquela distribuição que consideramos a mais adequada. Posteriormente foram feitas simulações para avaliar a qualidade desses estimadores e, por fim, foram utilizados três bancos de dados com a finalidade de exemplificar esta metodologia.Beta distribution is suitable for analyzing variable data measured in the range (0, 1), as rates and proportions, such as the proportion of disease severity in plants. Therefore, data that are paired observations rates and proportions naturally thinks in a bivariate distribution beta supported (0, 1)2. The objective of this work is on finding the best beta bivariate distribution in the literature for this case and, furthermore, try to find estimators for its parameters in order to verify that this chosen distribution fits the data well. A methodology was created for the estimation of parameters using that distribution we consider the most appropriate. Later simulations were performed to evaluate the quality of these estimators and, finally, we use three databases in order to illustrate this methodology.
12
Liu, Yunfeng. "Tests of Bivariate Stochastic Order". Thèse, Université d'Ottawa / University of Ottawa, 2011. http://hdl.handle.net/10393/20257.
Texto completoResumen
The purpose of this thesis is to compare rank-based tests of bivariate stochastic order. Given two bivariate distributions $F$ and $G$, the general problem we are dealing with is to test $H_0: F=G$ against $H_1:F
13
Shi, Yipin. "Study on Bivariate Normal Distribution". FIU Digital Commons, 2012. http://digitalcommons.fiu.edu/etd/745.
Texto completoResumen
Let (X, Y) be bivariate normal random vectors which represent the responses as a result of Treatment 1 and Treatment 2. The statistical inference about the bivariate normal distribution parameters involving missing data with both treatment samples is considered. Assuming the correlation coefficient ρ of the bivariate population is known, the MLE of population means and variance (ξ, η, and σ2) are obtained. Inferences about these parameters are presented. Procedures of constructing confidence interval for the difference of population means ξ – η and testing hypothesis about ξ – η are established. The performances of the new estimators and testing procedure are compared numerically with the method proposed in Looney and Jones (2003) on the basis of extensive Monte Carlo simulation. Simulation studies indicate that the testing power of the method proposed in this thesis study is higher.
14
Onnen, Nathaniel J. "Estimation of Bivariate Spatial Data". The Ohio State University, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1616243660473062.
Texto completo
15
Cunha, Danúbia Rodrigues da. "Modelos de regressão bivariada: uma aplicação em equações mincerianas de rendimento". Universidade Federal de Goiás, 2018. http://repositorio.bc.ufg.br/tede/handle/tede/8269.
Texto completoResumen
Submitted by Franciele Moreira (francielemoreyra@gmail.com) on 2018-03-28T12:09:11Z
No. of bitstreams: 2
Dissertação - Danúbia Rodrigues da Cunha - 2018.pdf: 7944363 bytes, checksum: f0229888d666e1d8367f8c31ee27a238 (MD5)
license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5)Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2018-03-29T11:30:21Z (GMT) No. of bitstreams: 2 Dissertação - Danúbia Rodrigues da Cunha - 2018.pdf: 7944363 bytes, checksum: f0229888d666e1d8367f8c31ee27a238 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5)
Made available in DSpace on 2018-03-29T11:30:21Z (GMT). No. of bitstreams: 2 Dissertação - Danúbia Rodrigues da Cunha - 2018.pdf: 7944363 bytes, checksum: f0229888d666e1d8367f8c31ee27a238 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2018-02-08
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
In this work, bivariate regression models based on the bivariate normal, t and Birnbaum-Saunders distributions are used to analyze labor market data. In special, the objective is to model the dependent variable of the Mincerian earnings equation separately, namely, the variable hourly earnings (which is obtained by dividing gross monthly earnings by hours worked) is modeled in two parts, earnings and hours worked. The bivariate regression models are used to model these two parts in order to try to capture the correlation between them and the different effects, that is, remuneration or premium for labor effort, and the labor supply or the time that the worker offers to the market. In order to accomplish this, data from the Brazilian National Household Sample Survey (PNAD) for the years 2013, 2014 and 2015 are used. The parameters of the models are estimated using the maximum likelihood method. The results show that the bivariate regression model based on the bivariate t distribution has the best fit for the data, and that the presence of correlation between earnings and hours worked indicates that the bivariate model is more adequate than the univariate model.
Nessa dissertação, modelos de regressão bivariada baseados nas distribuições bivariadas normal, t e Birnbaum-Saunders são usados para analisar dados do mercado de trabalho. Em especial, o objetivo é modelar a variável dependente da equação de rendimento minceriana de forma separada, ou seja, o rendimento-hora é modelado em duas partes, rendimento e horas trabalhadas. Os modelos de regressão bivariada são utilizados para modelar essas duas partes de forma a tentar captar a correlação entre elas e os distintos efeitos, ou seja, remuneração ou prêmio pelo esforço desprendido pela mão de obra, e oferta de trabalho ou o tempo que o trabalhador disponibiliza ao mercado. Para tal, usa-se dados da Pesquisa Nacional por Amostra de Domicílios (PNAD) para os anos de 2013, 2014 e 2015. Os parâmetros dos modelos são estimados usando o método da máxima verossimilhança. Os resultados mostram que o modelo de regressão bivariada baseada na distribuição bivariada t tem o melhor ajuste para os dados, e que a presença de correlação entre rendimento e horas trabalhadas indica que o modelo bivariado é mais adequado que o univariado.
16
Lin, Min. "Correlation of Bivariate Frailty Models and a New Marginal Weibull Distribution for Correlated Bivariate Survival Data". University of Cincinnati / OhioLINK, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1307321226.
Texto completo
17
Rabarison, Andrianarivo Fabien. "Interpolatory bivariate refinable functions and subdivision". Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/2095.
Texto completo
18
Kelil, Abey Sherif. "Bivariate box splines and surface subdivision". Thesis, Stellenbosch : Stellenbosch University, 2013. http://hdl.handle.net/10019.1/80387.
Texto completo
19
Thomann, Mitchell Alan. "The flexible bivariate continual reassessment method". Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/1917.
Texto completoResumen
Early phase clinical trials during drug development are vital to the success of an investigational compound. In these phases, an important goal of a dose-finding study is the determination of a dose that is safe and/or effective. Dose-finding trials based on safety outcomes are typically among the first studies conducted for any novel compound. Subsequently, another trial may be conducted to determine which dose among the range of safe doses is the most effective thereby generating a dose-effectiveness profile. When both safety and efficacy are simultaneously considered in a single trial, this is called a phase I/II trial. These trials are advantageous in that they are likely to save both time and resources. This dissertation reviews current phase I/II methods, explores key limitations of these methods, and presents an innovative approach that addresses some of these limitations. The new approaches are compared to one of the most widely known methods of this type.
A common phase I/II method is the bivariate Continual Reassessment Method (bCRM; Braun, 2002). The bCRM models dichotomous safety and effectiveness outcomes for use in dose escalation and dose selection decisions. Its overall statistical model is based upon both safety and efficacy models that assume the probabilities of these outcomes increase linearly with dose. The effects of violating the linear monotonicity assumption are explored. It is shown that there are a number of scenarios in which the bCRM performs poorly, including those where effectiveness does not increase beyond a certain dose and when the most efficacious dose is not the highest dose. This indicates that an approach where linearity is not assumed could have great value.
The generalized bivariate Continual Reassessment Method (gbCRM) framework is developed as an alternative to dose-finding methods with fixed models. With this approach, the model could be modified to fit a variety of trends that typically arise during dose-finding. It is shown that there are scenarios where the gbCRM provides major advantages when the proper models are used. However, there also exist a number of scenarios where there is an increased risk of choosing an unsafe dose when improper models are used. This study indicates that the use of statistical model selection procedures is likely to improve the performance of the gbCRM by gaining the benefits of proper model selection while avoiding some of the consequences of improper model selection. To address these concerns, an extension of the gbCRM, called the flexible bivariate Continual Reassessment Method (fbCRM), is developed. The fbCRM incorporates model selection and averaging to help make statistical decisions within the gbCRM framework. A simulation study shows that, under many scenarios, the fbCRM is vastly superior to methods with fixed models.
Finally, the bCRM, gbCRM and fbCRM are applied to data from a small clinical trial whose goal was to describe the dose-response relationship of the colonization of the Haemophilus influenzae bacterium. These methods are used to define the dose-colonization of this bacterium when applied to human subjects, and to explore how the dose escalation scheme of this trial might have differed if the fbCRM had been used.
20
Lidén, Joel. "Bivariate Models to Predict Football Results". Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-311789.
Texto completo
21
Cross, Nicholas James Geraint. "The bivariate space density of galaxies". Thesis, University of St Andrews, 2002. http://hdl.handle.net/10023/12935.
Texto completoResumen
The luminosity function of galaxies, the measurement of the space density as a function of luminosity, is an important test of cosmology, galaxy formation and evolution. Unfortunately, there is a factor of two variation in recent measurements of the luminosity function. Most of this variation is due to systematic errors, caused by various selection effects. With two large new surveys, the Two degree Field Galaxy Redshift Survey and the Sloan Digital Sky Survey, underway it is important to recognise and eliminate these selection effects if we are going to improve our measurement of the luminosity function and fully utilise these surveys. By measuring the space density of galaxies as a function of surface brightness as well as luminosity, a bivariate brightness distribution, we can comprehend many of the selection effects such as light loss, incompleteness and the visibility of galaxies. Since galaxies have a variety of shapes and sizes, a distribution in luminosity and surface brightness helps to separate out different types of galaxy. Correlations between the luminosity and surface brightness place extra constraints on models of galaxy formation and evolution. When we analyse our results, we find that recent surveys that have not taken into account surface brightness selection effects underestimate the luminosity of the bright end by 5-10%. Using the bivariate brightness distribution, we can constrain the luminosity density to a range that varies by < 20% rather than by a factor of 2. We find that the luminosity function is flat over the range -19.5 < M < -17 and then rises sharply as late-type spiral galaxies begin to dominate. The space density does not vary with surface brightness with the result that low surface brightness galaxies are at least as common as normal galaxies. However, low surface brightness galaxies are also intrinsically faint, following the luminosity-surface brightness correlation for spirals, so they do not contribute significantly to the luminosity density.
22
Haug, Mark. "Nonparametric density estimation for univariate and bivariate distributions with applications in discriminant analysis for the bivariate case". Thesis, Kansas State University, 1986. http://hdl.handle.net/2097/9916.
Texto completo
23
Ostrowska, Alicja. "War is Peace : A Study of Relationship Between Gender Equality and Peacefulness of a State". Thesis, Högskolan för lärande och kommunikation, Högskolan i Jönköping, HLK, Globala studier, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-27663.
Texto completoResumen
Based on the previous studies, the hypothesis of this research is that the higher the level of gender equality in a state, the higher level of its peacefulness. It is a quantitative study using linear regression analysis with three variables, namely Global Peace Index (GPI) as a dependent variable, Gender Inequality Index (GII) as an independent variable and Human Development Index (HDI) as a control variable. The data of 139 states from year 2013 were submitted into Statistical Package for Social Sciences (SPSS) software. The result shows a significant and positive linear relationship between gender inequality and a high level of conflict, which confirms the hypothesis. However, HDI shows to be less reliable as a control variable due to issues with multicollinearity (heavily related independent variables). Further studies should replace the HDI with another control variable.
24
Yang, Sang-Chin. "A Bivariate Renewal Process and Its Applications in Maintenance Policies". Diss., Virginia Tech, 1999. http://hdl.handle.net/10919/30124.
Texto completoResumen
Same types of systems with the same age usually have different amounts of cumulated usage. These systems when in operation usually have different performance and effectiveness. In this case the existing models of the univariate measures of system effectiveness are inadequate and incomplete. For example, the univariate availability measures for these same-aged systems are all the same even though with different amounts of usage. This is the motivation for this research to pursue a bivariate approach in reliability and maintenance modeling.
This research presents a framework for bivariate modeling of a single-unit system. Five key efforts are identified and organized as: (i) bivariate failure modeling, (ii) bivariate renewal modeling, (iii) bivariate corrective maintenance (CM) modeling, (iv) bivariate preventive maintenance (PM) modeling, and (v) bivariate availability modeling. The results provide a foundation for further study of bivariate and multivariate models.
For bivariate failure modeling, several bivariate failure models are constructed to represent the possible correlation structures of the two system aging variables, time and usage. The behavior of these models is examined under various correlation structures. The developed models are used to analyze example maintenance problems.
Models for bivariate renewal, bivariate CM, and bivariate PM are derived based on the constructed bivariate failure models and the developed bivariate renewal theory. For bivariate CM modeling, corrective maintenance is modeled as an alternating bivariate renewal process or simply an ordinary bivariate renewal process. For bivariate PM modeling, PM models are examined under a bivariate age replacement preventive maintenance policy. The Laplace transforms of the renewal functions (and densities) for these models are obtained.
Definitions for bivariate availability functions are developed. Based on the derived CM and PM models, the Laplace transforms for their corresponding bivariate availability models are constructed. The idea of the quality of availability measure is also defined in terms of bivariate availability models.
The most significant observation is that this framework provides a new way to study the reliability and maintenance of equipment for which univariate measures are incomplete. Therefore, a new area of reliability research is identified. The definitions offered may be modified and the approach to model formulation presented may be used to define other models.Ph. D.
25
Yokura, Shoji y yokura@sci kagoshima-u. ac jp. "Bivariant Theories of Constructible Functions and Grothendieck". ESI preprints, 2000. ftp://ftp.esi.ac.at/pub/Preprints/esi930.ps.
Texto completo
26
He, Qinying. "Inference on correlation from incomplete bivariate samples". Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1180468775.
Texto completo
27
Beversdorf, Louanne Margaret. "Tests for Correlation on Bivariate Nonnormal Distributions". UNF Digital Commons, 2008. http://digitalcommons.unf.edu/etd/284.
Texto completoResumen
Many samples in the real world are very small in size and often do not follow a normal distribution. Existing tests for correlation have restrictions on the distribution of data and sample sizes, therefore the current tests cannot be used in some real world situations.
In this thesis, two tests are considered to test hypotheses about the population correlation coefficient. The tests are based on statistics transformed by a saddlepoint approximation and by Fisher's Z-transformation. The tests are conducted on small samples of bivariate nonnormal data and found to perfom well.
Simulations were run in order to compare the type I error rates and power of the new test with other commonly used tests. The new tests controlled type I error rates well, and have reasonable power performance.
28
Cullinan, Cian. "Implementation of Bivariate Unspanned Stochastic Volatility Models". Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29266.
Texto completoResumen
Unspanned stochastic volatility term structure models have gained popularity in the literature. This dissertation focuses on the challenges of implementing the simplest case – bivariate unspanned stochastic volatility models, where there is one state variable controlling the term structure, and one scaling the volatility. Specifically, we consider the Log-Affine Double Quadratic (1,1) model of Backwell (2017). In the class of affine term structure models, state variables are virtually always spanned and can therefore be inferred from bond yields. When fitting unspanned models, it is necessary to include option data, which adds further challenges. Because there are no analytical solutions in the LADQ (1,1) model, we show how options can be priced using an Alternating Direction Implicit finite difference scheme. We then implement an Unscented Kalman filter — a non-linear extension of the Kalman filter, which is a popular method for inferring state variable values — to recover the latent state variables from market observable data
29
Wort, Joshua. "Pricing with Bivariate Unspanned Stochastic Volatility Models". Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/31323.
Texto completoResumen
Unspanned stochastic volatility (USV) models have gained popularity in the literature. USV models contain at least one source of volatility-related risk that cannot be hedged with bonds, referred to as the unspanned volatility factor(s). Bivariate USV models are the simplest case, comprising of one state variable controlling the term structure and the other controlling unspanned volatility. This dissertation focuses on pricing with two particular bivariate USV models: the Log-Affine Double Quadratic (1,1) – or LADQ(1,1) – model of Backwell (2017) and the LinearRational Square Root (1,1) – or LRSQ(1,1) – model of Filipovic´ et al. (2017). For the LADQ(1,1) model, we fully outline how an Alternating Directional Implicit finite difference scheme can be used to price options and implement the scheme to price caplets. For the LRSQ(1,1) model, we illustrate a semi-analytical Fourierbased method originally designed by Filipovic´ et al. (2017) for pricing swaptions, but adjust it to price caplets. Using the above numerical methods, we calibrate each (1,1) model to both the British-pound yield curve and caps market. Although we cannot achieve a close fit to the implied volatility surface, we find that the parameters in the LADQ(1,1) model have direct control over the qualitative features of the volatility skew, unlike the parameters within the LRSQ(1,1) model.
30
Caruso, Elise M. "A Simulation Analysis of Bivariate Availability Models". Thesis, Virginia Tech, 2000. http://hdl.handle.net/10919/34153.
Texto completoResumen
Equipment behavior is often discussed in terms of age and use. For example, an automobile is frequently referred to 3 years old with 30,000 miles. Bivariate failure modeling provides a framework for studying system behavior as a function of two variables. This is meaningful when studying the reliability/availability of systems and equipment.
This thesis extends work done in the area of bivariate failure modeling. Four bivariate failure models are selected for analysis. The study includes exploration of bivariate random number generation. The random data is utilized in estimating the bivariate renewal function and bivariate availability function. The two measures provide insight on system behavior characterized by multiple variables.
A method for generating bivariate failure and repair data is developed for each model. Of the four models, two represent correlated random variables; the other two, stochastic functionally dependent variables. Also, methods of estimating the bivariate renewals function and bivariate availability function are constructed. The bivariate failure and repair data from the four failure models is incorporated into the estimation processes to study various failure scenarios.Master of Science
31
Muhammad, Noryanti. "Predictive inference with copulas for bivariate data". Thesis, Durham University, 2016. http://etheses.dur.ac.uk/11597/.
Texto completoResumen
Nonparametric predictive inference (NPI) is a statistical approach with strong frequentist properties, with inferences explicitly in terms of one or more future observations. NPI is based on relatively few modelling assumptions, enabled by the use of lower and upper probabilities to quantify uncertainty. While NPI has been developed for a range of data types, and for a variety of applications, thus far it has not been developed for multivariate data. This thesis presents the rst study in this direction. Restricting attention to bivariate data, a novel approach is presented which combines NPI for the marginals with copulas for representing the dependence between the two variables. It turns out that, by using a discretization of the copula, this combined method leads to relatively easy computations. The new method is introduced with use of an assumed parametric copula. The main idea is that NPI on the marginals provides a level of robustness which, for small to medium-sized data sets, allows some level of misspecication of the copula. As parametric copulas have restrictions with regard to the kind of dependency they can model, we also consider the use of nonparametric copulas in combination with NPI for the marginals. As an example application of our new method, we consider accuracy of diagnostic tests with bivariate outcomes, where the weighted combination of both variables can lead to better diagnostic results than the use of either of the variables alone. The results of simulation studies are presented to provide initial insights into the performance of the new methods presented in this thesis, and examples using data from the literature are used to illustrate applications of the methods. As this is the rst research into developing NPI-based methods for multivariate data, there are many related research opportunities and challenges, which we briefly discuss.
32
Crampton, James Scutts. "Palaeobiology of cretaceous inoceramid bivalves". Thesis, University of Cambridge, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308302.
Texto completo
33
Qumsiyeh, Sahar Botros. "Non-normal Bivariate Distributions: Estimation And Hypothesis Testing". Phd thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608941/index.pdf.
Texto completoResumen
When using data for estimating the parameters in a bivariate distribution, the tradition is to assume that data comes from a bivariate normal distribution. If the distribution is not bivariate normal, which often is the case, the maximum likelihood (ML) estimators are intractable and the least square (LS) estimators are inefficient. Here, we consider two independent sets of bivariate data which come from non-normal populations. We consider two distinctive distributions: the marginal and the conditional distributions are both Generalized Logistic, and the marginal and conditional distributions both belong to the Student&rsquos t family. We use the method of modified maximum likelihood (MML) to find estimators of various parameters in each distribution. We perform a simulation study to show that our estimators are more efficient and robust than the LS estimators even for small sample sizes. We develop hypothesis testing procedures using the LS and the MML estimators. We show that the latter are more powerful and robust. Moreover, we give a comparison of our tests with another well known robust test due to Tiku and Singh (1982) and show that our test is more powerful. The latter is based on censored normal samples and is quite prominent (Lehmann, 1986). We also use our MML estimators to find a more efficient estimator of Mahalanobis distance. We give real life examples.
34
Mei, Jiang. "Estimation of a Bivariate Distribution under Univariate Censoring". Thèse, Université d'Ottawa / University of Ottawa, 2011. http://hdl.handle.net/10393/19999.
Texto completoResumen
We compare four estimators of a bivariate distribution function H when both
components of the data point (X; Y ) are subject to censoring by the same (univariate)
random variable C with distribution G. We use the same simulated data to calculate
each of the four estimators for 5 di erent FGM copulas. Finally we nd the best of
the four estimators, that is the adapted path dependent estimator. We will show that
it is not necessarily a good idea to use all the available information about C and that
our estimator of H can be improved by using a worse estimator of G.
ii
35
Casanova, Gurrera María de los Desamparados. "Construction of Bivariate Distributions and Statistical Dependence Operations". Doctoral thesis, Universitat de Barcelona, 2005. http://hdl.handle.net/10803/1555.
Texto completoResumen
Dependence between random variables is studied at various levels in the first part, while the last two chapters are devoted to the construction of bivariate distributions via principal components. Chapter 1 of Preliminaries is devoted to general dependence concepts (Fréchet classes, copulas, and parametric families of distributions). In Chapter 2, we generalize the union and intersection operations of two distance matrices to symmetric nonnegative definite matrices. These operations are shown to be useful in the geometric interpretation of Related Metric Scaling (RMS ), and possibly in other approaches of Multivariate Analysis. They show relevant properties that are studied in this chapter. The behaviour of the operations is, in some way, analogous to that presented by the intersection and union between vector spaces; in particular, we prove that the intersection of orthogonal matrices is the null matrix, while the union is the direct sum of the matrices. Matrices that share their eigenvectors form an equivalence class, and a partial order relation is defined. This class is closed for the union and intersection operations. A continuous extension of these operations is presented in Chapter 3. Infinite matrices are studied in the context of bounded integral operators and numerical kernels. We put the basis for extending RMS to continuous random variables and, hence, infinite matrices. The starting point is Mercer's Theorem, which ensures the existence of an orthogonal expansion of the covariance kernel K (s, t) = min {F (s) , F (t)} - F (s) F (t), where F is the cumulative distribution function of each marginal variable. The sets of eigenvalues and eigenfunctions of K, whose existence is ensured by the cited theorem, allow us to define a product between symmetric and positive (semi)definite kernels, and, further, to define the intersection and the union between them. Results obtained in the discrete instance are extended in this chapter to continuous variables, with examples. Such covariance kernels (symmetric and positive definite) are associated with symmetric and positive quadrant dependent (PQD) bivariate distributions. Covariance between functions of bounded variation defined on the range of some random variables, joined by distributions of this type, can be computed by means of their cumulative distribution functions. In Chapter 4, further consequences are obtained, especially some relevant relations between the covariance and the Fréchet bounds, with a number of results that can be useful in the characterization of independence as well as in testing goodness-of-fit. The intersection of two kernels (defined in Chapter 3) is a particular instance of the covariance between functions. Covariance is a quasiinner product defined through the joint distribution of the variables involved. A measure of affinity between functions with respect to H is defined, and also studied. In Chapter 5, from the concept of affinity between functions via an extension of the covariance, we define the dimension of a distribution, we relate it to the diagonal expansion and find the dimension for some parametric families. Diagonal expansions of bivariate distributions (Lancaster) allows us to construct bivariate distributions. It has proved to be adequate for constructing Markov processes, and has also been applied to engineering problems among other uses. This method has been generalized using the principal dimensions of each marginal variable that are, by construction, canonical variables. We introduce in Chapter 6 the theoretical foundations of this method. In Chapter 7 we study the bivariate, symmetric families obtained when the marginals are Uniform on (0, 1), Exponential with mean 1, standard Logistic, and Pareto (3,1). Conditions for the bivariate density, first canonical correlation and maximum correlation of each family of densities are given in some cases. The corresponding copulas are obtained.Al Capítol 1 de Preliminars es revisen conceptes de dependència generals (classes de Fréchet, còpules, i famílies paramètriques de distribucions). Al Capítol 2, generalitzem les operacions unió i intersecció de dues matrius de distàncies a matrius simètriques semidefinides positives qualssevol. Aquestes operacions s'han mostrat d'utilitat en la interpretació geomètrica del Related Metric Scaling (RMS), i possiblement en altres tècniques d'Anàlisi Multivariant. S'estudien llur propietats que són similars, en alguns aspectes, a les de la unió i intersecció de subespais vectorials. Al Capítol 3 es presenta una extensió al continuu d'aquestes operacions, mitjançant matrius infinites en el context dels operadors integrals acotats i nuclis numèrics. S'estableix la base per a extendre el RMS a variables contínues i, per tant, a matrius infinites. Es parteix del Teorema de Mercer el qual assegura l'existència d'una expansió ortogonal del nucli de la covariança K (s, t) = min {F (s), F (t)} - F (s) F (t), on F és la funció de distribució de cada variable marginal. Els conjunts de valors i funcions pròpies d'aquest nucli ens permeten definir un producte entre nuclis i la intersecció i unió entre nuclis simètrics semidefinits positius. Tals nuclis de covariança s'associen amb distribucions bivariants també simètriques i amb dependència quadrant positiva (PQD). El producte de dos nuclis és un cas particular de covariança entre funcions, que es pot obtenir a partir de les distribucions conjunta i marginals, com s'estudia al Capítol 4 per a funcions de variació afitada, fixada la distribució bivariant H. S'obtenen interessants relacions amb les cotes de Fréchet. Aquesta covariança entre funcions és un producte quasiescalar a l'espai de funcions de variació afitada i permet definir una mesura d'afinitat. Al Capítol 5 aquesta H-afinitat s'utilitza per definir la dimensió d'una distribució. Les components principals d'una variable (Capítol 6) s'utilitzen com a variables canòniques a l'expansió diagonal de Lancaster (Capítol 7 i últim) per a construïr distribucions bivariants amb marginals Uniformes al (0,1), Exponencial de mitjana 1, Logística estàndard, i Pareto (3,1). S'obtenen condicions per la densitat bivariant, correlacions canòniques i correlació màxima per cada família. S'obtenen les còpules corresponents.
36
Beckert, Falk Daniel [Verfasser]. "The bivariant parasimplicial S.-construction / Falk Daniel Beckert". Wuppertal : Universitätsbibliothek Wuppertal, 2019. http://d-nb.info/1190649381/34.
Texto completo
37
Tarasenko, Alexander y Lubomir Jastrabik. "Surface diffusion of particles over bivariate trap lattices". Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-191662.
Texto completoResumen
We investigate the diffusion of particles on heterogeneous lattices with two kinds of nonequivalent sites. General analytical expressions for the chemical and jump diffusion coefficients have been derived in the case of strong inhomogeneity. We have calculated coverage dependencies of the diffusion coefficients and other necessary thermodynamic quantities for some representative values of the lateral pairwise interaction between the particles. The analytical data have been compared with the numerical data obtained by the kinetic Monte Carlo simulations. Almost perfect agreement between the respective results has been found.
38
Hörmann, Wolfgang. "A Universal Generator for Bivariate Log-Concave Distributions". Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 1995. http://epub.wu.ac.at/1044/1/document.pdf.
Texto completoResumen
Different universal (also called automatic or black-box) methods have been suggested to sample from univariate log-concave distributions. The description of a universal generator for bivariate distributions has not been published up to now. The new algorithm for bivariate log-concave distributions is based on the method of transformed density rejection. In order to construct a hat function for a rejection algorithm the bivariate density is transformed by the logarithm into a concave function. Then it is possible to construct a dominating function by taking the minimum of several tangent planes which are by exponentiation transformed back into the original scale. The choice of the points of contact is automated using adaptive rejection sampling. This means that a point that is rejected by the rejection algorithm is used as additional point of contact until the maximal number of points of contact is reached. The paper describes the details how this main idea can be used to construct Algorithm ULC2D that can generate random pairs from bivariate log-concave distribution with a computable density. (author's abstract)Series: Preprint Series / Department of Applied Statistics and Data Processing
39
Lavorenti, Norberto A. "Fitting models in a bivariate analaysis of intercropping". Thesis, University of Reading, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.266039.
Texto completo
40
Blatchford, Patrick Judson. "Monitoring bivariate endpoints in group sequential clinical trials /". Connect to full text via ProQuest. Limited to UCD Anschutz Medical Campus, 2007.
Buscar texto completoResumen
Thesis (Ph.D. in Biostatistics) -- University of Colorado Denver, 2007.Typescript. Includes bibliographical references (leaves 104-106). Free to UCD affiliates. Online version available via ProQuest Digital Dissertations;
41
SILVA, PRISCILLA FERREIRA DA. "A BIVARIATE GARMA MODEL WITH CONDITIONAL POISSON DISTRIBUTION". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2013. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22899@1.
Texto completoResumen
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIROCOORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO
Os modelos lineares generalizados auto regressivos com médias móveis (do inglês GARMA), possibilitam a modelagem de séries temporais de dados de contagem com estrutura de correlação similares aos dos modelos ARMA. Neste trabalho é desenvolvida uma extensão multivariada do modelo GARMA, considerando a especificação de um modelo Poisson bivariado a partir da distribuição de Kocherlakota e Kocherlakota (1992), a qual será denominada de modelo Poisson BGARMA. O modelo proposto é adequado para séries de contagens estacionárias, sendo possível, através de funções de ligação apropriadas, introduzir deterministicamente o efeito de sazonalidade e de tendência. A investigação das propriedades usuais dos estimadores de máxima verossimilhança (viés, eficiência e distribuição) foi realizada através de simulações de Monte Carlo. Com o objetivo de comparar o desempenho e a aderência do modelo proposto, este foi aplicado a dois pares de séries reais bivariadas de dados de contagem. O primeiro par de séries apresenta as contagens mensais de óbitos neonatais para duas faixas de dias de vida. O segundo par de séries refere-se a contagens de acidentes de automóveis diários em dois períodos: vespertino e noturno. Os resultados do modelo proposto, quando comparados com aqueles obtidos através do ajuste de um modelo Gaussiano bivariado Vector Autoregressive (VAR), indicam que o modelo Poisson BGARMA é capaz de capturar de forma adequada as variações de pares de séries de dados de contagem e de realizar previsões com erros aceitáveis, além de produzir previsões probabilísticas para as séries.
Generalized autoregressive linear models with moving average (GARMA) allow the modeling of discrete time series with correlation structure similar to those of ARMA’s models. In this work we developed an extension of a univariate Poisson GARMA model by considerating the specification of a bivariate Poisson model through the distribution presented on Kocherlakota and Kocherlakota (1992), which will be called Poisson BGARMA model. The proposed model not only is suitable for stationary discrete series, but also allows us to take into consideration the effect of seasonality and trend. The investigation of the usual properties of the maximum likelihood estimators (bias, efficiency and distribution) was performed using Monte Carlo simulations. Aiming to compare the performance and compliance of the proposed model, it was applied to two pairs of series of bivariate count data. The first pair is the monthly counts of neonatal deaths to two lanes of days. The second pair refers to counts of daily car accidents in two distinct periods: afternoon and evening. The results of our model when compared with those obtained by fitting a bivariate Vector Autoregressive Gaussian model (VAR) indicates that the Poisson BGARMA model is able to proper capture the variability of bivariate vectors of real time series of count data, producing forecasts with acceptable errors and allowing one to obtain probability forecasts.
42
Tarasenko, Alexander y Lubomir Jastrabik. "Surface diffusion of particles over bivariate trap lattices". diffusion fundamentals 11 (2009) 103, S. 1-8, 2009. https://ul.qucosa.de/id/qucosa%3A14077.
Texto completoResumen
We investigate the diffusion of particles on heterogeneous lattices with two kinds of nonequivalent sites. General analytical expressions for the chemical and jump diffusion coefficients have been derived in the case of strong inhomogeneity. We have calculated coverage dependencies of the diffusion coefficients and other necessary thermodynamic quantities for some representative values of the lateral pairwise interaction between the particles. The analytical data have been compared with the numerical data obtained by the kinetic Monte Carlo simulations. Almost perfect agreement between the respective results has been found.
43
Heise, Mark A. "Optimal designs for a bivariate logistic regression model". Diss., Virginia Tech, 1993. http://hdl.handle.net/10919/38538.
Texto completoResumen
In drug-testing experiments the primary responses of interest are efficacy and toxicity. These can be modeled as a bivariate quantal response using the Gumbel model for bivariate logistic regression. D-optimal and Q-optimal experimental designs are developed for this model The Q-optimal design minimizes the average asymptotic prediction variance of p(l,O;d), the probability of efficacy without toxicity at dose d, over a desired range of doses. In addition, a new optimality criterion, T -optimality, is developed which minimizes the asymptotic variance of the estimate of the therapeutic index.
Most experimenters will be less familiar with the Gumbel bivariate logistic regression model than with the univariate logistic regression models which comprise its marginals. Therefore, the optimal designs based on the Gumbel model are evaluated based on univariate logistic regression D-efficiencies; conversely, designs derived from the univariate logistic regression model are evaluated with respect to the Gumbel optimality criteria.
Further practical considerations motivate an exploration of designs providing a maximum compromise between the three Gumbel-based criteria D, Q and T. Finally, 5-point designs which can be generated by fitted equations are proposed as a practical option for experimental use.Ph. D.
44
Ferreira, Johannes T. "The compounding method for finding bivariate noncentral distributions". Diss., University of Pretoria, 2014. http://hdl.handle.net/2263/79704.
Texto completoResumen
The univariate and bivariate central chi-square- and F distributions have received a decent
amount of attention in the literature during the past few decades; the noncentral counterparts
of these distributions have been much less present. This study enriches the existing
literature by proposing bivariate noncentral chi-square and F distributions via the employment
of the compounding method with Poisson probabilities. This method has been
used to a limited extent in the field of distribution theory to obtain univariate noncentral
distributions; this study extends some results in literature to the corresponding bivariate
setting. The process which is followed to obtain such bivariate noncentral distributions
is systematically described and motivated. Some distributions of composites (univariate
functions of the dependent components of the bivariate distributions) are derived and
studied, in particular the product, ratio, and proportion. The benefit of introducing
these bivariate noncentral distributions and their respective composites is demonstrated
by graphical representations of their probability density functions. Furthermore, an example
of possible application is given and discussed to illustrate the versatility of the
proposed models.Dissertation (MSc)--University of Pretoria, 2014.
Statistics
MSc
Unrestricted
45
Koen, Marthinus Christoffel. "The analysis of some bivariate astronomical time series". Master's thesis, University of Cape Town, 1993. http://hdl.handle.net/11427/17341.
Texto completoResumen
Bibliography: pages 75-76.In the first part of the thesis, a linear time domain transfer function is fitted to satellite observations of a variable galaxy, NGC5548. The transfer functions relate an input series (ultraviolet continuum flux) to an output series (emission line flux). The methodology for fitting transfer function is briefly described. The autocorrelation structure of the observations of NGC5548 in different electromagnetic spectral bands is investigated, and appropriate univariate autoregressive moving average models given. The results of extensive transfer function fitting using respectively the λ1337 and λ1350 continuum variations as input series, are presented. There is little evidence for a dead time in the response of the emission line variations which are presumed driven by the continuum. Part 2 of the thesis is devoted to the estimation of the lag between two irregularly spaced astronomical time series. Lag estimation methods which have been used in the astronomy literature are reviewed. Some problems are pointed out, particularly the influence of autocorrelation and non-stationarity of the series. If the two series can be modelled as random walks, both these problems can be dealt with efficiently. Maximum likelihood estimation of the random walk and measurement error variances, as well as the lag between the two series, is discussed. Large-sample properties of the estimators are derived. An efficient computational procedure for the likelihood which exploits the sparseness of the covariance matrix, is briefly described. Results are derived for two example data sets: the variations in the two gravitationally lensed images of a quasar, and brightness changes of the active galaxy NGC3783 in two different wavelengths. The thesis is concluded with a brief consideration of other analysis methods which appear interesting.
46
Baggs, Maria Geraldine E. "Properties of order statistics from bivariate exponential distributions /". The Ohio State University, 1994. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487858417983938.
Texto completo
47
Krämer, Romy, Matthias Richter y Bernd Hofmann. "Parameter estimation in a generalized bivariate Ornstein-Uhlenbeck model". Universitätsbibliothek Chemnitz, 2005. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200501307.
Texto completoResumen
In this paper, we consider the inverse problem of calibrating a generalization of the bivariate Ornstein-Uhlenbeck model introduced by Lo and Wang. Even
though the generalized Black-Scholes option pricing formula still holds, option prices change in comparison to the classical Black-Scholes model. The time-dependent
volatility function and the other (real-valued) parameters in the model are calibrated simultaneously from option price data and from some empirical moments of
the logarithmic returns. This gives an ill-posed inverse problem, which requires a
regularization approach. Applying the theory of Engl, Hanke and Neubauer concerning Tikhonov regularization we show convergence of the regularized solution
to the true data and study the form of source conditions which ensure convergence
rates.
48
Krämer, Romy y Matthias Richter. "A Generalized Bivariate Ornstein-Uhlenbeck Model for Financial Assets". Universitätsbibliothek Chemnitz, 2008. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200800572.
Texto completoResumen
In this paper, we study mathematical properties of a generalized bivariate
Ornstein-Uhlenbeck model for financial assets. Originally introduced by Lo and
Wang, this model possesses a stochastic drift term which influences the statistical
properties of the asset in the real (observable) world. Furthermore, we generali-
ze the model with respect to a time-dependent (but still non-random) volatility
function.
Although it is well-known, that drift terms - under weak regularity conditions -
do not affect the behaviour of the asset in the risk-neutral world and consequently
the Black-Scholes option pricing formula holds true, it makes sense to point out
that these regularity conditions are fulfilled in the present model and that option
pricing can be treated in analogy to the Black-Scholes case.
49
Yildirak, Sahap Kasirga. "The Identificaton Of A Bivariate Markov Chain Market Model". Phd thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/1257898/index.pdf.
Texto completoResumen
This work is an extension of the classical Cox-Ross-Rubinstein
discrete time market model in which only one risky asset is
considered. We introduce another risky asset into the model.
Moreover, the random structure of the asset price sequence is
generated by bivariate finite state Markov chain. Then, the
interest rate varies over time as it is the function of generating
sequences. We discuss how the model can be adapted to the real
data. Finally, we illustrate sample implementations to give a
better idea about the use of the model.
50
Murphy, Orla. "Copula-based tests of independence for bivariate discrete data". Thesis, McGill University, 2013. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=117229.
Texto completoResumen
New statistics are proposed for testing the hypothesis that two non-continuous random variables are independent. These statistics, which lead to consistent tests, are Cramér–von Mises and Kolmogorov–Smirnov type functionals of the checkerboard copula. The power of the new tests is compared via simulation to those based on the Pearson chi-squared, likelihood ratio, and Zelterman statistics often used in this context. To study their power, data are generated from five families of bivariate distributions whose margins may be known or not. In all cases considered, the new tests are seen to be more powerful than the standard tests. The new tests and the Zelterman statistic maintain their levels when the data are sparse; as is well known, this is not the case for Pearson's chi-squared and the likelihood ratio test. On the basis of the results presented here, the new Cramér–von Mises statistics can be recommended to test the independence between two random variables in the presence of ties in the sample.De nouvelles statistiques sont proposées pour tester l'indépendance de deux aléas non continus. Ces statistiques, qui mènent à des tests convergents, sont des fonctionnelles de type Cramér–von Mises et Kolmogorov–Smirnov de la copule en damier. La puissance des nouveaux tests est comparée par simulation à celle des tests fondés sur les statistiques du khi-deux de Pearson, du rapport des vraisemblances et de la statistique de Zelterman souvent utilisées dans ce contexte. Pour étudier leur puissance, on génère des données de cinq familles de lois bivariées dont les marges peuvent être connues ou non. Dans tous les cas considérés, les nouveaux tests s'avèrent plus puissants que les tests standard. À l'instar du test de Zelterman, les nouveaux tests maintiennent leur seuil lorsque les données sont clairsemées; comme on le sait, ce n'est pas le cas des tests du khi-deux de Pearson et du rapport des vraisemblances. À la lumière des résultats présentés ici, les nouvelles statistiques de Cramér–von Mises peuvent être recommandées pour tester l'indépendance entre deux aléas en présence d'ex æquo dans les données.