Essays about: "Weibull Distribution"

Showing result 16 - 20 of 22 essays containing the words Weibull Distribution.

  1. 16. A Bayesian Approach to Modeling Operational Risk When Data is Scarce

    University essay from Lunds universitet/Matematisk statistik

    Author : Petter Svensson; [2015]
    Keywords : AMA; Bayesian inference; Basel II; g-and-h distribution; generalized Champernowne distribution; loss distribution approach; operational risk; Mathematics and Statistics;

    Abstract : The goal of this thesis is to investigate whether it is possible to construct an advanced measurement approach (AMA) model for operational risk when the number of internal data points are very scarce. An AMA model should combine internal data, external data, scenario data, and business environment and internal control factors to give a one year VaR estimate with 99. READ MORE

  3. 17. Non-Normally Distributed Extreme ValueStatistics in Offshore Design

    University essay from KTH/Marina system

    Author : Daniel Gharanfoli; [2013]
    Keywords : ;

    Abstract : Extreme value behavior of a moored semi-submersible vessel is investigated. There is a need for alternative methods other than the Rayleigh peak model when investigating non-Gaussian processes. In this context the Rayleigh peak model will generally underestimate extreme values. Four methods are investigated in this study with data from 1000 seeds. READ MORE

  4. 18. Impact of extreme sea levels and waves in the bay of Lundåkra - present situation and future scenarios

    University essay from Lunds universitet/Avdelningen för Teknisk vattenresurslära

    Author : Sandra Ottosson; Karin Vendt; [2013]
    Keywords : bottom profiles; climate change; sea levels; flooding; erosion; wave runup; Bay of Lundåkra; Natura 2000; Technology and Engineering;

    Abstract : This report is a study of the impacts of extreme sea levels and waves on the coastal area of the bay of Lundåkra. The bay is characterized by shallow sea bottoms and a flat topography, particularly in the north. Analyses have been based on historical data. READ MORE

  5. 19. Empirical evaluation of a Markovian model in a limit order market

    University essay from Matematiska institutionen

    Author : Filip Trönnberg; [2012]
    Keywords : Markovian model; limit order book; limit order market; stock; stock market; price dynamics; log-normal; distribution; exponential; Weibull; Markovian queuing system; empirical data; financial assets; trading; trader; high; frequency; trading; order book; order flow; HFT; Joint probability density function; bid queue; ask queue;

    Abstract : A stochastic model for the dynamics of a limit order book is evaluated and tested on empirical data. Arrival of limit, market and cancellation orders are described in terms of a Markovian queuing system with exponentially distributed occurrences. READ MORE

  6. 20. PERFORMANCE EVOLUTION OF PEER TO PEER NETWORKS

    University essay from Datateknik

    Author : Sirajuddin Mohammed; [2009]
    Keywords : Peer to peer; Weibull; Lognormal; Pareto; seeds and leechers;

    Abstract : This thesis work concerns about the Performance evolution of peer to peer networks, where we used different distribution technique’s of peer distribution like Weibull, Lognormal and Pareto distribution process. Then we used a network simulator to evaluate the performance of these three distribution techniques. READ MORE