Essays about: "Cramer"

Showing result 16 - 20 of 28 essays containing the word Cramer.

  1. 16. Applied estimation theory on power cable as transmission line.

    University essay from Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE)

    Author : Tony Mansour; Majdi Murtaja; [2015]
    Keywords : CRLB; MVUE; MLE; Impulse response; Fisher information; MSE; RMSE; Transmission line.;

    Abstract : This thesis presents how to estimate the length of a power cable using the MaximumLikelihood Estimate (MLE) technique by using Matlab. The model of the power cableis evaluated in the time domain with additive white Gaussian noise. READ MORE

  3. 17. Testing For Normality of Censored Data

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Johan Andersson; Mats Burberg; [2015]
    Keywords : Censored data; normality test; Cramer-von Mises test statistic; Anderson-Darling test statistic; testing for normality;

    Abstract : In order to make statistical inference, that is drawing conclusions from a sample to describe a population, it is crucial to know the correct distribution of the data. This paper focused on censored data from the normal distribution. The purpose of this paper was to answer whether we can test if data comes from a censored normal distribution. READ MORE

  4. 18. Forecasting commodity futures using Principal Component Analysis and Copula

    University essay from Lunds universitet/Matematisk statistik

    Author : Martin Jacobsson; [2015]
    Keywords : PCA; Copula; Mean-reversion; Momentum; Elliptical copulas; Maximum Likelihood; Cramer-von Mises; Sharpe Ratio.; Mathematics and Statistics;

    Abstract : The ever ongoing battle to beat the market is in this thesis fought with the help of mathematics with a way to reduce the information to its core. It is called PCA, Principal Component Analysis. This is used to build a model of future commodity prices. READ MORE

  5. 19. Non-parametric Statistical Process Control : Evaluation and Implementation of Methods for Statistical Process Control at GE Healthcare, Umeå

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Daniel Lanhede; [2015]
    Keywords : Statistical process control SPC ; non-parametric; distribution-free; control charts; Phase I analysis; Phase II analysis; Recursive segmentation and permutation RS P ; change-point model CPM ;

    Abstract : Statistical process control (SPC) is a toolbox to detect changes in the output of a process distribution. It can serve as a valuable resource to maintain high quality in a manufacturing process. READ MORE

  6. 20. Asymptotic expansion of the expected discounted penalty function in a two-scalestochastic volatility risk model.

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Mahamadi Ouoba; [2014]
    Keywords : risk model; asymptotic expansion; stochastic volatility; singular and regular perturbation theory;

    Abstract : In this Master thesis, we use a singular and regular perturbation theory to derive an analytic approximation formula for the expected discounted penalty function. Our model is an extension of Cramer–Lundberg extended classical model because we consider a more general insurance risk model in which the compound Poisson risk process is perturbed by a Brownian motion multiplied by a stochastic volatility driven by two factors- which have mean reversion models. READ MORE