Essays about: "Kolmogorov-Smirnov tests"

Showing result 1 - 5 of 10 essays containing the words Kolmogorov-Smirnov tests.

  1. 1. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

    University essay from KTH/Matematisk statistik

    Author : Ormia Abdullah Mohamad; Anna Westin; [2023]
    Keywords : Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

    Abstract : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. READ MORE

  3. 2. Benford’s law applied to sale prices on the Swedish housing market

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Belit Ay; Nabiel Efrem; [2021]
    Keywords : Benford’s law; sale price; housing market;

    Abstract : Benford’s law is based on an observation that certain digits occur more often than others in a set of numbers. This have provided researchers to apply the law in different areas including identifying digit patterns and manipulated data. To our knowledge, this have yet not been tested in the Swedish housing market. READ MORE

  4. 3. Assessing practicalities of Benford’s Law - A study of the law’s potential to detect fraud in transactional data

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jacob Wennberg; Esaias Rosencrantz Ollén; [2021]
    Keywords : Benford; Benford s Law; AML; Fraud; Kolmogorov-Smirnov; Business and Economics;

    Abstract : Abstract In modern anti-money laundering operations, data analysis plays a vital role. One method of detecting fraudulent data is Benford’s law, which predicts the distribution of the first significant digits in logarithmically distributed data. Deviation from Benford’s law in data where it should be present might indicate manipulated data. READ MORE

  5. 4. Modeling telemedicine customer arrivals

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Aron Strandberg; [2021]
    Keywords : ;

    Abstract : This project investigates whether customer arrivals to digital healthcare providers can be appropriately modeled by non-homogeneous Poisson processes (NHPPs). Data from a large Swedish telemedicine provider was examined, with the goal of confirming that the data exhibited the two required properties of Poisson processes: customer interarrival times being (i) exponentially distributed, and (ii) independently and identically distributed. READ MORE

  6. 5. Detection of Sparse and Weak Effects in High-Dimensional Supervised Learning Problems, Applied to Human Microbiome Data

    University essay from KTH/Matematisk statistik

    Author : Fred Lindahl; [2020]
    Keywords : Signal detection; signal identification; higher criticism; microbiome data; sparse and weak effects; goodness-of-fit tests; kolmogorov-smirnov tests; Signal detektering; signal identifiering; higher criticism; mikrobiom data; glesa och svaga effekter; goodness-of-fit tester; Kolmogorov-smirnov tester;

    Abstract : This project studies the signal detection and identification problem in high-dimensional noisy data and the possibility of using it on microbiome data. An extensive simulation study was performed on generated data using as well as a microbiome dataset collected on patients with Parkinson's disease, using Donoho and Jin's Higher criticism, Jager and Wellner's phi-divergence-based goodness-of-fit-test and Stepanova and Pavlenko's CsCsHM statistic . READ MORE