Search for dissertations about: "probability distributions"

Showing result 6 - 10 of 266 swedish dissertations containing the words probability distributions.

  2. 6. Modelling Sea Surface Dynamics Using Crossing Distributions

    Author : Anastassia Baxevani; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; programmering; operations research; Statistics; velocities; global maximum; Rice formula; level crossings; Gaussian random fields; programming; aktuariematematik; operationsanalys;

    Abstract : The thesis deals mainly with modelling sea surface dynamics. We consider two different scales. READ MORE

  4. 7. Some Investigations into the Class of Exponential Power Distributions

    Author : Lukas Arnroth; M. Rauf Ahmad; Patrik Andersson; Matúš Maciak; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Exponential power distribution; Skewed exponential power distribution; linear mixed models; score test; Lp-quantiles; quantile regression; posterior convergence rate; Statistics; Statistik;

    Abstract : In this thesis, methods are developed relating to the exponential power class of distributions.Paper I considers Bayesian linear mixed models where the usual normality assumption is replaced by the multivariate exponential power distribution. Particular focus lies on Bayesian testing of the fixed effects. READ MORE

  5. 8. Essays on Gaussian Probability Laws with Stochastic Means and Variances : With Applications to Financial Economics

    Author : Anders Eriksson; Lars Forsberg; Menelaos Karanasos; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Approximating a function of random variables; Skewness Modeling; Skewed GARCH process; Lévy Process; Option pricing; Statistik; Statistics; Statistik;

    Abstract : This work consists of four articles concerning Gaussian probability laws with stochastic means and variances. The first paper introduces a new way of approximating the probability distribution of a function of random variables. This is done with a Gaussian probability law with stochastic mean and variance. READ MORE

  6. 9. The Apparent Arbitrariness of Second-Order Probability Distributions

    Author : David Sundgren; Love Ekenberg; Mats Danielson; Lev Utkin; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Computer and systems science; Data- och systemvetenskap; Computer and Systems Sciences; data- och systemvetenskap;

    Abstract : Adequate representation of imprecise probabilities is a crucial and non-trivial problem in decision analysis. Second-order probability distributions is the model for imprecise probabilities whose merits are discussed in this thesis. READ MORE

  7. 10. Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression

    Author : Kristi Kuljus; Silvelyn Zwanzig; Dietrich von Rosen; Jana Jureckova; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; elliptical distributions; multivariate ranks; rank covariance matrix; linear rank regression; heteroscedastic errors; linear rank statistics; Mathematical statistics; Matematisk statistik;

    Abstract : This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. READ MORE