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A abordagem de martingais para o estudo de ocorrência de palavras em ensaios independentes
(Universidade Federal de São Carlos, 2017-04-07)
Let {Xn} be a sequence of i.i.d. random variables taking values in an enumerable alphabet. Given a finite collection of words, we observe this sequence till the moment T at which one of these words appears as a run. In ...
Regressão binária nas abordagens clássica e bayesiana
(Universidade Federal de São Carlos, 2016-12-16)
The objective of this work is to study the binary regression model under the frequentist and Bayesian approaches using the probit, logit, log-log complement, Box-Cox transformation and skewprobit as link functions. In the ...
Família Kumaraswamy-G para analisar dados de sobrevivência de longa duração
(Universidade Federal de São Carlos, 2015-02-25)
In survival analysis is studied the time until the occurrence of a particular event of interest and in the literature, the most common approach is parametric, where the data follow a specific probability distribution. ...
Métodos de Monte Carlo Hamiltoniano na inferência Bayesiana não-paramétrica de valores extremos
(Universidade Federal de São Carlos, 2015-03-09)
In this work we propose a Bayesian nonparametric approach for modeling extreme value data. We treat the location parameter _ of the generalized extreme value distribution as a random function following a Gaussian process ...
Processo de Bernoulli correlacionado
(Universidade Federal de São Carlos, 2019-06-28)
The independent Bernoulli process, which is a sequence of independent Bernoulli random variables, is already widely known in the statistical literature. This masters thesis works with a generalization of this process: the ...
Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
(Universidade Federal de São Carlos, 2017-04-07)
Conventional reliability analysis techniques are focused on the occurrence of failures over
time. However, in certain situations where the occurrence of failures is tiny or almost null, the
estimation of the quantities ...
Distribuições preditiva e implícita para ativos financeiros
(Universidade Federal de São Carlos, 2017-06-01)
We present two different approaches to obtain a probability density function for the
stock?s future price: a predictive distribution, based on a Bayesian time series model, and
the implied distribution, based on Black & ...
GARMA models, a new perspective using Bayesian methods and transformations
(Universidade Federal de São Carlos, 2016-12-16)
Generalized autoregressive moving average (GARMA) models are
a class of models that was developed for extending the univariate
Gaussian ARMA time series model to a flexible observation-driven
model for non-Gaussian time ...
Controle de sistemas não-Markovianos.
(Universidade Federal de São Carlos, 2017-09-13)
In this thesis, we present a concrete methodology to calculate the epsilon-optimal controls for non-Markovian stochastic systems. A pathwise analysis and the use of the discretization structure proposed by Leão and Ohash ...
A distribuição normal-valor extremo generalizado para a modelagem de dados limitados no intervalo unitário (0, 1)
(Universidade Federal de São Carlos, 2019-06-28)
In this research a new statistical model is introduced to model data restricted in the continuous interval (0,1). The proposed model is constructed under a transformation of variables, in which the transformed variable is ...