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Mostrando ítems 11-16 de 16
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 ...
Modelagens estatística para dados de sobrevivência bivariados : uma abordagem bayesiana
(Universidade Federal de São Carlos, 2017-03-31)
The frailty models are used to model the possible associations between survival times. Another alternative developed for modeling the dependence between multivariate data is the use of models based on copulas functions.
In ...
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 & ...
Regressão binária usando ligações potência e reversa de potência
(Universidade Federal de São Carlos, 2017-04-07)
The aim of this dissertation is to study a family of asymmetric link functions for binary regression models under Bayesian approach. Specifically, we present the estimation of parameters of power and reversal power binary ...
Programação linear aplicada a estatística
(Universidade Federal de São Carlos, 2017-11-27)
Determine probabilities for events where we have few information or intervals for probabilities is not so simple. For this we will develop concepts of linear programming, which allows us to solve, in a certain way, the ...
Comparing two populations using Bayesian Fourier series density estimation
(Universidade Federal de São Carlos, 2017-04-12)
Given two samples from two populations, one could ask how similar the populations are, that is,
how close their probability distributions are. For absolutely continuous distributions, one way
to measure the proximity of ...