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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 ...
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 & ...
Testes de superioridade para modelos de chances proporcionais com e sem fração de cura
(Universidade Federal de São Carlos, 2017-10-24)
Studies that prove the superiority of a drug in relation to others already existing in the market are of great interest in clinical practice. Based on them the Brazilian National Agency of Sanitary Surveillance (ANVISA) ...
Um estudo de estresse através dos níveis de cortisol em crianças
(Universidade Federal de São Carlos, 2017-05-26)
The level of cortisol is considered as a measure of people’s stress. We perform an
statistical analysis of the data from a study conducted to evaluate if children that
work on the streets during the day have higher stress ...
Estimação de funções do redshift de galáxias com base em dados fotométricos
(Universidade Federal de São Carlos, 2017-09-18)
In a substantial amount of astronomy problems, we are interested in estimating values assumed of some unknown quantity z ∈ R, for many function g, based on covariates x ∈ R^d. This is made using a sample (X1,Z1), ... ...
Distribuições k-modificadas da família Série de Potência uniparamétrica
(Universidade Federal de São Carlos, 2017-05-23)
This paper proposes a family of distributions Power Series k-Modified from to model sets of count data which have or not any discrepancy in the frequency of observation k in relation to the distribution associated Power ...
Modelagem da volatilidade em séries temporais financeiras via modelos GARCH com abordagem bayesiana
(Universidade Federal de São Carlos, 2017-07-18)
In the last decades volatility has become a very important concept in the financial area, being used
to measure the risk of financial instruments. In this work, the focus of study is the modeling of
volatility, that ...
Métodos de categorização de variáveis preditoras em modelos de regressão para variáveis binárias
(Universidade Federal de São Carlos, 2017-06-13)
Regression models for binary response variables are very common in several areas of knowledge.
The most used model in these situations is the logistic regression model, which assumes that the
logit of the probability of ...
Modelos de sobrevivência para estimação do período de latência do câncer
(Universidade Federal de São Carlos, 2017-06-29)
Cancer is responsible for about 13% of all deaths in the world occuring mainly in people who
are late diagnosed and in advanced stages. Due to its devastating characteristics and the growing
prevalence of the disease, ...
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 ...