Sökning: "Cramer-von Mises"

Hittade 4 uppsatser innehållade orden Cramer-von Mises.

  1. 1. Testing For Normality of Censored Data

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Johan Andersson; Mats Burberg; [2015]
    Nyckelord :Censored data; normality test; Cramer-von Mises test statistic; Anderson-Darling test statistic; testing for normality;

    Sammanfattning : In order to make statistical inference, that is drawing conclusions from a sample to describe a population, it is crucial to know the correct distribution of the data. This paper focused on censored data from the normal distribution. The purpose of this paper was to answer whether we can test if data comes from a censored normal distribution. LÄS MER

  3. 2. Forecasting commodity futures using Principal Component Analysis and Copula

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Martin Jacobsson; [2015]
    Nyckelord :PCA; Copula; Mean-reversion; Momentum; Elliptical copulas; Maximum Likelihood; Cramer-von Mises; Sharpe Ratio.; Mathematics and Statistics;

    Sammanfattning : The ever ongoing battle to beat the market is in this thesis fought with the help of mathematics with a way to reduce the information to its core. It is called PCA, Principal Component Analysis. This is used to build a model of future commodity prices. LÄS MER

  4. 3. Non-parametric Statistical Process Control : Evaluation and Implementation of Methods for Statistical Process Control at GE Healthcare, Umeå

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Daniel Lanhede; [2015]
    Nyckelord :Statistical process control SPC ; non-parametric; distribution-free; control charts; Phase I analysis; Phase II analysis; Recursive segmentation and permutation RS P ; change-point model CPM ;

    Sammanfattning : Statistical process control (SPC) is a toolbox to detect changes in the output of a process distribution. It can serve as a valuable resource to maintain high quality in a manufacturing process. LÄS MER

  5. 4. On Modeling Insurance Claims using Copulas

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Filip Erntell; [2013]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : In this master's thesis, a copula approach is used to model the number of claims made by a customer holding three insurances. It is important for insurance companies to have good models for the risk proles of their customers, and the number of claims is a key element in calculating the expected cost for the company. LÄS MER