Sökning: "kolmogorov-smirnov tests"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden kolmogorov-smirnov tests.

1. 1. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

   Master-uppsats, KTH/Matematisk statistik

   Författare :Ormia Abdullah Mohamad; Anna Westin; [2023]
   Nyckelord :Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

   Sammanfattning : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. LÄS MER

3. 2. Benford’s law applied to sale prices on the Swedish housing market

   Kandidat-uppsats, Stockholms universitet/Statistiska institutionen

   Författare :Belit Ay; Nabiel Efrem; [2021]
   Nyckelord :Benford’s law; sale price; housing market;

   Sammanfattning : Benford’s law is based on an observation that certain digits occur more often than others in a set of numbers. This have provided researchers to apply the law in different areas including identifying digit patterns and manipulated data. To our knowledge, this have yet not been tested in the Swedish housing market. LÄS MER

4. 3. Assessing practicalities of Benford’s Law - A study of the law’s potential to detect fraud in transactional data

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jacob Wennberg; Esaias Rosencrantz Ollén; [2021]
   Nyckelord :Benford; Benford s Law; AML; Fraud; Kolmogorov-Smirnov; Business and Economics;

   Sammanfattning : Abstract In modern anti-money laundering operations, data analysis plays a vital role. One method of detecting fraudulent data is Benford’s law, which predicts the distribution of the first significant digits in logarithmically distributed data. Deviation from Benford’s law in data where it should be present might indicate manipulated data. LÄS MER

5. 4. Modeling telemedicine customer arrivals

   Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Aron Strandberg; [2021]
   Nyckelord :;

   Sammanfattning : This project investigates whether customer arrivals to digital healthcare providers can be appropriately modeled by non-homogeneous Poisson processes (NHPPs). Data from a large Swedish telemedicine provider was examined, with the goal of confirming that the data exhibited the two required properties of Poisson processes: customer interarrival times being (i) exponentially distributed, and (ii) independently and identically distributed. LÄS MER

7. 5. Detection of Sparse and Weak Effects in High-Dimensional Supervised Learning Problems, Applied to Human Microbiome Data

   Master-uppsats, KTH/Matematisk statistik

   Författare :Fred Lindahl; [2020]
   Nyckelord :Signal detection; signal identification; higher criticism; microbiome data; sparse and weak effects; goodness-of-fit tests; kolmogorov-smirnov tests; Signal detektering; signal identifiering; higher criticism; mikrobiom data; glesa och svaga effekter; goodness-of-fit tester; Kolmogorov-smirnov tester;

   Sammanfattning : This project studies the signal detection and identification problem in high-dimensional noisy data and the possibility of using it on microbiome data. An extensive simulation study was performed on generated data using as well as a microbiome dataset collected on patients with Parkinson's disease, using Donoho and Jin's Higher criticism, Jager and Wellner's phi-divergence-based goodness-of-fit-test and Stepanova and Pavlenko's CsCsHM statistic . LÄS MER