Browsing Theses and Dissertations (Statistics) by Title

Browsing Theses and Dissertations (Statistics) by Title

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  • On the use of Lèvy processes in option pricing 
    Kwinje, Clemence Rangarirai (University of Pretoria, 2017)
    In this dissertation, we t various nancial models to observed stock prices and we calculate the option prices under each of these models. All of the models considered are based on Lévy processes, which are processes with ...
  • On weighted Poisson distributions and processes, with associated inference and applications 
    Mijburgh, Philip Albert (University of Pretoria, 2020)
    In this thesis, weighted Poisson distributions and processes are investigated, as alternatives to Poisson distributions and processes, for the modelling of discrete data. In order to determine whether the use of a weighted ...
  • Optimization and estimation study of manpower planning models 
    Setlhare, Keamogetse (University of Pretoria, 2007-06-18)
    An attempt is made in this thesis to study the optimization and estimation of stochastic models of manpower systems incorporating one or more of the following aspects: (i) recruitment, (ii) promotion, (iii) training and ...
  • An overview and assessment of different approaches to poverty measurement in South Africa 
    Letsoalo,Phineas Masete (University of Pretoria, 2015)
    Measures of poverty are usually estimated using data from national household surveys. The sample design of official household surveys is typically complex, involving multi-stage stratified cluster sampling. Complex sampling ...
  • Overview of runs-type signalling rules 
    Celliers, Rauldo Eybers (University of Pretoria, 2016)
    Runs-type signalling rules and sensitizing rules (Page (1955)) were originally introduced to detect non-random patterns in the process being monitored (Montgomery (2013)). Further development led to runs-type signalling ...
  • An overview of sparse convex optimization 
    Modiba, Jacob Mantjitji (University of Pretoria, 2018-03)
    Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. Optimization is seeking values of a variable that leads to an optimal value of the function that is to be optimized. ...
  • Parameter structures in the exponential class 
    Strydom, Hendrina Fredrika (University of Pretoria, 2011)
    Maximum likelihood estimation of parameter structures in the exponential class is considered by using a procedure for maximum likelihood estimation under constraints. This procedure does not require maximization of the ...
  • Penalized feature selection in model-based clustering 
    Potgieter, Luandrie (University of Pretoria, 2022)
    Cluster analysis is a popular unsupervised statistical method used to group observations into clusters. Identifying latent segments and groupings in the data aids in the understanding of natural phenomena. The data driven ...
  • The performance of the preliminary test estimator under different loss functions 
    Kleyn, Judith (University of Pretoria, 2014)
    In this thesis different situations are considered in which the preliminary test estimator is applied and the performance of the preliminary test estimator under different proposed loss functions, namely the reflected ...
  • Permutation procedures for ANOVA, regression and PCA 
    Storm, Christine (University of Pretoria, 2012)
    Parametric methods are effective and appropriate when data sets are obtained by well-defined random sampling procedures, the population distribution for responses is well-defined, the null sampling distributions of suitable ...
  • Polygon detection in images 
    Van Niekerk, Johan Magnus (University of Pretoria, 2015)
    A combination of image processing algorithms can be used to detect and extract certain objects from images. Image noise may obscure the objects in the images and must rst be removed using image denoising and smoothing ...
  • Practical likelihood-based inference for the univariate generalized hyperbolic distribution 
    Van Wyk, Arnold (University of Pretoria, 2021)
    Maximum likelihood estimation is a powerful estimation tool that is widely used to fit models to data. In this study, the behaviour of the log-likelihood function, and the ensuing impact on the maximum likelihood estimation ...
  • Probabilistic SEM : an augmentation to classical Structural equation modelling 
    Yoo, Keunyoung (University of Pretoria, 2018)
    Structural equation modelling (SEM) is carried out with the aim of testing hypotheses on the model of the researcher in a quantitative way, using the sampled data. Although SEM has developed in many aspects over the past ...
  • The product method for finding bivariate Kummer beta distributions 
    Jacobs, Rianne (University of Pretoria, 2012-05-16)
    This study systematically derives bivariate Kummer beta distributions for the first time using the product method. Although the definition of the bivariate product distribution is stated in general as the product of any ...
  • Product of independent generalised gamma random variables 
    Bilankulu, Vusi Raphael (University of Pretoria, 2016-10)
    The generalised gamma distribution has received much attention due to its exibility and also for having some well-known distributions as special cases. This study originates from a statistic de ned as the ratio of ...
  • The quantile-based generalised Rayleigh distribution 
    Wragg, Trystan (University of Pretoria, 2020)
    The Rayleigh distribution is a special case of different families of distributions, one of these being the Weibull distribution. This mini-dissertation considers the development of a new distributional family, the ...
  • Quantile-based generalized logistic distribution 
    Omachar, Brenda V. (University of Pretoria, 2014)
    This dissertation proposes the development of a new quantile-based generalized logistic distribution GLDQB, by using the quantile function of the generalized logistic distribution (GLO) as the basic building block. This ...
  • Robust mixture regression using mean-shift penalisation 
    Wessels, Anika (University of Pretoria, 2021)
    The purpose of finite mixture regression (FMR) is to model the relationship between a response and feature variables in the presence of latent groups in the population. The different regression structures are quantified ...
  • Robust parameter estimation of finite mixture models with self-paced learning 
    Kleynhans, Andre Ruben (University of Pretoria, 2022)
    Self-paced learning (SPL) is a training strategy that mitigates the impact of non-typical observations. SPL introduces observations in a meaningful order by considering the likelihood for each observation. The proposed ...
  • A robust simulation to compare meaningful batting averages in cricket 
    Vorster, Johannes S. (University of Pretoria, 2023-11-17)
    In cricket, the traditional batting average is the most common measure of a cricket player’s batting performance. However, the batting average can easily be inflated by a high number of not-out innings. Therefore, in this ...