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using importance sampling or Monte Carlo simulation methods. Our method is different in the way that it allows us to relax … simulation or sampling techniques. Using Kalman filter and smoother equations, we derive a set of moment conditions, and … and importance sampling estimation methods. …
Persistent link: https://www.econbiz.de/10009431199
This thesis focuses on two statistical problems related to credit scoring. In credit scoring of individuals, two classes are distinguished, namely low and high risk individuals (the so-called "good" and "bad" risk classes). Firstly, we suggest a measure which may be used to study the nature of a...
Persistent link: https://www.econbiz.de/10009455950
The lognormal distribution is useful in modeling continuous random variables which are greater than or equal to zero. Example scenarios in which the lognormal distribution is used include, among many others: in medicine, latent periods of infectious diseases; in environmental science, the...
Persistent link: https://www.econbiz.de/10009457140
The beta distribution is useful in modeling continuous random variables that lie between 0 and 1, such as proportions and percentages. The beta distribution takes on many different shapes and may be described by two shape parameters, alpha and beta, that can be difficult to estimate. Maximum...
Persistent link: https://www.econbiz.de/10009457237
In the study of finance, likelihood based or moment based methods are frequently used to estimate parameters for various kinds of models given the sampled return data. While the former method is not robust, the latter one suffers from loss of efficiency and high noise-to-signal ratio in the...
Persistent link: https://www.econbiz.de/10009450777
Systematic sampling is easy, efficient, and widely used, though it is not generally recognized that a systematic sample … of them determine which estimators are unbiased, when using the sampling design as the basis for inference. We describe … selection. When the population size is known at the outset, systematic sampling with unrestricted selection is most likely the …
Persistent link: https://www.econbiz.de/10009429445
inventory of fine woody debris (FWD); however, the sampling protocols involve tallying only the number of FWD pieces by size … class that intersect a sampling transect with no measure of actual size. The line intersect estimator used with those …
Persistent link: https://www.econbiz.de/10009429473
Binomial sampling based on the proportion of samples infested was investigated for estimating mean densities of citrus … parameters adequately described a validation data set from a sampling plan consisting of 192 samples. Projections indicated the … fitted parameters would apply to sampling plans with as few as 48 samples, but reducing sample size resulted in an increase …
Persistent link: https://www.econbiz.de/10009429479
. Projections indicated that a sampling plan consisting of 10 trees and eight flush shoots per tree would provide density estimates … presence-absence sampling plan with a fixed precision level was developed and can be used to provide a quick estimation of D …
Persistent link: https://www.econbiz.de/10009429531
both simple random and cluster sampling. The BRR estimate of variance is the sum of variances and covariances of unit …-level kNN estimates in the area of interest. In Monte Carlo simulations of simple random and cluster sampling from seven … and Monte Carlo sampling variances was good both for population and for small-area totals. The modified BRR estimator is …
Persistent link: https://www.econbiz.de/10009429532