Award Date
1-1-2004
Degree Type
Thesis
Degree Name
Master of Science (MS)
Department
Mathematical Sciences
First Committee Member
Ashok Singh
Number of Pages
69
Abstract
The main objective of the present work is to study and compare the performance of the various bootstrap procedures (e.g., standard bootstrap method, bootstrap-t method, simple percentile bootstrap method, Hall's bootstrap method, and bias-corrected accelerated (BCA) bootstrap method (Efron and Tibshirani, 1993)) which may be used to compute a 95% UCL of the population mean based upon skewed distributions (e.g., gamma and lognormal); Monte Carlo simulation experiments have been performed to compare the performances of these methods. The comparison of the various methods has been evaluated in terms of the coverage probabilities achieved by the various 95% UCLs. Based upon this study, conclusions have been derived about the computation of a 95% UCL of the mean for skewed data distributions (lognormal and gamma) originating from the various environmental applications.
Keywords
Bootstrap; Comparison; Distribution; Gamma; Lognormal; Performance; Procedures; Various
Controlled Subject
Mathematics
File Format
File Size
2549.76 KB
Degree Grantor
University of Nevada, Las Vegas
Language
English
Permissions
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Repository Citation
Berejnoi, Alex N, "Comparison of the performance of various bootstrap procedures for gamma and lognormal distributions" (2004). UNLV Retrospective Theses & Dissertations. 1712.
http://dx.doi.org/10.25669/6bwq-gogb
Rights
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