Analysis Of Sequential Barycenter Random Probability Measures via Discrete Constructions

Description:

Hill and Monticino (1998) introduced a constructive method for generating random probability measures with a prescribed mean or distribution on the mean. The method involves sequentially generating an array of barycenters that uniquely defines a probability measure. This work analyzes statistical properties of the measures generated by sequential barycenter array constructions. Specifically, this work addresses how changing the base measures of the construction affects the statististics of measures generated by the SBA construction. A relationship between statistics associated with a finite level version of the SBA construction and the full construction is developed. Monte Carlo statistical experiments are used to simulate the effect changing base measures has on the statistics associated with the finite level construction.

Creator(s): Valdes, LeRoy I.
Creation Date: December 2002
Partner(s):
UNT Libraries
Collection(s):
UNT Theses and Dissertations
Usage:
Total Uses: 277
Past 30 days: 1
Yesterday: 0
Creator (Author):
Publisher Info:
Publisher Name: University of North Texas
Place of Publication: Denton, Texas
Date(s):
  • Creation: December 2002
  • Digitized: July 20, 2007
Description:

Hill and Monticino (1998) introduced a constructive method for generating random probability measures with a prescribed mean or distribution on the mean. The method involves sequentially generating an array of barycenters that uniquely defines a probability measure. This work analyzes statistical properties of the measures generated by sequential barycenter array constructions. Specifically, this work addresses how changing the base measures of the construction affects the statististics of measures generated by the SBA construction. A relationship between statistics associated with a finite level version of the SBA construction and the full construction is developed. Monte Carlo statistical experiments are used to simulate the effect changing base measures has on the statistics associated with the finite level construction.

Degree:
Level: Doctoral
Discipline: Mathematics
Language(s):
Subject(s):
Keyword(s): Random probability measures | mathematical statistics | Monte Carlo simulations
Contributor(s):
Partner:
UNT Libraries
Collection:
UNT Theses and Dissertations
Identifier:
  • OCLC: 52101671 |
  • ARK: ark:/67531/metadc3304
Resource Type: Thesis or Dissertation
Format: Text
Rights:
Access: Public
License: Copyright
Holder: Valdes, LeRoy I.
Statement: Copyright is held by the author, unless otherwise noted. All rights reserved.