20 resultados para Goodness-of-fit test for normality
Resumo:
Urban growth models have been used for decades to forecast urban development in metropolitan areas. Since the 1990s cellular automata, with simple computational rules and an explicitly spatial architecture, have been heavily utilized in this endeavor. One such cellular-automata-based model, SLEUTH, has been successfully applied around the world to better understand and forecast not only urban growth but also other forms of land-use and land-cover change, but like other models must be fed important information about which particular lands in the modeled area are available for development. Some of these lands are in categories for the purpose of excluding urban growth that are difficult to quantify since their function is dictated by policy. One such category includes voluntary differential assessment programs, whereby farmers agree not to develop their lands in exchange for significant tax breaks. Since they are voluntary, today’s excluded lands may be available for development at some point in the future. Mapping the shifting mosaic of parcels that are enrolled in such programs allows this information to be used in modeling and forecasting. In this study, we added information about California’s Williamson Act into SLEUTH’s excluded layer for Tulare County. Assumptions about the voluntary differential assessments were used to create a sophisticated excluded layer that was fed into SLEUTH’s urban growth forecasting routine. The results demonstrate not only a successful execution of this method but also yielded high goodness-of-fit metrics for both the calibration of enrollment termination as well as the urban growth modeling itself.
Resumo:
In an effort to improve instruction and better accommodate the needs of students, community colleges are offering courses delivered in a variety of delivery formats that require students to have some level of technology fluency to be successful in the course. This study was conducted to investigate the relationship between student socioeconomic status (SES), course delivery method, and course type on enrollment, final course grades, course completion status, and course passing status at a state college. ^ A dataset for 20,456 students of low and not low SES enrolled in science, technology, engineering, and mathematics (STEM) course types delivered using traditional, online, blended, and web enhanced course delivery formats at Miami Dade College, a large open access 4-year state college located in Miami-Dade County, Florida, was analyzed. A factorial ANOVA using course type, course delivery method, and student SES found no significant differences in final course grades when used to determine if course delivery methods were equally effective for students of low and not low SES taking STEM course types. Additionally, three chi-square goodness-of-fit tests were used to investigate for differences in enrollment, course completion and course passing status by SES, course type, and course delivery method. The findings of the chi-square tests indicated that: (a) there were significant differences in enrollment by SES and course delivery methods for the Engineering/Technology, Math, and overall course types but not for the Natural Science course type and (b) there were no significant differences in course completion status and course passing status by SES and course types overall and SES and course delivery methods overall. However, there were statistically significant but weak relationships between course passing status, SES and the math course type as well as between course passing status, SES, and online and traditional course delivery methods. ^ The mixed findings in the study indicate that strides have been made in closing the theoretical gap in education and technology skills that may exist for students of different SES levels. MDC's course delivery and student support models may assist other institutions address student success in courses that necessitate students having some level of technology fluency. ^
Resumo:
Prior research has established that idiosyncratic volatility of the securities prices exhibits a positive trend. This trend and other factors have made the merits of investment diversification and portfolio construction more compelling. A new optimization technique, a greedy algorithm, is proposed to optimize the weights of assets in a portfolio. The main benefits of using this algorithm are to: a) increase the efficiency of the portfolio optimization process, b) implement large-scale optimizations, and c) improve the resulting optimal weights. In addition, the technique utilizes a novel approach in the construction of a time-varying covariance matrix. This involves the application of a modified integrated dynamic conditional correlation GARCH (IDCC - GARCH) model to account for the dynamics of the conditional covariance matrices that are employed. The stochastic aspects of the expected return of the securities are integrated into the technique through Monte Carlo simulations. Instead of representing the expected returns as deterministic values, they are assigned simulated values based on their historical measures. The time-series of the securities are fitted into a probability distribution that matches the time-series characteristics using the Anderson-Darling goodness-of-fit criterion. Simulated and actual data sets are used to further generalize the results. Employing the S&P500 securities as the base, 2000 simulated data sets are created using Monte Carlo simulation. In addition, the Russell 1000 securities are used to generate 50 sample data sets. The results indicate an increase in risk-return performance. Choosing the Value-at-Risk (VaR) as the criterion and the Crystal Ball portfolio optimizer, a commercial product currently available on the market, as the comparison for benchmarking, the new greedy technique clearly outperforms others using a sample of the S&P500 and the Russell 1000 securities. The resulting improvements in performance are consistent among five securities selection methods (maximum, minimum, random, absolute minimum, and absolute maximum) and three covariance structures (unconditional, orthogonal GARCH, and integrated dynamic conditional GARCH).
Resumo:
This research explored the thesis that organizational personality is related to applicants’ attraction to an organization through a process which involves need motivation, expectancy beliefs, and applicants’ perceptions of person-organization fit. Organizational personality may be defined as a collection of trait-like characteristics that individuals use to describe organizational practices, policies, values, and culture. Specifically, this research investigated the hypothesis that organizational personality information is useful to applicants because it helps individuals to determine their perceptions of fit. A sample of students (N = 198) and working adults (N = 198) participated in an online experiment. Findings indicated that individuals’ beliefs about the instrumentality of desirable work related outcomes are essential to determining their perceptions of fit and organizational attraction. Additionally, organizational personality perceptions interacted with need motivation to affect perceptions of fit and organizational attraction. For instance, perceptions of fit mediated the influence of the interaction between need for achievement and perceptions of innovativeness on organizational attraction. The interaction of need motivation and perceptions of organizational personality helped individuals to better determine their perceptions of fit and subsequent attraction toward organizations.^
Resumo:
Suppose two or more variables are jointly normally distributed. If there is a common relationship between these variables it would be very important to quantify this relationship by a parameter called the correlation coefficient which measures its strength, and the use of it can develop an equation for predicting, and ultimately draw testable conclusion about the parent population. This research focused on the correlation coefficient ρ for the bivariate and trivariate normal distribution when equal variances and equal covariances are considered. Particularly, we derived the maximum Likelihood Estimators (MLE) of the distribution parameters assuming all of them are unknown, and we studied the properties and asymptotic distribution of . Showing this asymptotic normality, we were able to construct confidence intervals of the correlation coefficient ρ and test hypothesis about ρ. With a series of simulations, the performance of our new estimators were studied and were compared with those estimators that already exist in the literature. The results indicated that the MLE has a better or similar performance than the others.