Research for Probability Theory

Syndicate content
December 1, 1990
Robust estimators are useful when observations contain gross errors or are sampled from a heavy-tailed distribution. Student's t distributions with small degrees of freedom have heavy tails. Therefore, maximum likelihood estimation using these distributions provides simultaneous robust estimates of location and scale. In addition, the likelihood values can be used to choose among the available t distributions, making it unnecessary to make a subjective choice of an estimator. Monte Carlo results show these estimators to be as efficient as the bi-weight estimators of location and scale.
Read More | Download Report
March 1, 1990
An Adaptability Screening Profile has been developed for possible use in selecting applicants who are likely to complete their service obligations. Marine Corps data on completing 21 months are available on one part of the Profile. These data are analyzed to predict probability of 21-month completion from Profile score and educational tier.
Read More | Download Report
June 1, 1989
Many uncertainties associated with exercise reconstruction may be modeled as random processes; however, many other uncertainties in exercise reconstruction are not due to random processes but are due to imprecise or ambiguous information. Fuzzy sets and possibility theory have been developed over the last 20 years for the analysis of nonrandom, imprecise events. This research memorandum explores the possible use of fuzzy-set techniques in exercise reconstruction. Fuzzy sets are defined and examples are given.
Read More | Download Report
October 1, 1987
A method has been developed to estimate the total number of trials, 'n', from a Bayesian perspective when the probability of success, 'p', is either known or unknown. The prior distribution for 'n' is assumed to be the discrete uniform distribution. In the case when 'p' is unknown, 'p' is assumed to have a beta prior distribution. The estimate for 'n' is then the mode of the posterior distribution. Additionally, guidelines for selecting shape parameters for the beta distributions are discussed.
Read More | Download Report
January 1, 1987
A simple procedure to approximate a confidence interval for the parameter n in a binomial distribution is presented in this research memorandum. A simulation procedure to verify the coverage of confidence intervals is presented in appendix A. An interactive computer program is included in appendix B. The program is written in the FORTRAN language, which is readily available in most computing environments. Tables with 90 percent and 95 percent confidence coefficients are included in appendix C.
Read More | Download Report
August 1, 1986
Within a few years the Department of Defense may begin administering the Armed Services Vocational Aptitude Battery (ASVAB) using Computerized Adaptive Testing (CAT). In CAT, each test item is characterized by an Item Response Curve (IRC), which describes how the probability of correctly answering the item increases with ability. A recent study conducted by the Center for Naval Analyses found that IRCs of many items in the experimental CAT item pool for the ASVAB changed substantially from paper-pencil to CAT administration. This research memorandum examines the effects of these changes on scores of individual examinees.
Read More | Download Report
April 1, 1986
Within a few years the Department of Defense may begin administering the Armed Services Vocational Aptitude Battery (ASVAB) using Computerized Adaptive Testing (CAT). Each test item is characterized by an Item Response Curve (IRC), which describes how the probability of correctly answering the item increases with ability. One important question in the CAT project is whether the IRCs are the same in paper-pencil and CAT administrations. This paper examines this issue.
Read More | Download Report
January 1, 1985
Four logit specification tests for the case of grouped data have been developed. The first test compares the covariance matrix of the regression residuals to the matrix expected under the logit model. The second and third tests directly address the zero restrictions and cross-equation equality restrictions associated with the Independence of Irrelevant Alternatives (IIA) property. The fourth test embeds the logit model within a grouped data version of the nested logit model, which does not possess the IIA property. The logit model was marginally rejected in one data set, and strongly rejected in the other two data sets.
Read More | Download Report
June 1, 1974
In World War II, the phrase 'operations research' has come to describe the scientific, quantitative study of operations of war. This report is a first attempt to describe some of the methods which have proved most valuable in the study of warfare, and to indicate possible fruitful lines for further development, military and nonmilitary. The first chapter outlines the scope and methods of the subject. The second chapter discusses the relevant portions of the theory of probability, which is the field of mathematics most useful for this work. The rest of the chapters discuss techniques which have been particularly useful, with illustrations picked from work done in the recent war.
Read More | Download Report
June 1, 1974
This paper provides mathematical models for the problems of maximizing the probability of successfully obtaining a target amount (either as a burglar or as a quiz show contestant) and of maximizing expected fortune.
Read More | Download Report