Searched for: subject%3A%22Likelihood%255C%2Bratio%22
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document
Buis, Kilian (author)
After the financial crisis, the standards for the valuation of financial derivatives were reviewed and several adjustments were made to these valuations, of which Credit Value Adjustment (CVA) is the most important one. CVA represents the price of counterparty credit risk that should be added to the default-free fair price of a financial...
master thesis 2023
document
Kremer, Lotte (author)
In this thesis, we evaluate the statistical procedure based on the similarity index proposed by Ypma and Ross in 'Determing the similarity between expected and observed ageing behavior'. The function for the similarity index is defined based on the inner product of two probability density functions, assumed to be related to the Weibull...
bachelor thesis 2023
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Kool, J.J. (author)
In the last century, approximately 100,000 people lost their lives during a flood event and over 1.4 billion people were affected. As the population and economic activities grow in flood-prone areas and the frequencies and intensities of flood events increase due to climate change, damage due to flooding is expected to increase. To limit and...
doctoral thesis 2022
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Wijker, Alyssa (author)
In this report a new approach to (forensic) handwriting analysis is presented; score-based likelihood ratio (SLR) systems are employed and their quality of performance is studied. These systems compare elements of handwriting based on their characteristics and give an insight into the degree of uncertainty of the statement that two writings have...
bachelor thesis 2022
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Kool, J.J. (author), Kanning, W. (author), Jonkman, Sebastiaan N. (author)
This study introduces a method for assessing the annual failure rate of levees based on information from historical floods, while also considering the return period of these past events. Also, an approach has been developed to quantify the influence of deviating conditions on failure rates. The presence of deviating conditions at failed and...
journal article 2022
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Vittorietti, M. (author), Hidalgo Garcia, J. (author), Sietsma, J. (author), Li, W. (author), Jongbloed, G. (author)
Investigating the main determinants of the mechanical performance of metals is not a simple task. Already known physically inspired qualitative relations between 2D microstructure characteristics and 3D mechanical properties can act as the starting point of the investigation. Isotonic regression allows to take into account ordering relations...
journal article 2021
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Scheijen, Nelleke (author)
Currently, speaker recognition research is mainly based on phonetics and speech signal processing. This research addresses speaker recognition from a new perspective, analysing the transcription of a fragment of speech with text analysis methods. Since text analysis is based on the transcription text only, it can be assumed independent from...
master thesis 2020
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Swanenburg, Jade (author)
In de statistiek zijn er verschillende methodes voor het uitvoeren van model selectie. Het verschil in deze methodes komt voort uit het verschil in stromingen. Voor niet-geneste model selectie zijn de meest ganbare stromingen de Bayes Factor en de likelihood ratio. D. M. Ommen en C. P. Saunders presenteerden theoretische resultaten voor de...
bachelor thesis 2020
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Zhou, C. (author), van Nooijen, R.R.P. (author), Kolechkina, A.G. (author), van de Giesen, N.C. (author)
In this paper, a method based on Approximate Empirical likelihood ratio and a Deviance function combined with bootstrapping (AED-BP) is proposed to construct a confidence curve for the location of a change point. The method is compared with a method based on parametric Profile Likelihood and a Deviance function combined with Monte Carlo...
journal article 2020
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Göbbels, Joost (author)
In today’s complex, modern world, where more data and knowledge is available then ever before, consensus over approaches in statistics is far away. To understand what this means for forensic statistics, both the frequentist and Bayesian approach are considered in quantifying evidence. Classical frequentist approaches are elaborated according to...
bachelor thesis 2019
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Kool, Fréderique Suzanne (author), van Dorp, I. (author), Bolck, Annabel (author), Leegwater, Anna Jeannette (author), Jongbloed, G. (author)
In the evaluation of measurements on characteristics of forensic trace evidence, Aitken and Lucy (2004) model the data as a two-level model using assumptions of normality where likelihood ratios are used as a measure for the strength of evidence. A two-level model assumes two sources of variation: the variation within measurements in a group ...
review 2019
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Pribić, Radmila (author), Leus, G.J.T. (author)
A stochastic approach to resolution based on information distances computed from the geometry of data models which is characterized by the Fisher information is explored. Stochastic resolution includes probability of resolution and signal-to-noise ratio (SNR). The probability of resolution is assessed from a hypothesis test by exploiting...
conference paper 2018
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Aalbers, S.E. (author)
During the discharge of a firearm gunshot residues (GSRs) escape from the barrel and other openings and may deposit on surfaces in the vicinity of the discharging firearm. The detection and identification of these GSR particles may provide valuable information in forensic investigations. A comparison, based on the elemental composition, between...
master thesis 2013
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Van der Linden, J. (author)
Greeks are sensitivities of option prices with respect to certain parameters. The calculation of Greeks is needed for hedge strategies and to manage or measure risk. As the underlying models get more complicated, the calculation of these Greeks can become far more difficult than the pricing of options. In this thesis we consider the Greeks of...
master thesis 2011
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Den Dekker, A.J. (author), Poot, D.H.J. (author), Bos, R. (author), Sijbers, J. (author)
Functional magnetic resonance imaging (fMRI) data that are corrupted by temporally colored noise are generally preprocessed (i.e., prewhitened or precolored) prior to functional activation detection. In this paper, we propose likelihood-based hypothesis tests that account for colored noise directly within the framework of functional activation...
journal article 2009
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Chang, X.W. (author), Paige, C.C. (author), Tiberius, C.C.J.M. (author)
When processing observational data, statistical testing is an essential instrument for rendering harmless incidental anomalies and disturbances in the measurements. A commonly used test statistic based on the general linear model is the generalized likelihood ratio test statistic. The standard formula given in the literature for this test...
journal article 2005
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Sijbers, J. (author), Den Dekker, A.J. (author)
Functional magnetic resonance imaging (fMRI) intends to detect significant neural activity by means of statistical data processing. Commonly used statistical tests include the Student-t test, analysis of variance, and the generalized linear model test. A key assumption underlying these methods is that the data are Gaussian distributed. Moreover,...
conference paper 2004
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