Search results for "DISTRIBUTIONS"
showing 10 items of 214 documents
Measurements of the top quark branching ratios into channels with leptons and quarks with the ATLAS detector
2015
Measurements of the branching ratios of top quark decays into leptons and jets using events with t[bar over t] (top antitop) pairs are reported. Events were recorded with the ATLAS detector at the LHC in pp collisions at a center-of-mass energy of 7 TeV. The collected data sample corresponds to an integrated luminosity of 4.6 fb[superscript −1]. The measured top quark branching ratios agree with the Standard Model predictions within the measurement uncertainties of a few percent.
Performance of $b$-Jet Identification in the ATLAS Experiment
2016
We thank CERN for the very successful operation of the LHC, as well as the support staff from our institutions without whom ATLAS could not be operated efficiently. We acknowledge the support of ANPCyT, Argentina; YerPhI, Armenia; ARC, Australia; BMWFW and FWF, Austria; ANAS, Azerbaijan; SSTC, Belarus; CNPq and FAPESP, Brazil; NSERC, NRC and CFI, Canada; CERN; CONICYT, Chile; CAS, MOST and NSFC, China; COLCIENCIAS, Colombia; MSMT CR, MPO CR and VSC CR, Czech Republic; DNRF, DNSRC and Lundbeck Foundation, Denmark; IN2P3-CNRS, CEA-DSM/IRFU, France; GNSF, Georgia; BMBF, HGF, and MPG, Germany; GSRT, Greece; RGC, Hong Kong SAR, China; ISF, I-CORE and Benoziyo Center, Israel; INFN, Italy; MEXT an…
Centile estimation for a proportion response variable.
2015
This paper introduces two general models for computing centiles when the response variable Y can take values between 0 and 1, inclusive of 0 or 1. The models developed are more flexible alternatives to the beta inflated distribution. The first proposed model employs a flexible four parameter logit skew Student t (logitSST) distribution to model the response variable Y on the unit interval (0, 1), excluding 0 and 1. This model is then extended to the inflated logitSST distribution for Y on the unit interval, including 1. The second model developed in this paper is a generalised Tobit model for Y on the unit interval, including 1. Applying these two models to (1-Y) rather than Y enables model…
Empirical Study on the Relationship between the Cross-Correlation among Stocks and the Stocks' Volatility Clustering
2013
In this paper we discuss univariate and multivariate statistical properties of volatility with the aim of understanding how these two aspects are interrelated. Specifically, we focus on the relationship between the cross-correlation among stock's volatilities and the volatility clustering. Volatility clustering is related to the memory property of the volatility time-series and therefore to its predictability. Our results show that there exists a relationship between the level of predictability of any volatility time-series and the amount of its inter-dependence with other assets. In all considered cases, the more the asset is linked to other assets, the more its volatility keeps memory of …
Inherent information in the prices of options
2018
Esta tesis tiene como objetivo analizar el contenido informacional de los precios observados de las opciones. En este caso particular, teniendo diferentes opciones sobre el mismo subyacente y con la misma fecha de vencimiento, podemos obtener información sobre la función de densidad neutral al riesgo (RND). Éstas son las densidades con las que los agentes valoran los activos derivados, y en definitiva cómo ponen precio a unidades de consumo en diferentes estados de la naturaleza futuros. Esta información implícita en el precio de las opciones es considerada información forward-looking (con miras al futuro). Esta tesis consta de tres capítulos enfocados a analizar diferentes aspectos de los …
The three wives problem and Shapley value
2015
We examine the Talmudic three wives problem, which is a generalization of the Talmudic contested garment problem solved by Aumann and Maschler (1985) using coalitional procedure. This problem has many practical applications. In an attempt to unify all Talmudic methods, Guiasu (2010, 2011) asserts that it can be explained in terms of “run-to-the-bank”, that is, of Shapley value in a “cumulative game”. It can be challenged because the coalitional procedure yields the same result as the nucleolus, which corresponds to a “dual game”. As Guiasu's solution is paradoxical (it has all the appearances of truth), my contribution consists in explaining the concepts, particularly truncation, that play …
On the Dissociation of Word/Nonword Repetition Effects in Lexical Decision: An Evidence Accumulation Account
2016
A number of models of visual-word recognition assume that the repetition of an item in a lexical decision experiment increases that item's familiarity/wordness. This would produce not only a facilitative repetition effect for words, but also an inhibitory effect for nonwords (i.e., more familiarity/wordness makes the negative decision slower). We conducted a two-block lexical decision experiment to examine word/nonword repetition effects in the framework of a leading “familiarity/wordness” model of the lexical decision task, namely, the diffusion model (Ratcliff et al., 2004). Results showed that while repeated words were responded to faster than the unrepeated words, repeated nonwords were…
Rosenbluth separation of the $\pi^0$ Electroproduction Cross Section off the Neutron
2017
We report the first longitudinal/transverse separation of the deeply virtual exclusive $\pi^0$ electroproduction cross section off the neutron and coherent deuteron. The corresponding four structure functions $d\sigma_L/dt$, $d\sigma_T/dt$, $d\sigma_{LT}/dt$ and $d\sigma_{TT}/dt$ are extracted as a function of the momentum transfer to the recoil system at $Q^2$=1.75 GeV$^2$ and $x_B$=0.36. The $ed \to ed\pi^0$ cross sections are found compatible with the small values expected from theoretical models. The $en \to en\pi^0$ cross sections show a dominance from the response to transversely polarized photons, and are in good agreement with calculations based on the transversity GPDs of the nucle…
Do large‐scale associations in birds imply biotic interactions or environmental filtering?
2023
Aim There has been a wide interest in the effect of biotic interactions on species' occurrences and abundances at large spatial scales, coupled with a vast development of the statistical methods to study them. Still, evidence for whether the effects of within-trophic-level biotic interactions (e.g. competition and heterospecific attraction) are discernible beyond local scales remains inconsistent. Here, we present a novel hypothesis-testing framework based on joint dynamic species distribution models and functional trait similarity to dissect between environmental filtering and biotic interactions. Location France and Finland. Taxon Birds. Methods We estimated species-to-species association…
Statistical Modelling and Risk Analysis of Bitcoins Exchange Rate
2018
Master's thesis Business Administration BE501 - University of Agder 2018 Bitcoin is a phenomenon that is new and there is little information on how and why it behaves as volatile as it does. This thesis uses existing data on Bitcoin’s exchange rate to estimate a model that describes the pattern and use it in a financial risk analysis. We also aim to contribute as a foundation for further studies in this field. The statistical properties of the log-return of the exchange rate are analysed and it is deemed to be iid. From the eleven distributional candidates we study is the fitted skew generalised t distribution proven to represent the data best after evaluation by criteria and statistics. Th…