490506. Probability theory
| Title | 490506. Probability theory |
|---|---|
| Parent | 4905. Statistics |
Latest research outputs
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Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading
Taranto, Aldo and Khan, Shahjahan. 2021. "Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading." Journal of Mathematics and Statistics. 17 (1), pp. 22-29. https://doi.org/10.3844/jmssp.2021.22.29Article
Bi-Directional Grid Constrained Stochastic Processes' Link to Multi-Skew Brownian Motion
Taranto, Aldo, Addie, Ron and Khan, Shahjahan. 2022. "Bi-Directional Grid Constrained Stochastic Processes' Link to Multi-Skew Brownian Motion." Journal of Applied Probability and Statistics. 17 (1), pp. 101-133.Article
Bi-directional grid constrained stochastic processes and their applications in mathematical finance
Taranto, Aldo. 2022. Bi-directional grid constrained stochastic processes and their applications in mathematical finance. PhD Thesis Doctor of Philosophy. University of Southern Queensland. https://doi.org/10.26192/q7q62PhD Thesis
Hidden geometry of bidirectional grid-constrained stochastic processes
Taranto, Aldo and Khan, Shahjahan. 2021. "Hidden geometry of bidirectional grid-constrained stochastic processes." Journal of Probability and Statistics. 2021, pp. 1-13. https://doi.org/10.1155/2021/9944543Article
Iterated logarithm bounds of bi-directional grid constrained stochastic processes
Taranto, Aldo, Khan, Shahjahan and Addie, Ron. 2021. "Iterated logarithm bounds of bi-directional grid constrained stochastic processes." Global and Stochastic Analysis. 8 (3), pp. 19-39.Article
Measuring association between two categorical variables: revisiting risk ratio and odds ratio
Khan, Shahjahan and Memon, Muhammad Ashraf. 2020. "Measuring association between two categorical variables: revisiting risk ratio and odds ratio." International Journal of Statistical Sciences. 20 (2), pp. 153-170.Article
Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading
Taranto, Aldo and Khan, Shahjahan. 2020. "Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading." Imomov, Azam, Purtukhia, Omar, Moiseeva, Svetlana and Tursunov, Bayramali (ed.) Modern Stochastic Models and Problems of Actuarial Mathematics Conference (MAMMOTH 2020). Karshi, Uzbekistan 25 Sep 2020 Karshi, Uzbekistan.Paper
Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes
Taranto, Aldo and Khan, Shahjahan. 2020. "Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes." Journal of Mathematics and Statistics. 16 (1), pp. 182-197. https://doi.org/10.3844/jmssp.2020.182.197Article
Handbook of probabilistic models
Deo, Ravinesh C.. Samui, Pijush, Bui, Dieu Tien, Chakraborty, Subrata and Deo, Ravinesh C. (ed.) 2020. Handbook of probabilistic models. Oxford, United Kingdom. Elsevier.Edited book
Probabilistic seasonal rainfall forecasts using semiparametric d-vine copula-based quantile regression
Nguyen-Huy, Thong, Deo, Ravinesh C., Mushtaq, Shahbaz and Khan, Shahjahan. 2020. "Probabilistic seasonal rainfall forecasts using semiparametric d-vine copula-based quantile regression." Samui, Pijush, Bui, Dieu Tien, Chakraborty, Subrata and Deo, Ravinesh C. (ed.) Handbook of probabilistic models. Oxford, United Kingdom. Elsevier. pp. 203-227Edited book (chapter)
Estimation of relative intensity and relative finality of fBm
Addie, Ron. 2019. Estimation of relative intensity and relative finality of fBm. Toowoomba, Australia. University of Southern Queensland.Technical report
Methods for analysis of functionals on Gaussian self similar processes
Bhatia, Hirdyesh. 2018. Methods for analysis of functionals on Gaussian self similar processes . PhD Thesis Doctor of Philosophy. University of Southern Queensland. https://doi.org/10.26192/5c0dc5eef69d8PhD Thesis
Bayesian prediction of matrix elliptical multivariate models with conjugate prior
Arashi, Mohamed and Khan, Shahjahan. 2012. "Bayesian prediction of matrix elliptical multivariate models with conjugate prior." Ahmed, Munir (ed.) 11th Islamic Countries Conference on Statistical Sciences. Lahore, Pakistan 19 - 22 Dec 2011 Lahore, Pakistan.Paper
Performance of preliminary test estimator under linex loss function
Hoque, Zahirul, Khan, Shahjahan and Wesolowski, Jacek. 2009. "Performance of preliminary test estimator under linex loss function." Communications in Statistics: Theory and Methods. 38 (2), pp. 252-261. https://doi.org/10.1080/03610920802192471Article
The correlated bivariate noncentral F distribution and its application
Khan, Shahjahan, Pratikno, Budi, Ibrahim, Adriana I. N. and Yunus, Rossita M.. 2016. "The correlated bivariate noncentral F distribution and its application." Communications in Statistics: Simulation and Computation. 45 (10), pp. 3491-3507. https://doi.org/10.1080/03610918.2014.999085Article
Classical and Bayesian prediction for multivariate simple regression model
Khan, Shahjahan. 2014. "Classical and Bayesian prediction for multivariate simple regression model." Ahmed, Munir (ed.) 13th Islamic Countries Conference on Statistical Sciences . Bogor, Indonesia 18 - 21 Dec 2014 Lahore, Pakistan.Paper
Statistical diagnosis of the best weibull methods for wind power assessment for agricultural applications
Azad, Abul Kalam, Rasul, Mohammad Golam and Yusaf, Talal. 2014. "Statistical diagnosis of the best weibull methods for wind power assessment for agricultural applications." Energies. 7 (5), pp. 3056-3085. https://doi.org/10.3390/en7053056Article
Using spatial modelling to develop flood risk and climate adaptation capacity metrics for assessing urban community and critical electricity infrastructure vulnerability
Espada Jr., R., Apan, A. and McDougall, K.. 2013. "Using spatial modelling to develop flood risk and climate adaptation capacity metrics for assessing urban community and critical electricity infrastructure vulnerability." Piantadosi, J., Anderssen, R. S. and Boland, J. (ed.) 20th International Congress on Modelling and Simulation (MODSIM2013). Adelaide, Australia 01 - 06 Dec 2013 Australia. Modelling and Simulation Society of Australia and New Zealand . https://doi.org/10.36334/modsim.2013.L1.espadaPaper
Butterflies and black swans: metaphors that provide new perspectives to understand quantitative models in educational research
Trimmer, Karen. 2013. "Butterflies and black swans: metaphors that provide new perspectives to understand quantitative models in educational research." Midgley, Warren, Trimmer, Karen and Davies, Andy (ed.) Metaphors for, in and of education research. Newcastle Upon Tyne, United Kingdom. Cambridge Scholars Publishing. pp. 173-188Edited book (chapter)
The bivariate noncentral chi-square distribution – a compound distribution approach
Yunus, Rossita M. and Khan, Shahjahan. 2011. "The bivariate noncentral chi-square distribution – a compound distribution approach." Applied Mathematics and Computation. 217 (13), pp. 6237-6247. https://doi.org/10.1016/j.amc.2010.12.112Article
Fractional diffusion in force fields, fractional electro-diffusion and fractional chemotaxis diffusion
Langlands, Trevor, Henry, Bruce and Straka, Peter. 2010. "Fractional diffusion in force fields, fractional electro-diffusion and fractional chemotaxis diffusion." Henry, Bruce and Roberts, John (ed.) Dynamics Days Asia Pacific 6 Conference (DDAP6). Sydney, Australia 12 - 14 Jul 2010 Sydney, Australia.Paper
Problem set 4
Yevdokimov, Oleksiy. 2009. "Problem set 4." Australian Senior Mathematics Journal. 23 (2), pp. 63-63.Article
Application of probability analysis to assess nitrogen supply to grain crops in Northern Australia
Kelly, R. M., Strong, W. M., Jensen, T. A. and Butler, D.. 2004. "Application of probability analysis to assess nitrogen supply to grain crops in Northern Australia." Precision Agriculture. 5 (2), pp. 95-110. https://doi.org/10.1023/B:PRAG.0000022356.01537.67Article
Prediction distribution of generalized geometric series distribution and its different forms
Hassan, Anwar and Khan, Shahjahan. 2009. "Prediction distribution of generalized geometric series distribution and its different forms." Pakistan Journal of Statistics. 25 (1), pp. 47-57.Article
Sine square distribution: a new statistical model based on the sine function
Al-Faris, Rand Q. and Khan, Shahjahan. 2008. "Sine square distribution: a new statistical model based on the sine function." Journal of Applied Probability and Statistics. 3 (1), pp. 163-173.Article
A micromechanics model for environmental stress-corrosion in GFRP
Khennane, Amar and Melchers, Robert E.. 2003. "A micromechanics model for environmental stress-corrosion in GFRP." International Journal of Materials and Product Technology. 19 (1), pp. 2-14. https://doi.org/10.1504/IJMPT.2003.003556Article
Comparison of estimators of means based on p-samples from multivariate Student-t population
Khan, Shahjahan and Saleh, A. K. Md. Ehsanes. 1998. "Comparison of estimators of means based on p-samples from multivariate Student-t population." Communications in Statistics: Theory and Methods. 27 (1), pp. 193-210. https://doi.org/10.1080/03610929808832660Article
Comparing probability forecasts in Markov regime switching business cycle methods
Smith, Daniel R. and Layton, Allan P.. 2007. "Comparing probability forecasts in Markov regime switching business cycle methods." Journal of Business Cycle Measurement and Analysis. 3 (1), pp. 79-98. https://doi.org/10.1787/jbcma-v2007-art4-enArticle
Distribution of sum of squares and products matrices for the generalized multilinear matrix-T model
Khan, Shahjahan. 2002. "Distribution of sum of squares and products matrices for the generalized multilinear matrix-T model." Journal of Multivariate Analysis. 83, pp. 124-140. https://doi.org/10.1006/jmva.2001.2040Article
Exit chart analysis of parallel data convolutional codes
Xiang, Wei, Pietrobon, Steven S. and Leis, John. 2005. "Exit chart analysis of parallel data convolutional codes." Ohta, Naohisa (ed.) 2005 International Symposium on Intelligent Signal Processing and Communication Systems (ISPACS 2005). Hong Kong, China 13 - 16 Dec 2005 Hong Kong.Paper
Assessing schematic knowledge of introductory probability theory
Birney, Damian P., Fogarty, Gerard J. and Plank, Ashley. 2005. "Assessing schematic knowledge of introductory probability theory." Instructional Science. 33 (4), pp. 341-366. https://doi.org/10.1007/s11251-005-3198-7Article
We can still learn about probability by rolling dice and tossing coins
Dunn, Peter K.. 2005. "We can still learn about probability by rolling dice and tossing coins." Teaching Statistics. 27 (2), pp. 37-41. https://doi.org/10.1111/j.1467-9639.2005.00205.xArticle
Preliminary test estimators for the multivariate normal mean based on the modified W, LR and LM tests
Khan, S. and Hoque, Z.. 2003. "Preliminary test estimators for the multivariate normal mean based on the modified W, LR and LM tests." Journal of Statistical Research. 37 (1), pp. 43-55.Article