Doctoral Degrees (Mathematical Statistics and Actuarial Science)
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Actuarial risk management of investment guarantees in life insurance
(University of the Free State, 2010-11)Investment guarantees in life insurance business have generated a lot of research in recent years due to the earlier mispricing of such products. These guarantees generally take the form of exotic options and are therefore ... -
Parametric and nonparametric Bayesian statistical inference in animal science
(University of the Free State, 2000-11)Chapter 1 illustrated an extension of the Gibbs sampler to solve problems arising in animal breeding theory. Formulae were derived and presented to implement the Gibbs sampler where-after marginal densities, posterior ... -
Aspects of Bayesian change-point analysis
(University of the Free State, 2000-11)English: In chapter one we looked at the nature of structural change and defined structural change as a change in one or more parameters of the model in question. Bayesian procedures can be applied to solve inferential ... -
A Bayesian analysis of multiple interval-censored failure time events with application to AIDS data
(University of the Free State, 2003-05)English: The measure of time to event (failure) for units on longitudinal clinical visits cannot always be ascertained exactly. Instead only time intervals within which the event occurred may be recorded. That being the ... -
Bayesian control charts based on predictive distributions
(University of the Free State, 2016-01)English: Control charts are statistical process control (SPC) tools that are widely used in the monitoring of processes, specifically taking into account stability and dispersion. Control charts signal when a significant ... -
On some methods of reliability improvement of engineering systems
(University of the Free State, 2015-08)The purpose of this thesis was to study some methods of reliability improvement of engineering systems. The reason for selecting the theme “reliability improvement of engineering systems” was first to explore traditional ... -
On the use of extreme value theory in energy markets
(University of the Free State, 2007-05-09)English: The thesis intent is to provide a set of statistical methodologies in the field of Extreme Value Theory (EVT) with a particular application to energy losses, in Gigawatt-hours (GWh) experienced by electrical ... -
Bayesian inference for linear and nonlinear functions of Poisson and binomial rates
(University of the Free State, 2012)This thesis focuses on objective Bayesian statistics, by evaluating a number of noninformative priors. Choosing the prior distribution is the key to Bayesian inference. The probability matching prior for the product of ... -
Modelling electricity demand in South Africa
(University of the Free State, 2014-01)English: Peak electricity demand is an energy policy concern for all countries throughout the world, causing blackouts and increasing electricity tariffs for consumers. This calls for load curtailment strategies to either ... -
Hierarchical Bayesian modelling for the analysis of the lactation of dairy animals
(University of the Free State, 2006-03)English: This thesis was written with the aim of modelling the lactation process in dairy cows and goats by applying a hierarchical Bayesian approach. Information on cofactors that could possibly affect lactation is included ... -
Bayesian non-linear models for the bactericidal activity of tuberculosis drugs
(University of the Free State, 2015-05)Trials of the early bactericidal activity (EBA) of tuberculosis (TB) treatments assess the decline, during the first few days to weeks of treatment, in colony forming unit (CFU) count of Mycobacterium tuberculosis in the ... -
Bayesian tolerance intervals for variance component models
(University of the Free State, 2012-01)English: The improvement of quality has become a very important part of any manufacturing process. Since variation observed in a process is a function of the quality of the manufactured items, estimating variance components ... -
Extending the reach of sequential regression multiple imputation
(University of the Free State, 2015-06)English: The purpose of this thesis is twofold. Firstly, it reviews a signi cant portion of literature concerning multiple imputation and, in particular, sequential regression multiple imputation, and summarises this ...
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