RP-Department of Statistics and Actuarial Science
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Recent Submissions
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A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options
(Hindawi, 2023)Te Black–Scholes–Merton option pricing model is a classical approach that assumes that the underlying asset prices follow a normal distribution with constant volatility. However, this assumption is often violated in ... -
Product Quality Influencing Production Reshoring Decision among Manufacturing Multinational Corporations in Kenya
(2018)This study sought to identify the strategic drivers influencing reshoring decision among manufacturing multinational corporations in Kenya and was guided by the following research objectives; finding out extent to which ... -
A Statistical Application of Regression Analysis to Investigate and Determine the Factors that Influence the Uptake of Family Planning in Meru County, Kenya
(SSRN Blog, 2022)Family planning is one of the mitigation factors adopted by the Kenyan Government in achieving its strategic development goals through reducing maternal and child mortality, preventing unwanted pregnancies, preventing ... -
Hierarchical Penalized Mixed Model
(Scientific Research Publishing, 2019)Penalized spline has been a popular method for estimating an unknown function in the non-parametric regression due to their use of low-rank spline bases, which make computations tractable. However its performance is ... -
Significance of Coriolis F Significance of Coriolis Force on E ce on Eyring-P yring-Powell Flow Ov owell Flow Over A Rotating Non-uniform Surface
(Digital Commons @PVAMU, 2021)Coriolis force plays significant roles in natural phenomena such as atmospheric dynamics, weather patterns, etc. Meanwhile, to circumvent the unreliability of Newtonian law for flows involving varying speed, Eyring-Powell ... -
Newtonian Heating on MHD Stagnation-Point Flow over a Flat Plate
(FUW Trends in Science & Technology Journal, 2021)A study on incompressible, steady magnetohydrodynamic (MHD) stagnation point flow of an electrically conducting fluid over a flat plate with variable thermal diffusivity and Newtonian heating has been considered. ... -
Modeling the Effect of Inpatient Rehabilitation of Tobacco Smokers on Smoking Dynamics
(Journal of Advances in Mathematics and Computer Science, 2021)Aims: 1. Develop and analyze a mathematical model of the effect of inpatient rehabilitation of tobacco smokers on tobacco smoking using Kenya as a case study. 2. Perform stability analysis on the smoking free equilibrium ... -
Adjusted Extreme Conditional Quantile Autoregression with Application to Risk Measurement
(Hindawi Publisher, 2021)In this paper, we propose an extreme conditional quantile estimator. Derivation of the estimator is based on extreme quantile autoregression. A noncrossing restriction is added during estimation to avert possible quantile ... -
Analysis of Ethylene Glycol (EG)-based ((Cu-Al2O3), (Cu-TiO2), (TiO2-Al2O3)) Hybrid Nanofluids for Optimal Car Radiator Coolant
(Journal of Engineering Research and Reports, 2020)Coolants are vital in any automotive since they manage the heat in the internal combustion of the engines by preventing corrosion in the cooling system as well as assist in eradicating the engine’s waste heat. This paper ... -
A study of simple and multiple relations between mathematics attitude, academic motivation and intelligence quotient with mathematics achievement
(Elsevier, 2013)Purpose of current study was to investigate simple and multiple relations between mathematics' attitude, academic motivation and intelligence quotient with mathematics achievement. The Statistical population involved the ... -
Model-Assisted Estimation of Population Mean in Two-Stage Cluster Sampling
(University of the Punjab, 2017)Estimation of finite population parameters has been an area of concern to statisticians for decades. This paper presents an estimation of the population mean under a model-assisted approach. Dorfman (1992), Breidt and ... -
A new regression type estimator with two auxiliary variables for single-phase sampling
(Scientific Research Publishing, 2014)In this paper, we have proposed an estimator of finite population mean using a new regression type estimator with two auxiliary variables for single-phase sampling and investigated its finite sample properties. An empirical ...
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A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options
(Hindawi, 2023)Te Black–Scholes–Merton option pricing model is a classical approach that assumes that the underlying asset prices follow a normal distribution with constant volatility. However, this assumption is often violated in ... -
Product Quality Influencing Production Reshoring Decision among Manufacturing Multinational Corporations in Kenya
(2018)This study sought to identify the strategic drivers influencing reshoring decision among manufacturing multinational corporations in Kenya and was guided by the following research objectives; finding out extent to which ... -
A Statistical Application of Regression Analysis to Investigate and Determine the Factors that Influence the Uptake of Family Planning in Meru County, Kenya
(SSRN Blog, 2022)Family planning is one of the mitigation factors adopted by the Kenyan Government in achieving its strategic development goals through reducing maternal and child mortality, preventing unwanted pregnancies, preventing ... -
Hierarchical Penalized Mixed Model
(Scientific Research Publishing, 2019)Penalized spline has been a popular method for estimating an unknown function in the non-parametric regression due to their use of low-rank spline bases, which make computations tractable. However its performance is ... -
Significance of Coriolis F Significance of Coriolis Force on E ce on Eyring-P yring-Powell Flow Ov owell Flow Over A Rotating Non-uniform Surface
(Digital Commons @PVAMU, 2021)Coriolis force plays significant roles in natural phenomena such as atmospheric dynamics, weather patterns, etc. Meanwhile, to circumvent the unreliability of Newtonian law for flows involving varying speed, Eyring-Powell ... -
Newtonian Heating on MHD Stagnation-Point Flow over a Flat Plate
(FUW Trends in Science & Technology Journal, 2021)A study on incompressible, steady magnetohydrodynamic (MHD) stagnation point flow of an electrically conducting fluid over a flat plate with variable thermal diffusivity and Newtonian heating has been considered. ... -
Modeling the Effect of Inpatient Rehabilitation of Tobacco Smokers on Smoking Dynamics
(Journal of Advances in Mathematics and Computer Science, 2021)Aims: 1. Develop and analyze a mathematical model of the effect of inpatient rehabilitation of tobacco smokers on tobacco smoking using Kenya as a case study. 2. Perform stability analysis on the smoking free equilibrium ... -
Adjusted Extreme Conditional Quantile Autoregression with Application to Risk Measurement
(Hindawi Publisher, 2021)In this paper, we propose an extreme conditional quantile estimator. Derivation of the estimator is based on extreme quantile autoregression. A noncrossing restriction is added during estimation to avert possible quantile ... -
Analysis of Ethylene Glycol (EG)-based ((Cu-Al2O3), (Cu-TiO2), (TiO2-Al2O3)) Hybrid Nanofluids for Optimal Car Radiator Coolant
(Journal of Engineering Research and Reports, 2020)Coolants are vital in any automotive since they manage the heat in the internal combustion of the engines by preventing corrosion in the cooling system as well as assist in eradicating the engine’s waste heat. This paper ... -
A study of simple and multiple relations between mathematics attitude, academic motivation and intelligence quotient with mathematics achievement
(Elsevier, 2013)Purpose of current study was to investigate simple and multiple relations between mathematics' attitude, academic motivation and intelligence quotient with mathematics achievement. The Statistical population involved the ... -
Model-Assisted Estimation of Population Mean in Two-Stage Cluster Sampling
(University of the Punjab, 2017)Estimation of finite population parameters has been an area of concern to statisticians for decades. This paper presents an estimation of the population mean under a model-assisted approach. Dorfman (1992), Breidt and ... -
A new regression type estimator with two auxiliary variables for single-phase sampling
(Scientific Research Publishing, 2014)In this paper, we have proposed an estimator of finite population mean using a new regression type estimator with two auxiliary variables for single-phase sampling and investigated its finite sample properties. An empirical ...
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