Statistics Research Papers/Topics

Modeling Exchange Rate Volatility Using Univariate Garch Models - Acase Study Of The Cedi/Dollar Exchange Rate.

ABSTRACT This study examines exchange rate volatility with Generalised Autoregressive Conditional Heteroscedastic (GARCH) models using monthly exchange rate data from the bank of Ghana from January 1990 to November 2013. The data was converted to returns to enhance their statistical properties and the returns used to fit a mean equation. The ARCH LM test of the mean equation revealed the presence of conditional heteroscedasticity. The returns were therefore modeled using ARCH (3), GARCH (2,3)...

Assessing The Effects Of Social Safety Nets On Poverty In Namibia: Analysis Of Food Expenditure Of Elderly Persons

ABSTRACT Poverty amongst elderly persons is a phenomenon experienced worldwide, Namibia included. The government of Namibia has come up with various social safety nets programmes which include old age pension, disability grant and child maintenance grant to alleviate poverty. Although these interventions were introduced to reduce poverty among the targeted groups, statistics reveal that poverty still exists amongst those receiving old age pension. The aim of the study was to examine factors ...

Statistical Assessment Of Fading Fingerprint

Abstract Fingerprint emerged as an important system within the security agencies, government offices and court of law in the late 19th century, when it replaced anthropometric measurements as a more reliable method for identifying persons. No two fingerprints have ever been found identical in billions of human and automated computer comparisons. Fingerprint is thus claimed to outperform DNA and all other human identification systems. However, genetic mutation and effect of certain drugs have...

Modelling Rates Of Inflation In Ghana: An Application Of Autoregressive Conditional Heteroscedastic (Arch) Type Models

ABSTRACT The research is based on financial time series modelling with special application to modelling inflation data for Ghana. In particular the theory of time series is explored and applied to the inflation data spanning from January 1965 to December 2012 which were obtained from the Ghana Statistical Service. Three Autoregressive Conditional Heteroscedastic (ARCH) family type models (traditional ARCH, Generalized ARCH (GARCH), and the Exponential GARCH (EGARCH)) models were fitted to the...

Comparative Analysis Of Sarima And Setar Models In Predicting Pneumonia Cases In The Northern Region Of Ghana

ABSTRACT  Acute respiratory infection (ARI) range, in spectrum, from mild colds and coughs to life threatening pneumonias. ARI particularly pneumonia is the major cause of morbidity and mortality among young children under five in developing countries with Ghana not an exception. In this study, we compared the linear SARIMA Model and the nonlinear two regime SETAR Model in predicting pneumonia cases in northern region of Ghana. Data on monthly pneumonia cases obtained from the Tamale Teachin...

The Application Of Queuing Theory To Customer Service At Selected Branches Of The Standard Chartered Bank Ghana Limited

ABSTRACT This thesis investigates the Application of Queuing theory to customer services at selected branches of the Standard Chartered Bank in Accra. The problem investigated was to determine among other things whether the customer service points of the bank functions well without bottlenecks or undue delays. That is this thesis intends to investigate, (a) If the bank current system of operation at the customer service points is satisfactory. (b) If not what changes are required to improve t...

Survival Analysis Of Male And Female Hiv/Aids Patients In Northern Region - A Kaplan & Meier Approach

ABSTRACT   Acquired Immune deficiency Syndrome (AIDS) is a disease caused by a virus known as Human Immunodeficiency virus (HIV). This virus attacks a person's immune system (white blood cells) and as such weakens the immune system and making the person vulnerable to opportunistic diseases e.g. tuberculosis, diarrhoea, to mention a few.  HIV was first diagnosed more than twenty years ago and up to now there is no known cure for the disease. The rate at which HIV is spreading in sub-Sahara ...

Misclassification Cost Sensitive Learning For Predicting Gonorrhea Infection Status In Ghana

ABSTRACT Gonorrhea, which is one of the most frequently reported sexually transmitted infection is caused by a bacterium called Neisseria gonorrhoeae. This disease can causes a serious public health problem worldwide, with about 88 million new infections occurring each year. Failure to treat this disease can result into pelvic inflammatory disease (PID), chronic pain and also damage the female reproductive organ. In males it can lead to reduced fertility and sterility. In developing countries...

Statistical Assessment Of Imputation Algorithms For Estimation Of Missing Values In Cross Sectional Data

ABSTRACT The validity and quality of data analysis relies largely on the data accuracy and completeness of the data matrix. Missing values are unavoidable statistical research problems in almost every research study and if not handled properly, may provide negative and bias conclusion. This study purposely sought to investigate the efficacy and accuracy of the convergence of five imputation algorithms: expectation maximization (EM), multiple imputation by chained equation (MICE), k nearest ne...

Modelling The Risk Factors Of Neonatal Mortality Using Survival Analysis

ABSTRACT Several strategies have been put in place in an attempt to reduce childhood mortality in Ghana, however the proportions of death among neonates are still quite high. The study therefore seeks to model neonatal mortality using survival analysis approach. The data used for the study was obtained from the neonate’s folders at St. Jude Hospital in Obuasi in the Ashanti Region between January 1, 2012 and December 31, 2015. Data on maternal characteristics was also obtained. Neonates who...

Factors That Influence Promotion Of University Of Ghana Lecturers: A Survival Analysis Approach,

ABSTRACT Survival analysis has been invaluable in studies involving time to an event. The methods encompassing the idea of Survival Analysis appears to be commended by most researchers particularly in the medicinal, engineering, agricultural and actuarial fields. This paper applied survival methods to promotion data of lecturers in the University of Ghana. The main objective was to identify the factors prominent in facilitating an early promotion of University of Ghana lecturers. The proporti...

Time Series Analysis Of Maternal Mortality In Ghana. A Case Study Of The Korle-Bu Teaching Hospital, Accra (2001 - 2013)

ABSTRACT This study examined the pattern of maternal mortality ratios as well as a spectral analysis of maternal mortality at the Korle - Bu Teaching Hospital in Accra from 2001 to 2013. It also fitted a stochastic model to forecast maternal mortality ratios for four quarters. Analyses were based on data available at the Bio-Statistics Department of the Obstetrics & Gynaecology directorate of the Korle - Bu Teaching Hospital in Accra for the period 2001 – 2013. The R-Consol statistical anal...

Statistical Analysis Of Water Level, Temperature And Humidity Using Cointegrated Vector Autoregression (Var) Models.

ABSTRACT The leading climate factors influencing availability of water are; temperature, relative humidity, precipitation, and evaporation. Water and agricultural production cycles are indisputably influenced by temperature and relative humidity. Temperature and relative humidity projections can therefore proficiently be employed in making decisions when optimal usage of water resources is of interest. Thus, the current study explored both the “long-run” and “short-run” impact of both...

Statistical Modelling Of Birth Spacing And Reproductive Health Of Married Women From Gomoa East District In The Central Region Of Ghana: A Survival Analysis Approach

ABSTRACT The objective of this research is to apply appropriate statistical techniques to model the length of time to successive births (birth spacing) within the reproductive health of mothers and identify the socio-demographic and sociocultural factors that cause variation in the length of birth interval. The data used in this study were collected using questionnaire from Gomoa East District 2014, where multi-stage cluster sampling was used as the sampling design. The clusters were defined ...

Modelling Ghana Stock Exchange Indices And Exchange Rates With Stable Distributions

ABSTRACT Most of the concepts in theoretical and empirical finance that have been developed over the last 50 years rest upon the assumption that the return or price distribution for financial data follows a normal distribution. But this assumption is not justified by empirical data. Rather, the empirical observations (financial returns) exhibit excess kurtosis, more colloquially known as fat tails or heavy tails. This research first described the stable distribution family - stable, Lev...


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