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Omega function: a theoretical introduction

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Title: Omega function: a theoretical introduction
Authors: Nguyen, Vu Ngoc
Advisor: Ramsey, Thomas
Issue Date: 2009
Publisher: University of Hawaii at Manoa
Abstract: This paper investigates the theory behind a new universal performance measure (the so called Omega function), which was frst introduced by Con Keating and William F. Shadwick in 2002 (see [1]). In the frst section, we review some rudimentary probability. We then defne the Omega function, introduce some of its properties, and prove these properties without continuity assumptions. We also defne the standard dispersion, a new statistic derived from the Omega function. We prove one new theorem about the range of the standard dispersion for a fnite sample. The structure of the second section on the Omega function follows closely that of a recent talk given by Ana Cascon and William Shadwick in [4]. In the last section, we demonstrate these properties with real-life data.
Description: Plan B paper, M.A., Mathematics, University of Hawaii at Manoa, 2009
Pages/Duration: 28 pages
Rights: All UHM dissertations and theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission from the copyright owner.
Appears in Collections:M.A. Plan B Theses- Mathematics Department

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