31 resultados para Cumulative Distribution Function
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
The study of proportions is a common topic in many fields of study. The standard beta distribution or the inflated beta distribution may be a reasonable choice to fit a proportion in most situations. However, they do not fit well variables that do not assume values in the open interval (0, c), 0 < c < 1. For these variables, the authors introduce the truncated inflated beta distribution (TBEINF). This proposed distribution is a mixture of the beta distribution bounded in the open interval (c, 1) and the trinomial distribution. The authors present the moments of the distribution, its scoring vector, and Fisher information matrix, and discuss estimation of its parameters. The properties of the suggested estimators are studied using Monte Carlo simulation. In addition, the authors present an application of the TBEINF distribution for unemployment insurance data.
Resumo:
The lack of data records of electric power consumption of smallphotovoltaic home systems, independently of the method used for sizing them, drives to consider the demand as a constant. However, the existing data reveal the variability of the consumption due to the influences of some social, cultural and psychosocial aspects of the human groups. This paper presents records of consumption data obtainedfrom several solar home systems (SHSs) in Brazil and Peru, and it discusses about the Gamma distribution function that can express to a great extent the behaviour of the demand. By this analysis it was verified that `a lot of people consume little and few people consume a lot`. In that sense, a few recommendations for sizing procedures that can be useful in the implantation of extensive programmes of rural electrification by SHSs are presented. Copyright (c) 2007 John Wiley & Sons, Ltd.
Resumo:
A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes is introduced. The proposed model may accommodate the original single shift setting to the more realistic situation of gradual quality deterioration and allows the incorporation of an expert's opinion on the production process. Based on the number of inspections to be carried out until a defective item is found, the Bayesian operation for the distribution function that represents the increasing sequence of defective fractions during a cycle considering a mixture of Dirichlet processes as prior distribution is performed. Bayes estimates for relevant quantities are also obtained. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
Foraminiferal data were obtained from 66 samples of box cores on the southeastern Brazilian upper margin (between 23.8A degrees-25.9A degrees S and 42.8A degrees-46.13A degrees W) to evaluate the benthic foraminiferal fauna distribution and its relation to some selected abiotic parameters. We focused on areas with different primary production regimes on the southern Brazilian margin, which is generally considered as an oligotrophic region. The total density (D), richness (R), mean diversity (H) over bar`, average living depth (ALD(X) ) and percentages of specimens of different microhabitats (epifauna, shallow infauna, intermediate infauna and deep infauna) were analyzed. The dominant species identified were Uvigerina spp., Globocassidulina subglobosa, Bulimina marginata, Adercotryma wrighti, Islandiella norcrossi, Rhizammina spp. and Brizalina sp.. We also established a set of mathematical functions for analyzing the vertical foraminiferal distribution patterns, providing a quantitative tool that allows correlating the microfaunal density distributions with abiotic factors. In general, the cores that fit with pure exponential decaying functions were related to the oligotrophic conditions prevalent on the Brazilian margin and to the flow of the Brazilian Current (BC). Different foraminiferal responses were identified in cores located in higher productivity zones, such as the northern and the southern region of the study area, where high percentages of infauna were encountered in these cores, and the functions used to fit these profiles differ appreciably from a pure exponential function, as a response of the significant living fauna in deeper layers of the sediment. One of the main factors supporting the different foraminiferal assemblage responses may be related to the differences in primary productivity of the water column and, consequently, in the estimated carbon flux to the sea floor. Nevertheless, also bottom water velocities, substrate type and water depth need to be considered.
Resumo:
The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.
Resumo:
The Conway-Maxwell Poisson (COMP) distribution as an extension of the Poisson distribution is a popular model for analyzing counting data. For the first time, we introduce a new three parameter distribution, so-called the exponential-Conway-Maxwell Poisson (ECOMP) distribution, that contains as sub-models the exponential-geometric and exponential-Poisson distributions proposed by Adamidis and Loukas (Stat Probab Lett 39:35-42, 1998) and KuAY (Comput Stat Data Anal 51:4497-4509, 2007), respectively. The new density function can be expressed as a mixture of exponential density functions. Expansions for moments, moment generating function and some statistical measures are provided. The density function of the order statistics can also be expressed as a mixture of exponential densities. We derive two formulae for the moments of order statistics. The elements of the observed information matrix are provided. Two applications illustrate the usefulness of the new distribution to analyze positive data.
Resumo:
In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.
Resumo:
The identification of the factors behind the distribution of plant communities in patched habitats may prove useful towards better understanding how ecosystems function. Plant assemblages are especially important for wetland productivity and provide food and habitat to animals. The present study analyses the distribution of a metacommunity of helophytes and phreatophytes in a wetland complex in oder to identify the effects of habitat configuration on the colonisation process. Ponds with wide vegetated shores and a short distance to a big (> 10 ha) wetland, had higher species richness. The average percentage of surface covered by each species in all the wetlands correlated positively with the number of patches occupied by that species. Moreover, the community presented a nested pattern (species-poor patches were subsets of species-rich patches), and this pattern came about by selective extinction and colonisation processes. We also detected the presence of some idiosyncratic species that did not follow nestedness. Conservation managers should attempt to maximise the vegetated shore width and to reduce the degree of isolation to enhance species richness. Furthermore, a single large and poorly isolated reserve may have the highest level of biodiversity in emergent vegetation species in this wetland complex, however, the particular ecological requirements of idiosyncratic species should also be taken into account when managing this type of community.
Resumo:
We introduce a five-parameter continuous model, called the McDonald inverted beta distribution, to extend the two-parameter inverted beta distribution and provide new four- and three-parameter sub-models. We give a mathematical treatment of the new distribution including expansions for the density function, moments, generating and quantile functions, mean deviations, entropy and reliability. The model parameters are estimated by maximum likelihood and the observed information matrix is derived. An application of the new model to real data shows that it can give consistently a better fit than other important lifetime models. (C) 2012 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
Resumo:
For any continuous baseline G distribution [G. M. Cordeiro and M. de Castro, A new family of generalized distributions, J. Statist. Comput. Simul. 81 (2011), pp. 883-898], proposed a new generalized distribution (denoted here with the prefix 'Kw-G'(Kumaraswamy-G)) with two extra positive parameters. They studied some of its mathematical properties and presented special sub-models. We derive a simple representation for the Kw-Gdensity function as a linear combination of exponentiated-G distributions. Some new distributions are proposed as sub-models of this family, for example, the Kw-Chen [Z.A. Chen, A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statist. Probab. Lett. 49 (2000), pp. 155-161], Kw-XTG [M. Xie, Y. Tang, and T.N. Goh, A modified Weibull extension with bathtub failure rate function, Reliab. Eng. System Safety 76 (2002), pp. 279-285] and Kw-Flexible Weibull [M. Bebbington, C. D. Lai, and R. Zitikis, A flexible Weibull extension, Reliab. Eng. System Safety 92 (2007), pp. 719-726]. New properties of the Kw-G distribution are derived which include asymptotes, shapes, moments, moment generating function, mean deviations, Bonferroni and Lorenz curves, reliability, Renyi entropy and Shannon entropy. New properties of the order statistics are investigated. We discuss the estimation of the parameters by maximum likelihood. We provide two applications to real data sets and discuss a bivariate extension of the Kw-G distribution.
Resumo:
Effects of roads on wildlife and its habitat have been measured using metrics, such as the nearest road distance, road density, and effective mesh size. In this work we introduce two new indices: (1) Integral Road Effect (IRE), which measured the sum effects of points in a road at a fixed point in the forest; and (2) Average Value of the Infinitesimal Road Effect (AVIRE), which measured the average of the effects of roads at this point. IRE is formally defined as the line integral of a special function (the infinitesimal road effect) along the curves that model the roads, whereas AVIRE is the quotient of IRE by the length of the roads. Combining tools of ArcGIS software with a numerical algorithm, we calculated these and other road and habitat cover indices in a sample of points in a human-modified landscape in the Brazilian Atlantic Forest, where data on the abundance of two groups of small mammals (forest specialists and habitat generalists) were collected in the field. We then compared through the Akaike Information Criterion (AIC) a set of candidate regression models to explain the variation in small mammal abundance, including models with our two new road indices (AVIRE and IRE) or models with other road effect indices (nearest road distance, mesh size, and road density), and reference models (containing only habitat indices, or only the intercept without the effect of any variable). Compared to other road effect indices, AVIRE showed the best performance to explain abundance of forest specialist species, whereas the nearest road distance obtained the best performance to generalist species. AVIRE and habitat together were included in the best model for both small mammal groups, that is, higher abundance of specialist and generalist small mammals occurred where there is lower average road effect (less AVIRE) and more habitat. Moreover, AVIRE was not significantly correlated with habitat cover of specialists and generalists differing from the other road effect indices, except mesh size, which allows for separating the effect of roads from the effect of habitat on small mammal communities. We suggest that the proposed indices and GIS procedures could also be useful to describe other spatial ecological phenomena, such as edge effect in habitat fragments. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
In many applications of lifetime data analysis, it is important to perform inferences about the change-point of the hazard function. The change-point could be a maximum for unimodal hazard functions or a minimum for bathtub forms of hazard functions and is usually of great interest in medical or industrial applications. For lifetime distributions where this change-point of the hazard function can be analytically calculated, its maximum likelihood estimator is easily obtained from the invariance properties of the maximum likelihood estimators. From the asymptotical normality of the maximum likelihood estimators, confidence intervals can also be obtained. Considering the exponentiated Weibull distribution for the lifetime data, we have different forms for the hazard function: constant, increasing, unimodal, decreasing or bathtub forms. This model gives great flexibility of fit, but we do not have analytic expressions for the change-point of the hazard function. In this way, we consider the use of Markov Chain Monte Carlo methods to get posterior summaries for the change-point of the hazard function considering the exponentiated Weibull distribution.
Resumo:
We study a five-parameter lifetime distribution called the McDonald extended exponential model to generalize the exponential, generalized exponential, Kumaraswamy exponential and beta exponential distributions, among others. We obtain explicit expressions for the moments and incomplete moments, quantile and generating functions, mean deviations, Bonferroni and Lorenz curves and Gini concentration index. The method of maximum likelihood and a Bayesian procedure are adopted for estimating the model parameters. The applicability of the new model is illustrated by means of a real data set.
Resumo:
The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
A thorough search for large-scale anisotropies in the distribution of arrival directions of cosmic rays detected above 10(18) eV at the Pierre Auger Observatory is presented. This search is performed as a function of both declination and right ascension in several energy ranges above 10(18) eV, and reported in terms of dipolar and quadrupolar coefficients. Within the systematic uncertainties, no significant deviation from isotropy is revealed. Assuming that any cosmic-ray anisotropy is dominated by dipole and quadrupole moments in this energy range, upper limits on their amplitudes are derived. These upper limits allow us to test the origin of cosmic rays above 10(18) eV from stationary Galactic sources densely distributed in the Galactic disk and predominantly emitting light particles in all directions.