31 resultados para Exponential distributions

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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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.

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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.

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We present for the first time a justification on the basis of central limit theorems for the family of life distributions generated from scale-mixture of normals. This family was proposed by Balakrishnan et al. (2009) and can be used to accommodate unexpected observations for the usual Birnbaum-Saunders distribution generated from the normal one. The class of scale-mixture of normals includes normal, slash, Student-t, logistic, double-exponential, exponential power and many other distributions. We present a model for the crack extensions where the limiting distribution of total crack extensions is in the class of scale-mixture of normals. (C) 2012 Elsevier B.V. All rights reserved.

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In this paper, a new family of survival distributions is presented. It is derived by considering that the latent number of failure causes follows a Poisson distribution and the time for these causes to be activated follows an exponential distribution. Three different activation schemes are also considered. Moreover, we propose the inclusion of covariates in the model formulation in order to study their effect on the expected value of the number of causes and on the failure rate function. Inferential procedure based on the maximum likelihood method is discussed and evaluated via simulation. The developed methodology is illustrated on a real data set on ovarian cancer.

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Using distributions of benthic Foraminifera and bottom-water variables (depth, salinity, temperature, oxygen, suspended matter, organic matter, phosphate, silicate, nitrite, and nitrate), we investigated movements of water masses on the South Brazilian Shelf (27-30 degrees S) and assessed the seasonality of continental runoff on the distribution of shelf water masses. The data were obtained from water and sediment samples collected in the austral winter of 2003 and austral summer of 2004 in three transects. The terrestrial nutrient input was significantly reduced at stations away from the coast, but high values of nutrients were maintained in subsurface waters due the presence of South Atlantic Central Water (SACW) at greater depths. At shallow sampling stations the influence of freshwater runoff was related to (1) the dominance of calcareous benthic Foraminifera, such as lagoon-related Pseudononion atlanticum, Hanzawaia boueana, Bulimina marginata, Bolivina striatula, Elphidium poeyanum, together with several agglutinated species, including Arenoparrella mexicana, Gaudryina exilis, and Trochammina spp., common in coastal environments subject to wide salinity fluctuations. In contrast, smaller forms and higher species diversity characterized the assemblage at offshore stations. In winter, the presence of Buccella peruviana and Uvigerina peregrina at Santa Marta Cape suggest the possible transport of those species of Subantarctic Shelf Waters (SASW) origin. Foraminifera associated to Subtropical Shelf Water (STSW) were dominated by Globocassidulina subglobosa in both seasons. In summer, the occurrence of U. peregrina in the shallower stations suggested the influence of SACW nutrients brought up by upwelling of deeper waters. (C) 2008 Elsevier Ltd. All rights reserved.

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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.

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Nutrient distributions observed at some depths along the continental shelf from 27 degrees 05`S (Brazil) to 39 degrees 31`S (Argentina) in winter, 2003 and summer, 2004 related to salinity and dissolved oxygen (mL L-1) and saturation (%) data showed remarkable influences of fresh water discharge over the coastal region and in front of the La Plata estuary. In the southern portion of the study area different processes were verified. Upwelling processes caused by ocean dynamics typical of shelf break areas, eddies related to surface dynamics and regeneration processes confirmed by the increase of nutrients and the decrease of dissolved and saturation oxygen data were verified. High silicate concentrations in the surface waters were identified related to low salinities (minimum of 21.22 in winter and 21.96 in summer), confirming the importance of freshwater inputs in this region, especially in winter. Silicate concentration range showed values between 0.00 and 83.52 mu M during winter and from 0.00 to 41.16 mu M during summer. Phosphate concentrations worked as a secondary trace of terrestrial input and their values varied from 0.00 to 3.30 mu M in winter and from 0.03 to 2.26 mu M in summer; however, in shallow waters, phosphate indicated more clearly the fresh water influence. The most important information given by nitrate concentrations was the presence of water from SACW upwelling that represents a new source of nutrients for marine primary production. Nitrate maximum values reached 41.96 M in winter and 33.10 mu M in summer. At a depth similar to 800m, high nitrate, phosphate and silicate concentrations were related to Malvinas Current Waters, Subantarctic Shallow Waters and Antarctic Atlantic Intermediate Waters (AAIW). Dissolved oxygen varied from 3.41 to 7.06 mL L-1 in winter and from 2.65 to 6.85 mL L-1 in summer. The percentage of dissolved oxygen saturation in the waters showed values between 48% and 113% in winter and from 46% to 135% in summer. The most important primary production was verified in the summer, and situations of undersaturation were mainly observed below 50 m depth and at some points near the coast. The anti-correlation between nutrients and dissolved oxygen which showed evident undersaturation also revealed important potential sites of remineralization processes. The nutrient behaviours showed some aspects of the processes that occur over the Southwestern South Atlantic continental shelf and in their land-sea interfaces between Mar del Plata and Itajai.

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In this article, we introduce an asymmetric extension to the univariate slash-elliptical family of distributions studied in Gomez et al. (2007a). This new family results from a scale mixture between the epsilon-skew-symmetric family of distributions and the uniform distribution. A general expression is presented for the density with special cases such as the normal, Cauchy, Student-t, and Pearson type II distributions. Some special properties and moments are also investigated. Results of two real data sets applications are also reported, illustrating the fact that the family introduced can be useful in practice.

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In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

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An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

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Objectives. Verify the influence of different filler distributions on the subcritical crack growth (SCG) susceptibility, Weibull parameters (m and sigma(0)) and longevity estimated by the strength-probability-time (SPT) diagram of experimental resin composites. Methods. Four composites were prepared, each one containing 59 vol% of glass powder with different filler sizes (d(50) = 0.5; 0.9; 1.2 and 1.9 mu m) and distributions. Granulometric analyses of glass powders were done by a laser diffraction particle size analyzer (Sald-7001, Shimadzu, USA). SCG parameters (n and sigma(f0)) were determined by dynamic fatigue (10(-2) to 10(2) MPa/s) using a biaxial flexural device (12 x 1.2 mm; n = 10). Twenty extra specimens of each composite were tested at 10(0) MPa/s to determine m and sigma(0). Specimens were stored in water at 37 degrees C for 24 h. Fracture surfaces were analyzed under SEM. Results. In general, the composites with broader filler distribution (C0.5 and C1.9) presented better results in terms of SCG susceptibility and longevity. C0.5 and C1.9 presented higher n values (respectively, 31.2 +/- 6.2(a) and 34.7 +/- 7.4(a)). C1.2 (166.42 +/- 0.01(a)) showed the highest and C0.5 (158.40 +/- 0.02(d)) the lowest sigma(f0) value (in MPa). Weibull parameters did not vary significantly (m: 6.6 to 10.6 and sigma(0): 170.6 to 176.4 MPa). Predicted reductions in failure stress (P-f = 5%) for a lifetime of 10 years were approximately 45% for C0.5 and C1.9 and 65% for C0.9 and C1.2. Crack propagation occurred through the polymeric matrix around the fillers and all the fracture surfaces showed brittle fracture features. Significance. Composites with broader granulometric distribution showed higher resistance to SCG and, consequently, higher longevity in vitro. (C) 2012 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

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In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained can be seen as a reparametrization of the skewed GS-t distribution considered by Theodossiou [14]. A key element in the construction of such an extension is that it can be stochastically represented as a mixture of an epsilon-skew-power-exponential distribution [1] and a generalized-gamma distribution. From this representation, we can readily derive theoretical properties and easy-to-implement simulation schemes. Furthermore, we study some of its main properties including stochastic representation, moments and asymmetry and kurtosis coefficients. We also derive the Fisher information matrix, which is shown to be nonsingular for some special cases such as when the asymmetry parameter is null, that is, at the vicinity of symmetry, and discuss maximum-likelihood estimation. Simulation studies for some particular cases and real data analysis are also reported, illustrating the usefulness of the extension considered.

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Ng and Kotz (1995) introduced a distribution that provides greater flexibility to extremes. We define and study a new class of distributions called the Kummer beta generalized family to extend the normal, Weibull, gamma and Gumbel distributions, among several other well-known distributions. Some special models are discussed. The ordinary moments of any distribution in the new family can be expressed as linear functions of probability weighted moments of the baseline distribution. We examine the asymptotic distributions of the extreme values. We derive the density function of the order statistics, mean absolute deviations and entropies. We use maximum likelihood estimation to fit the distributions in the new class and illustrate its potentiality with an application to a real data set.

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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.

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In this work we study the effect reduction in the density of dangling bond species D-0 states in rare-earth (RE) doped a-Si films as a function concentration for different RE-specimens. The films a-Si-1_(x) REx, RE=Y3+, Gd3+, Er3+, Lu3+) were prepared by co-sputtering and investigated by electron spin resonance (ESR) and Raman scattering experiments. According to our data the RE-doping reduces the ESR signal intensity of the D-0 states with an exponential dependence on the rare-concentration. Furthermore, the reduction produced by the magnetic rare-earths Gd3+ and Er3+ is remarkably greater than that caused by Y3+ and Lu3+, which led us to suggest an exchange-like coupling between the spin of the magnetic REs3+ and the spin of silicon neutral dangling bonds. (C) 2011 Elsevier B.V. All rights reserved.