44 resultados para GENERALIZED DISTRIBUTIONS
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
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.
Resumo:
Many discussions have enlarged the literature in Bibliometrics since the Hirsch proposal, the so called h-index. Ranking papers according to their citations, this index quantifies a researcher only by its greatest possible number of papers that are cited at least h times. A closed formula for h-index distribution that can be applied for distinct databases is not yet known. In fact, to obtain such distribution, the knowledge of citation distribution of the authors and its specificities are required. Instead of dealing with researchers randomly chosen, here we address different groups based on distinct databases. The first group is composed of physicists and biologists, with data extracted from Institute of Scientific Information (IS!). The second group is composed of computer scientists, in which data were extracted from Google-Scholar system. In this paper, we obtain a general formula for the h-index probability density function (pdf) for groups of authors by using generalized exponentials in the context of escort probability. Our analysis includes the use of several statistical methods to estimate the necessary parameters. Also an exhaustive comparison among the possible candidate distributions are used to describe the way the citations are distributed among authors. The h-index pdf should be used to classify groups of researchers from a quantitative point of view, which is meaningfully interesting to eliminate obscure qualitative methods. (C) 2011 Elsevier B.V. All rights reserved.
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:
This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved.
Resumo:
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.
Resumo:
In this paper, a definition of the Hilbert transform operating on Colombeau's temperated generalized functions is given. Similar results to some theorems that hold in the classical theory, or in certain subspaces of Schwartz distributions, have been obtained in this framework.
Resumo:
We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g(alpha)(x), 0 <= x < infinity, 0 < alpha < 1. We demonstrate that the knowledge of one such a distribution g a ( x) suffices to obtain exactly g(alpha)p ( x), p = 2, 3, .... Similarly, from known g(alpha)(x) and g(beta)(x), 0 < alpha, beta < 1, we obtain g(alpha beta)( x). The method is based on the construction of the integral operator, called Levy transform, which implements the above operations. For a rational, alpha = l/k with l < k, we reproduce in this manner many of the recently obtained exact results for g(l/k)(x). This approach can be also recast as an application of the Efros theorem for generalized Laplace convolutions. It relies solely on efficient definite integration. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4709443]
Resumo:
For the first time, we introduce a generalized form of the exponentiated generalized gamma distribution [Cordeiro et al. The exponentiated generalized gamma distribution with application to lifetime data, J. Statist. Comput. Simul. 81 (2011), pp. 827-842.] that is the baseline for the log-exponentiated generalized gamma regression model. The new distribution can accommodate increasing, decreasing, bathtub- and unimodal-shaped hazard functions. A second advantage is that it includes classical distributions reported in the lifetime literature as special cases. We obtain explicit expressions for the moments of the baseline distribution of the new regression model. The proposed model can be applied to censored data since it includes as sub-models several widely known regression models. It therefore can be used more effectively in the analysis of survival data. We obtain maximum likelihood estimates for the model parameters by considering censored data. We show that our extended regression model is very useful by means of two applications to real data.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
The global attractor of a gradient-like semigroup has a Morse decomposition. Associated to this Morse decomposition there is a Lyapunov function (differentiable along solutions)-defined on the whole phase space- which proves relevant information on the structure of the attractor. In this paper we prove the continuity of these Lyapunov functions under perturbation. On the other hand, the attractor of a gradient-like semigroup also has an energy level decomposition which is again a Morse decomposition but with a total order between any two components. We claim that, from a dynamical point of view, this is the optimal decomposition of a global attractor; that is, if we start from the finest Morse decomposition, the energy level decomposition is the coarsest Morse decomposition that still produces a Lyapunov function which gives the same information about the structure of the attractor. We also establish sufficient conditions which ensure the stability of this kind of decomposition under perturbation. In particular, if connections between different isolated invariant sets inside the attractor remain under perturbation, we show the continuity of the energy level Morse decomposition. The class of Morse-Smale systems illustrates our results.