32 resultados para MULTIVARIATE DISTRIBUTIONS
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
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:
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:
Petroleum contamination impact on macrobenthic communities in the northeast portion of Todos os Santos Bay was assessed combining in multivariate analyses, chemical parameters such as aliphatic and polycyclic aromatic hydrocarbon indices and concentration ratios with benthic ecological parameters. Sediment samples were taken in August 2000 with a 0.05 m(2) van Veen grab at 28 sampling locations. The predominance of n-alkanes with more than 24 carbons, together with CPI values close to one, and the fact that most of the stations showed UCM/resolved aliphatic hydrocarbons ratios (UCM:R) higher than two, indicated a high degree of anthropogenic contribution, the presence of terrestrial plant detritus, petroleum products and evidence of chronic oil pollution. The indices used to determine the origin of PAH indicated the occurrence of a petrogenic contribution. A pyrolytic contribution constituted mainly by fossil fuel combustion derived PAH was also observed. The results of the stepwise multiple regression analysis performed with chemical data and benthic ecological descriptors demonstrated that not only total PAH concentrations but also specific concentration ratios or indices such as >= C24:< C24, An/178 and Fl/Fl + Py, are determining the structure of benthic communities within the study area. According to the BIO-ENV results petroleum related variables seemed to have a main influence on macrofauna community structure. The PCA ordination performed with the chemical data resulted in the formation of three groups of stations. The decrease in macrofauna density, number of species and diversity from groups III to I seemed to be related to the occurrence of high aliphatic hydrocarbon and PAH concentrations associated with fine sediments. Our results showed that macrobenthic communities in the northeast portion of Todos os Santos Bay are subjected to the impact of chronic oil pollution as was reflected by the reduction in the number of species and diversity. These results emphasise the importance to combine in multivariate approaches not only total hydrocarbon concentrations but also indices, isomer pair ratios and specific compound concentrations with biological data to improve the assessment of anthropogenic impact on marine ecosystems. (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:
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.
Resumo:
Data visualization techniques are powerful in the handling and analysis of multivariate systems. One such technique known as parallel coordinates was used to support the diagnosis of an event, detected by a neural network-based monitoring system, in a boiler at a Brazilian Kraft pulp mill. Its attractiveness is the possibility of the visualization of several variables simultaneously. The diagnostic procedure was carried out step-by-step going through exploratory, explanatory, confirmatory, and communicative goals. This tool allowed the visualization of the boiler dynamics in an easier way, compared to commonly used univariate trend plots. In addition it facilitated analysis of other aspects, namely relationships among process variables, distinct modes of operation and discrepant data. The whole analysis revealed firstly that the period involving the detected event was associated with a transition between two distinct normal modes of operation, and secondly the presence of unusual changes in process variables at this time.
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:
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.
Resumo:
Our objective was to assess extrinsic influences upon childbirth. In a cohort of 1,826 days containing 17,417 childbirths among them 13,252 spontaneous labor admissions, we studied the influence of environment upon the high incidence of labor (defined by 75th percentile or higher), analyzed by logistic regression. The predictors of high labor admission included increases in outdoor temperature (odds ratio: 1.742, P = 0.045, 95%CI: 1.011 to 3.001), and decreases in atmospheric pressure (odds ratio: 1.269, P = 0.029, 95%CI: 1.055 to 1.483). In contrast, increases in tidal range were associated with a lower probability of high admission (odds ratio: 0.762, P = 0.030, 95%CI: 0.515 to 0.999). Lunar phase was not a predictor of high labor admission (P = 0.339). Using multivariate analysis, increases in temperature and decreases in atmospheric pressure predicted high labor admission, and increases of tidal range, as a measurement of the lunar gravitational force, predicted a lower probability of high admission.
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:
Concentrations of 39 organic compounds were determined in three fractions (head, heart and tail) obtained from the pot still distillation of fermented sugarcane juice. The results were evaluated using analysis of variance (ANOVA), Tukey's test, principal component analysis (PCA), hierarchical cluster analysis (HCA) and linear discriminant analysis (LDA). According to PCA and HCA, the experimental data lead to the formation of three clusters. The head fractions give rise to a more defined group. The heart and tail fractions showed some overlap consistent with its acid composition. The predictive ability of calibration and validation of the model generated by LDA for the three fractions classification were 90.5 and 100%, respectively. This model recognized as the heart twelve of the thirteen commercial cachacas (92.3%) with good sensory characteristics, thus showing potential for guiding the process of cuts.
Resumo:
IDENTIFICATION OF ETHANOLIC WOOD EXTRACTS USING ELECTRONIC ABSORPTION SPECTRUM AND MULTIVARIATE ANALYSIS. The application of multivariate analysis to spectrophotometric (UV) data was explored for distinguishing extracts of cachaca woods commonly used in the manufacture of casks for aging cachacas (oak, cabretiva-parda, jatoba, amendoim and canela-sassafras). Absorbances close to 280 nm were more strongly correlated with oak and jatoba woods, whereas absorbances near 230 nm were more correlated with canela-sassafras and cabretiva-parda. A comparison between the spectrophotometric model and the model based on chromatographic (HPLC-DAD) data was carried out. The spectrophotometric model better explained the variance data (PC1 + PC2 = 91%) exhibiting potential as a routine method for checking aged spirits.
Resumo:
As a part of the AMAZE-08 campaign during the wet season in the rainforest of central Amazonia, an ultraviolet aerodynamic particle sizer (UV-APS) was operated for continuous measurements of fluorescent biological aerosol particles (FBAP). In the coarse particle size range (> 1 mu m) the campaign median and quartiles of FBAP number and mass concentration were 7.3x10(4) m(-3) (4.0-13.2x10(4) m(-3)) and 0.72 mu g m(-3) (0.42-1.19 mu g m(-3)), respectively, accounting for 24% (11-41%) of total particle number and 47% (25-65%) of total particle mass. During the five-week campaign in February-March 2008 the concentration of coarse-mode Saharan dust particles was highly variable. In contrast, FBAP concentrations remained fairly constant over the course of weeks and had a consistent daily pattern, peaking several hours before sunrise, suggesting observed FBAP was dominated by nocturnal spore emission. This conclusion was supported by the consistent FBAP number size distribution peaking at 2.3 mu m, also attributed to fungal spores and mixed biological particles by scanning electron microscopy (SEM), light microscopy and biochemical staining. A second primary biological aerosol particle (PBAP) mode between 0.5 and 1.0 mu m was also observed by SEM, but exhibited little fluorescence and no true fungal staining. This mode may have consisted of single bacterial cells, brochosomes, various fragments of biological material, and small Chromalveolata (Chromista) spores. Particles liquid-coated with mixed organic-inorganic material constituted a large fraction of observations, and these coatings contained salts likely from primary biological origin. We provide key support for the suggestion that real-time laser-induce fluorescence (LIF) techniques using 355 nm excitation provide size-resolved concentrations of FBAP as a lower limit for the atmospheric abundance of biological particles in a pristine environment. We also show some limitations of using the instrument for ambient monitoring of weakly fluorescent particles < 2 mu m. Our measurements confirm that primary biological particles, fungal spores in particular, are an important fraction of supermicron aerosol in the Amazon and that may contribute significantly to hydrological cycling, especially when coated by mixed inorganic material.