Local power properties of some asymptotic tests in symmetric linear regression models

In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2011 Elsevier B.V. All rights reserved.

End-to-end Distance Distribution in Fluorescent Derivatives of Bradykinin in Interaction with Lipid Vesicles

Cellular membranes have relevant roles in processes related to proteases like human kallikreins and cathepsins. As enzyme and substrate may interact with cell membranes and associated co-factors, it is important to take into account the behavior of peptide substrates in the lipid environment. In this paper we report an study based on energy transfer in two bradykinin derived peptides labeled with the donor-acceptor pair Abz/Eddnp (ortho-aminobenzoic acid/N-[2,4-dinitrophenyl]-ethylenediamine). Time-resolved fluorescence experiments were performed in phosphate buffer and in the presence of large unilamelar vesicles of phospholipids, and of micelles of sodium dodecyl sulphate (SDS). The decay kinetics were analyzed using the program CONTIN to obtain end-to-end distance distribution functions f(r). Despite of the large difference in the number of residues the end-to-end distance of the longer peptide (9 amino acid residues) is only 20 % larger than the values obtained for the shorter peptide (5 amino acid residues). The proline residue, in position 4 of the bradykinin sequence promotes a turn in the longer peptide chain, shortening its end-to-end distance. The surfactant SDS has a strong disorganizing effect, substantially broadening the distance distributions, while temperature increase has mild effects in the flexibility of the chains, causing small increase in the distribution width. The interaction with phospholipid vesicles stabilizes more compact conformations, decreasing end-to-end distances in the peptides. Anisotropy experiments showed that rotational diffusion was not severely affected by the interaction with the vesicles, suggesting a location for the peptides in the surface region of the bilayer, a result consistent with small effect of lipid phase transition on the peptides conformations.

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

Multiobjective engineering design optimization problems: a sensitivity analysis approach

This paper proposes two new approaches for the sensitivity analysis of multiobjective design optimization problems whose performance functions are highly susceptible to small variations in the design variables and/or design environment parameters. In both methods, the less sensitive design alternatives are preferred over others during the multiobjective optimization process. While taking the first approach, the designer chooses the design variable and/or parameter that causes uncertainties. The designer then associates a robustness index with each design alternative and adds each index as an objective function in the optimization problem. For the second approach, the designer must know, a priori, the interval of variation in the design variables or in the design environment parameters, because the designer will be accepting the interval of variation in the objective functions. The second method does not require any law of probability distribution of uncontrollable variations. Finally, the authors give two illustrative examples to highlight the contributions of the paper.

Morphological Homogeneity of Neurons: Searching for Outlier Neuronal Cells

We report a morphology-based approach for the automatic identification of outlier neurons, as well as its application to the NeuroMorpho.org database, with more than 5,000 neurons. Each neuron in a given analysis is represented by a feature vector composed of 20 measurements, which are then projected into a two-dimensional space by applying principal component analysis. Bivariate kernel density estimation is then used to obtain the probability distribution for the group of cells, so that the cells with highest probabilities are understood as archetypes while those with the smallest probabilities are classified as outliers. The potential of the methodology is illustrated in several cases involving uniform cell types as well as cell types for specific animal species. The results provide insights regarding the distribution of cells, yielding single and multi-variate clusters, and they suggest that outlier cells tend to be more planar and tortuous. The proposed methodology can be used in several situations involving one or more categories of cells, as well as for detection of new categories and possible artifacts.

Irreversible spherical model and its stationary entropy production rate

The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of being irreversible, we have succeeded in finding an explicit form for the stationary probability distribution, which turns out to be of the Boltzmann-Gibbs type. This enables one to evaluate the exact form of the entropy production rate at the stationary state, which is non-zero if the dynamical rules of the transition rates are asymmetric.

Measurement of Direct Photons in Au plus Au Collisions at root s(NN)=200 GeV

We report the measurement of direct photons at midrapidity in Au + Au collisions at root s(NN) = 200 GeV. The direct photon signal was extracted for the transverse momentum range of 4 GeV/c < pT < 22 GeV/c, using a statistical method to subtract decay photons from the inclusive photon sample. The direct photon nuclear modification factor R-AA was calculated as a function of p(T) for different Au + Au collision centralities using the measured p + p direct photon spectrum and compared to theoretical predictions. R-AA was found to be consistent with unity for all centralities over the entire measured pT range. Theoretical models that account for modifications of initial direct photon production due to modified parton distribution functions in Au and the different isospin composition of the nuclei predict a modest change of R-AA from unity. They are consistent with the data. Models with compensating effects of the quark-gluon plasma on high-energy photons, such as suppression of jet-fragmentation photons and induced-photon bremsstrahlung from partons traversing the medium, are also consistent with this measurement.

Drell-Yan as a probe of small x partons at the LHC

The predictions of Drell-Yan production of low-mass lepton pairs, at high rapidity at the LHC, are known to depend sensitively on the choice of factorization and renormalization scales. We show how this sensitivity can be greatly reduced by fixing the factorization scale of the LO contribution based on the known NLO matrix element, so that observations of this process at the LHC can make direct measurements of parton distribution functions in the low x domain; x less than or similar to 10(-4).

Quantification of cellular action fibers alignment from confocal microscopic images.

The cellular rheology has recently undergone a rapid development with particular attention to the cytoskeleton mechanical properties and its main components - actin filaments, intermediate filaments, microtubules and crosslinked proteins. However it is not clear what are the cellular structural changes that directly affect the cell mechanical properties. Thus, in this work, we aimed to quantify the structural rearrangement of these fibers that may emerge in changes in the cell mechanics. We created an image analysis platform to study smooth muscle cells from different arteries: aorta, mammary, renal, carotid and coronary and processed respectively 31, 29, 31, 30 and 35 cell image obtained by confocal microscopy. The platform was developed in Matlab (MathWorks) and it uses the Sobel operator to determine the actin fiber image orientation of the cell, labeled with phalloidin. The Sobel operator is used as a filter capable of calculating the pixel brightness gradient, point to point, in the image. The operator uses vertical and horizontal convolution kernels to calculate the magnitude and the angle of the pixel intensity gradient. The image analysis followed the sequence: (1) opens a given cells image set to be processed; (2) sets a fix threshold to eliminate noise, based on Otsu's method; (3) detect the fiber edges in the image using the Sobel operator; and (4) quantify the actin fiber orientation. Our first result is the probability distribution II(Δθ) to find a given fiber angle deviation (Δθ) from the main cell fiber orientation θ0. The II(Δθ) follows an exponential decay II(Δθ) = Aexp(-αΔθ) regarding to its θ0. We defined and determined a misalignment index α of the fibers of each artery kind: coronary αCo = (1.72 ‘+ or =’ 0.36)rad POT -1; renal αRe = (1.43 + or - 0.64)rad POT -1; aorta αAo = (1.42 + or - 0.43)rad POT -1; mammary αMa = (1.12 + or - 0.50)rad POT -1; and carotid αCa = (1.01 + or - 0.39)rad POT -1. The α of coronary and carotid are statistically different (p < 0.05) among all analyzed cells. We discussed our results correlating the misalignment index data with the experimental cell mechanical properties obtained by using Optical Magnetic Twisting Cytometry with the same group of cells.

The Kumaraswamy Gumbel distribution

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.

The exponential COM-Poisson distribution

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.

A new long-term lifetime distribution induced by a latent complementary risk framework

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.

The McDonald inverted beta distribution

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.

The McDonald extended distribution: properties and applications

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.