Bivariate gamma-geometric law and its induced Levy process

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.

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 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.

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).

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.

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.

Benthic foraminiferal distribution on the southeastern Brazilian shelf and upper slope

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.

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.

General results for the Kumaraswamy-G distribution

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.

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.

Distribution of QPY and RAH haplotypes of granzyme B gene in distinct Brazilian populations

Introduction: The cytolysis mediated by granules is one of the most important effector functions of cytotoxic T lymphocytes and natural killer cells. Recently, three single nucleotide polymorphisms (SNPs) were identified at exons 2, 3, and 5 of the granzyme B gene, resulting in a haplotype in which three amino acids of mature protein Q48P88Y245 are changed to R48A88H245, which leads to loss of cytotoxic activity of the protein. In this study, we evaluated the frequency of these polymorphisms in Brazilian populations. Methods: We evaluated the frequency of these polymorphisms in Brazilian ethnic groups (white, Afro-Brazilian, and Asian) by sequencing these regions. Results: The allelic and genotypic frequencies of SNP 2364A/G at exon 2 in Afro-Brazilian individuals (42.3% and 17.3%) were significantly higher when compared with those in whites and Asians (p < 0.0001 and p = 0.0007, respectively). The polymorphisms 2933C/G and 4243C/T also were more frequent in Afro-Brazilians but without any significant difference regarding the other groups. The Afro-Brazilian group presented greater diversity of haplotypes, and the RAH haplotype seemed to be more frequent in this group (25%), followed by the whites (20.7%) and by the Asians (11.9%), similar to the frequency presented in the literature. Conclusions: There is a higher frequency of polymorphisms in Afro-Brazilians, and the RAH haplotype was more frequent in these individuals. We believe that further studies should aim to investigate the correlation of this haplotype with diseases related to immunity mediated by cytotoxic lymphocytes, and if this correlation is confirmed, novel treatment strategies might be elaborated.

Longitudinal familial analysis of blood pressure involving parametric (co)variance functions

Abstract Background For analyzing longitudinal familial data we adopted a log-linear form to incorporate heterogeneity in genetic variance components over the time, and additionally a serial correlation term in the genetic effects at different levels of ages. Due to the availability of multiple measures on the same individual, we permitted environmental correlations that may change across time. Results Systolic blood pressure from family members from the first and second cohort was used in the current analysis. Measures of subjects receiving hypertension treatment were set as censored values and they were corrected. An initial check of the variance and covariance functions proposed for analyzing longitudinal familial data, using empirical semi-variogram plots, indicated that the observed trait dispersion pattern follows the assumptions adopted. Conclusion The corrections for censored phenotypes based on ordinary linear models may be an appropriate simple model to correct the data, ensuring that the original variability in the data was retained. In addition, empirical semi-variogram plots are useful for diagnosis of the (co)variance model adopted.