186 resultados para Matrix-Variate Distributions
Resumo:
In this work we construct the stationary measure of the N species totally asymmetric simple exclusion process in a matrix product formulation. We make the connection between the matrix product formulation and the queueing theory picture of Ferrari and Martin. In particular, in the standard representation, the matrices act on the space of queue lengths. For N > 2 the matrices in fact become tensor products of elements of quadratic algebras. This enables us to give a purely algebraic proof of the stationary measure which we present for N=3.
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The Birnbaum-Saunders (BS) model is a positively skewed statistical distribution that has received great attention in recent decades. A generalized version of this model was derived based on symmetrical distributions in the real line named the generalized BS (GBS) distribution. The R package named gbs was developed to analyze data from GBS models. This package contains probabilistic and reliability indicators and random number generators from GBS distributions. Parameter estimates for censored and uncensored data can also be obtained by means of likelihood methods from the gbs package. Goodness-of-fit and diagnostic methods were also implemented in this package in order to check the suitability of the GBS models. in this article, the capabilities and features of the gbs package are illustrated by using simulated and real data sets. Shape and reliability analyses for GBS models are presented. A simulation study for evaluating the quality and sensitivity of the estimation method developed in the package is provided and discussed. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
The two-parameter Birnbaum-Saunders distribution has been used successfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Further, we also consider the generalized Birnbaum-Saunders distribution under type-II right censored samples and present some Monte Carlo simulations for testing the parameters in this class of models using the likelihood ratio and gradient tests. Three empirical applications are presented. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
The Grubbs` measurement model is frequently used to compare several measuring devices. It is common to assume that the random terms have a normal distribution. However, such assumption makes the inference vulnerable to outlying observations, whereas scale mixtures of normal distributions have been an interesting alternative to produce robust estimates, keeping the elegancy and simplicity of the maximum likelihood theory. The aim of this paper is to develop an EM-type algorithm for the parameter estimation, and to use the local influence method to assess the robustness aspects of these parameter estimates under some usual perturbation schemes, In order to identify outliers and to criticize the model building we use the local influence procedure in a Study to compare the precision of several thermocouples. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
In this article, we give an asymptotic formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in exponencial family nonlinear models. We generalize the result by Cordeiro and Cordeiro ( 2001). The formula is given in matrix notation and is very suitable for computer implementation and to obtain closed form expressions for a great variety of models. Some special cases and two applications are discussed.
Resumo:
Influence diagnostics methods are extended in this article to the Grubbs model when the unknown quantity x (latent variable) follows a skew-normal distribution. Diagnostic measures are derived from the case-deletion approach and the local influence approach under several perturbation schemes. The observed information matrix to the postulated model and Delta matrices to the corresponding perturbed models are derived. Results obtained for one real data set are reported, illustrating the usefulness of the proposed methodology.
Resumo:
In this article, we study a new class of non negative distributions generated by the symmetric distributions around zero. For the special case of the distribution generated using the normal distribution, properties like moments generating function, stochastic representation, reliability connections, and inference aspects using methods of moments and maximum likelihood are studied. Moreover, a real data set is analyzed, illustrating the fact that good fits can result.
Resumo:
The generalized Birnbaum-Saunders (GBS) distribution is a new class of positively skewed models with lighter and heavier tails than the traditional Birnbaum-Saunders (BS) distribution, which is largely applied to study lifetimes. However, the theoretical argument and the interesting properties of the GBS model have made its application possible beyond the lifetime analysis. The aim of this paper is to present the GBS distribution as a useful model for describing pollution data and deriving its positive and negative moments. Based on these moments, we develop estimation and goodness-of-fit methods. Also, some properties of the proposed estimators useful for developing asymptotic inference are presented. Finally, an application with real data from Environmental Sciences is given to illustrate the methodology developed. This example shows that the empirical fit of the GBS distribution to the data is very good. Thus, the GBS model is appropriate for describing air pollutant concentration data, which produces better results than the lognormal model when the administrative target is determined for abating air pollution. Copyright (c) 2007 John Wiley & Sons, Ltd.
Resumo:
We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.
Resumo:
In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998) This new class of distributions has as a particular case the two-parameter exponential power series (EPS) class of distributions (Chahkandi and Gawk 2009) which contains several lifetime models such as exponential geometric (Adamidis and Loukas 1998) exponential Poisson (Kus 2007) and exponential logarithmic (Tahmasbi and Rezaei 2008) distributions The hazard function of our class can be increasing decreasing and upside down bathtub shaped among others while the hazard function of an EPS distribution is only decreasing We obtain several properties of the WPS distributions such as moments order statistics estimation by maximum likelihood and inference for a large sample Furthermore the EM algorithm is also used to determine the maximum likelihood estimates of the parameters and we discuss maximum entropy characterizations under suitable constraints Special distributions are studied in some detail Applications to two real data sets are given to show the flexibility and potentiality of the new class of distributions (C) 2010 Elsevier B V All rights reserved
Resumo:
The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
The Laplace distribution is one of the earliest distributions in probability theory. For the first time, based on this distribution, we propose the so-called beta Laplace distribution, which extends the Laplace distribution. Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters and derive the observed information matrix. The usefulness of the new model is illustrated by means of a real data set. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
The pentrophic membrane (PM) is an anatomical structure surrounding the food bolus in most insects. Rejecting the idea that PM has evolved from coating mucus to play the same protective role as it, novel functions were proposed and experimentally tested. The theoretical principles underlying the digestive enzyme recycling mechanism were described and used to develop an algorithm to calculate enzyme distributions along the midgut and to infer secretory and absorptive sites. The activity of a Spodoptera frugiperda microvillar aminopeptidase decreases by 50% if placed in the presence of midgut contents. S. frugiperda trypsin preparations placed into dialysis bags in stirred and unstirred media have activities of 210 and 160%, respectively, over the activities of samples in a test tube. The ectoperitrophic fluid (EF) present in the midgut caeca of Rhynchosciara americana may be collected. If the enzymes restricted to this fluid are assayed in the presence of PM contents (PMC) their activities decrease by at least 58%. The lack of PM caused by calcofluor feeding impairs growth due to an increase in the metabolic cost associated with the conversion of food into body mass. This probably results from an increase in digestive enzyme excretion and useless homeostatic attempt to reestablish destroyed midgut gradients. The experimental models support the view that PM enhances digestive efficiency by: (a) prevention of non-specific binding of undigested material onto cell Surface; (b) prevention of excretion by allowing enzyme recycling powered by an ectoperitrophic counterflux of fluid; (c) removal from inside PM of the oligomeric molecules that may inhibit the enzymes involved in initial digestion; (d) restriction of oligomer hydrolases to ectoperitrophic space (ECS) to avoid probable partial inhibition by non-dispersed undigested food. Finally,PM functions are discussed regarding insects feeding on any diet. (C) 2008 Elsevier Ltd. All rights reserved.
Resumo:
Amazonian oils and fats display unique triacylglycerol (TAG) profiles and, because of their economic importance as renewable raw materials and use by the cosmetic and food industries, are often subject to adulteration and forgery. Representative samples of these oils (andiroba, Brazil nut, buriti, and passion fruit) and fats (cupuacu, murumuru, and ucuba) were characterized without pre-separation or derivatization via dry (solvent-free) matrix-assisted laser desorption/ionization time-of-flight mass spectrometry (MALDI-TOF MS). Characteristic profiles of TAG were obtained for each oil and tat. Dry MALDI-TOF MS provides typification and direct and detailed information, via TAG profiles, of their variable combinations of fatty acids. A database from spectra could be developed and may be used for their fast and reliable typification, application screening, and quality control.
Resumo:
In the present study, the main focus was the characterization and application of the by-product lignin isolated through an industrial organosolv acid hydrolysis process from sugarcane bagasse, aiming at the production of bioethanol. The sugarcane lignin was characterized and used to prepare phenolic-type resins. The analysis confirmed that the industrial sugarcane lignin is of HGS type, with a high proportion of the less substituted aromatic ring p-hydroxyphenyl units, which favors further reaction with formaldehyde. The lignin-formaldehyde resins were used to produce biobased composites reinforced with different proportions of randomly distributed sisal fibers. The presence of lignin moieties in both the fiber and matrix increases their mutual affinity, as confirmed by SEM images, which showed good adhesion at the biocomposite fiber/matrix interface. This in turn allowed good load transference from the matrix to the fiber, leading to biobased composites with good impact strength (near 500 J m(-1) for a 40 wt% sisal fiber-reinforced composite). The study demonstrates that sugarcane bagasse lignin obtained from a bioethanol plant can be used without excessive purification in the preparation of lignocellulosic fiber-reinforced biobased composites displaying high mechanical properties. Biotechnol. Bioeng. 2010;107: 612-621. (C) 2010 Wiley Periodicals, Inc.