37 resultados para Artur Jazdon


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The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in the analysis of lifetime data. For the first time, based on this distribution, we propose the so-called exponentiated generalized inverse Gaussian distribution, which extends the exponentiated standard gamma distribution (Nadarajah and Kotz, 2006). 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. The usefulness of the new model is illustrated by means of a real data set. (c) 2010 Elsevier B.V. All rights reserved.

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Birnbaum and Saunders (1969a) introduced a probability distribution which is commonly used in reliability studies For the first time based on this distribution the so-called beta-Birnbaum-Saunders distribution is proposed for fatigue life modeling Various properties of the new model including expansions for the moments moment generating function mean deviations density function of the order statistics and their moments are derived We discuss maximum likelihood estimation of the model s parameters The superiority of the new model is illustrated by means of three failure real data sets (C) 2010 Elsevier B V All rights reserved

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We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.

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The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

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We consider the issue of assessing influence of observations in the class of Birnbaum-Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea et al. [8] which are confined to Birnbaum-Saunders linear regression models. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are discussed. Additionally, the normal curvatures for studying local influence are derived under some perturbation schemes. We also give an application to a real fatigue data set.

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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.

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The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved.

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We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

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This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.

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In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

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Lithium ""butylchalcogenolates are generated in situ by reacting the elements (S, Se, and Te) with (n)butyl-lithium at 0 degrees C. Reaction of the lithium alkylchalcogenolates with activated alkenes and aldehydes gives the corresponding aldol adducts. The selenium-containing products give Morita-Baylis-Hillman adducts after the oxidation/elimination of the selenoxide. The whole sequence can be performed in a one-pot procedure. (C) 2009 Elsevier Ltd. All rights reserved.

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Cellulase is an enzymatic complex which synergically promotes the degradation of cellulose to glucose. The adsorption behavior of cellulase from Trichoderma reesei onto Si wafers or amino-terminated surfaces was investigated by means of ellipsometry and atomic force microscopy (AFM) as a function of temperature. Upon increasing temperature from (24 +/- 1) to (60 +/- 1) degrees C, adsorption of cellulase became faster and more pronounced and the mean roughness of cellulase adsorbed layers increased. In the case of cellulase adsorbed onto Si wafers, Arrhenius`s plot allowed us to estimate the adsorption energy as 24.2 kJ mol(-1). The hydrolytic activity of free cellulase and cellulase immobilized onto Si wafers was tested using cellulose dispersions as substrates. The incubation temperature ranged from (37 +/- 1) to (60 +/- 1) degrees C. The highest efficiency was observed at (60 +/- 1) degrees C. The amount of glucose produced by free cellulase was similar to 20% higher than that obtained from immobilized cellulase. However, immobilizing cellulase onto Si wafers proved to be advantageous because they could be reused six times while retaining their original activity level. Such an effect was attributed to surface hydration, which prevents enzyme denaturation. The hydrolytic activity of cellulase immobilized onto amino-terminated surfaces was slightly lower than that observed for cellulase adsorbed onto Si wafers, and reuse was not possible.

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The mechanism of the addition reaction of TeCl(4) to alkynes was indirectly established by the detection of TeCl(3) centered radicals using EPR spin trapping, ESI-MS and ESI-MS/MS characterization. Crown Copyright (C) 2008 Published by Elsevier B. V. All rights reserved.

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The use of whole cells of micro-organisms to bring about the biotransformation of an organic compound offers a number of advantages, but problems caused by enzymatic Promiscuity may be encountered upon With Substrates hearing more than one functional group. A one-pot screening method, in which whole fungal cells were incubated with a Mixture of 4-rnethylcyclohexanone I and phenyl methyl Sulfide 2, has been employed to determine the chemoselectivity of various biocatalysts. The hyphomycetes, Aspergillus terreus CCT 3320 and A. terreus URM 3571, catalysed the oxidation of 2 accompanied by the reduction of I to 4-methylcyclohexanol 1a and, for strain A. terreus CCT 3320, the Baeyer-Villiger oxidation of 1. The Basidomycetes, Trametes versicolor CCB 202, Pycnoporus sanguineus CCB 501 and Trichaptum byssogenum CCB 203, catalysed the oxidation of 2 and the reduction 1, but no Baeyer-Villiger reaction products were detected. In contrast. Trametes rigida CCB 285 catalysed the biotransformation of 1 to 1a, exclusively, in the absence of any detectable Sulfide oxidation reactions. The chemoselective reduction Of (+/-)-2-(phenylthio)cyclohexanone 3 by T. rigida CCB 285 afforded exclusively the (+)-cis-(1R,2S) and (+)-trans-(1S,2S) diastereoisomers of 2-(phenylthio)cyclohexan-1-ol 3a in moderate yields (13% and 27%, respectively) and high enantiomeric excesses (>98%). Chemoselective screening for the reduction of a ketone and/or the oxidation Of a Sulfide group in one pot by whole cells of micro-organisms represents an attractive technique with applications in the development of synthesis of complex molecule hearing different functional groups. (C) 2008 Published by Elsevier Ltd.

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The second-order rate constants of thiolysis by n-heptanethiol on 4-nitro-N-n-butyl-1,8-naphthalimide (4NBN) are strongly affected by the water-methanol binary mixture composition reaching its maximum at around 50% mole fraction. In parallel solvent effects on 4NBN absorption molar extinction coefficient also shows a maximum at this composition region. From the spectroscopic study of reactant and product and the known H-bond capacity of the mixture a rationalization that involves specific solvent H-donor interaction with the nitro group is proposed to explain the kinetic data. Present findings also show a convenient methodology to obtain strongly fluorescent imides, valuable for peptide and analogs labeling as well as for thio-naphthalimide derivatives preparations. Copyright (C) 2008 John Wiley & Sons, Ltd.