43 resultados para Symmetric distributions


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The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

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The use of inter-laboratory test comparisons to determine the performance of individual laboratories for specific tests (or for calibration) [ISO/IEC Guide 43-1, 1997. Proficiency testing by interlaboratory comparisons - Part 1: Development and operation of proficiency testing schemes] is called Proficiency Testing (PT). In this paper we propose the use of the generalized likelihood ratio test to compare the performance of the group of laboratories for specific tests relative to the assigned value and illustrate the procedure considering an actual data from the PT program in the area of volume. The proposed test extends the test criteria in use allowing to test for the consistency of the group of laboratories. Moreover, the class of elliptical distributions are considered for the obtained measurements. (C) 2008 Elsevier B.V. All rights reserved.

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Recent experiments have shown that the multimode approach for describing the fission process is compatible with the observed results. Asystematic analysis of the parameters obtained by fitting the fission-fragment mass distribution to the spontaneous and low-energy data has shown that the values for those parameters present a smooth dependence upon the nuclear mass number. In this work, a new methodology is introduced for studying fragment mass distributions through the multimode approach. It is shown that for fission induced by energetic probes (E > 30 MeV) the mass distribution of the fissioning nuclei produced during the intranuclear cascade and evaporation processes must be considered in order to have a realistic description of the fission process. The method is applied to study (208)Pb, (238)U, (239)Np and (241)Am fission induced by protons or photons.

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Neutron multiplicities for several targets and spallation products of proton-induced reactions in thin targets of interest to an accelerator-driven system obtained with the CRISP code have been reported. This code is a Monte Carlo calculation that simulates the intranuclear cascade and evaporationl fission competition processes. Results are compared with experimental data, and agreement between each other can be considered quite satisfactory in a very broad energy range of incitant particles and different targets.

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The angular distributions for elastic scattering and breakup of halo nuclei are analysed using a near-side/far-side decomposition within the framework of the dynamical eikonal approximation. This analysis is performed for (11)Be impinging on Pb at 69 MeV/nucleon. These distributions exhibit very similar features. In particular they are both near-side dominated, as expected from Coulomb-dominated reactions. The general shape of these distributions is sensitive mostly to the projectile-target interactions, but is also affected by the extension of the halo. This suggests the elastic scattering not to be affected by a loss of flux towards the breakup channel. (C) 2010 Elsevier B.V. All rights reserved.

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This paper completes the review of the theory of self-adjoint extensions of symmetric operators for physicists as a basis for constructing quantum-mechanical observables. It contains a comparative presentation of the well-known methods and a newly proposed method for constructing ordinary self-adjoint differential operators associated with self-adjoint differential expressions in terms of self-adjoint boundary conditions. The new method has the advantage that it does not require explicitly evaluating deficient subspaces and deficiency indices (these latter are determined in passing) and that boundary conditions are of explicit character irrespective of the singularity of a differential expression. General assertions and constructions are illustrated by examples of well-known quantum-mechanical operators like momentum and Hamiltonian.

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The (16)O+(27)Al elastic and inelastic angular distributions have been measured in a broad angular range (13 degrees < theta(lab) < 52 degrees) at about 100 MeV incident energy. The use of the MAGNEX large acceptance magnetic spectrometer and of the ray-reconstruction analysis technique has been crucial in order to provide, in the same experiment, high-resolution energy spectra and cross-section measurements distributed over more than seven orders of magnitude down to hundreds of nb/sr. (C) 2011 Elsevier B.V. All rights reserved.

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We investigate the spin Hall conductivity sigma (xy) (z) of a clean 2D electron gas formed in a two-subband well. We determine sigma (xy) (z) as arising from the inter-subband induced spin-orbit (SO) coupling eta (Calsaverini et al., Phys. Rev. B 78:155313, 2008) via a linear-response approach due to Rashba. By self-consistently calculating eta for realistic wells, we find that sigma (xy) (z) presents a non-monotonic (and non-universal) behavior and a sign change as the Fermi energy varies between the subband edges. Although our sigma (xy) (z) is very small (i.e., a parts per thousand(a)`` e/4 pi aEuro(3)), it is non-zero as opposed to linear-in-k SO models.

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We construct static soliton solutions with non-zero Hopf topological charges to a theory which is the extended Skyrme-Faddeev model with a further quartic term in derivatives. We use an axially symmetric ansatz based on toroidal coordinates, and solve the resulting two coupled nonlinear partial differential equations in two variables by a successive over-relaxation method. We construct numerical solutions with the Hopf charge up to 4. The solutions present an interesting behavior under the changes of a special combination of the coupling constants of the quartic terms.

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The reconstruction of Extensive Air Showers (EAS) observed by particle detectors at the ground is based on the characteristics of observables like the lateral particle density and the arrival times. The lateral densities, inferred for different EAS components from detector data, are usually parameterised by applying various lateral distribution functions (LDFs). The LDFs are used in turn for evaluating quantities like the total number of particles or the density at particular radial distances. Typical expressions for LDFs anticipate azimuthal symmetry of the density around the shower axis. The deviations of the lateral particle density from this assumption arising from various reasons are smoothed out in the case of compact arrays like KASCADE, but not in the case of arrays like Grande, which only sample a smaller part of the azimuthal variation. KASCADE-Grande, an extension of the former KASCADE experiment, is a multi-component Extensive Air Shower (EAS) experiment located at the Karlsruhe Institute of Technology (Campus North), Germany. The lateral distributions of charged particles are deduced from the basic information provided by the Grande scintillators - the energy deposits - first in the observation plane, then in the intrinsic shower plane. In all steps azimuthal dependences should be taken into account. As the energy deposit in the scintillators is dependent on the angles of incidence of the particles, azimuthal dependences are already involved in the first step: the conversion from the energy deposits to the charged particle density. This is done by using the Lateral Energy Correction Function (LECF) that evaluates the mean energy deposited by a charged particle taking into account the contribution of other particles (e.g. photons) to the energy deposit. By using a very fast procedure for the evaluation of the energy deposited by various particles we prepared realistic LECFs depending on the angle of incidence of the shower and on the radial and azimuthal coordinates of the location of the detector. Mapping the lateral density from the observation plane onto the intrinsic shower plane does not remove the azimuthal dependences arising from geometric and attenuation effects, in particular for inclined showers. Realistic procedures for applying correction factors are developed. Specific examples of the bias due to neglecting the azimuthal asymmetries in the conversion from the energy deposit in the Grande detectors to the lateral density of charged particles in the intrinsic shower plane are given. (C) 2011 Elsevier B.V. All rights reserved.

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We present a minor but essential modification to the CODEX 1D-MAS exchange experiment. The new CONTRA method, which requires minor changes of the original sequence only, has advantages over the previously introduced S-CODEX, since it is less sensitive to artefacts caused by finite pulse lengths. The performance of this variant, including the finite pulse effect, was confirmed by SIMPSON calculations and demonstrated on a number of dynamic systems. (C) 2007 Elsevier Inc. All rights reserved.

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In this article, we compare three residuals based on the deviance component in generalised log-gamma regression models with censored observations. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. For all cases studied, the empirical distributions of the proposed residuals are in general symmetric around zero, but only a martingale-type residual presented negligible kurtosis for the majority of the cases studied. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for the martingale-type residual in generalised log-gamma regression models with censored data. A lifetime data set is analysed under log-gamma regression models and a model checking based on the martingale-type residual is performed.

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Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is interest in studying latent variables. These latent variables are directly considered in the Item Response Models (IRM) and they are usually called latent traits. A usual assumption for parameter estimation of the IRM, considering one group of examinees, is to assume that the latent traits are random variables which follow a standard normal distribution. However, many works suggest that this assumption does not apply in many cases. Furthermore, when this assumption does not hold, the parameter estimates tend to be biased and misleading inference can be obtained. Therefore, it is important to model the distribution of the latent traits properly. In this paper we present an alternative latent traits modeling based on the so-called skew-normal distribution; see Genton (2004). We used the centred parameterization, which was proposed by Azzalini (1985). This approach ensures the model identifiability as pointed out by Azevedo et al. (2009b). Also, a Metropolis Hastings within Gibbs sampling (MHWGS) algorithm was built for parameter estimation by using an augmented data approach. A simulation study was performed in order to assess the parameter recovery in the proposed model and the estimation method, and the effect of the asymmetry level of the latent traits distribution on the parameter estimation. Also, a comparison of our approach with other estimation methods (which consider the assumption of symmetric normality for the latent traits distribution) was considered. The results indicated that our proposed algorithm recovers properly all parameters. Specifically, the greater the asymmetry level, the better the performance of our approach compared with other approaches, mainly in the presence of small sample sizes (number of examinees). Furthermore, we analyzed a real data set which presents indication of asymmetry concerning the latent traits distribution. The results obtained by using our approach confirmed the presence of strong negative asymmetry of the latent traits distribution. (C) 2010 Elsevier B.V. All rights reserved.

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We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our simulation results indicate that the corrected score tests display smaller size distortions than the original score test. We also compare the sizes and the powers of the corrected score tests with bootstrap-based score tests.

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This paper considers the issue of modeling fractional data observed on [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model since its density can have quite different shapes depending on the values of the two parameters that index the distribution. Properties of the proposed distributions are examined. Also, estimation based on maximum likelihood and conditional moments is discussed. Finally, practical applications that employ real data are presented.