Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples

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.

Asymptotic Skewness in Exponential Family Nonlinear Models

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.

Modifications and Alternatives to the Tests of Levene and Brown & Forsythe for Equality of Variances and Means

The usual tests to compare variances and means (e. g. Bartlett`s test and F-test) assume that the sample comes from a normal distribution. In addition, the test for equality of means requires the assumption of homogeneity of variances. In some situation those assumptions are not satisfied, hence we may face problems like excessive size and low power. In this paper, we describe two tests, namely the Levene`s test for equality of variances, which is robust under nonnormality; and the Brown and Forsythe`s test for equality of means. We also present some modifications of the Levene`s test and Brown and Forsythe`s test, proposed by different authors. We analyzed and applied one modified form of Brown and Forsythe`s test to a real data set. This test is a robust alternative under nonnormality, heteroscedasticity and also when the data set has influential observations. The equality of variance can be well tested by Levene`s test with centering at the sample median.

Skew-normal linear calibration: a Bayesian perspective

In this paper, we present a Bayesian approach for estimation in the skew-normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright (C) 2008 John Wiley & Sons, Ltd.

Obsessive-compulsive disorder: Influence of age at onset on comorbidity patterns

Purpose. - This study investigates the influence of age at onset of OCS on psychiatric comorbidities, and tries to establish a cut-off point for age at onset. Methods. - Three hundred and thirty OCD patients were consecutively recruited and interviewed using the following structured interviews: Yale-Brown Obsessive Compulsive Scale; Yale Global Tic Severity Scale and the Structured Clinical Interview for DSM-IV. Data were analyzed with regression and cluster analysis. Results. - Lower age at onset was associated with a higher probability of having comorbidity with tic, anxiety, somatoform, eating and impulse-control disorders. Longer illness duration was associated with lower chance of having tics. Female gender was associated with anxiety, eating and impulse-control disorders. Tic disorders were associated with anxiety disorders and attention-deficit/hyperactivity disorder. No cutoff age at onset was found to clearly divide the sample in homogeneous subgroups. However, cluster analyses revealed that differences started to emerge at the age of 10 and were more pronounced at the age of 17, suggesting that these were the best cut-off points on this sample. Conclusions. - Age at onset is associated with specific comorbidity patterns in OCD patients. More prominent differences are obtained when analyzing age at onset as an absolute value. (C) 2008 Elsevier Masson SAS. All rights reserved.

A compound class of Weibull and power series distributions

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

Improved maximum-likelihood estimation in a regression model with general parametrization

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.

Covariance matrix formula for Birnbaum-Saunders regression models

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.

Asymptotic skewness in Birnbaum-Saunders nonlinear regression models

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.

Local power of some tests in exponential family nonlinear models

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.

Raman spectroscopy of a sulfur dioxide visual sensor: The origin of the two colors in the solid sample

The vibrational spectroscopic characterization of a sulfur dioxide visual sensor was carried out using a Raman microscope system. It was observed the formation of two distinct complexes, that were characterized by the position and relative intensities of the bands assigned to the symmetric stretching, nu(s)(SO(2)),of the linked SO(2) molecules. In fact, in the yellowish orange complex, that corresponds to the 1:1 stoichiometry, only one band is observed, assigned to nu(s)(SO(2)) at ca. 1080 cm-(1) and, in the deep red complex, that corresponds to the 1:2 complex, at ca. 1070 and 1090 cm(-)1 are observed. The variation of the relative intensities of the bands assigned to nu(s)(SO(2)) present in the Ni(II)center dot SO(2) complex, in different points of the sample, shows clearly the requirement of the Raman microscope in the vibrational characterization of this kind of molecular sensor. (C) 2008 Elsevier B.V. All rights reserved.

Fast separation of selective serotonin reuptake inhibitors antidepressants in plasma sample by nonaqueous capillary electrophoresis

A simple, fast, and sensitive liquid-liquid extraction method followed by nonaqueous capillary electrophoresis (LLE/NACE) was developed and validated for Simultaneous determination of four antidepressants (fluoxetine, sertraline, citalopram and paroxetine) in human plasma. Several experimental separation conditions using aqueous and nonaqueous media separation were tested by varying the electrolyte pH value (for aqueous medium) and the ionic strength concentration considering the similar mobility of the compounds. High-resolution separation was achieved with a mixture of 1.25 mol L(-1) of phosphoric acid in acetonitrile. The quantification limits of the LLE/CE method varied between 15 and 30 ng mL(-1), with a relative standard deviation (RSD) lower than 10.3%. The method was successfully applied in therapeutic drug monitoring and should be employed in the evaluation of plasma levels in urgent toxicological analysis. (C) 2009 Elsevier B.V. All rights reserved.

Sample stacking in CZE using dynamic thermal junctions I. Analytes with low dpK(a)/dT crossing a single thermally induced pH junction in a BGE with high dpH/dT

The possibility to compress analyte bands at the beginning of CE runs has many advantages. Analytes at low concentration can be analyzed with high signal-to-noise ratios by using the so-called sample stacking methods. Moreover, sample injections with very narrow initial band widths (small initial standard deviations) are sometimes useful, especially if high resolutions among the bands are required in the shortest run time. In the present work, a method of sample stacking is proposed and demonstrated. It is based on BGEs with high thermal sensitive pHs (high dpH/dT) and analytes with low dpK(a)/dT. High thermal sensitivity means that the working pK(a) of the BGE has a high dpK(a)/dT in modulus. For instance, Tris and Ethanolamine have dpH/dT = -0.028/degrees C and -0.029/degrees C, respectively, whereas carboxylic acids have low dpK(a)/dT values, i.e. in the -0.002/degrees C to+0.002/degrees C range. The action of cooling and heating sections along the capillary during the runs affects also the local viscosity, conductivity, and electric field strength. The effect of these variables on electrophoretic velocity and band compression is theoretically calculated using a simple model. Finally, this stacking method was demonstrated for amino acids derivatized with naphthalene-2,3-dicarboxaldehyde and fluorescamine using a temperature difference of 70 degrees C between two neighbor sections and Tris as separation buffer. In this case, the BGE has a high pH thermal coefficient whereas the carboxylic groups of the analytes have low pK(a) thermal coefficients. The application of these dynamic thermal gradients increased peak height by a factor of two (and decreased the standard deviations of peaks by a factor of two) of aspartic acid and glutamic acid derivatized with naphthalene-2,3-dicarboxaldehyde and serine derivatized with fluorescamine. The effect of thermal compression of bands was not observed when runs were accomplished using phosphate buffer at pH 7 (negative control). Phosphate has a low dpH/dT in this pH range, similar to the dK(a)/dT of analytes. It is shown that vertical bar dK(a)/dT-dpH/dT vertical bar >> 0 is one determinant factor to have significant stacking produced by dynamic thermal junctions.

Sample stacking in CZE using dynamic thermal junctions II: Analytes with high dpK(a)/dT crossing a single thermal junction in a BGE with low dpH/dT

In a previous work [M. Mandaji, et al., this issue] a sample stacking method was theoretically modeled and experimentally demonstrated for analytes with low dpK(a)/dT (analytes carrying carboxylic groups) and BGEs with high dpH/dT (high pH-temperature-coefficients). In that work, buffer pH was modulated with temperature, inducing electrophoretic mobility changes in the analytes. In the present work, the opposite conditions are studied and tested, i.e. analytes with high dpK(a)/dT and BGEs that exhibit low dpH/dT. It is well known that organic bases such as amines, imidazoles, and benzimidazoles exhibit high dpK(a)/dT. Temperature variations induce instantaneous changes on the basicity of these and other basic groups. Therefore, the electrophoretic velocity of some analytes changes abruptly when temperature variations are applied along the capillary. This is true only if BGE pH remains constant or if it changes in the opposite direction of pK(a) of the analyte. The presence of hot and cold sections along the capillary also affects local viscosity, conductivity, and electric field strength. The effect of these variables on electrophoretic velocity and band stacking efficacy was also taken into account in the theoretical model presented. Finally, this stacking method is demonstrated for lysine partially derivatized with naphthalene-2,3-dicarboxaldehyde. In this case, the amino group of the lateral chain was left underivatized and only the alpha amino group was derivatized. Therefore, the basicity of the lateral amino group, and consequently the electrophoretic mobility, was modulated with temperature while the pH of the buffer used remained unchanged.