The complementary exponential power lifetime model

In this paper we propose a new lifetime distribution which can handle bathtub-shaped unimodal increasing and decreasing hazard rate functions The model has three parameters and generalizes the exponential power distribution proposed by Smith and Bain (1975) with the inclusion of an additional shape parameter The maximum likelihood estimation procedure is discussed A small-scale simulation study examines the performance of the likelihood ratio statistics under small and moderate sized samples Three real datasets Illustrate the methodology (C) 2010 Elsevier B V All rights reserved

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart

In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

Bimodal extension based on the skew-normal distribution with application to pollen data

This paper considers an extension to the skew-normal model through the inclusion of an additional parameter which can lead to both uni- and bi-modal distributions. The paper presents various basic properties of this family of distributions and provides a stochastic representation which is useful for obtaining theoretical properties and to simulate from the distribution. Moreover, the singularity of the Fisher information matrix is investigated and maximum likelihood estimation for a random sample with no covariates is considered. The main motivation is thus to avoid using mixtures in fitting bimodal data as these are well known to be complicated to deal with, particularly because of identifiability problems. Data-based illustrations show that such model can be useful. Copyright (C) 2009 John Wiley & Sons, Ltd.

Properties and Inference on the Skew-Curved-Symmetric Family of Distributions

In this article, we study some results related to a specific class of distributions, called skew-curved-symmetric family of distributions that depends on a parameter controlling the skewness and kurtosis at the same time. Special elements of this family which are studied include symmetric and well-known asymmetric distributions. General results are given for the score function and the observed information matrix. It is shown that the observed information matrix is always singular for some special cases. We illustrate the flexibility of this class of distributions with an application to a real dataset on characteristics of Australian athletes.

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

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.

DC traction load flow including AC distribution network

In the first part some information and characterisation about an AC distribution network that feeds traction substations and their possible influences on the DC traction load flow are presented. Those influences are investigated and mathematically modelled. To corroborate the mathematical model, an example is presented and their results are confronted with real measurements.

Importance of estimating matrix quality for modeling species distribution in complex tropical landscapes: a test with Atlantic forest small mammals

Information to guide decision making is especially urgent in human dominated landscapes in the tropics, where urban and agricultural frontiers are still expanding in an unplanned manner. Nevertheless, most studies that have investigated the influence of landscape structure on species distribution have not considered the heterogeneity of altered habitats of the matrix, which is usually high in human dominated landscapes. Using the distribution of small mammals in forest remnants and in the four main altered habitats in an Atlantic forest landscape, we investigated 1) how explanatory power of models describing species distribution in forest remnants varies between landscape structure variables that do or do not incorporate matrix quality and 2) the importance of spatial scale for analyzing the influence of landscape structure. We used standardized sampling in remnants and altered habitats to generate two indices of habitat quality, corresponding to the abundance and to the occurrence of small mammals. For each remnant, we calculated habitat quantity and connectivity in different spatial scales, considering or not the quality of surrounding habitats. The incorporation of matrix quality increased model explanatory power across all spatial scales for half the species that occurred in the matrix, but only when taking into account the distance between habitat patches (connectivity). These connectivity models were also less affected by spatial scale than habitat quantity models. The few consistent responses to the variation in spatial scales indicate that despite their small size, small mammals perceive landscape features at large spatial scales. Matrix quality index corresponding to species occurrence presented a better or similar performance compared to that of species abundance. Results indicate the importance of the matrix for the dynamics of fragmented landscapes and suggest that relatively simple indices can improve our understanding of species distribution, and could be applied in modeling, monitoring and managing complex tropical landscapes.

Influence of multi-scale landscape structure on the occurrence of carnivorous mammals in a human-modified savanna, Brazil

So Paulo is the most developed state in Brazil and contains few fragments of native ecosystems, generally surrounded by intensive agriculture lands. Despite this, some areas still shelter large native animals. We aimed at understanding how medium and large carnivores use a mosaic landscape of forest/savanna and agroecosystems, and how the species respond to different landscape parameters (percentage of landcover and edge density), in a multi-scale perspective. The response variables were: species richness, carnivore frequency and frequency for the three most recorded species (Puma concolor, Chrysocyon brachyurus and Leopardus pardalis). We compared 11 competing models using Akaike`s information criterion (AIC) and assessed model support using weight of AIC. Concurrent models were combinations of landcover types (native vegetation, ""cerrado"" formations, ""cerrado"" and eucalypt plantation), landscape feature (percentage of landcover and edge density) and spatial scale. Herein, spatial scale refers to the radius around a sampling point defining a circular landscape. The scales analyzed were 250 (fine), 1,000 (medium) and 2,000 m (coarse). The shape of curves for response variables (linear, exponential and power) was also assessed. Our results indicate that species with high mobility, P. concolor and C. brachyurus, were best explained by edge density of the native vegetation at a coarse scale (2,000 m). The relationship between P. concolor and C. brachyurus frequency had a negative power-shaped response to explanatory variables. This general trend was also observed for species richness and carnivore frequency. Species richness and P. concolor frequency were also well explained by a second concurrent model: edge density of cerrado at the fine (250 m) scale. A different response was recorded for L. pardalis, as the frequency was best explained for the amount of cerrado at the fine (250 m) scale. The curve of response was linearly positive. The contrasting results (P. concolor and C. brachyurus vs L. pardalis) may be due to the much higher mobility of the two first species, in comparison with the third. Still, L. pardalis requires habitat with higher quality when compared with other two species. This study highlights the importance of considering multiple spatial scales when evaluating species responses to different habitats. An important and new finding was the prevalence of edge density over the habitat extension to explain overall carnivore distribution, a key information for planning and management of protected areas.

Two-level network design with intermediate facilities: An application to electrical distribution systems

We consider the two-level network design problem with intermediate facilities. This problem consists of designing a minimum cost network respecting some requirements, usually described in terms of the network topology or in terms of a desired flow of commodities between source and destination vertices. Each selected link must receive one of two types of edge facilities and the connection of different edge facilities requires a costly and capacitated vertex facility. We propose a hybrid decomposition approach which heuristically obtains tentative solutions for the vertex facilities number and location and use these solutions to limit the computational burden of a branch-and-cut algorithm. We test our method on instances of the power system secondary distribution network design problem. The results show that the method is efficient both in terms of solution quality and computational times. (C) 2010 Elsevier Ltd. All rights reserved.

Power series generalized nonlinear models

We introduce in this paper a new class of discrete generalized nonlinear models to extend the binomial, Poisson and negative binomial models to cope with count data. This class of models includes some important models such as log-nonlinear models, logit, probit and negative binomial nonlinear models, generalized Poisson and generalized negative binomial regression models, among other models, which enables the fitting of a wide range of models to count data. We derive an iterative process for fitting these models by maximum likelihood and discuss inference on the parameters. The usefulness of the new class of models is illustrated with an application to a real data set. (C) 2008 Elsevier B.V. All rights reserved.

Size and power properties of some tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.

The beta Laplace distribution

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.

Bayesian Analysis for the Generalized Lognormal Distribution Applied to Failure Time Analysis

There are several versions of the lognormal distribution in the statistical literature, one is based in the exponential transformation of generalized normal distribution (GN). This paper presents the Bayesian analysis for the generalized lognormal distribution (logGN) considering independent non-informative Jeffreys distributions for the parameters as well as the procedure for implementing the Gibbs sampler to obtain the posterior distributions of parameters. The results are used to analyze failure time models with right-censored and uncensored data. The proposed method is illustrated using actual failure time data of computers.