92 resultados para Natural Catastrophe, Property Insurance, Loss Distribution, Truncated Data, Ruin Probability

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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Estimation of Taylor`s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating function. Furthermore, we investigate a more general regression model allowing for site-specific covariates. This method may be efficiently implemented using a Newton scoring algorithm, with standard errors calculated from the inverse Godambe information matrix. The method is applied to a set of biomass data for benthic macrofauna from two Danish estuaries. (C) 2011 Elsevier B.V. All rights reserved.

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We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.

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Background: The aim of this study was to assess the prevalence, extent, and severity of clinical attachment loss (CAL) and to investigate the association of demographic, socioeconomic, and behavioral risk indicators with CAL in an untreated isolated population in Brazil. Methods: All subjects aged >= 12 years were identified by a census. Participants were submitted to a full-mouth clinical examination of six sites per tooth and were interviewed using a structured, written questionnaire. Results: Among the 214 subjects who were interviewed and examined clinically, CAL >= 5 mm in at least one site was observed in 8% of the 12- to 19-year-olds and in all dentate subjects >= 50 years of age; the age-dependent prevalence of CAL >= 7 mm in at least one site ranged from 5% among 12- to 19-year-olds to 83% among subjects >= 50 years old. Multivariate analysis identified plaque (odds ratio [OR] = 2.8), supragingival calculus (OR = 2.9 to 10.6), age >= 30 years (OR = 11.4), and smoking (OR = 2.4) as risk indicators for CAL >= 5 mm and smoking (OR = 8.2) as a risk indicator for CAL >= 7 mm. Conclusions: CAL is highly prevalent in this isolated population. The high occurrence of CAL in young age groups and the confirmation of traditional risk indicators for CAL in this study suggest that other factors, such as host susceptibility, may be needed to explain the high levels of CAL found. Age and behavioral factors were risk indicators associated significantly with the CAL found in this population and may be useful indicators of high-risk subjects for periodontal diseases.

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Nesse artigo, tem-se o interesse em avaliar diferentes estratégias de estimação de parâmetros para um modelo de regressão linear múltipla. Para a estimação dos parâmetros do modelo foram utilizados dados de um ensaio clínico em que o interesse foi verificar se o ensaio mecânico da propriedade de força máxima (EM-FM) está associada com a massa femoral, com o diâmetro femoral e com o grupo experimental de ratas ovariectomizadas da raça Rattus norvegicus albinus, variedade Wistar. Para a estimação dos parâmetros do modelo serão comparadas três metodologias: a metodologia clássica, baseada no método dos mínimos quadrados; a metodologia Bayesiana, baseada no teorema de Bayes; e o método Bootstrap, baseado em processos de reamostragem.

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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.

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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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In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

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Papulaspora immersa H. H. HOTS ON was isolated from roots and leaves of Smallanthus sonchifolius (POEPP. and ENDL.) H. ROB. (Asteraceae), traditionally known as Yacon. The fungus was cultured in rice, and, from the AcOEt fraction, 14 compounds were isolated. Among them, (22E,24R)-8,14-epoxyergosta-4,22-diene-3,6-dione (4), 2,3-epoxy-1,2,3,4-tetrahydronaphthalene-c-1,c-4,8-triol (10), and the chromone papulasporin (13) were new secondary metabolites. The spectral data of the known natural products were compared with the literature data, and their structures were established as the (24R)stigmast 4 en 3 one (1), 24-methylenecycloartan-3 beta-ol (2), (22E,24R)-ergosta-4,6,8(14),22-tetraen-3-one (3), (-)-(3R,4R)-4-hydroxymellein (5), (-)-(3R)-5-hydroxymellein (6), 6,8-dihydroxy-3-methylisocoumarin (7), (-)-(4S)-4,8-dihydroxy-alpha-tetralone (8), naphthalene-1,8-diol (9), 6,7,8-trihydroxy-3-methylisocoumarin (11), 7-hydroxy-2,5-dimethylchromone (12), and tyrosol (14). Compound 4 showed the highest cytotoxic activity against the human tumor cell lines MDA-MB435 (melanoma), HCT-8 (colon), SF295 (glioblastoma), and HL-60 (promyelocytic leukemia), with IC(50) values of 3.3, 14.7, 5.0 and 1.6 mu m, respectively. Strong synergistic effects were also observed with compound 5 and some of the isolated steroidal compounds.

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In this paper, we formulate a flexible density function from the selection mechanism viewpoint (see, for example, Bayarri and DeGroot (1992) and Arellano-Valle et al. (2006)) which possesses nice biological and physical interpretations. The new density function contains as special cases many models that have been proposed recently in the literature. In constructing this model, we assume that the number of competing causes of the event of interest has a general discrete distribution characterized by its probability generating function. This function has an important role in the selection procedure as well as in computing the conditional personal cure rate. Finally, we illustrate how various models can be deduced as special cases of the proposed model. (C) 2011 Elsevier B.V. All rights reserved.

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Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

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The Birnbaum-Saunders regression model is becoming increasingly popular in lifetime analyses and reliability studies. In this model, the signed likelihood ratio statistic provides the basis for testing inference and construction of confidence limits for a single parameter of interest. We focus on the small sample case, where the standard normal distribution gives a poor approximation to the true distribution of the statistic. We derive three adjusted signed likelihood ratio statistics that lead to very accurate inference even for very small samples. Two empirical applications are presented. (C) 2010 Elsevier B.V. All rights reserved.

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In this article, we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test and some other competitors.

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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.

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We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.