A unified view on lifetime distributions arising from selection mechanisms

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.

On the unification of long-term survival models

In this paper we extend the long-term survival model proposed by Chen et al. [Chen, M.-H., Ibrahim, J.G., Sinha, D., 1999. A new Bayesian model for survival data with a surviving fraction. journal of the American Statistical Association 94, 909-919] via the generating function of a real sequence introduced by Feller [Feller, W., 1968. An Introduction to Probability Theory and its Applications, third ed., vol. 1, Wiley, New York]. A direct consequence of this new formulation is the unification of the long-term survival models proposed by Berkson and Gage [Berkson, J., Gage, R.P., 1952. Survival cure for cancer patients following treatment. journal of the American Statistical Association 47, 501-515] and Chen et al. (see citation above). Also, we show that the long-term survival function formulated in this paper satisfies the proportional hazards property if, and only if, the number of competing causes related to the occurrence of an event of interest follows a Poisson distribution. Furthermore, a more flexible model than the one proposed by Yin and Ibrahim [Yin, G., Ibrahim, J.G., 2005. Cure rate models: A unified approach. The Canadian journal of Statistics 33, 559-570] is introduced and, motivated by Feller`s results, a very useful competing index is defined. (c) 2008 Elsevier B.V. All rights reserved.

Field on Poincare Group and Quantum Description of Orientable Objects

We propose an approach to the quantum-mechanical description of relativistic orientable objects. It generalizes Wigner`s ideas concerning the treatment of nonrelativistic orientable objects (in particular, a nonrelativistic rotator) with the help of two reference frames (space-fixed and body-fixed). A technical realization of this generalization (for instance, in 3+1 dimensions) amounts to introducing wave functions that depend on elements of the Poincar, group G. A complete set of transformations that test the symmetries of an orientable object and of the embedding space belongs to the group I =GxG. All such transformations can be studied by considering a generalized regular representation of G in the space of scalar functions on the group, f(x,z), that depend on the Minkowski space points xaG/Spin(3,1) as well as on the orientation variables given by the elements z of a matrix ZaSpin(3,1). In particular, the field f(x,z) is a generating function of the usual spin-tensor multi-component fields. In the theory under consideration, there are four different types of spinors, and an orientable object is characterized by ten quantum numbers. We study the corresponding relativistic wave equations and their symmetry properties.

Fock space for fermion-like lattices and the linear Glauber model

The concept of Fock space representation is developed to deal with stochastic spin lattices written in terms of fermion operators. A density operator is introduced in order to follow in parallel the developments of the case of bosons in the literature. Some general conceptual quantities for spin lattices are then derived, including the notion of generating function and path integral via Grassmann variables. The formalism is used to derive the Liouvillian of the d-dimensional Linear Glauber dynamics in the Fock-space representation. Then the time evolution equations for the magnetization and the two-point correlation function are derived in terms of the number operator. (C) 2008 Elsevier B.V. All rights reserved.

Random sums of exchangeable variables and actuarial applications

In this paper we study the accumulated claim in some fixed time period, skipping the classical assumption of mutual independence between the variables involved. Two basic models are considered: Model I assumes that any pair of claims are equally correlated which means that the corresponding square-integrable sequence is exchangeable one. Model 2 states that the correlations between the adjacent claims are the same. Recurrence and explicit expressions for the joint probability generating function are derived and the impact of the dependence parameter (correlation coefficient) in both models is examined. The Markov binomial distribution is obtained as a particular case under assumptions of Model 2. (C) 2007 Elsevier B.V. All rights reserved.

On the Skew-Normal-Cauchy Distribution

In this article, we study further properties of a skew normal distribution, called the skew-normal-Cauchy (SNC) distribution by Nadarajah and Kotz (2003). A stochastic representation is obtained which allows alternative derivations for moments, moments generating function, and skewness and kurtosis coefficients. Issues related to singularity of the Fisher information matrix are investigated.

A New Class of Non Negative Distributions Generated by Symmetric Distributions

In this article, we study a new class of non negative distributions generated by the symmetric distributions around zero. For the special case of the distribution generated using the normal distribution, properties like moments generating function, stochastic representation, reliability connections, and inference aspects using methods of moments and maximum likelihood are studied. Moreover, a real data set is analyzed, illustrating the fact that good fits can result.

The exponentiated generalized inverse Gaussian distribution

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.

The beta-Birnbaum-Saunders distribution An improved distribution for fatigue life modeling

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

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.

N-acetylcysteine protects against renal injury following bilateral ureteral obstruction

Background. Obstructive nephropathy decreases renal blood flow (RBF) and glomerular filtration rate (GFR), causing tubular abnormalities, such as urinary concentrating defect, as well as increasing oxidative stress. This study aimed to evaluate the effects of N-acetylcysteine (NAC) on renal function, as well as on the protein expression of aquaporin 2 (AQP2) and endothelial nitric oxide synthase (eNOS), after the relief of bilateral ureteral obstruction (BUO). Methods. Adult male Wistar rats were divided into four groups: sham (sham operated); sham operated + 440 mg/kg body weight (BW) of NAC daily in drinking water, started 2 days before and maintained until 48 h after the surgery; BUO (24-h BUO only); BUO + NAC-pre (24-h BUO plus 440 mg/kg BW of NAC daily in drinking water started 2 days before BUO); and BUO + NAC-post (24-h BUO plus 440 mg/kg BW of NAC daily in drinking water started on the day of BUO relief). Experiments were conducted 48 h after BUO relief. Results. Serum levels of thiobarbituric reactive substances, which are markers of lipid peroxidation, were significantly lower in NAC-treated rats than in the BUO group rats. The administration of NAC provided significant protection against post-BUO GFR drops and reductions in RBF. Renal cortices and BUO rats presented decreased eNOS protein expression of eNOS in the renal cortex of BUO group rats, whereas it was partially recovered in BUO + NAC-pre group rats. Urine osmolality was significantly lower in BUO rats than in sham group rats or NAC-treated rats, the last also presenting less interstitial fibrosis. Post-BUO downregulation of AQP2 protein expression was averted in the BUO + NAC-pre group rats. Conclusions. This study demonstrates that NAC administration ameliorates the renal function impairment observed 48 h after the relief of 24-h BUO. Oxidative stress is important for the suppression of GFR, RBF, tissue AQP2 and eNOS in the polyuric phase after the release of BUO.

Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization

Augmented Lagrangian methods for large-scale optimization usually require efficient algorithms for minimization with box constraints. On the other hand, active-set box-constraint methods employ unconstrained optimization algorithms for minimization inside the faces of the box. Several approaches may be employed for computing internal search directions in the large-scale case. In this paper a minimal-memory quasi-Newton approach with secant preconditioners is proposed, taking into account the structure of Augmented Lagrangians that come from the popular Powell-Hestenes-Rockafellar scheme. A combined algorithm, that uses the quasi-Newton formula or a truncated-Newton procedure, depending on the presence of active constraints in the penalty-Lagrangian function, is also suggested. Numerical experiments using the Cute collection are presented.