Income modeling using Quantile Functions

Department of Statistics, Cochin University of Science and Technology

‘Reliability Concepts in Quantile-based Analysis of Lifetime Data

Reliability analysis is a well established branch of statistics that deals with the statistical study of different aspects of lifetimes of a system of components. As we pointed out earlier that major part of the theory and applications in connection with reliability analysis were discussed based on the measures in terms of distribution function. In the beginning chapters of the thesis, we have described some attractive features of quantile functions and the relevance of its use in reliability analysis. Motivated by the works of Parzen (1979), Freimer et al. (1988) and Gilchrist (2000), who indicated the scope of quantile functions in reliability analysis and as a follow up of the systematic study in this connection by Nair and Sankaran (2009), in the present work we tried to extend their ideas to develop necessary theoretical framework for lifetime data analysis. In Chapter 1, we have given the relevance and scope of the study and a brief outline of the work we have carried out. Chapter 2 of this thesis is devoted to the presentation of various concepts and their brief reviews, which were useful for the discussions in the subsequent chapters .In the introduction of Chapter 4, we have pointed out the role of ageing concepts in reliability analysis and in identifying life distributions .In Chapter 6, we have studied the first two L-moments of residual life and their relevance in various applications of reliability analysis. We have shown that the first L-moment of residual function is equivalent to the vitality function, which have been widely discussed in the literature .In Chapter 7, we have defined percentile residual life in reversed time (RPRL) and derived its relationship with reversed hazard rate (RHR). We have discussed the characterization problem of RPRL and demonstrated with an example that the RPRL for given does not determine the distribution uniquely

Quantile based entropy function

Quantile functions are efficient and equivalent alternatives to distribution functions in modeling and analysis of statistical data (see Gilchrist, 2000; Nair and Sankaran, 2009). Motivated by this, in the present paper, we introduce a quantile based Shannon entropy function. We also introduce residual entropy function in the quantile setup and study its properties. Unlike the residual entropy function due to Ebrahimi (1996), the residual quantile entropy function determines the quantile density function uniquely through a simple relationship. The measure is used to define two nonparametric classes of distributions

Quantile based entropy function in past lifetime

Di Crescenzo and Longobardi (2002) introduced a measure of uncertainty in past lifetime distributions and studied its relationship with residual entropy function. In the present paper, we introduce a quantile version of the entropy function in past lifetime and study its properties. Unlike the measure of uncertainty given in Di Crescenzo and Longobardi (2002) the proposed measure uniquely determines the underlying probability distribution. The measure is used to study two nonparametric classes of distributions. We prove characterizations theorems for some well known quantile lifetime distributions

Rényi’s residual entropy: A quantile approach

In the present paper, we introduce a quantile based Rényi’s entropy function and its residual version. We study certain properties and applications of the measure. Unlike the residual Rényi’s entropy function, the quantile version uniquely determines the distribution

Quantile based reliability aspects of partial moments

Partial moments are extensively used in literature for modeling and analysis of lifetime data. In this paper, we study properties of partial moments using quantile functions. The quantile based measure determines the underlying distribution uniquely. We then characterize certain lifetime quantile function models. The proposed measure provides alternate definitions for ageing criteria. Finally, we explore the utility of the measure to compare the characteristics of two lifetime distributions

Quantile based stop-loss transform and its applications

Partial moments are extensively used in actuarial science for the analysis of risks. Since the first order partial moments provide the expected loss in a stop-loss treaty with infinite cover as a function of priority, it is referred as the stop-loss transform. In the present work, we discuss distributional and geometric properties of the first and second order partial moments defined in terms of quantile function. Relationships of the scaled stop-loss transform curve with the Lorenz, Gini, Bonferroni and Leinkuhler curves are developed

A Quantile based analysis of income data

Dept. of Statistics, CUSAT

Hydrogeology and hydrochemistry of the aquifer systems of Kuttanad area, Kerala: Their role in understanding the evolution of groundwaters

This is an attempt to understand the important factors that control the occurrence, development and hydrochemical evolution of groundwater resources in sedimentary multi aquifer systems. The primary objective of this work is an integrated study of the hydrogeology and hydrochemistry with a view to elucidate the hydrochemical evolution of groundwater resources in the aquifer systems. The study is taken up in a typical coastal sedimentary aquifer system evolved under fluvio-marine environment in the coastal area of Kerala, known as the Kuttanad. The present study has been carried out to understand the aquifer systems, their inter relationships and evolution in the Kuttanad area of Kerala. The multi aquifer systems in the Kuttanad basin were formed from the sediments deposited under fluvio-marine and fluvial depositional environments and the marine transgressions and regressions in the geological past and palaeo climatic conditions influenced the hydrochemical environment in these aquifers. The evolution of groundwater and the hydrochemical processes involved in the formation of the present day water quality are elucidated from hydrochemical studies and the information derived from the aquifer geometry and hydraulic properties. Kuttanad area comprises of three types of aquifer systems namely phreatic aquifer underlain by Recent confined aquifer followed by Tertiary confined aquifers. These systems were formed by the deposition of sediments under fluvio-marine and fluvial environment. The study of the hydrochemical and hydraulic properties of the three aquifer systems proved that these three systems are separate entities. The phreatic aquifers in the area have low hydraulic gradients and high rejected recharge. The Recent confined aquifer has very poor hydraulic characteristics and recharge to this aquifer is very low. The Tertiary aquifer system is the most potential fresh water aquifer system in the area and the groundwater flow in the aquifer is converging towards the central part of the study area (Alleppey town) due to large scale pumping of water for water supply from this aquifer system. Mixing of waters and anthropogenic interferences are the dominant processes modifying the hydrochemistry in phreatic aquifers. Whereas, leaching of salts and cation exchange are the dominant processes modifying the hydrochemistry of groundwater in the confined aquifer system of Recent alluvium. Two significant chemical reactions modifying the hydrochemistry in the Recent aquifers are oxidation of iron in ferruginous clays which contributes hydrogen ions and the decomposition of organic matter in the aquifer system which consumes hydrogen ions. The hydrochemical environment is entirely different in the Tertiary aquifers as the groundwater in this aquifer system are palaeo waters evolved during various marine transgressions and regressions and these waters are being modified by processes of leaching of salts, cation exchange and chemical reactions under strong reducing environment. It is proved that the salinity observed in the groundwaters of Tertiary aquifers are not due to seawater mixing or intrusion, but due to dissolution of salts from the clay formations and ion exchange processes. Fluoride contamination in this aquifer system lacks a regional pattern and is more or less site specific in natureThe lowering of piezometric heads in the Tertiary aquifer system has developed as consequence of large scale pumping over a long period. Hence, puping from this aquifer system is to be regulated as a groundwater management strategy. Pumping from the Tertiary aquifers with high capacity pumps leads to well failures and mixing of saline water from the brackish zones. Such mixing zones are noticed from the hydrochemical studies. This is the major aquifer contamination in the Tertiary aquifer system which requires immediate attention. Usage of pumps above 10 HP capacities in wells taping Tertiary aquifers should be discouraged for sustainable development of these aquifers. The recharge areas need to be identified precisely for recharging the aquifer systems throughartificial means.