Numerical convergence of the Block-Maxima approach to the generalized extreme value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. (Phys. Rev. Lett. 97(21): 210602, 2006) have found analytical results.

Flight periodicity and the vertical distribution of high-altitude moth migration over southern Britain

The continuous operation of insect-monitoring radars in the UK has permitted, for the first time, the characterization of various phenomena associated with high-altitude migration of large insects over this part of northern Europe. Previous studies have taken a case-study approach, concentrating on a small number of nights of particular interest. Here, combining data from two radars, and from an extensive suction- and light-trapping network, we have undertaken a more systematic, longer-term study of diel flight periodicity and vertical distribution of macro-insects in the atmosphere. Firstly, we identify general features of insect abundance and stratification, occurring during the 24-hour cycle, which emerge from four years’ aggregated radar data for the summer months in southern Britain. These features include mass emigrations at dusk and to a lesser extent at dawn, and daytime concentrations associated with thermal convection. We then focus our attention on the well-defined layers of large nocturnal migrants that form in the early evening, usually at heights of 200–500 m above ground. We present evidence from both radar and trap data that these nocturnal layers are composed mainly of noctuid moths, with species such as Noctua pronuba, Autographa gamma, Agrotis exclamationis, A. segetum, Xestia c-nigrum and Phlogophora meticulosa predominating.

Diagnosis of variability and trends in a global precipitation dataset using a physically motivated statistical model

A physically motivated statistical model is used to diagnose variability and trends in wintertime ( October - March) Global Precipitation Climatology Project (GPCP) pentad (5-day mean) precipitation. Quasi-geostrophic theory suggests that extratropical precipitation amounts should depend multiplicatively on the pressure gradient, saturation specific humidity, and the meridional temperature gradient. This physical insight has been used to guide the development of a suitable statistical model for precipitation using a mixture of generalized linear models: a logistic model for the binary occurrence of precipitation and a Gamma distribution model for the wet day precipitation amount. The statistical model allows for the investigation of the role of each factor in determining variations and long-term trends. Saturation specific humidity q(s) has a generally negative effect on global precipitation occurrence and with the tropical wet pentad precipitation amount, but has a positive relationship with the pentad precipitation amount at mid- and high latitudes. The North Atlantic Oscillation, a proxy for the meridional temperature gradient, is also found to have a statistically significant positive effect on precipitation over much of the Atlantic region. Residual time trends in wet pentad precipitation are extremely sensitive to the choice of the wet pentad threshold because of increasing trends in low-amplitude precipitation pentads; too low a choice of threshold can lead to a spurious decreasing trend in wet pentad precipitation amounts. However, for not too small thresholds, it is found that the meridional temperature gradient is an important factor for explaining part of the long-term trend in Atlantic precipitation.

Diagnosis of variability and trends in a global precipitation dataset using a physically motivated statistical model

A physically motivated statistical model is used to diagnose variability and trends in wintertime ( October - March) Global Precipitation Climatology Project (GPCP) pentad (5-day mean) precipitation. Quasi-geostrophic theory suggests that extratropical precipitation amounts should depend multiplicatively on the pressure gradient, saturation specific humidity, and the meridional temperature gradient. This physical insight has been used to guide the development of a suitable statistical model for precipitation using a mixture of generalized linear models: a logistic model for the binary occurrence of precipitation and a Gamma distribution model for the wet day precipitation amount. The statistical model allows for the investigation of the role of each factor in determining variations and long-term trends. Saturation specific humidity q(s) has a generally negative effect on global precipitation occurrence and with the tropical wet pentad precipitation amount, but has a positive relationship with the pentad precipitation amount at mid- and high latitudes. The North Atlantic Oscillation, a proxy for the meridional temperature gradient, is also found to have a statistically significant positive effect on precipitation over much of the Atlantic region. Residual time trends in wet pentad precipitation are extremely sensitive to the choice of the wet pentad threshold because of increasing trends in low-amplitude precipitation pentads; too low a choice of threshold can lead to a spurious decreasing trend in wet pentad precipitation amounts. However, for not too small thresholds, it is found that the meridional temperature gradient is an important factor for explaining part of the long-term trend in Atlantic precipitation.

Generalized beta generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets.

Sequence analysis and distribution in Salmonella enterica serovars of IS3-like elements

The genome of Salmonella enterica serovar Enteritidis was shown to possess three IS3-like insertion elements, designated IS1230A, B and C, and each was cloned and their respective deoxynucleotide sequences determined. Mutations in elements IS1230A and B resulted in frameshifts in the open reading frames that encoded a putative transposase to be inactive. IS1230C was truncated at nucleotide 774 relative to IS1230B and therefore did not possess the 3' terminal inverted repeat. The three IS1230 derivatives were closely related to each other based on nucleotide sequence similarity. IS1230A was located adjacent to the sef operon encoding SEF14 fimbriae located at minute 97 of the genome of S. Enteritidis. IS1230B was located adjacent to the umuDC operon at minute 42.5 on the genome, itself located near to one terminus of an 815-kb genome inversion of S. Enteritidis relative to S. Typhimurium. IS1230C was located next to attB, the bacteriophage P22 attachment site, and proB, encoding gamma-glutamyl phosphate reductase. A truncated 3' remnant of IS1230, designated IS1230T, was identified in a clinical isolate of S. Typhimurium DT193 strain 2391. This element was located next to attB adjacent to which were bacteriophage P22-like sequences. Southern hybridisation of total genomic DNA from eighteen phage types of S. Enteritidis and eighteen definitive types of S. Typhimurium showed similar, if not identical, restriction fragment profiles in the respective serovars when probed with IS1230A.

Describing seasonal variability in the distribution of daily effective temperatures for 1985-2009 compared to 1904-1984 for De Bilt, Holland

This paper proposes a method for describing the distribution of observed temperatures on any day of the year such that the distribution and summary statistics of interest derived from the distribution vary smoothly through the year. The method removes the noise inherent in calculating summary statistics directly from the data thus easing comparisons of distributions and summary statistics between different periods. The method is demonstrated using daily effective temperatures (DET) derived from observations of temperature and wind speed at De Bilt, Holland. Distributions and summary statistics are obtained from 1985 to 2009 and compared to the period 1904–1984. A two-stage process first obtains parameters of a theoretical probability distribution, in this case the generalized extreme value (GEV) distribution, which describes the distribution of DET on any day of the year. Second, linear models describe seasonal variation in the parameters. Model predictions provide parameters of the GEV distribution, and therefore summary statistics, that vary smoothly through the year. There is evidence of an increasing mean temperature, a decrease in the variability in temperatures mainly in the winter and more positive skew, more warm days, in the summer. In the winter, the 2% point, the value below which 2% of observations are expected to fall, has risen by 1.2 °C, in the summer the 98% point has risen by 0.8 °C. Medians have risen by 1.1 and 0.9 °C in winter and summer, respectively. The method can be used to describe distributions of future climate projections and other climate variables. Further extensions to the methodology are suggested.

Peroxisome proliferator-activated receptor-gamma co-activator-1alpha (PGC-1alpha) gene polymorphisms and their relationship to Type 2 diabetes in Asian Indians

AIMS: The objective of the present investigation was to examine the relationship of three polymorphisms, Thr394Thr, Gly482Ser and +A2962G, of the peroxisome proliferator activated receptor-gamma co-activator-1 alpha (PGC-1alpha) gene with Type 2 diabetes in Asian Indians. METHODS: The study group comprised 515 Type 2 diabetic and 882 normal glucose tolerant subjects chosen from the Chennai Urban Rural Epidemiology Study, an ongoing population-based study in southern India. The three polymorphisms were genotyped using polymerase chain reaction-restriction fragment length polymorphism (PCR-RFLP). Haplotype frequencies were estimated using an expectation-maximization (EM) algorithm. Linkage disequilibrium was estimated from the estimates of haplotypic frequencies. RESULTS: The three polymorphisms studied were not in linkage disequilibrium. With respect to the Thr394Thr polymorphism, 20% of the Type 2 diabetic patients (103/515) had the GA genotype compared with 12% of the normal glucose tolerance (NGT) subjects (108/882) (P = 0.0004). The frequency of the A allele was also higher in Type 2 diabetic subjects (0.11) compared with NGT subjects (0.07) (P = 0.002). Regression analysis revealed the odds ratio for Type 2 diabetes for the susceptible genotype (XA) to be 1.683 (95% confidence intervals: 1.264-2.241, P = 0.0004). Age adjusted glycated haemoglobin (P = 0.003), serum cholesterol (P = 0.001) and low-density lipoprotein (LDL) cholesterol (P = 0.001) levels and systolic blood pressure (P = 0.001) were higher in the NGT subjects with the XA genotype compared with GG genotype. There were no differences in genotype or allelic distribution between the Type 2 diabetic and NGT subjects with respect to the Gly482Ser and +A2962G polymorphisms. CONCLUSIONS: The A allele of Thr394Thr (G --> A) polymorphism of the PGC-1 gene is associated with Type 2 diabetes in Asian Indian subjects and the XA genotype confers 1.6 times higher risk for Type 2 diabetes compared with the GG genotype in this population.

Type-1 error inflation in the traditional by-participant analysis to metamemory accuracy: a generalized mixed-effects model perspective

In order to examine metacognitive accuracy (i.e., the relationship between metacognitive judgment and memory performance), researchers often rely on by-participant analysis, where metacognitive accuracy (e.g., resolution, as measured by the gamma coefficient or signal detection measures) is computed for each participant and the computed values are entered into group-level statistical tests such as the t-test. In the current work, we argue that the by-participant analysis, regardless of the accuracy measurements used, would produce a substantial inflation of Type-1 error rates, when a random item effect is present. A mixed-effects model is proposed as a way to effectively address the issue, and our simulation studies examining Type-1 error rates indeed showed superior performance of mixed-effects model analysis as compared to the conventional by-participant analysis. We also present real data applications to illustrate further strengths of mixed-effects model analysis. Our findings imply that caution is needed when using the by-participant analysis, and recommend the mixed-effects model analysis.