33 resultados para Multivariate generalized t -distribution
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Zones of mixing between shallow groundwaters of different composition were unravelled by two-way regionalized classification, a technique based on correspondence analysis (CA), cluster analysis (ClA) and discriminant analysis (DA), aided by gridding, map-overlay and contouring tools. The shallow groundwaters are from a granitoid plutonite in the Funda o region (central Portugal). Correspondence analysis detected three natural clusters in the working dataset: 1, weathering; 2, domestic effluents; 3, fertilizers. Cluster analysis set an alternative distribution of the samples by the three clusters. Group memberships obtained by correspondence analysis and by cluster analysis were optimized by discriminant analysis, gridded memberships as follows: codes 1, 2 or 3 were used when classification by correspondence analysis and cluster analysis produced the same results; code 0 when the grid node was first assigned to cluster 1 and then to cluster 2 or vice versa (mixing between weathering and effluents); code 4 in the other cases (mixing between agriculture and the other influences). Code-3 areas were systematically surrounded by code-4 areas, an observation attributed to hydrodynamic dispersion. Accordingly, the extent of code-4 areas in two orthogonal directions was assumed proportional to the longitudinal and transverse dispersivities of local soils. The results (0.7-16.8 and 0.4-4.3 m, respectively) are acceptable at the macroscopic scale. The ratios between longitudinal and transverse dispersivities (1.2-11.1) are also in agreement with results obtained by other studies.
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Via an operator continued fraction scheme, we expand Kramers equation in the high friction limit. Then all distribution moments are expressed in terms of the first momemt (particle density). The latter satisfies a generalized Smoluchowsky equation. As an application, we present the nonequilibrium thermodynamics and hydrodynamical picture for the one-dimensional Brownian motion. (C) 2000 Elsevier B.V. B.V. All rights reserved.
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Tsallis postulated a generalized form for entropy and give rise to a new statistics now known as Tsallis statistics. In the present work, we compare the Tsallis statistics with the gradually truncated Levy flight, and discuss the distribution of an economical index-the Standard and Poor's 500-using the values of standard deviation as calculated by our model. We find that both statistics give almost the same distribution. Thus we feel that gradual truncation of Levy distribution, after certain critical step size for describing complex systems, is a requirement of generalized thermodynamics or similar. The gradually truncated Levy flight is based on physical considerations and bring a better physical picture of the dynamics of the whole system. Tsallis statistics gives a theoretical support. Both statistics together can be utilized for the development of a more exact portfolio theory or to understand better the complexities in human and financial behaviors. A comparison of both statistics is made. (C) 2002 Published by Elsevier B.V. B.V.
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In the context of Bayesian statistical analysis, elicitation is the process of formulating a prior density f(.) about one or more uncertain quantities to represent a person's knowledge and beliefs. Several different methods of eliciting prior distributions for one unknown parameter have been proposed. However, there are relatively few methods for specifying a multivariate prior distribution and most are just applicable to specific classes of problems and/or based on restrictive conditions, such as independence of variables. Besides, many of these procedures require the elicitation of variances and correlations, and sometimes elicitation of hyperparameters which are difficult for experts to specify in practice. Garthwaite et al. (2005) discuss the different methods proposed in the literature and the difficulties of eliciting multivariate prior distributions. We describe a flexible method of eliciting multivariate prior distributions applicable to a wide class of practical problems. Our approach does not assume a parametric form for the unknown prior density f(.), instead we use nonparametric Bayesian inference, modelling f(.) by a Gaussian process prior distribution. The expert is then asked to specify certain summaries of his/her distribution, such as the mean, mode, marginal quantiles and a small number of joint probabilities. The analyst receives that information, treating it as a data set D with which to update his/her prior beliefs to obtain the posterior distribution for f(.). Theoretical properties of joint and marginal priors are derived and numerical illustrations to demonstrate our approach are given. (C) 2010 Elsevier B.V. All rights reserved.
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We defined generalized Heaviside functions for a variable x in R-n, and for variables (x, t) in R-n x R-m. Then study properties such as: composition, invertibility, and association relation (the weak equality). This work is developed in the Colombeau generalized functions context.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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The correspondence between morphometric and isozymic geographic variation patterns of Africanized honey bees in Brazil was analyzed. Morphometric data consisted of mean vectors of 19 wing traits measured in 42 local populations distributed throughout the country. Isozymic data refer to allelic frequencies of malate dehydrogenase (MDH), and were obtained from Lobo and Krieger. The two data sets were analyzed through canonical trend surface, principal components and spatial autocorrelation analyses, and showed north-south dines, demonstrating that Africanized honey bees in southern and southeastern Brazil are more similar to European honey bees than those found in northern and northeastern regions. Also, the morphometric variation is within the limits established by the racial admixture model, considering the expected values of Africanized honey bee fore wing length (WL) in southern and northeastern regions of Brazil, estimated by combining average values of WL in the three main subspecies involved in the Africanization process (Apis mellifera scutellata, A. m. ligustica and A. m. mellifera) with racial admixture coefficients.
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A methodology to define favorable areas in petroleum and mineral exploration is applied, which consists in weighting the exploratory variables, in order to characterize their importance as exploration guides. The exploration data are spatially integrated in the selected area to establish the association between variables and deposits, and the relationships among distribution, topology, and indicator pattern of all variables. Two methods of statistical analysis were compared. The first one is the Weights of Evidence Modeling, a conditional probability approach (Agterberg, 1989a), and the second one is the Principal Components Analysis (Pan, 1993). In the conditional method, the favorability estimation is based on the probability of deposit and variable joint occurrence, with the weights being defined as natural logarithms of likelihood ratios. In the multivariate analysis, the cells which contain deposits are selected as control cells and the weights are determined by eigendecomposition, being represented by the coefficients of the eigenvector related to the system's largest eigenvalue. The two techniques of weighting and complementary procedures were tested on two case studies: 1. Recôncavo Basin, Northeast Brazil (for Petroleum) and 2. Itaiacoca Formation of Ribeira Belt, Southeast Brazil (for Pb-Zn Mississippi Valley Type deposits). The applied methodology proved to be easy to use and of great assistance to predict the favorability in large areas, particularly in the initial phase of exploration programs. © 1998 International Association for Mathematical Geology.
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In some applications like fault analysis, fault location, power quality studies, safety analysis, loss analysis, etc., knowing the neutral wire and ground currents and voltages could be of particular interest. In order to investigate effects of neutrals and system grounding on the operation of the distribution feeders with faults, in this research a hybrid short circuit algorithm is generalized. In this novel use of the technique, the neutral wire and assumed ground conductor are explicitly represented. Results obtained from several case studies using IEEE 34-node test network are presented and discussed.
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In this article, we evaluate the performance of the T2 chart based on the principal components (PC chart) and the simultaneous univariate control charts based on the original variables (SU X̄ charts) or based on the principal components (SUPC charts). The main reason to consider the PC chart lies on the dimensionality reduction. However, depending on the disturbance and on the way the original variables are related, the chart is very slow in signaling, except when all variables are negatively correlated and the principal component is wisely selected. Comparing the SU X̄, the SUPC and the T 2 charts we conclude that the SU X̄ charts (SUPC charts) have a better overall performance when the variables are positively (negatively) correlated. We also develop the expression to obtain the power of two S 2 charts designed for monitoring the covariance matrix. These joint S2 charts are, in the majority of the cases, more efficient than the generalized variance |S| chart.
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Objectives. One of the concerns of Sports Sciences is the search for methodologies that can help discover potential athletes. In this sense, some initiatives have been taken in an attempt to identify and characterize the genetic profile of dermatoglyphic marks (fingerprints). The present work has the objective of understanding the distribution of quantitative dermatoglyphic indicators in basketball players with different levels of performance compared to non-players. Methods. The subjects observed constituted 125 individuals, divided into five numerically equal groups, three of which were composed of professional basketball players according to their level of participation (Brazilian Team, National Championship and São Paulo Championship) and the last two formed by weekend players and non-players, respectively. Eleven dermatoglyphic variables were analysed in the descriptive level by means of measurement of position, variability and limits of confidence of the median, and, in inferential terms, the Kruskal-Wallis statistical test was adopted. Results. The more expressive ones were: TRC, counting lines a-b and A'-d, behave differently between athletes and non-athletes. Conclusion. Studies about this kind of analysis should be continued, calling on resources that take into consideration all variables simultaneously as a multivariate study. © 2012 Revista Andaluza de Medicina del Deporte.
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In this study, we deal with the problem of overdispersion beyond extra zeros for a collection of counts that can be correlated. Poisson, negative binomial, zero-inflated Poisson and zero-inflated negative binomial distributions have been considered. First, we propose a multivariate count model in which all counts follow the same distribution and are correlated. Then we extend this model in a sense that correlated counts may follow different distributions. To accommodate correlation among counts, we have considered correlated random effects for each individual in the mean structure, thus inducing dependency among common observations to an individual. The method is applied to real data to investigate variation in food resources use in a species of marsupial in a locality of the Brazilian Cerrado biome. © 2013 Copyright Taylor and Francis Group, LLC.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Patterns of spatio-temporal distribution of Brachyura are determined by the interaction among life history traits, inter and intraspecific relationships, as well as by the variation of abiotic factors. This study aimed to characterize patterns of spatio-temporal distribution of Persephona lichtensteinii, Persephona mediterranea and Persephona punctata in two regions of the northern coast of Sao Paulo State, southeastern region of Brazil. Collections were done monthly from July 2001 to June 2003 in Caraguatatuba and Ubatuba, using a shrimp fishery boat equipped with double-rig nets. The patterns of species distribution were tested by means of redundancy analysis (RDA) and generalized linear mixed models (GLMM) in relation to the recorded environmental factors (BT: bottom temperature, BS: bottom salinity, OM: organic matter and granulometry (Phi)). The most influent environmental factor over the species distribution was the Phi, and the ascendant order of influence was P. lichtensteinii, P. punctata and P. mediterranea. The greater abundance of P. mediterranea showed a conservative pattern of distribution for the genus in the sampled region. The greater occurrence of P. punctata and P. lichtensteinii, in distinct transects than those occupied by P. mediterranea, seems to be a strategy to avoid competition among congeneric species, which is related to the substratum specificity.