Bayesian estimation of generalized exponential distribution under noninformative priors

The generalized exponential distribution, proposed by Gupta and Kundu (1999), is a good alternative to standard lifetime distributions as exponential, Weibull or gamma. Several authors have considered the problem of Bayesian estimation of the parameters of generalized exponential distribution, assuming independent gamma priors and other informative priors. In this paper, we consider a Bayesian analysis of the generalized exponential distribution by assuming the conventional non-informative prior distributions, as Jeffreys and reference prior, to estimate the parameters. These priors are compared with independent gamma priors for both parameters. The comparison is carried out by examining the frequentist coverage probabilities of Bayesian credible intervals. We shown that maximal data information prior implies in an improper posterior distribution for the parameters of a generalized exponential distribution. It is also shown that the choice of a parameter of interest is very important for the reference prior. The different choices lead to different reference priors in this case. Numerical inference is illustrated for the parameters by considering data set of different sizes and using MCMC (Markov Chain Monte Carlo) methods.

The Conway-Maxwell-Poisson-generalized gamma regression model with long-term survivors

In this paper, we proposed a flexible cure rate survival model by assuming the number of competing causes of the event of interest following the Conway-Maxwell distribution and the time for the event to follow the generalized gamma distribution. This distribution can be used to model survival data when the hazard rate function is increasing, decreasing, bathtub and unimodal-shaped including some distributions commonly used in lifetime analysis as particular cases. Some appropriate matrices are derived in order to evaluate local influence on the estimates of the parameters by considering different perturbations, and some global influence measurements are also investigated. Finally, data set from the medical area is analysed.

Squeezed states, generalized Hermite polynomials and pseudo-diffusion equation

We show that the wavefunctions 〈pq; λ|n〈, of the harmonic oscillator in the squeezed state representation, have the generalized Hermite polynomials as their natural orthogonal polynomials. These wavefunctions lead to generalized Poisson Distribution Pn(pq;λ), which satisfy an interesting pseudo-diffusion equation: ∂Pnp,q;λ) ∂λ= 1 4 [ ∂2 ∂p2-( 1 λ2) ∂2 ∂q2]P2(p,q;λ), in which the squeeze parameter λ plays the role of time. Th entropies Sn(λ) have minima at the unsqueezed states (λ=1), which means that squeezing or stretching decreases the correlation between momentum p and position q. © 1992.

Estimação Bayesiana dos parâmetros da distribuição Exponencial Generalizada Bivariada

Pós-graduação em Matematica Aplicada e Computacional - FCT

Colombeau's theory and shock wave solutions for systems of PDEs

In this article we study the existence of shock wave solutions for systems of partial differential equations of hydrodynamics with viscosity in one space dimension in the context of Colombeau's theory of generalized functions. This study uses the equality in the strict sense and the association of generalized functions (that is the weak equality). The shock wave solutions are given in terms of generalized functions that have the classical Heaviside step function as macroscopic aspect. This means that solutions are sought in the form of sequences of regularizations to the Heaviside function that have to satisfy part of the equations in the strict sense and part of the equations in the sense of association.

Estimativa da probabilidade do evento extremo de precipitação de janeiro de 2000 no Vale do Paraíba, baseada na distribuição generalizada de pareto

Um evento extremo de precipitação ocorreu na primeira semana do ano 2000, de 1º a 5 de janeiro, no Vale do Paraíba, parte leste do Estado de São Paulo, Brasil, causando enorme impacto socioeconômico, com mortes e destruição. Este trabalho estudou este evento em 10 estações meteorológicas selecionadas que foram consideradas como aquelas tendo dados mais homogêneos do Que outras estações na região. O modelo de distribuição generalizada de Pareto (DGP) para valores extremos de precipitação de 5 dias foi desenvolvido, individualmente para cada uma dessas estações. Na modelagem da DGP, foi adotada abordagem não-estacionaria considerando o ciclo anual e tendência de longo prazo como co-variaveis. Uma conclusão desta investigação é que as quantidades de precipitação acumulada durante os 5 dias do evento estudado podem ser classificadas como extremamente raras para a região, com probabilidade de ocorrência menor do que 1% para maioria das estações, e menor do que 0,1% em três estações.

Non-stationary frequency analysis of extreme daily rainfall in São Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of São Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of São Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

Disturbances, elevation, topography and spatial proximity drive vegetation patterns along an altitudinal gradient of a top biodiversity hotspot

The correlation between vegetation patterns (species distribution and richness) and altitudinal variation has been widely reported for tropical forests, thereby providing theoretical basis for biodiversity conservation. However, this relationship may have been oversimplified, as many other factors may influence vegetation patterns, such as disturbances, topography and geographic distance. Considering these other factors, our primary question was: is there a vegetation pattern associated with substantial altitudinal variation (10-1,093 m a.s.l.) in the Atlantic Rainforest-a top hotspot for biodiversity conservation-and, if so, what are the main factors driving this pattern? We addressed this question by sampling 11 1-ha plots, applying multivariate methods, correlations and variance partitioning. The Restinga (forest on sandbanks along the coastal plains of Brazil) and a lowland area that was selectively logged 40 years ago were floristically isolated from the other plots. The maximum species richness (>200 spp. per hectare) occurred at approximately 350 m a.s.l. (submontane forest). Gaps, multiple stemmed trees, average elevation and the standard deviation of the slope significantly affected the vegetation pattern. Spatial proximity also influenced the vegetation pattern as a structuring environmental variable or via dispersal constraints. Our results clarify, for the first time, the key variables that drive species distribution and richness across a large altitudinal range within the Atlantic Rainforest. © 2013 Springer Science+Business Media Dordrecht.

Aspectos computacionais para inferência na distribuição gama generalizada

Pós-graduação em Matematica Aplicada e Computacional - FCT

Semiparametric modeling of the spatial distribution of occupational accident risk in the casual labor market, Piracicaba, southeast Brazil

The objective of this study was to estimate the spatial distribution of work accident risk in the informal work market in the urban zone of an industrialized city in southeast Brazil and to examine concomitant effects of age, gender, and type of occupation after controlling for spatial risk variation. The basic methodology adopted was that of a population-based case-control study with particular interest focused on the spatial location of work. Cases were all casual workers in the city suffering work accidents during a one-year period; controls were selected from the source population of casual laborers by systematic random sampling of urban homes. The spatial distribution of work accidents was estimated via a semiparametric generalized additive model with a nonparametric bidimensional spline of the geographical coordinates of cases and controls as the nonlinear spatial component, and including age, gender, and occupation as linear predictive variables in the parametric component. We analyzed 1,918 cases and 2,245 controls between 1/11/2003 and 31/10/2004 in Piracicaba, Brazil. Areas of significantly high and low accident risk were identified in relation to mean risk in the study region (p < 0.01). Work accident risk for informal workers varied significantly in the study area. Significant age, gender, and occupational group effects on accident risk were identified after correcting for this spatial variation. A good understanding of high-risk groups and high-risk regions underpins the formulation of hypotheses concerning accident causality and the development of effective public accident prevention policies.

Discrimination of geomorphic surfaces with multivariate analysis of soil attributes in sandstone - basalt lithosequence

O conceito de superfície geomórfica permite uma interligação entre os diferentes ramos da ciência do solo, tais como geologia, geomorfologia e pedologia. Esta associação favorece a compreensão da distribuição espacial dos solos na paisagem, e torna possível compreender o comportamento dos atributos do solo, que estão principalmente relacionadas com a estratigrafia e formas do relevo. Assim, este estudo visa à aplicação da estatística multivariada para categorizar superfícies geomórficas em uma litossequência arenito-basalto, de modo a fornecer uma base para a avaliação do solo em áreas afins. A área de estudo está localizada no município de Pereira Barreto, São Paulo, Brasil. A área escolhida possui 530 hectares, onde foram localizadas e mapeadas três superfícies geomórficas (I, II e III). Na área, 134 amostras foram coletadas nas profundidades de 0,0-0,2 m e 0,8-1,0 m, foram determinados os conteúdos de areia, silte e argila, pH em CaCl2, conteúdo de MO, P, Ca, Mg, K, Al e H+Al. Com base nos resultados, foram realizadas a análise univariada e multivariada de variância, clusters e principal componente, a fim de comparar as três superfícies geomórficas. A análise estatística univariada dos atributos do solo não foi eficiente na identificação das três superfícies geomórficas. Utilizando-se os atributos físicos e químicos do solo, as técnicas estatísticas multivariada permitiram à separação dos três grupos de corpos naturais do solo que foram equivalentes as três superfícies geomórficas mapeadas. Estes resultados são interessantes, pois demonstram a viabilidade da utilização de classificação numérica das superfícies geomórficas para ajudar no mapeamento de solo.

A new chart based on sample variances for monitoring the covariance matrix of multivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Bathymetric distribution of brachyuran crab (Crustacea, Decapoda) communities on coastal soft bottoms off southeastern Brazil

The communities of brachyuran crabs living on soft bottoms off Ubatuba in SE Brazil were studied with respect to their structure, bathymetric distribution, composition, diversity and indices of similarity. The data were analyzed using multivariate techniques of classification and ordination. Most of the individuals caught during summer were the swimming crab Portunas spinicarpus at the 35 m isobath, which contributed to the much-decreased diversity in this season and site. Multivariate analysis indicated that the species were distributed according to depth and also in relation to environmental gradients.

Geographic Distribution and Morphological Variation of Striped and Nonstriped Populations of the Brazilian Atlantic Forest Treefrog Hypsiboas bischoffi (Anura: Hylidae)

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Laguerre moments and generalized functions

Here we explore the link between the moments of the Laguerre polynomials or Laguerre moments and the generalized functions (as the Dirac delta-function and its derivatives), presenting several interesting relations. A useful application is related to a procedure for calculating mean values in quantum optics that makes use of the so-called quasi-probabilities. One of them, the P-distribution, can be represented by a sum over Laguerre moments when the electromagnetic field is in a photon-number state. Consequently, the P-distribution can be expressed in terms of Dirac delta-function and derivatives. More specifically, we found a direct relation between P-distributions and the Laguerre factorial moments.