986 resultados para Probability and statistics


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A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

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The birth, death and catastrophe process is an extension of the birth-death process that incorporates the possibility of reductions in population of arbitrary size. We will consider a general form of this model in which the transition rates are allowed to depend on the current population size in an arbitrary manner. The linear case, where the transition rates are proportional to current population size, has been studied extensively. In particular, extinction probabilities, the expected time to extinction, and the distribution of the population size conditional on nonextinction (the quasi-stationary distribution) have all been evaluated explicitly. However, whilst these characteristics are of interest in the modelling and management of populations, processes with linear rate coefficients represent only a very limited class of models. We address this limitation by allowing for a wider range of catastrophic events. Despite this generalisation, explicit expressions can still be found for the expected extinction times.

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We analyze theoretically the interplay between optical return-to-zero signal degradation due to timing jitter and additive amplified-spontaneous-emission noise. The impact of these two factors on the performance of a square-law direct detection receiver is also investigated. We derive an analytical expression for the bit-error probability and quantitatively determine the conditions when the contributions of the effects of timing jitter and additive noise to the bit error rate can be treated separately. The analysis of patterning effects is also presented. © 2007 IEEE.

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The three-parameter lognormal distribution is the extension of the two-parameter lognormal distribution to meet the need of the biological, sociological, and other fields. Numerous research papers have been published for the parameter estimation problems for the lognormal distributions. The inclusion of the location parameter brings in some technical difficulties for the parameter estimation problems, especially for the interval estimation. This paper proposes a method for constructing exact confidence intervals and exact upper confidence limits for the location parameter of the three-parameter lognormal distribution. The point estimation problem is discussed as well. The performance of the point estimator is compared with the maximum likelihood estimator, which is widely used in practice. Simulation result shows that the proposed method is less biased in estimating the location parameter. The large sample size case is discussed in the paper.

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Lognormal distribution has abundant applications in various fields. In literature, most inferences on the two parameters of the lognormal distribution are based on Type-I censored sample data. However, exact measurements are not always attainable especially when the observation is below or above the detection limits, and only the numbers of measurements falling into predetermined intervals can be recorded instead. This is the so-called grouped data. In this paper, we will show the existence and uniqueness of the maximum likelihood estimators of the two parameters of the underlying lognormal distribution with Type-I censored data and grouped data. The proof was first established under the case of normal distribution and extended to the lognormal distribution through invariance property. The results are applied to estimate the median and mean of the lognormal population.

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1. Genomewide association studies (GWAS) enable detailed dissections of the genetic basis for organisms' ability to adapt to a changing environment. In long-term studies of natural populations, individuals are often marked at one point in their life and then repeatedly recaptured. It is therefore essential that a method for GWAS includes the process of repeated sampling. In a GWAS, the effects of thousands of single-nucleotide polymorphisms (SNPs) need to be fitted and any model development is constrained by the computational requirements. A method is therefore required that can fit a highly hierarchical model and at the same time is computationally fast enough to be useful. 2. Our method fits fixed SNP effects in a linear mixed model that can include both random polygenic effects and permanent environmental effects. In this way, the model can correct for population structure and model repeated measures. The covariance structure of the linear mixed model is first estimated and subsequently used in a generalized least squares setting to fit the SNP effects. The method was evaluated in a simulation study based on observed genotypes from a long-term study of collared flycatchers in Sweden. 3. The method we present here was successful in estimating permanent environmental effects from simulated repeated measures data. Additionally, we found that especially for variable phenotypes having large variation between years, the repeated measurements model has a substantial increase in power compared to a model using average phenotypes as a response. 4. The method is available in the R package RepeatABEL. It increases the power in GWAS having repeated measures, especially for long-term studies of natural populations, and the R implementation is expected to facilitate modelling of longitudinal data for studies of both animal and human populations.

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We consider a branching model, which we call the collision branching process (CBP), that accounts for the effect of collisions, or interactions, between particles or individuals. We establish that there is a unique CBP, and derive necessary and sufficient conditions for it to be nonexplosive. We review results on extinction probabilities, and obtain explicit expressions for the probability of explosion and the expected hitting times. The upwardly skip-free case is studied in some detail.

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We employ comprehensive linked employer-employee data for Brazil to analyze wage determinants and compare results to Abowd et al. (2001) for French and U.S. manufacturing. While returns to human capita in Brazilian manufacturing exceed those of the other countries, occupation and gender differentials are similar. The worker-characteristics component accounts for much of the greater wage inequality in Brazil, but the establishment-fixed component has scant explanatory power. Thus, firm-or industry-level factors offer little scope for explaining the differences in wage inequality. Brazil`s wage structure resembles that of France, a country with some similarity in labor market institutions.

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This paper uses a unique new data set on manufacturing firms in Brazil and India to estimate production functions, augmented by information and communications technology (ICT). We find a strong positive association between ICT capital and productivity in both countries that is robust to several different specification tests. The paper also breaks new ground when using the Indian data to investigate the effect of the institutional and policy environment on ICT capital investment and productivity. We find that poorer infrastructure quality and labor market policy are associated with lower levels of ICT adoption, while poorer infrastructure is also associated with lower returns to investment.

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HE PROBIT MODEL IS A POPULAR DEVICE for explaining binary choice decisions in econometrics. It has been used to describe choices such as labor force participation, travel mode, home ownership, and type of education. These and many more examples can be found in papers by Amemiya (1981) and Maddala (1983). Given the contribution of economics towards explaining such choices, and given the nature of data that are collected, prior information on the relationship between a choice probability and several explanatory variables frequently exists. Bayesian inference is a convenient vehicle for including such prior information. Given the increasing popularity of Bayesian inference it is useful to ask whether inferences from a probit model are sensitive to a choice between Bayesian and sampling theory techniques. Of interest is the sensitivity of inference on coefficients, probabilities, and elasticities. We consider these issues in a model designed to explain choice between fixed and variable interest rate mortgages. Two Bayesian priors are employed: a uniform prior on the coefficients, designed to be noninformative for the coefficients, and an inequality restricted prior on the signs of the coefficients. We often know, a priori, whether increasing the value of a particular explanatory variable will have a positive or negative effect on a choice probability. This knowledge can be captured by using a prior probability density function (pdf) that is truncated to be positive or negative. Thus, three sets of results are compared:those from maximum likelihood (ML) estimation, those from Bayesian estimation with an unrestricted uniform prior on the coefficients, and those from Bayesian estimation with a uniform prior truncated to accommodate inequality restrictions on the coefficients.

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Two hazard risk assessment matrices for the ranking of occupational health risks are described. The qualitative matrix uses qualitative measures of probability and consequence to determine risk assessment codes for hazard-disease combinations. A walk-through survey of an underground metalliferous mine and concentrator is used to demonstrate how the qualitative matrix can be applied to determine priorities for the control of occupational health hazards. The semi-quantitative matrix uses attributable risk as a quantitative measure of probability and uses qualitative measures of consequence. A practical application of this matrix is the determination of occupational health priorities using existing epidemiological studies. Calculated attributable risks from epidemiological studies of hazard-disease combinations in mining and minerals processing are used as examples. These historic response data do not reflect the risks associated with current exposures. A method using current exposure data, known exposure-response relationships and the semi-quantitative matrix is proposed for more accurate and current risk rankings.

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This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.

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The use of Mobile and Wireless Information Technologies (MWIT) for provisioning public services by a government is a relatively recent phenomenon. This paper evaluates the results of MWIT adoption by IBGE (The Brazilian Institute of Geography and Statistics) through a case study. In 2007, IBGE applied 82,000 mobile devices (PDAs) for data gathering in a census operation in Brazil. A set of challenges for a large scale application of MWIT required intensive work involving innovative working practices and service goals. The case reveals a set of outputs of this process, such as time and cost reductions in service provision, improved information quality, staff training and increased organizational effectiveness and agility.