The Kumaraswamy Gumbel distribution

The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.

Tests for Comparing Mark-Specific Hazards and Cumulative Incidence Functions

It is of interest in some applications to determine whether there is a relationship between a hazard rate function (or a cumulative incidence function) and a mark variable which is only observed at uncensored failure times. We develop nonparametric tests for this problem when the mark variable is continuous. Tests are developed for the null hypothesis that the mark-specific hazard rate is independent of the mark versus ordered and two-sided alternatives expressed in terms of mark-specific hazard functions and mark-specific cumulative incidence functions. The test statistics are based on functionals of a bivariate test process equal to a weighted average of differences between a Nelson--Aalen-type estimator of the mark-specific cumulative hazard function and a nonparametric estimator of this function under the null hypothesis. The weight function in the test process can be chosen so that the test statistics are asymptotically distribution-free.Asymptotically correct critical values are obtained through a simple simulation procedure. The testing procedures are shown to perform well in numerical studies, and are illustrated with an AIDS clinical trial example. Specifically, the tests are used to assess if the instantaneous or absolute risk of treatment failure depends on the amount of accumulation of drug resistance mutations in a subject's HIV virus. This assessment helps guide development of anti-HIV therapies that surmount the problem of drug resistance.

Nonparametric Estimation of the Bivariate Recurrence Time Distribution

This paper considers statistical models in which two different types of events, such as the diagnosis of a disease and the remission of the disease, occur alternately over time and are observed subject to right censoring. We propose nonparametric estimators for the joint distribution of bivariate recurrence times and the marginal distribution of the first recurrence time. In general, the marginal distribution of the second recurrence time cannot be estimated due to an identifiability problem, but a conditional distribution of the second recurrence time can be estimated non-parametrically. In literature, statistical methods have been developed to estimate the joint distribution of bivariate recurrence times based on data of the first pair of censored bivariate recurrence times. These methods are efficient in the current model because recurrence times of higher orders are not used. Asymptotic properties of the estimators are established. Numerical studies demonstrate the estimator performs well with practical sample sizes. We apply the proposed method to a Denmark psychiatric case register data set for illustration of the methods and theory.

Meromorphic continuation of functions and arbitrary distribution of interpolation points

We characterize the region of meromorphic continuation of an analytic function ff in terms of the geometric rate of convergence on a compact set of sequences of multi-point rational interpolants of ff. The rational approximants have a bounded number of poles and the distribution of interpolation points is arbitrary.

A Recession Notion for a Class of Monotone Bivariate Functions

Using monotone bifunctions, we introduce a recession concept for general equilibrium problems relying on a variational convergence notion. The interesting purpose is to extend some results of P. L. Lions on variational problems. In the process we generalize some results by H. Brezis and H. Attouch relative to the convergence of the resolvents associated with maximal monotone operators.

New Bivariate Lifetime Distributions Based on Bath-Tub Shaped Failure Rate

A class of lifetime distributions which has received considerable attention in modelling and analysis of lifetime data is the class of lifetime distributions with bath-tub shaped failure rate functions because of their extensive applications. The purpose of this thesis was to introduce a new class of bivariate lifetime distributions with bath-tub shaped failure rates (BTFRFs). In this research, first we reviewed univariate lifetime distributions with bath-tub shaped failure rates, and several multivariate extensions of a univariate failure rate function. Then we introduced a new class of bivariate distributions with bath-tub shaped failure rates (hazard gradients). Specifically, the new class of bivariate lifetime distributions were developed using the method of Morgenstern’s method of defining bivariate class of distributions with given marginals. The computer simulations and numerical computations were used to investigate the properties of these distributions.

Study on Bivariate Normal Distribution

Let (X, Y) be bivariate normal random vectors which represent the responses as a result of Treatment 1 and Treatment 2. The statistical inference about the bivariate normal distribution parameters involving missing data with both treatment samples is considered. Assuming the correlation coefficient ρ of the bivariate population is known, the MLE of population means and variance (ξ, η, and σ2) are obtained. Inferences about these parameters are presented. Procedures of constructing confidence interval for the difference of population means ξ – η and testing hypothesis about ξ – η are established. The performances of the new estimators and testing procedure are compared numerically with the method proposed in Looney and Jones (2003) on the basis of extensive Monte Carlo simulation. Simulation studies indicate that the testing power of the method proposed in this thesis study is higher.

A note on the likelihood and moments of the skew-normal distribution

In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood equation are established, which seem to hold in more general setting.

A simple and effective inverse projection scheme for void distribution control in topology optimization

The ability to control both the minimum size of holes and the minimum size of structural members are essential requirements in the topology optimization design process for manufacturing. This paper addresses both requirements by means of a unified approach involving mesh-independent projection techniques. An inverse projection is developed to control the minimum hole size while a standard direct projection scheme is used to control the minimum length of structural members. In addition, a heuristic scheme combining both contrasting requirements simultaneously is discussed. Two topology optimization implementations are contributed: one in which the projection (either inverse or direct) is used at each iteration; and the other in which a two-phase scheme is explored. In the first phase, the compliance minimization is carried out without any projection until convergence. In the second phase, the chosen projection scheme is applied iteratively until a solution is obtained while satisfying either the minimum member size or minimum hole size. Examples demonstrate the various features of the projection-based techniques presented.

Control charts for individual observations of a bivariate Poisson process

In this paper, three single-control charts are proposed to monitor individual observations of a bivariate Poisson process. The specified false-alarm risk, their control limits, and ARLs were determined to compare their performances for different types and sizes of shifts. In most of the cases, the single charts presented better performance rather than two separate control charts ( one for each quality characteristic). A numerical example illustrates the proposed control charts.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.

The beta modified Weibull distribution

A five-parameter distribution so-called the beta modified Weibull distribution is defined and studied. The new distribution contains, as special submodels, several important distributions discussed in the literature, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among others. The new distribution can be used effectively in the analysis of survival data since it accommodates monotone, unimodal and bathtub-shaped hazard functions. We derive the moments and examine the order statistics and their moments. We propose the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix. A real data set is used to illustrate the importance and flexibility of the new distribution.