Conservative force fields in non-Gaussian statistics

In this Letter, we determine the kappa-distribution function for a gas in the presence of an external field of force described by a potential U(r). In the case of a dilute gas, we show that the kappa-power law distribution including the potential energy factor term can rigorously be deduced in the framework of kinetic theory with basis on the Vlasov equation. Such a result is significant as a preliminary to the discussion on the role of long range interactions in the Kaniadakis thermostatistics and the underlying kinetic theory. (C) 2008 Elsevier B.V. All rights reserved.

On the mass distribution of neutron stars

The distribution of masses for neutron stars is analysed using the Bayesian statistical inference, evaluating the likelihood of the proposed Gaussian peaks by using 54 measured points obtained in a variety of systems. The results strongly suggest the existence of a bimodal distribution of the masses, with the first peak around 1.37 M(circle dot) and a much wider second peak at 1.73 M(circle dot). The results support earlier views related to the different evolutionary histories of the members for the first two peaks, which produces a natural separation (even if no attempt to `label` the systems has been made here). They also accommodate the recent findings of similar to M(circle dot) masses quite naturally. Finally, we explore the existence of a subgroup around 1.25 M(circle dot), finding weak, if any, evidence for it. This recently claimed low-mass subgroup, possibly related to the O-Mg-Ne core collapse events, has a monotonically decreasing likelihood and does not stand out clearly from the rest of the sample.

A bivariate regression model for matched paired survival data: local influence and residual analysis

The use of bivariate distributions plays a fundamental role in survival and reliability studies. In this paper, we consider a location scale model for bivariate survival times based on the proposal of a copula to model the dependence of bivariate survival data. For the proposed model, we consider inferential procedures based on maximum likelihood. Gains in efficiency from bivariate models are also examined in the censored data setting. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the bivariate regression model for matched paired survival data. Sensitivity analysis methods such as local and total influence are presented and derived under three perturbation schemes. The martingale marginal and the deviance marginal residual measures are used to check the adequacy of the model. Furthermore, we propose a new measure which we call modified deviance component residual. The methodology in the paper is illustrated on a lifetime data set for kidney patients.

Robustness of bipartite Gaussian entangled beams propagating in lossy channels

Subtle quantum properties offer exciting new prospects in optical communications. For example, quantum entanglement enables the secure exchange of cryptographic keys(1) and the distribution of quantum information by teleportation(2,3). Entangled bright beams of light are increasingly appealing for such tasks, because they enable the use of well-established classical communications techniques(4). However, quantum resources are fragile and are subject to decoherence by interaction with the environment. The unavoidable losses in the communication channel can lead to a complete destruction of entanglement(5-8), limiting the application of these states to quantum-communication protocols. We investigate the conditions under which this phenomenon takes place for the simplest case of two light beams, and analyse characteristics of states which are robust against losses. Our study sheds new light on the intriguing properties of quantum entanglement and how they may be harnessed for future applications.

Beta-binomial/Poisson regression models for repeated bivariate counts

We analyze data obtained from a study designed to evaluate training effects on the performance of certain motor activities of Parkinson`s disease patients. Maximum likelihood methods were used to fit beta-binomial/Poisson regression models tailored to evaluate the effects of training on the numbers of attempted and successful specified manual movements in 1 min periods, controlling for disease stage and use of the preferred hand. We extend models previously considered by other authors in univariate settings to account for the repeated measures nature of the data. The results suggest that the expected number of attempts and successes increase with training, except for patients with advanced stages of the disease using the non-preferred hand. Copyright (c) 2008 John Wiley & Sons, Ltd.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

The FGM bivariate lifetime copula model: a bayesian approach

In this paper, we propose a bivariate distribution for the bivariate survival times based on Farlie-Gumbel-Morgenstern copula to model the dependence on a bivariate survival data. The proposed model allows for the presence of censored data and covariates. For inferential purpose a Bayesian approach via Markov Chain Monte Carlo (MCMC) is considered. Further, some discussions on the model selection criteria are given. In order to examine outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. The newly developed procedures are illustrated via a simulation study and a real dataset.

Spatial distribution of runoff depth from a watershed located in a cuesta relief area of São Paulo State, Brazil

This study was undertaken in a 1566 ha drainage basin situated in an area with cuesta relief in the state of São Paulo, Brazil. The objectives were: 1) to map the maximum potential soil water retention capacity, and 2) to simulate the depth of surface runoff in each geographical position of the area based on a typical rainfall event. The database required for the development of this research was generated in the environment of the geographical information system ArcInfo v.10.1. Undeformed soil samples were collected at 69 points. The ordinary kriging method was used in the interpolation of the values of soil density and maximum potential soil water retention capacity. The spherical model allowed for better adjustment of the semivariograms corresponding to the two soil attributes for the depth of 0 to 20 cm, while the Gaussian model enabled a better fit of the spatial behavior of the two variables for the depth of 20 to 40 cm. The simulation of the spatial distribution revealed a gradual increase in the depth of surface runoff for the rainfall event taken as example (25 mm) from the reverse to the peripheral depression of the cuesta (from west to east). There is a positive aspect observed in the gradient, since the sites of highest declivity, especially those at the front of the cuesta, are closer to the western boundary of the watershed where the lowest depths of runoff occur. This behavior, in conjunction with certain values of erodibility and depending on the land use and cover, can help mitigate the soil erosion processes in these areas.

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.

Bivariate gamma-geometric law and its induced Levy process

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

General results for the Kumaraswamy-G distribution

For any continuous baseline G distribution [G. M. Cordeiro and M. de Castro, A new family of generalized distributions, J. Statist. Comput. Simul. 81 (2011), pp. 883-898], proposed a new generalized distribution (denoted here with the prefix 'Kw-G'(Kumaraswamy-G)) with two extra positive parameters. They studied some of its mathematical properties and presented special sub-models. We derive a simple representation for the Kw-Gdensity function as a linear combination of exponentiated-G distributions. Some new distributions are proposed as sub-models of this family, for example, the Kw-Chen [Z.A. Chen, A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statist. Probab. Lett. 49 (2000), pp. 155-161], Kw-XTG [M. Xie, Y. Tang, and T.N. Goh, A modified Weibull extension with bathtub failure rate function, Reliab. Eng. System Safety 76 (2002), pp. 279-285] and Kw-Flexible Weibull [M. Bebbington, C. D. Lai, and R. Zitikis, A flexible Weibull extension, Reliab. Eng. System Safety 92 (2007), pp. 719-726]. New properties of the Kw-G distribution are derived which include asymptotes, shapes, moments, moment generating function, mean deviations, Bonferroni and Lorenz curves, reliability, Renyi entropy and Shannon entropy. New properties of the order statistics are investigated. We discuss the estimation of the parameters by maximum likelihood. We provide two applications to real data sets and discuss a bivariate extension of the Kw-G distribution.

Strategy and model building in the fourth dimension: a null model for genotype × age interaction as a Gaussian stationary stochastic process

Abstract Background Using univariate and multivariate variance components linkage analysis methods, we studied possible genotype × age interaction in cardiovascular phenotypes related to the aging process from the Framingham Heart Study. Results We found evidence for genotype × age interaction for fasting glucose and systolic blood pressure. Conclusions There is polygenic genotype × age interaction for fasting glucose and systolic blood pressure and quantitative trait locus × age interaction for a linkage signal for systolic blood pressure phenotypes located on chromosome 17 at 67 cM.

Evaluation of radial distribution of cartilage degeneration and necessity of pre-contrast measurements using radial dGEMRIC in adults with acetabular dysplasia

Background The purpose of the present study was to investigate the radial distribution patterns of cartilage degeneration in dysplastic hips at different stages of secondary osteoarthritis (OA) by using radial delayed gadolinium-enhanced magnetic resonance imaging of cartilage (dGEMRIC), and to assess whether pre-contrast measurements are necessary. Methods Thirty-five hips in 21 subjects (mean age ± SD, 27.6 ± 10.8 years) with acetabular dysplasia (lateral CE angle < 25°) were studied. Severity of OA was assessed on radiographs using Tönnis grading. Pre- (T1pre) and post-contrast T1 (T1Gd) values were measured at 7 sub-regions on radial reformatted slices acquired from a 3-dimensional (3D) T1 mapping sequence using a 1.5 T MR scanner. Values of radial T1pre, T1Gd and ΔR1 (1/T1Gd - 1/T1pre) of subgroups with different severity of OA were compared to those of the subgroup without OA using nonparametric tests, and bivariate linear Pearson correlations between radial T1Gd and ΔR1 were analyzed for each subgroup. Results Compared to the subgroup without OA, the subgroup with mild OA was observed with a significant decrease in T1Gd in the anterosuperior to superior sub-regions (mean, 476 ~ 507 ms, p = 0.026 ~ 0.042) and a significant increase in ΔR1 in the anterosuperior to superoposterior and posterior sub-regions (mean, 0.93 ~ 1.37 s-1, p = 0.012 ~ 0.042). The subgroup with moderate to severe OA was observed with a significant overall decrease in T1Gd (mean, 404 ~ 452 ms, p = 0.001 ~ 0.020) and an increase in ΔR1 (mean, 1.17 ~1.69 s-1, p = 0.001 ~ 0.020). High correlations were observed between radial T1Gd and ΔR1 for all subgroups (r = −0.869 ~ −0.944, p < 0.001). Conclusions Radial dGEMRIC without pre-contrast measurements is useful for evaluating different patterns of cartilage degeneration in the entire hip joint of patients with hip dysplasia, particularly for those in early stages of secondary OA.

On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series

Fossil pollen data from stratigraphic cores are irregularly spaced in time due to non-linear age-depth relations. Moreover, their marginal distributions may vary over time. We address these features in a nonparametric regression model with errors that are monotone transformations of a latent continuous-time Gaussian process Z(T). Although Z(T) is unobserved, due to monotonicity, under suitable regularity conditions, it can be recovered facilitating further computations such as estimation of the long-memory parameter and the Hermite coefficients. The estimation of Z(T) itself involves estimation of the marginal distribution function of the regression errors. These issues are considered in proposing a plug-in algorithm for optimal bandwidth selection and construction of confidence bands for the trend function. Some high-resolution time series of pollen records from Lago di Origlio in Switzerland, which go back ca. 20,000 years are used to illustrate the methods.