Bivariate distributions with weighted marginals and reliablity modelling

In this paper, a family of bivariate distributions whose marginals are weighted distributions in the original variables is studied. The relationship between the failure rates of the derived and original models are obtained. These relationships are used to provide some characterizations of specific bivariate models

Properties of Equilibrium Distributions of Order n

The present work is intended to discuss various properties and reliability aspects of higher order equilibrium distributions in continuous, discrete and multivariate cases, which contribute to the study on equilibrium distributions. At first, we have to study and consolidate the existing literature on equilibrium distributions. For this we need some basic concepts in reliability. These are being discussed in the 2nd chapter, In Chapter 3, some identities connecting the failure rate functions and moments of residual life of the univariate, non-negative continuous equilibrium distributions of higher order and that of the baseline distribution are derived. These identities are then used to characterize the generalized Pareto model, mixture of exponentials and gamma distribution. An approach using the characteristic functions is also discussed with illustrations. Moreover, characterizations of ageing classes using stochastic orders has been discussed. Part of the results of this chapter has been reported in Nair and Preeth (2009). Various properties of equilibrium distributions of non-negative discrete univariate random variables are discussed in Chapter 4. Then some characterizations of the geo- metric, Waring and negative hyper-geometric distributions are presented. Moreover, the ageing properties of the original distribution and nth order equilibrium distribu- tions are compared. Part of the results of this chapter have been reported in Nair, Sankaran and Preeth (2012). Chapter 5 is a continuation of Chapter 4. Here, several conditions, in terms of stochastic orders connecting the baseline and its equilibrium distributions are derived. These conditions can be used to rede_ne certain ageing notions. Then equilibrium distributions of two random variables are compared in terms of various stochastic orders that have implications in reliability applications. In Chapter 6, we make two approaches to de_ne multivariate equilibrium distribu- tions of order n. Then various properties including characterizations of higher order equilibrium distributions are presented. Part of the results of this chapter have been reported in Nair and Preeth (2008). The Thesis is concluded in Chapter 7. A discussion on further studies on equilib- rium distributions is also made in this chapter.

Distributions on the simplex

The simplex, the sample space of compositional data, can be structured as a real Euclidean space. This fact allows to work with the coefficients with respect to an orthonormal basis. Over these coefficients we apply standard real analysis, inparticular, we define two different laws of probability trought the density function and we study their main properties

Meaning of the λ parameter of skew–normal and log–skew normal distributions in fluid geochemistry

The literature related to skew–normal distributions has grown rapidly in recent years but at the moment few applications concern the description of natural phenomena with this type of probability models, as well as the interpretation of their parameters. The skew–normal distributions family represents an extension of the normal family to which a parameter (λ) has been added to regulate the skewness. The development of this theoretical field has followed the general tendency in Statistics towards more flexible methods to represent features of the data, as adequately as possible, and to reduce unrealistic assumptions as the normality that underlies most methods of univariate and multivariate analysis. In this paper an investigation on the shape of the frequency distribution of the logratio ln(Cl−/Na+) whose components are related to waters composition for 26 wells, has been performed. Samples have been collected around the active center of Vulcano island (Aeolian archipelago, southern Italy) from 1977 up to now at time intervals of about six months. Data of the logratio have been tentatively modeled by evaluating the performance of the skew–normal model for each well. Values of the λ parameter have been compared by considering temperature and spatial position of the sampling points. Preliminary results indicate that changes in λ values can be related to the nature of environmental processes affecting the data

Statistical treatment of grain-size curves and empirical distributions: densities as compositions?

The preceding two editions of CoDaWork included talks on the possible consideration of densities as infinite compositions: Egozcue and D´ıaz-Barrero (2003) extended the Euclidean structure of the simplex to a Hilbert space structure of the set of densities within a bounded interval, and van den Boogaart (2005) generalized this to the set of densities bounded by an arbitrary reference density. From the many variations of the Hilbert structures available, we work with three cases. For bounded variables, a basis derived from Legendre polynomials is used. For variables with a lower bound, we standardize them with respect to an exponential distribution and express their densities as coordinates in a basis derived from Laguerre polynomials. Finally, for unbounded variables, a normal distribution is used as reference, and coordinates are obtained with respect to a Hermite-polynomials-based basis. To get the coordinates, several approaches can be considered. A numerical accuracy problem occurs if one estimates the coordinates directly by using discretized scalar products. Thus we propose to use a weighted linear regression approach, where all k- order polynomials are used as predictand variables and weights are proportional to the reference density. Finally, for the case of 2-order Hermite polinomials (normal reference) and 1-order Laguerre polinomials (exponential), one can also derive the coordinates from their relationships to the classical mean and variance. Apart of these theoretical issues, this contribution focuses on the application of this theory to two main problems in sedimentary geology: the comparison of several grain size distributions, and the comparison among different rocks of the empirical distribution of a property measured on a batch of individual grains from the same rock or sediment, like their composition

Randomization tests for ABAB designs : Comparing-data-divisionspecific and common distributions. 'Pruebas de aleatorizaci??n para dise??os ABAB : comparaci??n entre distribuciones espec??ficas y comunes'

Resumen tomado de la publicaci??n. Resumen tambi??n en ingl??s

MA167exam00pdf

Exam questions and solutions in PDF

MA167exam00

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA167exam01pdf

Exam questions and solutions in PDF

MA167exam01

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

Hyperbolic Geometry

Exercises, exam questions and solutions for a fourth year hyperbolic geometry course. Diagrams for the questions are all together in the support.zip file, as .eps files

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Branching random motions, nonlinear hyperbolic systems and traveling waves

A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) have a so-called McKean representation via such processes. Commonly this system possesses traveling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed.This Paper realizes the McKean programme for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.

The effect of skewness and kurtosis on the Kenward-Roger approximation when group distributions differ

Resumen tomado de la publicaci??n