Influence diagnostics in Birnbaum-Saunders nonlinear regression models

We consider the issue of assessing influence of observations in the class of Birnbaum-Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea et al. [8] which are confined to Birnbaum-Saunders linear regression models. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are discussed. Additionally, the normal curvatures for studying local influence are derived under some perturbation schemes. We also give an application to a real fatigue data set.

Asymptotic skewness in Birnbaum-Saunders nonlinear regression models

The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed. (C) 2010 Elsevier B.V. All rights reserved.

A note on the local power of the LR, Wald, score and gradient tests

This paper examines the local power of the likelihood ratio, Wald, score and gradient tests under the presence of a scalar parameter, phi say, that is orthogonal to the remaining parameters. We show that some of the coefficients that define the local powers remain unchanged regardless of whether phi is known or needs to be estimated, where as the others can be written as the sum of two terms, the first of which being the corresponding term obtained as if phi were known, and the second, an additional term yielded by the fact that phi is unknown. The contribution of each set of parameters on the local powers of the tests can then be examined. Various implications of our main result are stated and discussed. Several examples are presented for illustrative purposes

The geometric Birnbaum-Saunders regression model with cure rate

In this paper, we propose a cure rate survival model by assuming the number of competing causes of the event of interest follows the Geometric distribution and the time to event follow a Birnbaum Saunders distribution. We consider a frequentist analysis for parameter estimation of a Geometric Birnbaum Saunders model with cure rate. Finally, to analyze a data set from the medical area. (C) 2011 Elsevier B.V. All rights reserved.

A log-Birnbaum-Saunders regression model with asymmetric errors

This paper introduces a skewed log-Birnbaum-Saunders regression model based on the skewed sinh-normal distribution proposed by Leiva et al. [A skewed sinh-normal distribution and its properties and application to air pollution, Comm. Statist. Theory Methods 39 (2010), pp. 426-443]. Some influence methods, such as the local influence and generalized leverage, are presented. Additionally, we derived the normal curvatures of local influence under some perturbation schemes. An empirical application to a real data set is presented in order to illustrate the usefulness of the proposed model.

A log-linear regression model for the beta-Birnbaum-Saunders distribution with censored data

The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Handling of Uncertainty in Life Cycle Inventory by Correlated Multivariate Lognormal Distributions: Application to the Design of Supply Chain Networks

Poster presented in the 24th European Symposium on Computer Aided Process Engineering (ESCAPE 24), Budapest, Hungary, June 15-18, 2014.

Handling of Uncertainty in Life Cycle Inventory by Correlated Multivariate Lognormal Distributions: Application to the Design of Supply Chain Networks

In this work, we analyze the effect of incorporating life cycle inventory (LCI) uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear programming (MILP) coupled with a two-step transformation scenario generation algorithm with the unique feature of providing scenarios where the LCI random variables are correlated and each one of them has the desired lognormal marginal distribution. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study of a petrochemical supply chain. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact, and moreover the correlation among environmental burdens provides more realistic scenarios for the decision making process.

Association between mean residual life (MRL) and failure rate functions for continuous and discrete lifetime distributions

The purpose of this study was to correct some mistakes in the literature and derive a necessary and sufficient condition for the MRL to follow the roller-coaster pattern of the corresponding failure rate function. It was also desired to find the conditions under which the discrete failure rate function has an upside-down bathtub shape if corresponding MRL function has a bathtub shape. The study showed that if discrete MRL has a bathtub shape, then under some conditions the corresponding failure rate function has an upside-down bathtub shape. Also the study corrected some mistakes in proofs of Tang, Lu and Chew (1999) and established a necessary and sufficient condition for the MRL to follow the roller-coaster pattern of the corresponding failure rate function. Similarly, some mistakes in Gupta and Gupta (2000) are corrected, with the ensuing results being expanded and proved thoroughly to establish the relationship between the crossing points of the failure rate and associated MRL functions. The new results derived in this study will be useful to model various lifetime data that occur in environmental studies, medical research, electronics engineering, and in many other areas of science and technology.

Characterization of expiration air jets and droplet size distributions immediately at the mouth opening

Size distributions of expiratory droplets expelled during coughing and speaking and the velocities of the expiration air jets of healthy volunteers were measured. Droplet size was measured using the Interferometric Mie imaging (IMI) technique while the Particle Image Velocimetry (PIV) technique was used for measuring air velocity. These techniques allowed measurements in close proximity to the mouth and avoided air sampling losses. The average expiration air velocity was 11.7 m/s for coughing and 3.9 m/s for speaking. Under the experimental setting, evaporation and condensation effects had negligible impact on the measured droplet size. The geometric mean diameter of droplets from coughing was 13.5m and it was 16.0m for speaking (counting 1 to 100). The estimated total number of droplets expelled ranged from 947 – 2085 per cough and 112 – 6720 for speaking. The estimated droplet concentrations for coughing ranged from 2.4 - 5.2cm-3 per cough and 0.004 – 0.223 cm-3 for speaking.

Whole of life cycle cost analysis in bridge rehabilitation

The report presents a methodology for whole of life cycle cost analysis of alternative treatment options for bridge structures, which require rehabilitation. The methodology has been developed after a review of current methods and establishing that a life cycle analysis based on a probabilistic risk approach has many advantages including the essential ability to consider variability of input parameters. The input parameters for the analysis are identified as initial cost, maintenance, monitoring and repair cost, user cost and failure cost. The methodology utilizes the advanced simulation technique of Monte Carlo simulation to combine a number of probability distributions to establish the distribution of whole of life cycle cost. In performing the simulation, the need for a powerful software package, which would work with spreadsheet program, has been identified. After exploring several products on the market, @RISK software has been selected for the simulation. In conclusion, the report presents a typical decision making scenario considering two alternative treatment options.

Fatigue damage initiation life prediction for heterogeneous metals

In particle-strengthened metallic alloys, fatigue damage incubates at inclusion particles near the surface or at the change of geometries. Micromechanical simulation of inclusions such that the fatigue damage incubation mechanisms can be categorized. As micro-plasticity gradient field around different inclusions is different, a novel concept for nonlocal evaluation of micro-plasticity intensity is introduced. The effects of void aspects ration and spatial distributions are quantified for fatigue incubation life in the high-cycle fatigue regime. At last, these effects are integrated based on the statistical facts of inclusions to predict the fatigue life of structural components.

Distributions of lesser mealworm (Coleoptera: Tenebrionidae) in litter of a compacted earth floor broiler house in subtropical Queensland, Australia

Distributions of lesser mealworm, Alphitobius diaperinus (Panzer) (Coleoptera: Tenebrionidae), in litter of a compacted earth floor broiler house in southeastern Queensland, Australia, were studied over two flocks. Larvae were the predominant stage recorded. Significantly low densities occurred in open locations and under drinker cups where chickens had complete access, whereas high densities were found under feed pans and along house edges where chicken access was restricted. For each flock, lesser mealworm numbers increased at all locations over the first 14 d, especially under feed pans and along house edges, peaking at 26 d and then declining over the final 28 d. A life stage profile per flock was devised that consisted of the following: beetles emerge from the earth floor at the beginning of each flock, and females lay eggs, producing larvae that peak in numbers at 3 wk; after a further 3 to 4 wk, larvae leave litter to pupate in the earth floor, and beetles then emerge by the end of the flock time. Removing old litter from the brooder section at the end of a flock did not greatly reduce mealworm numbers over the subsequent flock, but it seemed to prevent numbers increasing, while an increase in numbers in the grow-out section was recorded after reusing litter. Areas under feed pans and along house edges accounted for 5% of the total house area, but approximately half the estimated total number of lesser mealworms in the broiler house occurred in these locations. The results of this study will be used to determine optimal deployment of site-specific treatments for lesser mealworm control.

Life history of Anomalococcus indicus (Hemiptera: Lecanodiaspididae), a potential biological control agent for prickly acacia Vachellia nilotica ssp indica in Australia

Babul scale Anomalococcus indicus Ramakrishna Ayyar, a major pest of Vachellia nilotica (L.f.) P.J.H. Hurter & Mabb. on the Indian subcontinent, has been identified as a potential biocontrol agent for prickly acacia V. nilotica subsp. indica (Benth.) Kyal. & Boatwr. in Australia and was imported from southern India for detailed assessment. The life history of A. indicus under controlled glasshouse conditions was determined as a part of this assessment. Consistent with other scale species, A. indicus has a distinct sexual dimorphism which becomes apparent during the second instar. Females have three instars, developing into sexually mature nymphs after 52 days. The generation time from egg to egg was 89 days. Females are ovoviviparous, ovipositing mature eggs into a cavity underneath their body. An average of 802 +/- 114 offspring were produced per female. Reproductive output was closely associated with female size; larger females produced more than 1200 offspring. Crawlers emerged from beneath the female after an indeterminate period of inactivity. They have the only life stage at which A. indicus can disperse, though the majority settle close to their parent female forming aggregative distributions. In the absence of food, most crawlers died within three days. Males took 62 days to develop through five instars. Unlike females, males underwent complete metamorphosis. Adult males were small and winged, and lived for less than a day. Parthenogenesis was not observed in females excluded from males. The life history of A. indicus allows it to complement other biological control agents already established on prickly acacia in Australia.