An R implementation for generalized Birnbaum-Saunders distributions

The Birnbaum-Saunders (BS) model is a positively skewed statistical distribution that has received great attention in recent decades. A generalized version of this model was derived based on symmetrical distributions in the real line named the generalized BS (GBS) distribution. The R package named gbs was developed to analyze data from GBS models. This package contains probabilistic and reliability indicators and random number generators from GBS distributions. Parameter estimates for censored and uncensored data can also be obtained by means of likelihood methods from the gbs package. Goodness-of-fit and diagnostic methods were also implemented in this package in order to check the suitability of the GBS models. in this article, the capabilities and features of the gbs package are illustrated by using simulated and real data sets. Shape and reliability analyses for GBS models are presented. A simulation study for evaluating the quality and sensitivity of the estimation method developed in the package is provided and discussed. (C) 2008 Elsevier B.V. All rights reserved.

On estimation and influence diagnostics for the Grubbs` model under heavy-tailed distributions

The Grubbs` measurement model is frequently used to compare several measuring devices. It is common to assume that the random terms have a normal distribution. However, such assumption makes the inference vulnerable to outlying observations, whereas scale mixtures of normal distributions have been an interesting alternative to produce robust estimates, keeping the elegancy and simplicity of the maximum likelihood theory. The aim of this paper is to develop an EM-type algorithm for the parameter estimation, and to use the local influence method to assess the robustness aspects of these parameter estimates under some usual perturbation schemes, In order to identify outliers and to criticize the model building we use the local influence procedure in a Study to compare the precision of several thermocouples. (C) 2008 Elsevier B.V. All rights reserved.

QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES

Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.

A New Class of Non Negative Distributions Generated by Symmetric Distributions

In this article, we study a new class of non negative distributions generated by the symmetric distributions around zero. For the special case of the distribution generated using the normal distribution, properties like moments generating function, stochastic representation, reliability connections, and inference aspects using methods of moments and maximum likelihood are studied. Moreover, a real data set is analyzed, illustrating the fact that good fits can result.

Generalized Birnbaum-Saunders distributions applied to air pollutant concentration

The generalized Birnbaum-Saunders (GBS) distribution is a new class of positively skewed models with lighter and heavier tails than the traditional Birnbaum-Saunders (BS) distribution, which is largely applied to study lifetimes. However, the theoretical argument and the interesting properties of the GBS model have made its application possible beyond the lifetime analysis. The aim of this paper is to present the GBS distribution as a useful model for describing pollution data and deriving its positive and negative moments. Based on these moments, we develop estimation and goodness-of-fit methods. Also, some properties of the proposed estimators useful for developing asymptotic inference are presented. Finally, an application with real data from Environmental Sciences is given to illustrate the methodology developed. This example shows that the empirical fit of the GBS distribution to the data is very good. Thus, the GBS model is appropriate for describing air pollutant concentration data, which produces better results than the lognormal model when the administrative target is determined for abating air pollution. Copyright (c) 2007 John Wiley & Sons, Ltd.

Axial ligand influence on geometries, charge distributions and electronic structures of iron tetraazamacrocycle [Fe((II))TIM(X)(Y)](2+) complexes assessed by Density Functional Theory

We employed the Density Functional Theory along with small basis sets, B3LYP/LANL2DZ, for the study of FeTIM complexes with different pairs of axial ligands (CO, H(2)O, NH(3), imidazole and CH(3)CN). These calculations did not result in relevant changes of molecular quantities as bond lengths, vibrational frequencies and electronic populations supporting any significant back-donation to the carbonyl or acetonitrile axial ligands. Moreover, a back-donation mechanism to the macrocycle cannot be used to explain the observed changes in molecular properties along these complexes with CO or CH(3)CN. This work also indicates that complexes with CO show smaller binding energies and are less stable than complexes with CH(3)CN. Further, the electronic band with the largest intensity in the visible region (or close to this region) is associated to the transition from an occupied 3d orbital on iron to an empty pi* orbital located at the macrocycle. The energy of this Metal-to-Ligand Charge Transfer (MLCT) transition shows a linear relation to the total charge of the macrocycle in these complexes as given by Mulliken or Natural Population Analysis (NPA) formalisms. Finally, the macrocycle total charge seems to be influenced by the field induced by the axial ligands. (C) 2011 Elsevier Ltd. All rights reserved.

Extern Web-service-lösning vid SSAB Tunnplåt i Borlänge- för kommunikation med sina distributions lager

Detta examensarbete har utförts på SSAB- Tunnplåt i Borlänge under vårterminen 2004 och omfattar 10 veckors arbete.SSAB sköter idag sin kommunikation med distributionslagren via fax, telefon eller e-post. Eftersom detta är ett ganska tidskrävande kommunikationssätt, vill SSAB ha en smidigare och snabbare kommunikationslösning. Den lösning som SSAB vill ha är en extern Web-service-lösning för att upprätta en säker kommunikation med sina distributionslager.Parallellt med byggandet av Web-service-lösningen arbetades en förvaltningsmodell fram. Den beskriver hur förvaltningsorganisationen med dess rutiner kan se ut vid implementering av lösningen.För att skapa en säker förbindelse med Web-servicen skall en webbklient användas som i sin tur anropar en COM+ komponent. Detta för att kunna skicka med certifikatet ifrån webbklienten till webbservern där Web-servicen ligger. COM+ komponenten måste få tillgång till en användarprofil när den kommunicerar med Web-servicen. Detta för att kunna upprätta en SSL-förbindelse i det inledande skedet. SSL-förbindelsen skall läggas i den VPN-tunnel som mVPN tillhandahåller via WSSAL.

Abstract types and distributions in independent private value auctions

In this note, in an independent private values auction framework, I discuss the relationship between the set of types and the distribution of types. I show that any set of types, finite dimensional or not, can be extended to a larger set of types preserving incentive compatibility constraints, expected revenue and bidder’s expected utilities. Thus for example we may convexify a set of types making our model amenable to the large body of theory in economics and mathematics that relies on convexity assumptions. An interesting application of this extension procedure is to show that although revenue equivalence is not valid in general if the set of types is not convex these mechanism have underlying distinct allocation mechanism in the extension. Thus we recover in these situations the revenue equivalence.

On certain geometric aspects of portfolio optimisation with higher moments

We discuss geometric properties related to the minimisation of a portfolio kurtosis given its first two odd moments, considering a risk-less asset and allowing for short sales. The findings are generalised for the minimisation of any given even portfolio moment with fixed excess return and skewness, and then for the case in which only excess return is constrained. An example with two risky assets provides a better insight on the problems related to the solutions. The importance of the geometric properties and their use in the higher moments portfolio choice context is highlighted.

Optimal growth in a two-sector model without discounting: a geometric investigation

We characterize optimal policy in a two-sector growth model with xed coeÆcients and with no discounting. The model is a specialization to a single type of machine of a general vintage capital model originally formulated by Robinson, Solow and Srinivasan, and its simplicity is not mirrored in its rich dynamics, and which seem to have been missed in earlier work. Our results are obtained by viewing the model as a specific instance of the general theory of resource allocation as initiated originally by Ramsey and von Neumann and brought to completion by McKenzie. In addition to the more recent literature on chaotic dynamics, we relate our results to the older literature on optimal growth with one state variable: speci cally, to the one-sector setting of Ramsey, Cass and Koopmans, as well as to the two-sector setting of Srinivasan and Uzawa. The analysis is purely geometric, and from a methodological point of view, our work can be seen as an argument, at least in part, for the rehabilitation of geometric methods as an engine of analysis.

Padrões de aleatoriedade na modelação do acaso

A soma de variáveis aleatórias com número de parcelas é aleatório, para além do evidente interesse conceptual e teórico, tem larga ressonância na investigação do processo de risco e em processos de ramificação. Reformulamos a teoria de Panjer (1981), que permite o cálculo iterativo do risco agregado, com o recurso a valores médios de uniformes, descrevendo uma extensão da classe de Panjer, e estudando em detalhe a equação funcional que a caracteriza. Aplicamos essas ideias na caracterização de aleatoriedade discreta, exemplificando com o comportamento das fêmeas de pássaros que investem na promiscuidade de parceiros para garantir a diversidade genética da progénie, tendo no entanto o cuidado de manter as aparências de fidelidade, para garantir a cooperação do parceiro no sucesso da ninhada. Apresentamos as transformadas de Laplace e funções geradoras numa perspectiva que leva a uma introdção natural de transformadas de Pareto, cuja relevância exemplificamos.