On Estimation and Testing for Pareto Tails

2010 Mathematics Subject Classification: 62F10, 62F12.

Generando números de Pitágoras

Este trabajo busca mostrar una forma general de encontrar arreglos de tres números naturales (tercias) que cumplen la relación de Pitágoras, es decir que la suma del cuadrado de los dos menores de como resultado el cuadrado del mayor, a través de un proceso mucho más general que los conocidos hasta ahora, llegando incluso a proponer unas fórmulas que, en función de dos parámetros permite encontrar dichos conjuntos de tres elementos, cuyos resultados se los presenta en unas tablas. Los resultados afirman la idea de que existe un infinito número de tercias que cumplen la relación de Pitágoras. Luego veremos cómo se puede usar estas tablas para construir relaciones donde la suma de los cuadrados de más de dos números es igual al cuadrado de otro.

Estimators and Tests based on Likelihood-Depth with Application to Weibull Distribution, Gaussian and Gumbel Copula

In dieser Arbeit werden mithilfe der Likelihood-Tiefen, eingeführt von Mizera und Müller (2004), (ausreißer-)robuste Schätzfunktionen und Tests für den unbekannten Parameter einer stetigen Dichtefunktion entwickelt. Die entwickelten Verfahren werden dann auf drei verschiedene Verteilungen angewandt. Für eindimensionale Parameter wird die Likelihood-Tiefe eines Parameters im Datensatz als das Minimum aus dem Anteil der Daten, für die die Ableitung der Loglikelihood-Funktion nach dem Parameter nicht negativ ist, und dem Anteil der Daten, für die diese Ableitung nicht positiv ist, berechnet. Damit hat der Parameter die größte Tiefe, für den beide Anzahlen gleich groß sind. Dieser wird zunächst als Schätzer gewählt, da die Likelihood-Tiefe ein Maß dafür sein soll, wie gut ein Parameter zum Datensatz passt. Asymptotisch hat der Parameter die größte Tiefe, für den die Wahrscheinlichkeit, dass für eine Beobachtung die Ableitung der Loglikelihood-Funktion nach dem Parameter nicht negativ ist, gleich einhalb ist. Wenn dies für den zu Grunde liegenden Parameter nicht der Fall ist, ist der Schätzer basierend auf der Likelihood-Tiefe verfälscht. In dieser Arbeit wird gezeigt, wie diese Verfälschung korrigiert werden kann sodass die korrigierten Schätzer konsistente Schätzungen bilden. Zur Entwicklung von Tests für den Parameter, wird die von Müller (2005) entwickelte Simplex Likelihood-Tiefe, die eine U-Statistik ist, benutzt. Es zeigt sich, dass für dieselben Verteilungen, für die die Likelihood-Tiefe verfälschte Schätzer liefert, die Simplex Likelihood-Tiefe eine unverfälschte U-Statistik ist. Damit ist insbesondere die asymptotische Verteilung bekannt und es lassen sich Tests für verschiedene Hypothesen formulieren. Die Verschiebung in der Tiefe führt aber für einige Hypothesen zu einer schlechten Güte des zugehörigen Tests. Es werden daher korrigierte Tests eingeführt und Voraussetzungen angegeben, unter denen diese dann konsistent sind. Die Arbeit besteht aus zwei Teilen. Im ersten Teil der Arbeit wird die allgemeine Theorie über die Schätzfunktionen und Tests dargestellt und zudem deren jeweiligen Konsistenz gezeigt. Im zweiten Teil wird die Theorie auf drei verschiedene Verteilungen angewandt: Die Weibull-Verteilung, die Gauß- und die Gumbel-Copula. Damit wird gezeigt, wie die Verfahren des ersten Teils genutzt werden können, um (robuste) konsistente Schätzfunktionen und Tests für den unbekannten Parameter der Verteilung herzuleiten. Insgesamt zeigt sich, dass für die drei Verteilungen mithilfe der Likelihood-Tiefen robuste Schätzfunktionen und Tests gefunden werden können. In unverfälschten Daten sind vorhandene Standardmethoden zum Teil überlegen, jedoch zeigt sich der Vorteil der neuen Methoden in kontaminierten Daten und Daten mit Ausreißern.

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.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Short-term variability of solar wind number density, speed and dynamic pressure as a function of the interplanetary magnetic field components: A survey over two solar cycles

The variability of hourly values of solar wind number density, number density variation, speed, speed variation and dynamic pressure with IMF Bz and magnitude |B| has been examined for the period 1965–1986. We wish to draw attention to a strong correlation in number density and number density fluctuation with IMF Bz characterised by a symmetric increasing trend in these quantities away from Bz = 0 nT. The fluctuation level in solar wind speed is found to be relatively independent of Bz. We infer that number density and number density variability dominate in controlling solar wind dynamic pressure and dynamic pressure variability. It is also found that dynamic pressure is correlated with each component of IMF and that there is evidence of morphological differences between the variation with each component. Finally, we examine the variation of number density, speed, dynamic pressure and fluctuation level in number density and speed with IMF magnitude |B|. Again we find that number density variation dominates over solar wind speed in controlling dynamic pressure.

Statistical quark models for the nucleon structure functions

We consider some existing relativistic models for the nucleon structure functions, relying on statistical approaches instead of perturbative ones. These models are based on the Fermi-Dirac distribution for the confined quarks, where a density of energy levels is obtained from an effective confining potential. In this context, it is presented some results obtained with a recent statistical quark model for the sea-quark asymmetry in the nucleon. It is shown, within this model, that experimental available observables, such as the ratio and difference between proton and neutron structure functions, are quite well reproduced with just three parameters: two chemical potentials used to reproduce the valence up and down quark numbers in the nucleon, and a temperature that is being used to reproduce the Gottfried sum rule violation. © 2010 American Institute of Physics.

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. © 2010 Elsevier B.V. All rights reserved.

Capillary phenomena in the framework of the two-dimensional density functional theory

We present results of application of the density functional theory (DFT) to adsorption and desorption in finite and infinite cylindrical pores accounting for the density distribution in radial and axial directions. Capillary condensation via formation of bridges is considered using canonical and grand canonical versions of the 2D DFT. The potential barrier of nucleation is determined as a function of the bulk pressure and the pore diameter. In the framework of the conventional assumptions on intermolecular interactions both 1D and 2D DFT versions lead to the same results and confirm the classical scenario of condensation and evaporation: the condensation occurs at the vapor-like spinodal point, and the evaporation corresponds to the equilibrium transition pressure. The analysis of experimental data on argon and nitrogen adsorption on MCM-41 samples seems to not completely corroborate this scenario, with adsorption branch being better described by the equilibrium pressure - diameter dependence. This points to the necessity of the further development of basic representations on the hysteresis phenomena.

Modelling the size distribution of cosmic voids

The Standard Cosmological Model is generally accepted by the scientific community, there are still an amount of unresolved issues. From the observable characteristics of the structures in the Universe,it should be possible to impose constraints on the cosmological parameters. Cosmic Voids (CV) are a major component of the LSS and have been shown to possess great potential for constraining DE and testing theories of gravity. But a gap between CV observations and theory still persists. A theoretical model for void statistical distribution as a function of size exists (SvdW) However, the SvdW model has been unsuccesful in reproducing the results obtained from cosmological simulations. This undermines the possibility of using voids as cosmological probes. The goal of our thesis work is to cover the gap between theoretical predictions and measured distributions of cosmic voids. We develop an algorithm to identify voids in simulations,consistently with theory. We inspecting the possibilities offered by a recently proposed refinement of the SvdW (the Vdn model, Jennings et al., 2013). Comparing void catalogues to theory, we validate the Vdn model, finding that it is reliable over a large range of radii, at all the redshifts considered and for all the cosmological models inspected. We have then searched for a size function model for voids identified in a distribution of biased tracers. We find that, naively applying the same procedure used for the unbiased tracers to a halo mock distribution does not provide success- full results, suggesting that the Vdn model requires to be reconsidered when dealing with biased samples. Thus, we test two alternative exten- sions of the model and find that two scaling relations exist: both the Dark Matter void radii and the underlying Dark Matter density contrast scale with the halo-defined void radii. We use these findings to develop a semi-analytical model which gives promising results.

Residence Time Distribution (Rtd) Associated with Statistical Weighted Moments to Fit Mathematical Models Using In Industrial Systems Diagnosis

This work presents a computational, called MOMENTS, code developed to be used in process control to determine a characteristic transfer function to industrial units when radiotracer techniques were been applied to study the unit´s performance. The methodology is based on the measuring the residence time distribution function (RTD) and calculate the first and second temporal moments of the tracer data obtained by two scintillators detectors NaI positioned to register a complete tracer movement inside the unit. Non linear regression technique has been used to fit various mathematical models and a statistical test was used to select the best result to the transfer function. Using the code MOMENTS, twelve different models can be used to fit a curve and calculate technical parameters to the unit.

Benthic macrofauna structure in the northeast area of Todos os Santos Bay, Bahia State, Brazil: patterns of spatial and seasonal distribution

Structure of intertidal and subtidal benthic macrofauna in the northeastern region of Todos os Santos Bay (TSB), northeast Brazil, was investigated during a period of two years. Relationships with environmental parameters were studied through uni-and multivariate statistical analyses, and the main distributional patterns shown to be especially related to sediment type and content of organic fractions (Carbon, Nitrogen, Phosphorus), on both temporal and spatial scales. Polychaete annelids accounted for more than 70% of the total fauna and showed low densities, species richness and diversity, except for the area situated on the reef banks. These banks constitute a peculiar environment in relation to the rest of the region by having coarse sediments poor in organic matter and rich in biodetritic carbonates besides an abundant and diverse fauna. The intertidal region and the shallower area nearer to the oil refinery RLAM, with sediments composed mainly of fine sand, seem to constitute an unstable system with few highly dominant species, such as Armandia polyophthalma and Laeonereis acuta. In the other regions of TSB, where muddy bottoms predominated, densities and diversity were low, especially in the stations near the refinery. Here the lowest values of the biological indicators occurred together with the highest organic compound content. In addition, the nearest sites (stations 4 and 7) were sometimes azoic. The adjacent Caboto, considered as a control area at first, presented low density but intermediate values of species diversity, which indicates a less disturbed environment in relation to the pelitic infralittoral in front of the refinery. The results of the ordination analyses evidenced five homogeneous groups of stations (intertidal; reef banks; pelitic infralittoral; mixed sediments; Caboto) with different specific patterns, a fact which seems to be mainly related to granulometry and chemical sediment characteristics.

Probing the Galactic thick disc vertical properties and interfaces

Aims. This work investigates the properties (metallicity and kinematics) and interfaces of the Galactic thick disc as a function of height above the Galactic plane. The main aim is to study the thick disc in a place where it is the main component of the sample. Methods. We take advantage of former astrometric work in two fields of several square degrees in which accurate proper motions were measured down to V-magnitudes of 18.5 in two directions, one near the north galactic pole and the other at a galactic latitude of 46 degrees and galactic longitude near 0 degrees. Spectroscopic observations have been acquired in these two fields for a total of about 400 stars down to magnitude 18.0, at spectral resolutions of 3.5 to 6.25 angstrom. The spectra have been analysed with the code ETOILE, comparing the target stellar spectra with a grid of 1400 reference stellar spectra. This comparison allowed us to derive the parameters effective temperature, gravity, [Fe/H] and absolute magnitude for each target star. Results. The Metallicity Distribution Function (MDF) of the thin-thick-disc-halo system is derived for several height intervals between 0 and 5 kpc above the Galactic plane. The MDFs show a decrease of the ratio of the thin to thick disc stars between the first and second kilo-parsec. This is consistent with the classical modelling of the vertical density profile of the disc with 2 populations with different scale heights. A vertical metallicity gradient, partial derivative[Fe/H]/partial derivative z = -0.068 +/- 0.009 dex kpc(-1), is observed in the thick disc. It is discussed in terms of scenarios of formation of the thick disc.

Differences in lung function, growth parameters and frequency of hospital admissions between adolescents with cystic fibrosis-related diabetes and controls

As survival of patients with CF increases,glucose intolerance and cystic fibrosisrelated diabetes (CFRD),ar e increasingly recognised common complications. CFRD may be preceded by a pre-diabetic state. Using markers identified as being associated with CFRD may improve targeted screening. Aim: To identify features consistently predicting CFRD in paediatric patients. Patients diagnosed with CFRD between January 1997–January 2002 were compared with age and sex matched controls. Clinical,micr obiological, and hospitalisation data was collected at time of CFRD diagnosis,and at six monthly intervals for 3 yr prior to diagnosis. Eight patients with CFRD were identified,mean age 13.7 yr (S.D. 3.49) at time of diagnosis. Control patients underwent OGTT to ensure normal glucose tolerance. Patients with CFRD had a lower FEV1 up to 12 months prior to diagnosis however, this was only significant at diagnosis. There was no difference in weight and height z scores between the 2 groups; however,the decrease in weight and height z scores in the CFRD group over 3 yr prior to diagnosis was significant. Mean number of days in hospital and admissions per patient significantly increased in the CFRD group,6 months prior to diagnosis. No other significant differences were observed between the 2 groups. Conclusions: This study has shown a difference in lung function,gr owth parameters and frequency of hospital admissions between patients with CFRD and controls. These differences may be utilised as tools for targeted screening in the paediatricyadolescent population. Further larger scale studies are required to improve guidelines for targeted screening in this population.

Planting density of gliricidia when intercropped with corn for weed control

Reduced use of herbicides that cause environmental pollution problems is of great interest in modern agriculture. Soil mulching with gliricidia (Gliricidia sepium) branches does not have an allelopathic effect on corn, but decreases weed populations. The objective of this study was to evaluate the effects of gliricidia planting density, when grown as an intercrop, on weed control and corn yield parameters. A randomized block design with split-plots and ten replicates was adopted. Corn cultivars AG 1051 and BM 3061 were grown without hoeing, with two hoes (at 24 and 44 days after planting), and intercropped with gliricidia (planted simultaneously with corn, between crop rows, using two seedlings/pit, spaced at 30, 40, or 50 cm). Twenty-one weed species were found in the experimental area. Increased gliricidia planting density reduced weed biomass, but no difference was found between weed biomass in the intercrop and weed biomass in non-hoed corn. Gliricidia intercropped with corn, planted at a row spacing of 30 cm, did not significantly differ from hoed corn in most characteristics considered to evaluate green corn yield, although mean values were smaller. As to the number and weight of marketable green ears, reductions of 5% and 13%, respectively, were observed. Intercropping caused a 17% reduction in grain yield, reducing the losses (36%) observed in non-hoed corn by more than 50%. The highest green ear yield and grain yield values were obtained with two hoeings, while the lowest values were observed for non-hoed corn. The cultivars did not differ regarding green ear yield and grain yield.