Estimating extreme value cumulative distribution functions using bias-corrected kernel approaches

We propose a new kernel estimation of the cumulative distribution function based on transformation and on bias reducing techniques. We derive the optimal bandwidth that minimises the asymptotic integrated mean squared error. The simulation results show that our proposed kernel estimation improves alternative approaches when the variable has an extreme value distribution with heavy tail and the sample size is small.

A generalization of Student’s t-distribution from the viewpoint of special functions

Student’s t-distribution has found various applications in mathematical statistics. One of the main properties of the t-distribution is to converge to the normal distribution as the number of samples tends to infinity. In this paper, by using a Cauchy integral we introduce a generalization of the t-distribution function with four free parameters and show that it converges to the normal distribution again. We provide a comprehensive treatment of mathematical properties of this new distribution. Moreover, since the Fisher F-distribution has a close relationship with the t-distribution, we also introduce a generalization of the F-distribution and prove that it converges to the chi-square distribution as the number of samples tends to infinity. Finally some particular sub-cases of these distributions are considered.

A new study on the power distribution of OFDMA, SC-FDMA and CP-CDMA signals

This paper explores a new technique to calculate and plot the distribution of instantaneous transmit envelope power of OFDMA and SC-FDMA signals from the equation of Probability Density Function (PDF) solved numerically. The Complementary Cumulative Distribution Function (CCDF) of Instantaneous Power to Average Power Ratio (IPAPR) is computed from the structure of the transmit system matrix. This helps intuitively understand the distribution of output signal power if the structure of the transmit system matrix and the constellation used are known. The distribution obtained for OFDMA signal matches complex normal distribution. The results indicate why the CCDF of IPAPR in case of SC-FDMA is better than OFDMA for a given constellation. Finally, with this method it is shown again that cyclic prefixed DS-CDMA system is one case with optimum IPAPR. The insight that this technique provides may be useful in designing area optimised digital and power efficient analogue modules.

Bounds on functionals of the distribution treatment effects

Bounds on the distribution function of the sum of two random variables with known marginal distributions obtained by Makarov (1981) can be used to bound the cumulative distribution function (c.d.f.) of individual treatment effects. Identification of the distribution of individual treatment effects is important for policy purposes if we are interested in functionals of that distribution, such as the proportion of individuals who gain from the treatment and the expected gain from the treatment for these individuals. Makarov bounds on the c.d.f. of the individual treatment effect distribution are pointwise sharp, i.e. they cannot be improved in any single point of the distribution. We show that the Makarov bounds are not uniformly sharp. Specifically, we show that the Makarov bounds on the region that contains the c.d.f. of the treatment effect distribution in two (or more) points can be improved, and we derive the smallest set for the c.d.f. of the treatment effect distribution in two (or more) points. An implication is that the Makarov bounds on a functional of the c.d.f. of the individual treatment effect distribution are not best possible.

The small x behavior of the gluon strucutre function from total cross-sections

Within a QCD-based eikonal model with a dynamical infrared gluon mass scale we discuss how the small x behavior of the gluon distribution function at moderate Q(2) is directly related to the rise of total hadronic cross-sections. In this model the rise of total cross-sections is driven by gluon-gluon semihard scattering processes, where the behavior of the small x gluon distribtuion function exhibits the power law xg(x, Q(2)) = h(Q(2))x(-epsilon). Assuming that the Q(2) scale is proportional to the dynamical gluon mass one, we show that the values of h(Q(2)) obtained in this model are compatible with an earlier result based on a specific nonperturbative Pomeron model. We discuss the implications of this picture for the behavior of input valence-like gluon distributions at low resolution scales.

CLASSICAL DISTRIBUTION-FUNCTIONS DERIVED FROM WIGNER DISTRIBUTION-FUNCTIONS

A mapping which relates the Wigner phase-space distribution function associated with a given stationary quantum-mechanical wavefunction to a specific solution of the time-independent Liouville transport equation is obtained. Two examples are studied.

Mapping Wigner distribution functions into semiclassical distribution functions

A mapping that relates the Wigner phase-space distribution function of a given stationary quantum mechani-cal wave function, a solution of the Schrödinger equation, to a specific solution of the Liouville equation, both subject to the same potential, is studied. By making this mapping, bound states are described by semiclassical distribution functions still depending on Planck's constant, whereas for elastic scattering of a particle by a potential they do not depend on it, the classical limit being reached in this case. Following this method, the mapped distributions of a particle bound in the Pöschl-Teller potential and also in a modified oscillator potential are obtained.

Pion structure function within the instanton model

The leading-twist valence-quark distribution function in the pion is obtained at a low normalization scale of an order of the inverse average size of an instanton pc. The momentum dependent quark mass and the quark-pion vertex are constructed in the framework of the instanton liquid model, using a gauge invariant approach. The parameters of instanton vacuum, the effective instanton radius and quark mass, are related to the vacuum expectation values of the lowest dimension quark-gluon operators and to the pion low energy observables. An analytic expression for the quark distribution function in the pion for a general vertex function is derived. The results are QCD evolved to higher momentum-transfer values, and reasonable agreement with phenomenological analyses of the data on parton distributions for the pion is found. ©2000 The American Physical Society.

The small x behavior of the gluon structure function from total cross-sections

Within a QCD-based eikonal model with a dynamical infrared gluon mass scale we discuss how the small x behavior of the gluon distribution function at moderate Q 2 is directly related to the rise of total hadronic cross-sections. In this model the rise of total cross-sections is driven by gluon-gluon semihard scattering processes, where the behavior of the small x gluon distribution function exhibits the power law xg(x, Q 2) = h(Q 2)x( -∈). Assuming that the Q 2 scale is proportional to the dynamical gluon mass one, we show that the values of h(Q 2) obtained in this model are compatible with an earlier result based on a specific nonperturbative Pomeron model. We discuss the implications of this picture for the behavior of input valence-like gluon distributions at low resolution scales. © 2008 World Scientific Publishing Company.

A new approach to soil classification mapping based on the spatial distribution of soil properties

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

The Truncated Inflated Beta Distribution

The study of proportions is a common topic in many fields of study. The standard beta distribution or the inflated beta distribution may be a reasonable choice to fit a proportion in most situations. However, they do not fit well variables that do not assume values in the open interval (0, c), 0 < c < 1. For these variables, the authors introduce the truncated inflated beta distribution (TBEINF). This proposed distribution is a mixture of the beta distribution bounded in the open interval (c, 1) and the trinomial distribution. The authors present the moments of the distribution, its scoring vector, and Fisher information matrix, and discuss estimation of its parameters. The properties of the suggested estimators are studied using Monte Carlo simulation. In addition, the authors present an application of the TBEINF distribution for unemployment insurance data.

On the Luminous and Dark Matter Distribution in Early-Type Galaxies

The way mass is distributed in galaxies plays a major role in shaping their evolution across cosmic time. The galaxy's total mass is usually determined by tracing the motion of stars in its potential, which can be probed observationally by measuring stellar spectra at different distances from the galactic centre, whose kinematics is used to constrain dynamical models. A class of such models, commonly used to accurately determine the distribution of luminous and dark matter in galaxies, is that of equilibrium models. In this Thesis, a novel approach to the design of equilibrium dynamical models, in which the distribution function is an analytic function of the action integrals, is presented. Axisymmetric and rotating models are used to explain observations of a sample of nearby early-type galaxies in the Calar Alto Legacy Integral Field Area survey. Photometric and spectroscopic data for round and flattened galaxies are well fitted by the models, which are then used to get the galaxies' total mass distribution and orbital anisotropy. The time evolution of massive early-type galaxies is also investigated with numerical models. Their structural properties (mass, size, velocity dispersion) are observed to evolve, on average, with redshift. In particular, they appear to be significantly more compact at higher redshift, at fixed stellar mass, so it is interesting to investigate what drives such evolution. This Thesis focuses on the role played by dark-matter haloes: their mass-size and mass-velocity dispersion correlations evolve similarly to the analogous correlations of ellipticals; at fixed halo mass, the haloes are more compact at higher redshift, similarly to massive galaxies; a simple model, in which all the galaxy's size and velocity-dispersion evolution is due to the cosmological evolution of the underlying halo population, reproduces the observed size and velocity-dispersion of massive compact early-type galaxies up to redshift of about 2.

A Functional-Based Distribution Diagnostic for a Linear Model with Correlated Outcomes: Technical Report

Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed modesl and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated marginal residual vector by the Cholesky decomposition of the inverse of the estimated marginal variance matrix. Linear functions or the resulting "rotated" residuals are used to construct an empirical cumulative distribution function (ECDF), whose stochastic limit is characterized. We describe a resampling technique that serves as a computationally efficient parametric bootstrap for generating representatives of the stochastic limit of the ECDF. Through functionals, such representatives are used to construct global tests for the hypothesis of normal margional errors. In addition, we demonstrate that the ECDF of the predicted random effects, as described by Lange and Ryan (1989), can be formulated as a special case of our approach. Thus, our method supports both omnibus and directed tests. Our method works well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series).

Laboratory observations and simulations of phase reddening

The visible reflectance spectrum of many Solar System bodies changes with changing viewing geometry for reasons not fully understood. It is often observed to redden (increasing spectral slope) with increasing solar phase angle, an effect known as phase reddening. Only once, in an observation of the martian surface by the Viking 1 lander, was reddening observed up to a certain phase angle with bluing beyond, making the reflectance ratio as a function of phase angle shaped like an arch. However, in laboratory experiments this arch-shape is frequently encountered. To investigate this, we measured the bidirectional reflectance of particulate samples of several common rock types in the 400–1000 nm wavelength range and performed ray-tracing simulations. We confirm the occurrence of the arch for surfaces that are forward scattering, i.e. are composed of semi-transparent particles and are smooth on the scale of the particles, and for which the reflectance increases from the lower to the higher wavelength in the reflectance ratio. The arch shape is reproduced by the simulations, which assume a smooth surface. However, surface roughness on the scale of the particles, such as the Hapke and van Horn (Hapke, B., van Horn, H. [1963]. J. Geophys. Res. 68, 4545–4570) fairy castles that can spontaneously form when sprinkling a fine powder, leads to monotonic reddening. A further consequence of this form of microscopic roughness (being indistinct without the use of a microscope) is a flattening of the disk function at visible wavelengths, i.e. Lommel–Seeliger-type scattering. The experiments further reveal monotonic reddening for reflectance ratios at near-IR wavelengths. The simulations fail to reproduce this particular reddening, and we suspect that it results from roughness on the surface of the particles. Given that the regolith of atmosphereless Solar System bodies is composed of small particles, our results indicate that the prevalence of monotonic reddening and Lommel–Seeliger-type scattering for these bodies results from microscopic roughness, both in the form of structures built by the particles and roughness on the surface of the particles themselves. It follows from the singular Viking 1 observation that the surface in front of the lander was composed of semi-transparent particles, and was smooth on the scale of the particle size.

VIS-NIR reflectance of water ice/regolith analogue mixtures and implications for the detectability of ice mixed within planetary regoliths

Permanently shadowed regions at the poles of the Moon and Mercury have been pointed out as candidates for hosting water ice at their surface. We have measured in the laboratory the visible and near infrared spectral range (VIS-NIR) bidirectional reflectance of intimate mixtures of water ice and the JSC-1AF lunar simulant for different ice concentrations, particle sizes, and measurement geometries. The nonlinearity between the measured reflectance and the amount of ice in the mixture can be reproduced to some extent by the mixing formulas of standard reflectance models, in particular, those of Hapke and Hiroi, which are tested here. Estimating ice concentrations from reflectance data without knowledge of the mixing coefficientsstrongly dependent on the size/shape of the grainscan result in large errors. According to our results, it is possible that considerable amounts of water ice might be intimately mixed in the regolith of the Moon and Mercury without producing noticeable photometric signatures.