Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

Subcritical crack growth and in vitro lifetime prediction of resin composites with different filler distributions

Objectives. Verify the influence of different filler distributions on the subcritical crack growth (SCG) susceptibility, Weibull parameters (m and sigma(0)) and longevity estimated by the strength-probability-time (SPT) diagram of experimental resin composites. Methods. Four composites were prepared, each one containing 59 vol% of glass powder with different filler sizes (d(50) = 0.5; 0.9; 1.2 and 1.9 mu m) and distributions. Granulometric analyses of glass powders were done by a laser diffraction particle size analyzer (Sald-7001, Shimadzu, USA). SCG parameters (n and sigma(f0)) were determined by dynamic fatigue (10(-2) to 10(2) MPa/s) using a biaxial flexural device (12 x 1.2 mm; n = 10). Twenty extra specimens of each composite were tested at 10(0) MPa/s to determine m and sigma(0). Specimens were stored in water at 37 degrees C for 24 h. Fracture surfaces were analyzed under SEM. Results. In general, the composites with broader filler distribution (C0.5 and C1.9) presented better results in terms of SCG susceptibility and longevity. C0.5 and C1.9 presented higher n values (respectively, 31.2 +/- 6.2(a) and 34.7 +/- 7.4(a)). C1.2 (166.42 +/- 0.01(a)) showed the highest and C0.5 (158.40 +/- 0.02(d)) the lowest sigma(f0) value (in MPa). Weibull parameters did not vary significantly (m: 6.6 to 10.6 and sigma(0): 170.6 to 176.4 MPa). Predicted reductions in failure stress (P-f = 5%) for a lifetime of 10 years were approximately 45% for C0.5 and C1.9 and 65% for C0.9 and C1.2. Crack propagation occurred through the polymeric matrix around the fillers and all the fracture surfaces showed brittle fracture features. Significance. Composites with broader granulometric distribution showed higher resistance to SCG and, consequently, higher longevity in vitro. (C) 2012 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

THE LOG-BURR XII REGRESSION MODEL FOR GROUPED SURVIVAL DATA

The log-Burr XII regression model for grouped survival data is evaluated in the presence of many ties. The methodology for grouped survival data is based on life tables, where the times are grouped in k intervals, and we fit discrete lifetime regression models to the data. The model parameters are estimated by maximum likelihood and jackknife methods. To detect influential observations in the proposed model, diagnostic measures based on case deletion, so-called global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to these measures, the total local influence and influential estimates are also used. We conduct Monte Carlo simulation studies to assess the finite sample behavior of the maximum likelihood estimators of the proposed model for grouped survival. A real data set is analyzed using a regression model for grouped data.

On scale-mixture Birnbaum-Saunders distributions

We present for the first time a justification on the basis of central limit theorems for the family of life distributions generated from scale-mixture of normals. This family was proposed by Balakrishnan et al. (2009) and can be used to accommodate unexpected observations for the usual Birnbaum-Saunders distribution generated from the normal one. The class of scale-mixture of normals includes normal, slash, Student-t, logistic, double-exponential, exponential power and many other distributions. We present a model for the crack extensions where the limiting distribution of total crack extensions is in the class of scale-mixture of normals. (C) 2012 Elsevier B.V. All rights reserved.

The new class of Kummer beta generalized distributions

Ng and Kotz (1995) introduced a distribution that provides greater flexibility to extremes. We define and study a new class of distributions called the Kummer beta generalized family to extend the normal, Weibull, gamma and Gumbel distributions, among several other well-known distributions. Some special models are discussed. The ordinary moments of any distribution in the new family can be expressed as linear functions of probability weighted moments of the baseline distribution. We examine the asymptotic distributions of the extreme values. We derive the density function of the order statistics, mean absolute deviations and entropies. We use maximum likelihood estimation to fit the distributions in the new class and illustrate its potentiality with an application to a real data set.

Nuclear-modification factor for open-heavy-flavor production at forward rapidity in Cu plus Cu collisions at root s(NN)=200 GeV

Background: Heavy-flavor production in p + p collisions is a good test of perturbative-quantum-chromodynamics (pQCD) calculations. Modification of heavy-flavor production in heavy-ion collisions relative to binary-collision scaling from p + p results, quantified with the nuclear-modification factor (R-AA), provides information on both cold-and hot-nuclear-matter effects. Midrapidity heavy-flavor R-AA measurements at the Relativistic Heavy Ion Collider have challenged parton-energy-loss models and resulted in upper limits on the viscosity-entropy ratio that are near the quantum lower bound. Such measurements have not been made in the forward-rapidity region. Purpose: Determine transverse-momentum (p(T)) spectra and the corresponding R-AA for muons from heavy-flavor meson decay in p + p and Cu + Cu collisions at root s(NN) = 200 GeV and y = 1.65. Method: Results are obtained using the semileptonic decay of heavy-flavor mesons into negative muons. The PHENIX muon-arm spectrometers measure the p(T) spectra of inclusive muon candidates. Backgrounds, primarily due to light hadrons, are determined with a Monte Carlo calculation using a set of input hadron distributions tuned to match measured-hadron distributions in the same detector and statistically subtracted. Results: The charm-production cross section in p + p collisions at root s = 200 GeV, integrated over p(T) and in the rapidity range 1.4 < y < 1.9, is found to be d(sigma e (e) over bar)/dy = 0.139 +/- 0.029 (stat)(-0.058)(+0.051) (syst) mb. This result is consistent with a perturbative fixed-order-plus-next-to-leading-log calculation within scale uncertainties and is also consistent with expectations based on the corresponding midrapidity charm-production cross section measured by PHENIX. The R-AA for heavy-flavor muons in Cu + Cu collisions is measured in three centrality bins for 1 < p(T) < 4 GeV/c. Suppression relative to binary-collision scaling (R-AA < 1) increases with centrality. Conclusions: Within experimental and theoretical uncertainties, the measured charm yield in p + p collisions is consistent with state-of-the-art pQCD calculations. Suppression in central Cu + Cu collisions suggests the presence of significant cold-nuclear-matter effects and final-state energy loss.

Size distributions and temporal variations of biological aerosol particles in the Amazon rainforest characterized by microscopy and real-time UV-APS fluorescence techniques during AMAZE-08

As a part of the AMAZE-08 campaign during the wet season in the rainforest of central Amazonia, an ultraviolet aerodynamic particle sizer (UV-APS) was operated for continuous measurements of fluorescent biological aerosol particles (FBAP). In the coarse particle size range (> 1 mu m) the campaign median and quartiles of FBAP number and mass concentration were 7.3x10(4) m(-3) (4.0-13.2x10(4) m(-3)) and 0.72 mu g m(-3) (0.42-1.19 mu g m(-3)), respectively, accounting for 24% (11-41%) of total particle number and 47% (25-65%) of total particle mass. During the five-week campaign in February-March 2008 the concentration of coarse-mode Saharan dust particles was highly variable. In contrast, FBAP concentrations remained fairly constant over the course of weeks and had a consistent daily pattern, peaking several hours before sunrise, suggesting observed FBAP was dominated by nocturnal spore emission. This conclusion was supported by the consistent FBAP number size distribution peaking at 2.3 mu m, also attributed to fungal spores and mixed biological particles by scanning electron microscopy (SEM), light microscopy and biochemical staining. A second primary biological aerosol particle (PBAP) mode between 0.5 and 1.0 mu m was also observed by SEM, but exhibited little fluorescence and no true fungal staining. This mode may have consisted of single bacterial cells, brochosomes, various fragments of biological material, and small Chromalveolata (Chromista) spores. Particles liquid-coated with mixed organic-inorganic material constituted a large fraction of observations, and these coatings contained salts likely from primary biological origin. We provide key support for the suggestion that real-time laser-induce fluorescence (LIF) techniques using 355 nm excitation provide size-resolved concentrations of FBAP as a lower limit for the atmospheric abundance of biological particles in a pristine environment. We also show some limitations of using the instrument for ambient monitoring of weakly fluorescent particles < 2 mu m. Our measurements confirm that primary biological particles, fungal spores in particular, are an important fraction of supermicron aerosol in the Amazon and that may contribute significantly to hydrological cycling, especially when coated by mixed inorganic material.

Generalized beta-generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved.

A Homonuclear Rotational Echo Double-Resonance Method for Measuring Site-Resolved Distance Distributions in I=1/2 Spin Pairs, Clusters, and Multispin Systems

Deutsche Forschungsgemeinschaft [SFB 858]

Application of the log-conformation tensor to three-dimensional time-dependent free surface flows

The numerical simulation of flows of highly elastic fluids has been the subject of intense research over the past decades with important industrial applications. Therefore, many efforts have been made to improve the convergence capabilities of the numerical methods employed to simulate viscoelastic fluid flows. An important contribution for the solution of the High-Weissenberg Number Problem has been presented by Fattal and Kupferman [J. Non-Newton. Fluid. Mech. 123 (2004) 281-285] who developed the matrix-logarithm of the conformation tensor technique, henceforth called log-conformation tensor. Its advantage is a better approximation of the large growth of the stress tensor that occur in some regions of the flow and it is doubly beneficial in that it ensures physically correct stress fields, allowing converged computations at high Weissenberg number flows. In this work we investigate the application of the log-conformation tensor to three-dimensional unsteady free surface flows. The log-conformation tensor formulation was applied to solve the Upper-Convected Maxwell (UCM) constitutive equation while the momentum equation was solved using a finite difference Marker-and-Cell type method. The resulting developed code is validated by comparing the log-conformation results with the analytic solution for fully developed pipe flows. To illustrate the stability of the log-conformation tensor approach in solving three-dimensional free surface flows, results from the simulation of the extrudate swell and jet buckling phenomena of UCM fluids at high Weissenberg numbers are presented. (C) 2012 Elsevier B.V. All rights reserved.

Levy stable distributions via associated integral transform

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g(alpha)(x), 0 <= x < infinity, 0 < alpha < 1. We demonstrate that the knowledge of one such a distribution g a ( x) suffices to obtain exactly g(alpha)p ( x), p = 2, 3, .... Similarly, from known g(alpha)(x) and g(beta)(x), 0 < alpha, beta < 1, we obtain g(alpha beta)( x). The method is based on the construction of the integral operator, called Levy transform, which implements the above operations. For a rational, alpha = l/k with l < k, we reproduce in this manner many of the recently obtained exact results for g(l/k)(x). This approach can be also recast as an application of the Efros theorem for generalized Laplace convolutions. It relies solely on efficient definite integration. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4709443]

Sets of probability distributions, independence, and convexity

This paper analyzes concepts of independence and assumptions of convexity in the theory of sets of probability distributions. The starting point is Kyburg and Pittarelli's discussion of "convex Bayesianism" (in particular their proposals concerning E-admissibility, independence, and convexity). The paper offers an organized review of the literature on independence for sets of probability distributions; new results on graphoid properties and on the justification of "strong independence" (using exchangeability) are presented. Finally, the connection between Kyburg and Pittarelli's results and recent developments on the axiomatization of non-binary preferences, and its impact on "complete" independence, are described.

Cross sections and double-helicity asymmetries of midrapidity inclusive charged hadrons in p plus p collisions at root s = 62.4 GeV

Unpolarized cross sections and double-helicity asymmetries of single-inclusive positive and negative charged hadrons at midrapidity from p + p collisions at root s = 62.4 GeV are presented. The PHENIX measurement of the cross sections for 1.0 < p(T) < 4.5 GeV/c are consistent with perturbative QCD calculations at next-to-leading order in the strong-coupling constant, alpha(s). Resummed pQCD calculations including terms with next-to-leading-log accuracy, yielding reduced theoretical uncertainties, also agree with the data. The double-helicity asymmetry, sensitive at leading order to the gluon polarization in a momentum-fraction range of 0.05 less than or similar to x(gluon) less than or similar to 0.2, is consistent with recent global parametrizations disfavoring large gluon polarization.

Quantum deformation of the angular distributions of synchrotron radiation. Emission from particles in the first excited state

The exact expressions for the characteristics of synchrotron radiation of charged particles in the first excited state are obtained in analytical form using quantum theory methods. We performed a detailed analysis of the angular distribution structure of radiation power and its polarization for particles with spin 0 and 1/2. It is shown that the exact quantum calculations lead to results that differ substantially from the predictions of classical theory.

Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.