980 resultados para Bivariate Exponential


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Tropical cyclones are affected by a large number of climatic factors, which translates into complex patterns of occurrence. The variability of annual metrics of tropical-cyclone activity has been intensively studied, in particular since the sudden activation of the North Atlantic in the mid 1990’s. We provide first a swift overview on previous work by diverse authors about these annual metrics for the North-Atlantic basin, where the natural variability of the phenomenon, the existence of trends, the drawbacks of the records, and the influence of global warming have been the subject of interesting debates. Next, we present an alternative approach that does not focus on seasonal features but on the characteristics of single events [Corral et al., Nature Phys. 6, 693 (2010)]. It is argued that the individual-storm power dissipation index (PDI) constitutes a natural way to describe each event, and further, that the PDI statistics yields a robust law for the occurrence of tropical cyclones in terms of a power law. In this context, methods of fitting these distributions are discussed. As an important extension to this work we introduce a distribution function that models the whole range of the PDI density (excluding incompleteness effects at the smallest values), the gamma distribution, consisting in a powerlaw with an exponential decay at the tail. The characteristic scale of this decay, represented by the cutoff parameter, provides very valuable information on the finiteness size of the basin, via the largest values of the PDIs that the basin can sustain. We use the gamma fit to evaluate the influence of sea surface temperature (SST) on the occurrence of extreme PDI values, for which we find an increase around 50 % in the values of these basin-wide events for a 0.49 C SST average difference. Similar findings are observed for the effects of the positive phase of the Atlantic multidecadal oscillation and the number of hurricanes in a season on the PDI distribution. In the case of the El Niño Southern oscillation (ENSO), positive and negative values of the multivariate ENSO index do not have a significant effect on the PDI distribution; however, when only extreme values of the index are used, it is found that the presence of El Niño decreases the PDI of the most extreme hurricanes.

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We extend PML theory to account for information on the conditional moments up to order four, but without assuming a parametric model, to avoid a risk of misspecification of the conditional distribution. The key statistical tool is the quartic exponential family, which allows us to generalize the PML2 and QGPML1 methods proposed in Gourieroux et al. (1984) to PML4 and QGPML2 methods, respectively. An asymptotic theory is developed. The key numerical tool that we use is the Gauss-Freud integration scheme that solves a computational problem that has previously been raised in several fields. Simulation exercises demonstrate the feasibility and robustness of the methods [Authors]

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CONTEXT: Several genetic risk scores to identify asymptomatic subjects at high risk of developing type 2 diabetes mellitus (T2DM) have been proposed, but it is unclear whether they add extra information to risk scores based on clinical and biological data. OBJECTIVE: The objective of the study was to assess the extra clinical value of genetic risk scores in predicting the occurrence of T2DM. DESIGN: This was a prospective study, with a mean follow-up time of 5 yr. SETTING AND SUBJECTS: The study included 2824 nondiabetic participants (1548 women, 52 ± 10 yr). MAIN OUTCOME MEASURE: Six genetic risk scores for T2DM were tested. Four were derived from the literature and two were created combining all (n = 24) or shared (n = 9) single-nucleotide polymorphisms of the previous scores. A previously validated clinic + biological risk score for T2DM was used as reference. RESULTS: Two hundred seven participants (7.3%) developed T2DM during follow-up. On bivariate analysis, no differences were found for all but one genetic score between nondiabetic and diabetic participants. After adjusting for the validated clinic + biological risk score, none of the genetic scores improved discrimination, as assessed by changes in the area under the receiver-operating characteristic curve (range -0.4 to -0.1%), sensitivity (-2.9 to -1.0%), specificity (0.0-0.1%), and positive (-6.6 to +0.7%) and negative (-0.2 to 0.0%) predictive values. Similarly, no improvement in T2DM risk prediction was found: net reclassification index ranging from -5.3 to -1.6% and nonsignificant (P ≥ 0.49) integrated discrimination improvement. CONCLUSIONS: In this study, adding genetic information to a previously validated clinic + biological score does not seem to improve the prediction of T2DM.

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OBJECTIVES: This study aims to determine whether adolescent girls with severe dysmenorrhea (SD) have different psychological characteristics from their peers. STUDY DESIGN: Cross-sectional survey (SMASH 02). SETTINGS: Nationally representative sample of adolescents attending post-mandatory education. PARTICIPANTS: N = 7548, of whom 3340 were females, aged 16-20 years. INTERVENTION: Self-administered, anonymous survey consisted of 565 items on 4 main topics: sociodemographic determinants of health, health status, health behaviors, and health care use. OUTCOMES: Body image variables, mental health, and associated variables like sexual abuse and health perceptions. Bivariate analysis and binomial logistic regression controlling for explanatory variables were performed. RESULTS: 12.4% (95% confidence interval [CI]: 11.0-14) declared SD. Compared to their peers, subjects with SD were more likely to report depressive symptoms (adjusted odds ratio [AOR]: 1.73; 95% CI: 1.38-2.15), have a higher gynecological age (AOR: 1.13; 95% CI: 1.05-1.20), and attend vocational school (AOR: 1.33; 95% CI: 1.00-1.76). Moreover, the proportion of those reporting dissatisfaction with their body appearance was higher (AOR: 1.50; 95% CI: 1.02-2.22). CONCLUSION: Patients with SD not only show a different profile from their peers in terms of their mental health academic track and gynecological age, but they are also more dissatisfied with their body appearance. Clinicians should pay particular attention to patients with SD and offer them a global evaluation, bearing in mind what factors can be associated with SD.

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We investigated the role of the number of loci coding for a neutral trait on the release of additive variance for this trait after population bottlenecks. Different bottleneck sizes and durations were tested for various matrices of genotypic values, with initial conditions covering the allele frequency space. We used three different types of matrices. First, we extended Cheverud and Routman's model by defining matrices of "pure" epistasis for three and four independent loci; second, we used genotypic values drawn randomly from uniform, normal, and exponential distributions; and third we used two models of simple metabolic pathways leading to physiological epistasis. For all these matrices of genotypic values except the dominant metabolic pathway, we find that, as the number of loci increases from two to three and four, an increase in the release of additive variance is occurring. The amount of additive variance released for a given set of genotypic values is a function of the inbreeding coefficient, independently of the size and duration of the bottleneck. The level of inbreeding necessary to achieve maximum release in additive variance increases with the number of loci. We find that additive-by-additive epistasis is the type of epistasis most easily converted into additive variance. For a wide range of models, our results show that epistasis, rather than dominance, plays a significant role in the increase of additive variance following bottlenecks.

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This paper provides a new and accessible approach to establishing certain results concerning the discounted penalty function. The direct approach consists of two steps. In the first step, closed-form expressions are obtained in the special case in which the claim amount distribution is a combination of exponential distributions. A rational function is useful in this context. For the second step, one observes that the family of combinations of exponential distributions is dense. Hence, it suffices to reformulate the results of the first step to obtain general results. The surplus process has downward and upward jumps, modeled by two independent compound Poisson processes. If the distribution of the upward jumps is exponential, a series of new results can be obtained with ease. Subsequently, certain results of Gerber and Shiu [H. U. Gerber and E. S. W. Shiu, North American Actuarial Journal 2(1): 48–78 (1998)] can be reproduced. The two-step approach is also applied when an independent Wiener process is added to the surplus process. Certain results are related to Zhang et al. [Z. Zhang, H. Yang, and S. Li, Journal of Computational and Applied Mathematics 233: 1773–1 784 (2010)], which uses different methods.

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Malaria control has been directed towards regional actions where more detailed knowledge of local determinants of transmission is of primary importance. This is a short report on range distribution and biting indices for Anopheles darlingi and An. albitarsis during the dry and rainy season that follows river level variation in a savanna/alluvial forest malaria system area in the Northern Amazon Basin. Distribution range and adult biting indices were at their highest during the rainy season for both An. darlingi and An. albitarsis. During the rainy season the neighboring alluvial forest was extensively flooded. This coincided with highest rates in malaria transmission with case clustering near the river. As the river receded, anopheline distribution range and density decreased. This decrease in distribution and density corresponded to a malaria decrease in the near area. An exponential regression function was derived to permit estimations of An. darlingi distribution over specified distances. Anopheline spatio-temporal variations lead to uneven malaria case distribution and are of important implications for control strategies.

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Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

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AIM: To assess whether repeating a grade was associated with drug use among adolescents after controlling for personal, family and school-related variables, and whether there were differences between students in mandatory and post-mandatory school. METHODS: Data were drawn from the Catalonia Adolescent Health Survey, a cross-sectional study of in-school adolescents aged 14-19 y. The index group included 366 subjects who were repeating a grade at the time the survey was carried out (old-for-grade, OFG). A control group matched by gender, school and being one grade ahead was randomly chosen among all the subjects who had never repeated a grade. All statistically significant variables in the bivariate analysis were included in a multivariate analysis. In a second step, all analyses were repeated for students in mandatory (14-16 y) and post-mandatory (17-19 y) school. RESULTS: After controlling for background variables, subjects in the index group were more likely to perceive that most of their peers were using synthetic drugs and to have ever used them, to have bad grades and a worse relationship with their teachers. OFG students in mandatory school were more likely to have divorced parents, bad grades and have ever used synthetic drugs, whereas they were less likely to be regular drinkers. OFG students in post-mandatory school were more likely to have below average grades, to be regular smokers and to perceive that most of their peers used synthetic drugs. CONCLUSIONS: When background variables are taken into consideration, the relationship between repeating a grade and drug use is not so clear. By increasing the familial and academic support of adolescents with academic underachievement, we could reduce their drug consumption.

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PURPOSE: The origin of the slow component is not fully understood. The mechanical hypothesis is one of the potential factors, because an increase in external mechanical work with fatigue was previously reported for a constant velocity run. The purpose of this study was to determine whether a change in mechanical work could occur during the development of the VO2 slow component under the effect of fatigue. METHODS: Twelve regional-level competitive runners performed a square-wave transition, corresponding to 95% of the speed associated with peak VO2 obtained during an incremental test. The VO2 response was fit with a classical model including two exponential functions. A specific treadmill with three-dimensional force transducers was used to measure the ground reaction force. Kinetic work (W(kin)), potential work (W(pot)), external work (W(ext)), and an index of internal work (W(int)) per unit of distance were quantified continuously. RESULTS: During the slow component of VO2, a significant increase in W (P< 0.01), no change in W, and a significant decrease in W and W index (P< 0.05, P< 0.001, respectively) were observed. CONCLUSION: The present study showed that the slow component of VO2 did not result partly from a change in mechanical work under the effect of fatigue. Nevertheless, the decrease in stride frequency (P< 0.001) and contact time (P< 0.001) suggested an alternative mechanical explanation. The slow component during running may be due to the cost of generating force or to alterations in the storage and recoil of elastic energy, and not to the external mechanical work.

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Inconsistencies about dynamic asymmetry between the on- and off-transient responses in VO2 are found in the literature. Therefore the purpose of this study was to examine VO2 on- and off-transients during moderate- and heavy-intensity cycling exercise in trained subjects. Ten men underwent an initial incremental test for the estimation of ventilatory threshold (VT) and, on different days, two bouts of square-wave exercise at moderate (<VT) and heavy (>VT) intensities. VO2 kinetics in exercise and recovery were better described by a single exponential model (<VT), or by a double exponential with two time delays (>VT). For moderate exercise, we found a symmetry of VO2 kinetics between the on- and off-transients (i.e., fundamental component), consistent with a system manifesting linear control dynamics. For heavy exercise, a slow component superimposed on the fundamental phase was expressed in both the exercise and recovery, with similar parameter estimates. But the on-transient values of the time constant were appreciably faster than the associated off-transient, and independent of the work rate imposed (<VT and >VT). Our results do not support a dynamically linear system model of VO2 during cycling exercise in the heavy-intensity domain.

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Inconsistencies about dynamic asymmetry between the on- and off-transient responses in .VO2 are found in the literature. Therefore the purpose of this study was to examine .VO2on- and off-transients during moderate- and heavy-intensity cycling exercise in trained subjects. Ten men underwent an initial incremental test for the estimation of ventilatory threshold (VT) and, on different days, two bouts of square-wave exercise at moderate (<VT) and heavy (>VT) intensities. .VO2 kinetics in exercise and recovery were better described by a single exponential model (<VT) or by a double exponential with two time delays (>VT). For moderate exercise, we found a symmetry of .VO2 kinetics between the on- and off-transients (i.e., fundamental component), consistent with a system manifesting linear control dynamics. For heavy exercise, a slow component superimposed on the fundamental phase was expressed in both the exercise and recovery, with similar parameter estimates. But the on-transient values of the time constant were appreciably faster than the associated off-transient, and independent of the work rate imposed (<VT and >VT). Our results do not support a dynamically linear system model of .VO2 during cycling exercise in the heavy-intensity domain.

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The purpose of this study was to test the hypothesis that athletes having a slower oxygen uptake ( VO(2)) kinetics would benefit more, in terms of time spent near VO(2max), from an increase in the intensity of an intermittent running training (IT). After determination of VO(2max), vVO(2max) (i.e. the minimal velocity associated with VO(2max) in an incremental test) and the time to exhaustion sustained at vVO(2max) ( T(lim)), seven well-trained triathletes performed in random order two IT sessions. The two IT comprised 30-s work intervals at either 100% (IT(100%)) or 105% (IT(105%)) of vVO(2max) with 30-s recovery intervals at 50% of vVO(2max) between each repeat. The parameters of the VO(2) kinetics (td(1), tau(1), A(1), td(2), tau(2), A(2), i.e. time delay, time constant and amplitude of the primary phase and slow component, respectively) during the T(lim) test were modelled with two exponential functions. The highest VO(2) reached was significantly lower ( P<0.01) in IT(100%) run at 19.8 (0.9) km(.)h(-1) [66.2 (4.6) ml(.)min(-1.)kg(-1)] than in IT(105%) run at 20.8 (1.0) km(.)h(-1) [71.1 (4.9) ml(.)min(-1.)kg(-1)] or in the incremental test [71.2 (4.2) ml(.)min(-1.)kg(-1)]. The time sustained above 90% of VO(2max) in IT(105%) [338 (149) s] was significantly higher ( P<0.05) than in IT(100%) [168 (131) s]. The average T(lim) was 244 (39) s, tau(1) was 15.8 (5.9) s and td(2) was 96 (13) s. tau(1) was correlated with the difference in time spent above 90% of VO(2max) ( r=0.91; P<0.01) between IT(105%) and IT(100%). In conclusion, athletes with a slower VO(2) kinetics in a vVO(2max) constant-velocity test benefited more from the 5% rise of IT work intensity, exercising for longer above 90% of VO(2max) when the IT intensity was increased from 100 to 105% of vVO(2max).

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OBJECTIVES: This study sought to establish an accurate and reproducible T(2)-mapping cardiac magnetic resonance (CMR) methodology at 3 T and to evaluate it in healthy volunteers and patients with myocardial infarct. BACKGROUND: Myocardial edema affects the T(2) relaxation time on CMR. Therefore, T(2)-mapping has been established to characterize edema at 1.5 T. A 3 T implementation designed for longitudinal studies and aimed at guiding and monitoring therapy remains to be implemented, thoroughly characterized, and evaluated in vivo. METHODS: A free-breathing navigator-gated radial CMR pulse sequence with an adiabatic T(2) preparation module and an empirical fitting equation for T(2) quantification was optimized using numerical simulations and was validated at 3 T in a phantom study. Its reproducibility for myocardial T(2) quantification was then ascertained in healthy volunteers and improved using an external reference phantom with known T(2). In a small cohort of patients with established myocardial infarction, the local T(2) value and extent of the edematous region were determined and compared with conventional T(2)-weighted CMR and x-ray coronary angiography, where available. RESULTS: The numerical simulations and phantom study demonstrated that the empirical fitting equation is significantly more accurate for T(2) quantification than that for the more conventional exponential decay. The volunteer study consistently demonstrated a reproducibility error as low as 2 ± 1% using the external reference phantom and an average myocardial T(2) of 38.5 ± 4.5 ms. Intraobserver and interobserver variability in the volunteers were -0.04 ± 0.89 ms (p = 0.86) and -0.23 ± 0.91 ms (p = 0.87), respectively. In the infarction patients, the T(2) in edema was 62.4 ± 9.2 ms and was consistent with the x-ray angiographic findings. Simultaneously, the extent of the edematous region by T(2)-mapping correlated well with that from the T(2)-weighted images (r = 0.91). CONCLUSIONS: The new, well-characterized 3 T methodology enables robust and accurate cardiac T(2)-mapping at 3 T with high spatial resolution, while the addition of a reference phantom improves reproducibility. This technique may be well suited for longitudinal studies in patients with suspected or established heart disease.

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BACKGROUND: Shared Decision Making (SDM) is increasingly advocated as a model for medical decision making. However, there is still low use of SDM in clinical practice. High impact factor journals might represent an efficient way for its dissemination. We aimed to identify and characterize publication trends of SDM in 15 high impact medical journals. METHODS: We selected the 15 general and internal medicine journals with the highest impact factor publishing original articles, letters and editorials. We retrieved publications from 1996 to 2011 through the full-text search function on each journal website and abstracted bibliometric data. We included publications of any type containing the phrase "shared decision making" or five other variants in their abstract or full text. These were referred to as SDM publications. A polynomial Poisson regression model with logarithmic link function was used to assess the evolution across the period of the number of SDM publications according to publication characteristics. RESULTS: We identified 1285 SDM publications out of 229,179 publications in 15 journals from 1996 to 2011. The absolute number of SDM publications by journal ranged from 2 to 273 over 16 years. SDM publications increased both in absolute and relative numbers per year, from 46 (0.32% relative to all publications from the 15 journals) in 1996 to 165 (1.17%) in 2011. This growth was exponential (P < 0.01). We found fewer research publications (465, 36.2% of all SDM publications) than non-research publications, which included non-systematic reviews, letters, and editorials. The increase of research publications across time was linear. Full-text search retrieved ten times more SDM publications than a similar PubMed search (1285 vs. 119 respectively). CONCLUSION: This review in full-text showed that SDM publications increased exponentially in major medical journals from 1996 to 2011. This growth might reflect an increased dissemination of the SDM concept to the medical community.