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.

The Kumaraswamy Gumbel distribution

The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.

Probing the cosmic distance-duality relation with the Sunyaev-Zel'dovich effect, X-ray observations and supernovae Ia

Context. The angular diameter distances toward galaxy clusters can be determined with measurements of Sunyaev-Zel'dovich effect and X-ray surface brightness combined with the validity of the distance-duality relation, D-L(z)(1 + z)(2)/D-A(z) = 1, where D-L(z) and D-A(z) are, respectively, the luminosity and angular diameter distances. This combination enables us to probe galaxy cluster physics or even to test the validity of the distance-duality relation itself. Aims. We explore these possibilities based on two different, but complementary approaches. Firstly, in order to constrain the possible galaxy cluster morphologies, the validity of the distance-duality relation (DD relation) is assumed in the Lambda CDM framework (WMAP7). Secondly, by adopting a cosmological-model-independent test, we directly confront the angular diameters from galaxy clusters with two supernovae Ia (SNe Ia) subsamples (carefully chosen to coincide with the cluster positions). The influence of the different SNe Ia light-curve fitters in the previous analysis are also discussed. Methods. We assumed that eta is a function of the redshift parametrized by two different relations: eta(z) = 1 +eta(0)z, and eta(z) = 1 + eta(0)z/(1 + z), where eta(0) is a constant parameter quantifying the possible departure from the strict validity of the DD relation. In order to determine the probability density function (PDF) of eta(0), we considered the angular diameter distances from galaxy clusters recently studied by two different groups by assuming elliptical and spherical isothermal beta models and spherical non-isothermal beta model. The strict validity of the DD relation will occur only if the maximum value of eta(0) PDF is centered on eta(0) = 0. Results. For both approaches we find that the elliptical beta model agrees with the distance-duality relation, whereas the non-isothermal spherical description is, in the best scenario, only marginally compatible. We find that the two-light curve fitters (SALT2 and MLCS2K2) present a statistically significant conflict, and a joint analysis involving the different approaches suggests that clusters are endowed with an elliptical geometry as previously assumed. Conclusions. The statistical analysis presented here provides new evidence that the true geometry of clusters is elliptical. In principle, it is remarkable that a local property such as the geometry of galaxy clusters might be constrained by a global argument like the one provided by the cosmological distance-duality relation.

Thermal 2-loop master spectral function at finite momentum

When considering NLO corrections to thermal particle production in the “relativistic” regime, in which the invariant mass squared of the produced particle is K2 ~ (πT)2, then the production rate can be expressed as a sum of a few universal “master” spectral functions. Taking the most complicated 2-loop master as an example, a general strategy for obtaining a convergent 2-dimensional integral representation is suggested. The analysis applies both to bosonic and fermionic statistics, and shows that for this master the non-relativistic approximation is only accurate for K2 ~(8πT)2, whereas the zero-momentum approximation works surprisingly well. Once the simpler masters have been similarly resolved, NLO results for quantities such as the right-handed neutrino production rate from a Standard Model plasma or the dilepton production rate from a QCD plasma can be assembled for K2 ~ (πT)2.

Maps of subsoil temperature and active layer depth of Yakutian ASSR (Autonomous Soviet Socialist Republic of the Soviet Union)

Based on the map of landscapes and permafrost conditions in Yakutia (Merzlotno-landshaftnaya karta Yakutskoi0 ASSR, Gosgeodeziya SSSR, 1991), rasterized maps of permafrost temperature and active-layer thickness of Yakutia, East Siberia were derived. The mean and standard deviation at 0.5-degree grid cell size are estimated by assigning a probability density function at 0.001-degree spatial resolution. Spatial pattern of both variables are dominated by a climatic gradient from north to south, and by mountains and the soil type distribution. Uncertainties are highest in mountains and in the sporadic permafrost zone in the south. The maps are best suited as a benchmark for land surface models which include a permafrost module.

On the complexity of radiation models for PV energy production calculation

Several authors have analysed the changes of the probability density function of the solar radiation with different time resolutions. Some others have approached to study the significance of these changes when produced energy calculations are attempted. We have undertaken different transformations to four Spanish databases in order to clarify the interrelationship between radiation models and produced energy estimations. Our contribution is straightforward: the complexity of a solar radiation model needed for yearly energy calculations, is very low. Twelve values of monthly mean of solar radiation are enough to estimate energy with errors below 3%. Time resolutions better than hourly samples do not improve significantly the result of energy estimations.

Modelos de mapas simpléticos para o movimento de deriva elétrica com efeitos de raio de Larmor finito

Mapas simpléticos têm sido amplamente utilizados para modelar o transporte caótico em plasmas e fluidos. Neste trabalho, propomos três tipos de mapas simpléticos que descrevem o movimento de deriva elétrica em plasmas magnetizados. Efeitos de raio de Larmor finito são incluídos em cada um dos mapas. No limite do raio de Larmor tendendo a zero, o mapa com frequência monotônica se reduz ao mapa de Chirikov-Taylor, e, nos casos com frequência não-monotônica, os mapas se reduzem ao mapa padrão não-twist. Mostramos como o raio de Larmor finito pode levar à supressão de caos, modificar a topologia do espaço de fases e a robustez de barreiras de transporte. Um método baseado na contagem dos tempos de recorrência é proposto para analisar a influência do raio de Larmor sobre os parâmetros críticos que definem a quebra de barreiras de transporte. Também estudamos um modelo para um sistema de partículas onde a deriva elétrica é descrita pelo mapa de frequência monotônica, e o raio de Larmor é uma variável aleatória que assume valores específicos para cada partícula do sistema. A função densidade de probabilidade para o raio de Larmor é obtida a partir da distribuição de Maxwell-Boltzmann, que caracteriza plasmas na condição de equilíbrio térmico. Um importante parâmetro neste modelo é a variável aleatória gama, definida pelo valor da função de Bessel de ordem zero avaliada no raio de Larmor da partícula. Resultados analíticos e numéricos descrevendo as principais propriedades estatísticas do parâmetro gama são apresentados. Tais resultados são então aplicados no estudo de duas medidas de transporte: a taxa de escape e a taxa de aprisionamento por ilhas de período um.

The 2dF-SDSS LRG and QSO (2SLAQ) survey: the z < 2.1 quasar luminosity function from 5645 quasars to g=21.85

We have used the Two-Degree Field (2dF) instrument on the Anglo-Australian Telescope (AAT) to obtain redshifts of a sample of z < 3 and 18.0 < g < 21.85 quasars selected from Sloan Digital Sky Survey (SDSS) imaging. These data are part of a larger joint programme between the SDSS and 2dF communities to obtain spectra of faint quasars and luminous red galaxies, namely the 2dF-SDSS LRG and QSO (2SLAQ) Survey. We describe the quasar selection algorithm and present the resulting number counts and luminosity function of 5645 quasars in 105.7 deg(2). The bright-end number counts and luminosity functions agree well with determinations from the 2dF QSO Redshift Survey (2QZ) data to g similar to 20.2. However, at the faint end, the 2SLAQ number counts and luminosity functions are steeper (i.e. require more faint quasars) than the final 2QZ results from Croom et al., but are consistent with the preliminary 2QZ results from Boyle et al. Using the functional form adopted for the 2QZ analysis ( a double power law with pure luminosity evolution characterized by a second-order polynomial in redshift), we find a faint-end slope of beta =-1.78 +/- 0.03 if we allow all of the parameters to vary, and beta =-1.45 +/- 0.03 if we allow only the faint-end slope and normalization to vary (holding all other parameters equal to the final 2QZ values). Over the magnitude range covered by the 2SLAQ survey, our maximum-likelihood fit to the data yields 32 per cent more quasars than the final 2QZ parametrization, but is not inconsistent with other g > 21 deep surveys for quasars. The 2SLAQ data exhibit no well-defined 'break' in the number counts or luminosity function, but do clearly flatten with increasing magnitude. Finally, we find that the shape of the quasar luminosity function derived from 2SLAQ is in good agreement with that derived from Type I quasars found in hard X-ray surveys.

Stochastic volatility and the goodness-of-fit of the Heston model

Recently, Drǎgulescu and Yakovenko proposed an analytical formula for computing the probability density function of stock log returns, based on the Heston model, which they tested empirically. Their research design inadvertently favourably biased the fit of the data to the Heston model, thus overstating their empirical results. Furthermore, Drǎgulescu and Yakovenko did not perform any goodness-of-fit statistical tests. This study employs a research design that facilitates statistical tests of the goodness-of-fit of the Heston model to empirical returns. Robustness checks are also performed. In brief, the Heston model outperformed the Gaussian model only at high frequencies and even so does not provide a statistically acceptable fit to the data. The Gaussian model performed (marginally) better at medium and low frequencies, at which points the extra parameters of the Heston model have adverse impacts on the test statistics. © 2005 Taylor & Francis Group Ltd.

Simulation of optical fibre communication systems influenced by stimulated brillouin scattering

Boyd's SBS model which includes distributed thermal acoustic noise (DTAN) has been enhanced to enable the Stokes-spontaneous density depletion noise (SSDDN) component of the transmitted optical field to be simulated, probably for the first time, as well as the full transmitted field. SSDDN would not be generated from previous SBS models in which a Stokes seed replaces DTAN. SSDDN becomes the dominant form of transmitted SBS noise as model fibre length (MFL) is increased but its optical power spectrum remains independent of MFL. Simulations of the full transmitted field and SSDDN for different MFLs allow prediction of the optical power spectrum, or system performance parameters which depend on this, for typical communication link lengths which are too long for direct simulation. The SBS model has also been innovatively improved by allowing the Brillouin Shift Frequency (BS) to vary over the model fibre length, for the nonuniform fibre model (NFM) mode, or to remain constant, for the uniform fibre model (UFM) mode. The assumption of a Gaussian probability density function (pdf) for the BSF in the NFM has been confirmed by means of an analysis of reported Brillouin amplified power spectral measurements for the simple case of a nominally step-index single-mode pure silica core fibre. The BSF pdf could be modified to match the Brillouin gain spectra of other fibre types if required. For both models, simulated backscattered and output powers as functions of input power agree well with those from a reported experiment for fitting Brillouin gain coefficients close to theoretical. The NFM and UFM Brillouin gain spectra are then very similar from half to full maximum but diverge at lower values. Consequently, NFM and UFM transmitted SBS noise powers inferred for long MFLs differ by 1-2 dB over the input power range of 0.15 dBm. This difference could be significant for AM-VSB CATV links at some channel frequencies. The modelled characteristic of Carrier-to-Noise Ratio (CNR) as a function of input power for a single intensity modulated subcarrier is in good agreement with the characteristic reported for an experiment when either the UFM or NFM is used. The difference between the two modelled characteristics would have been more noticeable for a higher fibre length or a lower subcarrier frequency.

A Bayesian state space modelling approach to probabilistic quantitative precipitation forecasting

The generation of very short range forecasts of precipitation in the 0-6 h time window is traditionally referred to as nowcasting. Most existing nowcasting systems essentially extrapolate radar observations in some manner, however, very few systems account for the uncertainties involved. Thus deterministic forecast are produced, which have a limited use when decisions must be made, since they have no measure of confidence or spread of the forecast. This paper develops a Bayesian state space modelling framework for quantitative precipitation nowcasting which is probabilistic from conception. The model treats the observations (radar) as noisy realisations of the underlying true precipitation process, recognising that this process can never be completely known, and thus must be represented probabilistically. In the model presented here the dynamics of the precipitation are dominated by advection, so this is a probabilistic extrapolation forecast. The model is designed in such a way as to minimise the computational burden, while maintaining a full, joint representation of the probability density function of the precipitation process. The update and evolution equations avoid the need to sample, thus only one model needs be run as opposed to the more traditional ensemble route. It is shown that the model works well on both simulated and real data, but that further work is required before the model can be used operationally. © 2004 Elsevier B.V. All rights reserved.