Equivalence of truncated count mixture distributions and mixtures of truncated count distributions

This article is about modeling count data with zero truncation. A parametric count density family is considered. The truncated mixture of densities from this family is different from the mixture of truncated densities from the same family. Whereas the former model is more natural to formulate and to interpret, the latter model is theoretically easier to treat. It is shown that for any mixing distribution leading to a truncated mixture, a (usually different) mixing distribution can be found so. that the associated mixture of truncated densities equals the truncated mixture, and vice versa. This implies that the likelihood surfaces for both situations agree, and in this sense both models are equivalent. Zero-truncated count data models are used frequently in the capture-recapture setting to estimate population size, and it can be shown that the two Horvitz-Thompson estimators, associated with the two models, agree. In particular, it is possible to achieve strong results for mixtures of truncated Poisson densities, including reliable, global construction of the unique NPMLE (nonparametric maximum likelihood estimator) of the mixing distribution, implying a unique estimator for the population size. The benefit of these results lies in the fact that it is valid to work with the mixture of truncated count densities, which is less appealing for the practitioner but theoretically easier. Mixtures of truncated count densities form a convex linear model, for which a developed theory exists, including global maximum likelihood theory as well as algorithmic approaches. Once the problem has been solved in this class, it might readily be transformed back to the original problem by means of an explicitly given mapping. Applications of these ideas are given, particularly in the case of the truncated Poisson family.

A bagging-based correction for the mixture model estimator of population size

Estimation of a population size by means of capture-recapture techniques is an important problem occurring in many areas of life and social sciences. We consider the frequencies of frequencies situation, where a count variable is used to summarize how often a unit has been identified in the target population of interest. The distribution of this count variable is zero-truncated since zero identifications do not occur in the sample. As an application we consider the surveillance of scrapie in Great Britain. In this case study holdings with scrapie that are not identified (zero counts) do not enter the surveillance database. The count variable of interest is the number of scrapie cases per holding. For count distributions a common model is the Poisson distribution and, to adjust for potential heterogeneity, a discrete mixture of Poisson distributions is used. Mixtures of Poissons usually provide an excellent fit as will be demonstrated in the application of interest. However, as it has been recently demonstrated, mixtures also suffer under the so-called boundary problem, resulting in overestimation of population size. It is suggested here to select the mixture model on the basis of the Bayesian Information Criterion. This strategy is further refined by employing a bagging procedure leading to a series of estimates of population size. Using the median of this series, highly influential size estimates are avoided. In limited simulation studies it is shown that the procedure leads to estimates with remarkable small bias.

CAMCR: Computer-Assisted Mixture model analysis for Capture–Recapture count data

Population size estimation with discrete or nonparametric mixture models is considered, and reliable ways of construction of the nonparametric mixture model estimator are reviewed and set into perspective. Construction of the maximum likelihood estimator of the mixing distribution is done for any number of components up to the global nonparametric maximum likelihood bound using the EM algorithm. In addition, the estimators of Chao and Zelterman are considered with some generalisations of Zelterman’s estimator. All computations are done with CAMCR, a special software developed for population size estimation with mixture models. Several examples and data sets are discussed and the estimators illustrated. Problems using the mixture model-based estimators are highlighted.

A Gaussian-mixture ensemble transform filter

We generalize the popular ensemble Kalman filter to an ensemble transform filter, in which the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous formulation of the Bayesian filter analysis step. We call the new filter algorithm the ensemble Gaussian-mixture filter (EGMF). The EGMF is implemented for three simple test problems (Brownian dynamics in one dimension, Langevin dynamics in two dimensions and the three-dimensional Lorenz-63 model). It is demonstrated that the EGMF is capable of tracking systems with non-Gaussian uni- and multimodal ensemble distributions. Copyright © 2011 Royal Meteorological Society

Vertical distribution and radiative effects of mineral dust and biomass burning aerosol over West Africa during DABEX

This paper presents measurements of the vertical distribution of aerosol extinction coefficient over West Africa during the Dust and Biomass-burning Aerosol Experiment (DABEX)/African Monsoon Multidisciplinary Analysis dry season Special Observing Period Zero (AMMA-SOP0). In situ aircraft measurements from the UK FAAM aircraft have been compared with two ground-based lidars (POLIS and ARM MPL) and an airborne lidar on an ultralight aircraft. In general, mineral dust was observed at low altitudes (up to 2 km), and a mixture of biomass burning aerosol and dust was observed at altitudes of 2–5 km. The study exposes difficulties associated with spatial and temporal variability when intercomparing aircraft and ground measurements. Averaging over many profiles provided a better means of assessing consistent errors and biases associated with in situ sampling instruments and retrievals of lidar ratios. Shortwave radiative transfer calculations and a 3-year simulation with the HadGEM2-A climate model show that the radiative effect of biomass burning aerosol was somewhat sensitive to the vertical distribution of aerosol. In particular, when the observed low-level dust layer was included in the model, the absorption of solar radiation by the biomass burning aerosols increased by 10%. We conclude that this absorption enhancement was caused by the dust reflecting solar radiation up into the biomass burning aerosol layer. This result illustrates that the radiative forcing of anthropogenic absorbing aerosol can be sensitive to the presence of natural aerosol species.

Mixture of changing uniaxial micellar forms in lyotropic biaxial nematics

Lyotropic nematics consisting of surfactant-cosurfactant water solutions may present a biaxial phase or direct U(+) <-> U(-) transitions, in different regions of the temperature-relative concentration phase diagram, for different systems and compositions. We propose that these may be related to changes of uniaxial micellar form, which may occur either smoothly or abruptly. Smooth change of cylinder-like into disc-like shapes requires a distribution of Maier-Saupe interaction constants and we consider two limiting cases for the distribution of forms: a single Gaussian and a double Gaussian. Alternatively, an abrupt change of form is described by a discontinuous distribution of interaction constants. Our results show that the dispersive distributions yield a biaxial phase, while an abrupt change of shape leads to coexistence of uniaxial phases. Fitting the theory to the experiment for the ternary system KL/decanol/D2O leads to transition lines in very good agreement with experimental results. In order to rationalise the results of the comparison, we analyse temperature and concentration form dependence, which connects micellar and experimental macroscopic parameters. Physically consistent variations of micellar asymmetry, amphiphile partitioning and volume are obtained. To the best of the authors` knowledge, this is the first truly statistical microscopic approach that is able to model experimentally observed lyotropic biaxial nematic phases.

Pressure drop correlation for oil-refrigerant R134a mixture flashing flow in a small diameter tube

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Theoretical studies of liquids by computer simulations: the water-acetone mixture.

Monte Carlo simulation results for pure liquid acetone and water-acetone mixtures calculated in the isothermal and isobaric (NPT) ensemble at T=298K and p=1.0atm are presented. The TIP4P model was used for water and optimized potential for liquid simulation (OPLS) force field parameters used for acetone. The results obtained for the average configurational energy as a function of the mole fraction are in good accord with experimental data. Energy partitioning and co-ordination numbers results calculated for equimolar water-acetone solution are compared to similar data obtained for other water-organic liquid mixtures. These results show an increase in water-water interaction energy and co-ordination numbers when the interaction between water and organic liquid molecules decrease. Distribution functions for pure liquid acetone and water-acetone mixtures are presented. Dipole-dipole angular correlation functions obtained for pure liquid acetone show a predominance of dimers with parallel alignment of dipole moments. Radial distribution functions from water-acetone interaction show characteristic features of hydrogen bonded liquids. Radial and angular distribution functions for water-water correlation calculated in pure water and in equimolar water-acetone mixture are compared, showing very similar features in both systems. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Tissue distribution of lycopene in ferrets and rats after lycopene supplementation

To determine lycopene uptake and tissue distribution in ferrets (Mustela putorius furo) and F344 rats, we supplemented orally 4.6 mg/(kg body wt-d) lycopene in a tomato oleoresin-com oil mixture (experimental groups). After 9 wk of supplementation, the animals were killed and blood and organs were collected. Plasma and tissue carotenoids were extracted and measured using HPLC. Mean concentrations of lycopene (nmol/kg wet tissue) in saponified tissues of ferrets were as follows: liver 933, intestine 73, prostate 12.7 and stomach 9.3. Levels of lycopene (nmol/kg wet tissue) in saponified tissue of rats were as follows: liver 14213, intestine 3125, stomach 78.6, prostate 24 and testis 3.9. When these organs were extracted without saponification, the lycopene levels were lower, except for rat testis. All-translycopene was the predominant isomer found in tomato oleoresin and in the majority of rat tissues, whereas cislycopenes were predominant in rat prostate and plasma. This pattern was reversed in ferrets. The results show the following: 1) lycopene from tomato oleoresin is absorbed and stored primarily in the liver of both animals; 2) saponification generally improves the extraction of lycopene from most tissues of both animals; 3) cis-lycopene and all- translycopene are the predominant isomers in ferret and rat tissues, respectively; and 4) rats absorb lycopene more effectively than ferrets.

Stability and collapse of fermions in a binary dipolar boson-fermion 164Dy-161Dy mixture

We suggest a time-dependent mean-field hydrodynamic model for a binary dipolar boson-fermion mixture to study the stability and collapse of fermions in the 164Dy-161Dy mixture. The condition of stability of the dipolar mixture is illustrated in terms of phase diagrams. A collapse is induced in a disk-shaped stable binary mixture by jumping the interspecies contact interaction from repulsive to attractive by the Feshbach resonance technique. The subsequent dynamics is studied by solving the time-dependent mean-field model including three-body loss due to molecule formation in boson-fermion and boson-boson channels. Collapse and fragmentation in the fermions after subsequent explosions are illustrated. The anisotropic dipolar interaction leads to anisotropic fermionic density distribution during collapse. This study is carried out in three-dimensional space using realistic values of dipolar and contact interactions. © 2013 American Physical Society.

The exponential COM-Poisson distribution

The Conway-Maxwell Poisson (COMP) distribution as an extension of the Poisson distribution is a popular model for analyzing counting data. For the first time, we introduce a new three parameter distribution, so-called the exponential-Conway-Maxwell Poisson (ECOMP) distribution, that contains as sub-models the exponential-geometric and exponential-Poisson distributions proposed by Adamidis and Loukas (Stat Probab Lett 39:35-42, 1998) and KuAY (Comput Stat Data Anal 51:4497-4509, 2007), respectively. The new density function can be expressed as a mixture of exponential density functions. Expansions for moments, moment generating function and some statistical measures are provided. The density function of the order statistics can also be expressed as a mixture of exponential densities. We derive two formulae for the moments of order statistics. The elements of the observed information matrix are provided. Two applications illustrate the usefulness of the new distribution to analyze positive 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.

Robust modeling using the generalized epsilon-skew-t distribution

In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained can be seen as a reparametrization of the skewed GS-t distribution considered by Theodossiou [14]. A key element in the construction of such an extension is that it can be stochastically represented as a mixture of an epsilon-skew-power-exponential distribution [1] and a generalized-gamma distribution. From this representation, we can readily derive theoretical properties and easy-to-implement simulation schemes. Furthermore, we study some of its main properties including stochastic representation, moments and asymmetry and kurtosis coefficients. We also derive the Fisher information matrix, which is shown to be nonsingular for some special cases such as when the asymmetry parameter is null, that is, at the vicinity of symmetry, and discuss maximum-likelihood estimation. Simulation studies for some particular cases and real data analysis are also reported, illustrating the usefulness of the extension considered.

A new long-term lifetime distribution induced by a latent complementary risk framework

In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.

Cation Distribution and Local Order in Mixed Sodium Metaphosphate Glasses

Two structural properties in mixed alkali metal phosphate glasses that seem to be crucial to the development of the mixed ion effect in dc conductivity were systematically analyzed in Na mixed metaphosphates: the local order around the mobile species, and their distribution and mixing in the glass network. The set of glasses considered here, Na1-xMxPO3 with M = Li, Ag, K, Rb, and Cs and 0 <= x <= 1, encompass a broad degree of size mismatch between the mixed cation species. A comprehensive solid-state nuclear magnetic resonance study was carried out using P-31 MAS, Na-23 triple quantum MAS, Rb-87 QCPMG, P-31-Na-23 REDOR, Na-23-Li-7 and Li-7-Li-6 SEDOR, and Na-23 spin echo decay. It was observed that the arrangement of P atoms around Na in the mixed glasses was indistinguishable from that observed in the NaPO3 glass. However, systematic distortions in the local structure of the 0 environments around Na were observed, related to the presence of the second cation. The average Na-O distances show an expansion/compression When Na+ ions are replaced by cations with respectively smaller/bigger radii. The behavior of the nuclear electric quadrupole coupling. constants indicates that this expansion reduces the local symmetry, while the compression produces the opposite effect These effects become marginally small when the site mismatch between the cations is small, as in Na-Ag mixed glasses. The present study confirms the intimate mixing of cation species at the atomic scale, but clear deviations from random mixing were detected in systems with larger alkali metal ions (Cs-Na, K-Na, Rb-Na). In contrast, no deviations from the statistical ion mixture were found in the systems Ag-Na and Li-Na, where mixed cations are either of radii comparable to (Ag+) or smaller than (Li+) Na+. The set of results supports two fundamental structural features of the models proposed to explain the mixed ion effect: the. structural specificity of the sites occupied by each cation species and their mixing at the atomic scale.