926 resultados para maximum-likelihood approach


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Birnbaum and Saunders (1969a) introduced a probability distribution which is commonly used in reliability studies For the first time based on this distribution the so-called beta-Birnbaum-Saunders distribution is proposed for fatigue life modeling Various properties of the new model including expansions for the moments moment generating function mean deviations density function of the order statistics and their moments are derived We discuss maximum likelihood estimation of the model s parameters The superiority of the new model is illustrated by means of three failure real data sets (C) 2010 Elsevier B V All rights reserved

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The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

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We consider the issue of assessing influence of observations in the class of Birnbaum-Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea et al. [8] which are confined to Birnbaum-Saunders linear regression models. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are discussed. Additionally, the normal curvatures for studying local influence are derived under some perturbation schemes. We also give an application to a real fatigue data set.

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In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting the dispersion parameter vary throughout the observations, and contains the dispersion models as particular case. General formulae for the O(n(-1)) bias are obtained explicitly in dispersion models with dispersion covariates, which generalize previous results obtained by Botter and Cordeiro (1998), Cordeiro and McCullagh (1991), Cordeiro and Vasconcellos (1999), and Paula (1992). The practical use of the formulae is that we can derive closed-form expressions for the O(n(-1)) biases of the maximum likelihood estimators of the regression and dispersion parameters when the information matrix has a closed-form. Various expressions for the O(n(-1)) biases are given for special models. The formulae have advantages for numerical purposes because they require only a supplementary weighted linear regression. We also compare these bias-corrected estimators with two different estimators which are also bias-free to order O(n(-1)) that are based on bootstrap methods. These estimators are compared by simulation. (C) 2011 Elsevier B.V. All rights reserved.

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The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed. (C) 2010 Elsevier B.V. All rights reserved.

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The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved.

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The Laplace distribution is one of the earliest distributions in probability theory. For the first time, based on this distribution, we propose the so-called beta Laplace distribution, which extends the Laplace distribution. Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters and derive the observed information matrix. The usefulness of the new model is illustrated by means of a real data set. (C) 2011 Elsevier B.V. All rights reserved.

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We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

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This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.

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The mitochondrial genome of the chytrid Blastocladiella emersonii was sequenced and annotated, revealing the complete set of oxidative phosphorylation genes and tRNAs/rRNAs necessary for the translation process. Phylogenetic reconstructions reinforce the proposal of the new phylum Blastocladiomycota. Evidences of gene duplication due to inserted elements suggest shared susceptibility to gene invasion/exchange between chytrids and zygomycetes. The gene content of B. emersonii is very similar to Allomyces macrogynus but the content of intronic and changeable elements is much lower suggesting a stronger resistance to this kind of exchange. in addition, a total of 401 potential nuclear transcripts encoding mitochondrial proteins were obtained after B. emersonii EST database scanning using Saccharomyces cerevisiae, Homo sapiens and Arabidopsis thaliana data as probes and TargetP tool to find N-terminal mitochondrial signal in translated sequences. (c) 2008 Elsevier B.V. All rights reserved.

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We consider method of moment fixed effects (FE) estimation of technical inefficiency. When N, the number of cross sectional observations, is large it ispossible to obtain consistent central moments of the population distribution of the inefficiencies. It is well-known that the traditional FE estimator may be seriously upward biased when N is large and T, the number of time observations, is small. Based on the second central moment and a single parameter distributional assumption on the inefficiencies, we obtain unbiased technical inefficiencies in large N settings. The proposed methodology bridges traditional FE and maximum likelihood estimation – bias is reduced without the random effects assumption.

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ABSTRACT World Heritage sites provide a glimpse into the stories and civilizations of the past. There are currently 1007 unique World Heritage properties with 779 being classified as cultural sites, 197 as natural sites, and 31 falling into the categories of both cultural and natural sites (UNESCO & World Heritage Centre, 1992-2015). However, of these 1007 World Heritage sites, at least 46 are categorized as in danger and this number continues to grow. These unique and irreplaceable sites are exceptional because of their universality. Consequently, since World Heritage sites belong to all the people of the world and provide inspiration and admiration to all who visit them, it is our responsibility to help preserve these sites. The key form of preservation involves the individual monitoring of each site over time. While traditional methods are still extremely valuable, more recent advances in the field of geographic and spatial technologies including geographic information systems (GIS), laser scanning, and remote sensing, are becoming more beneficial for the monitoring and overall safeguarding of World Heritage sites. Through the employment and analysis of more accurately detailed spatial data, World Heritage sites can be better managed. There is a strong urgency to protect these sites. The purpose of this thesis is to describe the importance of taking care of World Heritage sites and to depict a way in which spatial technologies can be used to monitor and in effect preserve World Heritage sites through the utilization of remote sensing imagery. The research conducted in this thesis centers on the Everglades National Park, a World Heritage site that is continually affected by changes in vegetation. Data used include Landsat satellite imagery that dates from 2001-2003, the Everglades' boundaries shapefile, and Google Earth imagery. In order to conduct the in-depth analysis of vegetation change within the selected World Heritage site, three main techniques were performed to study changes found within the imagery. These techniques consist of conducting supervised classification for each image, incorporating a vegetation index known as Normalized Vegetation Index (NDVI), and utilizing the change detection tool available in the Environment for Visualizing Images (ENVI) software. With the research and analysis conducted throughout this thesis, it has been shown that within the three year time span (2001-2003), there has been an overall increase in both areas of barren soil (5.760%) and areas of vegetation (1.263%) with a decrease in the percentage of areas classified as sparsely vegetated (-6.987%). These results were gathered through the use of the maximum likelihood classification process available in the ENVI software. The results produced by the change detection tool which further analyzed vegetation change correlate with the results produced by the classification method. As well, by utilizing the NDVI method, one is able to locate changes by selecting a specific area and comparing the vegetation index generated for each date. It has been found that through the utilization of remote sensing technology, it is possible to monitor and observe changes featured within a World Heritage site. Remote sensing is an extraordinary tool that can and should be used by all site managers and organizations whose goal it is to preserve and protect World Heritage sites. Remote sensing can be used to not only observe changes over time, but it can also be used to pinpoint threats within a World Heritage site. World Heritage sites are irreplaceable sources of beauty, culture, and inspiration. It is our responsibility, as citizens of this world, to guard these treasures.

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Um total de 201 seqüências de DNA, de 50 espécies pertencentes a 32 gêneros e 12 famílias, foi investigado através do método da máxima verossimilhança para identificar, nas proteínas respectivas, possíveis códons nos quais estivesse ocorrendo seleção positiva. Foram considerados 15 tipos de proteínas relacionadas à patogênese (PR1-PR15), quanto a 14 modelos diferentes de seleção. Tanto quanto se possa avaliar, não há qualquer estudo disponível na literatura que tenha examinado de maneira homogênea tal número de seqüências de forma tão abrangente.

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The most widely used updating rule for non-additive probalities is the Dempster-Schafer rule. Schmeidles and Gilboa have developed a model of decision making under uncertainty based on non-additive probabilities, and in their paper “Updating Ambiguos Beliefs” they justify the Dempster-Schafer rule based on a maximum likelihood procedure. This note shows in the context of Schmeidler-Gilboa preferences under uncertainty, that the Dempster-Schafer rule is in general not ex-ante optimal. This contrasts with Brown’s result that Bayes’ rule is ex-ante optimal for standard Savage preferences with additive probabilities.

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Cultivos celulares podem ser utilizados para isolamento viral, caracterização de novas amostras virais e produção de imunobiológicos. Podem ser empregados cultivos celulares primários, secundários ou de linha. Estes últimos podem ser obtidos pela transformação física, química ou biológica de cultivos primários ou secundários. Para verificar a interação entre células transformadas com o Ag T do vírus símio 40 (SV40) e os Lentivírus de Pequenos Ruminantes (SRLV), amostras brasileiras de SRLV foram utilizadas para inoculação em cultivos celulares de membrana sinovial ovina transformados pelo Ag T e comparadas à amostras inoculadas em cultivos não transformados. Inicialmente, as células transformadas pelo Ag T foram caracterizadas e observou-se um aumento na cinética de crescimento e alterações no cariótipo, provavelmente induzidas pela presença do Ag T. Este foi detectado por PCR no núcleo e no citoplasma das células transformadas e sua expressão, confirmada através de RT-PCR. A fim de avaliar a permissividade e a possível seleção de populações virais em células transformadas, dois isolados, um de maedi-visna dos ovinos e um de artrite-encefalite caprina, foram inoculados em células MSO e TMSOpSV1. Através da análise de sequências dos genes gag e env e LTR obtidos por PCR, procurou-se avaliar a variabilidade viral em função do tipo de célula utilizada. Analisando-se as seqüências obtidas pelo método de Maximum Likelihood, embora tenha sido observada variabilidade viral, esta não estava associada ao tipo celular utilizado para inoculação viral.