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.

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.

General results for the Kumaraswamy-G distribution

For any continuous baseline G distribution [G. M. Cordeiro and M. de Castro, A new family of generalized distributions, J. Statist. Comput. Simul. 81 (2011), pp. 883-898], proposed a new generalized distribution (denoted here with the prefix 'Kw-G'(Kumaraswamy-G)) with two extra positive parameters. They studied some of its mathematical properties and presented special sub-models. We derive a simple representation for the Kw-Gdensity function as a linear combination of exponentiated-G distributions. Some new distributions are proposed as sub-models of this family, for example, the Kw-Chen [Z.A. Chen, A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statist. Probab. Lett. 49 (2000), pp. 155-161], Kw-XTG [M. Xie, Y. Tang, and T.N. Goh, A modified Weibull extension with bathtub failure rate function, Reliab. Eng. System Safety 76 (2002), pp. 279-285] and Kw-Flexible Weibull [M. Bebbington, C. D. Lai, and R. Zitikis, A flexible Weibull extension, Reliab. Eng. System Safety 92 (2007), pp. 719-726]. New properties of the Kw-G distribution are derived which include asymptotes, shapes, moments, moment generating function, mean deviations, Bonferroni and Lorenz curves, reliability, Renyi entropy and Shannon entropy. New properties of the order statistics are investigated. We discuss the estimation of the parameters by maximum likelihood. We provide two applications to real data sets and discuss a bivariate extension of the Kw-G distribution.

The log-exponentiated generalized gamma regression model for censored data

For the first time, we introduce a generalized form of the exponentiated generalized gamma distribution [Cordeiro et al. The exponentiated generalized gamma distribution with application to lifetime data, J. Statist. Comput. Simul. 81 (2011), pp. 827-842.] that is the baseline for the log-exponentiated generalized gamma regression model. The new distribution can accommodate increasing, decreasing, bathtub- and unimodal-shaped hazard functions. A second advantage is that it includes classical distributions reported in the lifetime literature as special cases. We obtain explicit expressions for the moments of the baseline distribution of the new regression model. The proposed model can be applied to censored data since it includes as sub-models several widely known regression models. It therefore can be used more effectively in the analysis of survival data. We obtain maximum likelihood estimates for the model parameters by considering censored data. We show that our extended regression model is very useful by means of two applications to real data.

INFERENCES FOR THE CHANGE-POINT OF THE EXPONENTIATED WEIBULL HAZARD FUNCTION

In many applications of lifetime data analysis, it is important to perform inferences about the change-point of the hazard function. The change-point could be a maximum for unimodal hazard functions or a minimum for bathtub forms of hazard functions and is usually of great interest in medical or industrial applications. For lifetime distributions where this change-point of the hazard function can be analytically calculated, its maximum likelihood estimator is easily obtained from the invariance properties of the maximum likelihood estimators. From the asymptotical normality of the maximum likelihood estimators, confidence intervals can also be obtained. Considering the exponentiated Weibull distribution for the lifetime data, we have different forms for the hazard function: constant, increasing, unimodal, decreasing or bathtub forms. This model gives great flexibility of fit, but we do not have analytic expressions for the change-point of the hazard function. In this way, we consider the use of Markov Chain Monte Carlo methods to get posterior summaries for the change-point of the hazard function considering the exponentiated Weibull distribution.

A log-linear regression model for the beta-Birnbaum-Saunders distribution with censored data

The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

The Truncated Inflated Beta Distribution

The study of proportions is a common topic in many fields of study. The standard beta distribution or the inflated beta distribution may be a reasonable choice to fit a proportion in most situations. However, they do not fit well variables that do not assume values in the open interval (0, c), 0 < c < 1. For these variables, the authors introduce the truncated inflated beta distribution (TBEINF). This proposed distribution is a mixture of the beta distribution bounded in the open interval (c, 1) and the trinomial distribution. The authors present the moments of the distribution, its scoring vector, and Fisher information matrix, and discuss estimation of its parameters. The properties of the suggested estimators are studied using Monte Carlo simulation. In addition, the authors present an application of the TBEINF distribution for unemployment insurance data.

A Poisson mixed model with nonnormal random effect distribution

In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.

A general class of zero-or-one inflated beta regression models

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with probability mass at zero or one. The beta distribution is used to describe the continuous component of the model, since its density has a wide range of different shapes depending on the values of the two parameters that index the distribution. We use a suitable parameterization of the beta law in terms of its mean and a precision parameter. The parameters of the mixture distribution are modeled as functions of regression parameters. We provide inference, diagnostic, and model selection tools for this class of models. A practical application that employs real data is presented. (C) 2011 Elsevier B.V. All rights reserved.

Segmental dataset and whole body expression data do not support the hypothesis that non-random movement is an intrinsic property of Drosophila retrogenes

Background: Several studies in Drosophila have shown excessive movement of retrogenes from the X chromosome to autosomes, and that these genes are frequently expressed in the testis. This phenomenon has led to several hypotheses invoking natural selection as the process driving male-biased genes to the autosomes. Metta and Schlotterer (BMC Evol Biol 2010, 10:114) analyzed a set of retrogenes where the parental gene has been subsequently lost. They assumed that this class of retrogenes replaced the ancestral functions of the parental gene, and reported that these retrogenes, although mostly originating from movement out of the X chromosome, showed female-biased or unbiased expression. These observations led the authors to suggest that selective forces (such as meiotic sex chromosome inactivation and sexual antagonism) were not responsible for the observed pattern of retrogene movement out of the X chromosome. Results: We reanalyzed the dataset published by Metta and Schlotterer and found several issues that led us to a different conclusion. In particular, Metta and Schlotterer used a dataset combined with expression data in which significant sex-biased expression is not detectable. First, the authors used a segmental dataset where the genes selected for analysis were less testis-biased in expression than those that were excluded from the study. Second, sex-biased expression was defined by comparing male and female whole-body data and not the expression of these genes in gonadal tissues. This approach significantly reduces the probability of detecting sex-biased expressed genes, which explains why the vast majority of the genes analyzed (parental and retrogenes) were equally expressed in both males and females. Third, the female-biased expression observed by Metta and Schltterer is mostly found for parental genes located on the X chromosome, which is known to be enriched with genes with female-biased expression. Fourth, using additional gonad expression data, we found that autosomal genes analyzed by Metta and Schlotterer are less up regulated in ovaries and have higher chance to be expressed in meiotic cells of spermatogenesis when compared to X-linked genes. Conclusions: The criteria used to select retrogenes and the sex-biased expression data based on whole adult flies generated a segmental dataset of female-biased and unbiased expressed genes that was unable to detect the higher propensity of autosomal retrogenes to be expressed in males. Thus, there is no support for the authors' view that the movement of new retrogenes, which originated from X-linked parental genes, was not driven by selection. Therefore, selection-based genetic models remain the most parsimonious explanations for the observed chromosomal distribution of retrogenes.

Distribution of QPY and RAH haplotypes of granzyme B gene in distinct Brazilian populations

Introduction: The cytolysis mediated by granules is one of the most important effector functions of cytotoxic T lymphocytes and natural killer cells. Recently, three single nucleotide polymorphisms (SNPs) were identified at exons 2, 3, and 5 of the granzyme B gene, resulting in a haplotype in which three amino acids of mature protein Q48P88Y245 are changed to R48A88H245, which leads to loss of cytotoxic activity of the protein. In this study, we evaluated the frequency of these polymorphisms in Brazilian populations. Methods: We evaluated the frequency of these polymorphisms in Brazilian ethnic groups (white, Afro-Brazilian, and Asian) by sequencing these regions. Results: The allelic and genotypic frequencies of SNP 2364A/G at exon 2 in Afro-Brazilian individuals (42.3% and 17.3%) were significantly higher when compared with those in whites and Asians (p < 0.0001 and p = 0.0007, respectively). The polymorphisms 2933C/G and 4243C/T also were more frequent in Afro-Brazilians but without any significant difference regarding the other groups. The Afro-Brazilian group presented greater diversity of haplotypes, and the RAH haplotype seemed to be more frequent in this group (25%), followed by the whites (20.7%) and by the Asians (11.9%), similar to the frequency presented in the literature. Conclusions: There is a higher frequency of polymorphisms in Afro-Brazilians, and the RAH haplotype was more frequent in these individuals. We believe that further studies should aim to investigate the correlation of this haplotype with diseases related to immunity mediated by cytotoxic lymphocytes, and if this correlation is confirmed, novel treatment strategies might be elaborated.

Longitudinal familial analysis of blood pressure involving parametric (co)variance functions

Abstract Background For analyzing longitudinal familial data we adopted a log-linear form to incorporate heterogeneity in genetic variance components over the time, and additionally a serial correlation term in the genetic effects at different levels of ages. Due to the availability of multiple measures on the same individual, we permitted environmental correlations that may change across time. Results Systolic blood pressure from family members from the first and second cohort was used in the current analysis. Measures of subjects receiving hypertension treatment were set as censored values and they were corrected. An initial check of the variance and covariance functions proposed for analyzing longitudinal familial data, using empirical semi-variogram plots, indicated that the observed trait dispersion pattern follows the assumptions adopted. Conclusion The corrections for censored phenotypes based on ordinary linear models may be an appropriate simple model to correct the data, ensuring that the original variability in the data was retained. In addition, empirical semi-variogram plots are useful for diagnosis of the (co)variance model adopted.

PCR colorimetric dot-blot assay and clinical pretest probability for diagnosis of Pulmonary Tuberculosis in Smear-Negative patients

Abstract Background Smear-negative pulmonary tuberculosis (SNPTB) accounts for 30% of Pulmonary Tuberculosis (PTB) cases reported annually in developing nations. Polymerase chain reaction (PCR) may provide an alternative for the rapid detection of Mycobacterium tuberculosis (MTB); however little data are available regarding the clinical utility of PCR in SNPTB, in a setting with a high burden of TB/HIV co-infection. Methods To evaluate the performance of the PCR dot-blot in parallel with pretest probability (Clinical Suspicion) in patients suspected of having SNPTB, a prospective study of 213 individuals with clinical and radiological suspicion of SNPTB was carried out from May 2003 to May 2004, in a TB/HIV reference hospital. Respiratory specialists estimated the pretest probability of active disease into high, intermediate, low categories. Expectorated sputum was examined by direct microscopy (Ziehl-Neelsen staining), culture (Lowenstein Jensen) and PCR dot-blot. Gold standard was based on culture positivity combined with the clinical definition of PTB. Results In smear-negative and HIV subjects, active PTB was diagnosed in 28.4% (43/151) and 42.2% (19/45), respectively. In the high, intermediate and low pretest probability categories active PTB was diagnosed in 67.4% (31/46), 24% (6/25), 7.5% (6/80), respectively. PCR had sensitivity of 65% (CI 95%: 50%–78%) and specificity of 83% (CI 95%: 75%–89%). There was no difference in the sensitivity of PCR in relation to HIV status. PCR sensitivity and specificity among non-previously TB treated and those treated in the past were, respectively: 69%, 43%, 85% and 80%. The high pretest probability, when used as a diagnostic test, had sensitivity of 72% (CI 95%:57%–84%) and specificity of 86% (CI 95%:78%–92%). Using the PCR dot-blot in parallel with high pretest probability as a diagnostic test, sensitivity, specificity, positive and negative predictive values were: 90%, 71%, 75%, and 88%, respectively. Among non-previously TB treated and HIV subjects, this approach had sensitivity, specificity, positive and negative predictive values of 91%, 79%, 81%, 90%, and 90%, 65%, 72%, 88%, respectively. Conclusion PCR dot-blot associated with a high clinical suspicion may provide an important contribution to the diagnosis of SNPTB mainly in patients that have not been previously treated attended at a TB/HIV reference hospital.

Distribution of nitrogen fixation and nitrogenase-like sequences amongst microbial genomes

Abstract Background The metabolic capacity for nitrogen fixation is known to be present in several prokaryotic species scattered across taxonomic groups. Experimental detection of nitrogen fixation in microbes requires species-specific conditions, making it difficult to obtain a comprehensive census of this trait. The recent and rapid increase in the availability of microbial genome sequences affords novel opportunities to re-examine the occurrence and distribution of nitrogen fixation genes. The current practice for computational prediction of nitrogen fixation is to use the presence of the nifH and/or nifD genes. Results Based on a careful comparison of the repertoire of nitrogen fixation genes in known diazotroph species we propose a new criterion for computational prediction of nitrogen fixation: the presence of a minimum set of six genes coding for structural and biosynthetic components, namely NifHDK and NifENB. Using this criterion, we conducted a comprehensive search in fully sequenced genomes and identified 149 diazotrophic species, including 82 known diazotrophs and 67 species not known to fix nitrogen. The taxonomic distribution of nitrogen fixation in Archaea was limited to the Euryarchaeota phylum; within the Bacteria domain we predict that nitrogen fixation occurs in 13 different phyla. Of these, seven phyla had not hitherto been known to contain species capable of nitrogen fixation. Our analyses also identified protein sequences that are similar to nitrogenase in organisms that do not meet the minimum-gene-set criteria. The existence of nitrogenase-like proteins lacking conserved co-factor ligands in both diazotrophs and non-diazotrophs suggests their potential for performing other, as yet unidentified, metabolic functions. Conclusions Our predictions expand the known phylogenetic diversity of nitrogen fixation, and suggest that this trait may be much more common in nature than it is currently thought. The diverse phylogenetic distribution of nitrogenase-like proteins indicates potential new roles for anciently duplicated and divergent members of this group of enzymes.