965 resultados para Maximum-entropy probability density


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Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of generalized distributions (denoted with the prefix `Kw`) to extend the normal, Weibull, gamma, Gumbel, inverse Gaussian distributions, among several well-known distributions. Some special distributions in the new family such as the Kw-normal, Kw-Weibull, Kw-gamma, Kw-Gumbel and Kw-inverse Gaussian distribution are discussed. We express the ordinary moments of any Kw generalized distribution as linear functions of probability weighted moments (PWMs) of the parent distribution. We also obtain the ordinary moments of order statistics as functions of PWMs of the baseline distribution. We use the method of maximum likelihood to fit the distributions in the new class and illustrate the potentiality of the new model with an application to real data.

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In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

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In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998) This new class of distributions has as a particular case the two-parameter exponential power series (EPS) class of distributions (Chahkandi and Gawk 2009) which contains several lifetime models such as exponential geometric (Adamidis and Loukas 1998) exponential Poisson (Kus 2007) and exponential logarithmic (Tahmasbi and Rezaei 2008) distributions The hazard function of our class can be increasing decreasing and upside down bathtub shaped among others while the hazard function of an EPS distribution is only decreasing We obtain several properties of the WPS distributions such as moments order statistics estimation by maximum likelihood and inference for a large sample Furthermore the EM algorithm is also used to determine the maximum likelihood estimates of the parameters and we discuss maximum entropy characterizations under suitable constraints Special distributions are studied in some detail Applications to two real data sets are given to show the flexibility and potentiality of the new class of distributions (C) 2010 Elsevier B V All rights reserved

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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The evolution of the velocity of the particles with respect to the circular orbits of satellites that are around the Earth that the particles will cross, suggests a range of possible velocities of impact as a function of the altitude of the satellite. A study made from those results show that the maximum relative velocities occur at the semi-latus rectum, independent of the initial semi-major axis of the particle. Considering both the solar radiation pressure and the oblateness of the Earth, it is visible that a precession in the orbit occurs and there is also a variation in the eccentricity of the particle as a function of its orbital region and its size. This is important information, because the damage caused in a spacecraft depends on the impact velocity.

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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.

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Pós-graduação em Geociências e Meio Ambiente - IGCE

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

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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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.

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Assessment of the suitability of anthropogenic landscapes for wildlife species is crucial for setting priorities for biodiversity conservation. This study aimed to analyse the environmental suitability of a highly fragmented region of the Brazilian Atlantic Forest, one of the world's 25 recognized biodiversity hotspots, for forest bird species. Eight forest bird species were selected for the analyses, based on point counts (n = 122) conducted in April-September 2006 and January-March 2009. Six additional variables (landscape diversity, distance from forest and streams, aspect, elevation and slope) were modelled in Maxent for (1) actual and (2) simulated land cover, based on the forest expansion required by existing Brazilian forest legislation. Models were evaluated by bootstrap or jackknife methods and their performance was assessed by AUC, omission error, binomial probability or p value. All predictive models were statistically significant, with high AUC values and low omission errors. A small proportion of the actual landscape (24.41 +/- 6.31%) was suitable for forest bird species. The simulated landscapes lead to an increase of c. 30% in total suitable areas. In average, models predicted a small increase (23.69 +/- 6.95%) in the area of suitable native forest for bird species. Being close to forest increased the environmental suitability of landscapes for all bird species; landscape diversity was also a significant factor for some species. In conclusion, this study demonstrates that species distribution modelling (SDM) successfully predicted bird distribution across a heterogeneous landscape at fine spatial resolution, as all models were biologically relevant and statistically significant. The use of landscape variables as predictors contributed significantly to the results, particularly for species distributions over small extents and at fine scales. This is the first study to evaluate the environmental suitability of the remaining Brazilian Atlantic Forest for bird species in an agricultural landscape, and provides important additional data for regional environmental planning.

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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.

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This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved.

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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.

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Recent optimizations of NMR spectroscopy have focused their attention on innovations in new hardware, such as novel probes and higher field strengths. Only recently has the potential to enhance the sensitivity of NMR through data acquisition strategies been investigated. This thesis has focused on the practice of enhancing the signal-to-noise ratio (SNR) of NMR using non-uniform sampling (NUS). After first establishing the concept and exact theory of compounding sensitivity enhancements in multiple non-uniformly sampled indirect dimensions, a new result was derived that NUS enhances both SNR and resolution at any given signal evolution time. In contrast, uniform sampling alternately optimizes SNR (t < 1.26T2) or resolution (t~3T2), each at the expense of the other. Experiments were designed and conducted on a plant natural product to explore this behavior of NUS in which the SNR and resolution continue to improve as acquisition time increases. Possible absolute sensitivity improvements of 1.5 and 1.9 are possible in each indirect dimension for matched and 2x biased exponentially decaying sampling densities, respectively, at an acquisition time of ¿T2. Recommendations for breaking into the linear regime of maximum entropy (MaxEnt) are proposed. Furthermore, examination into a novel sinusoidal sampling density resulted in improved line shapes in MaxEnt reconstructions of NUS data and comparable enhancement to a matched exponential sampling density. The Absolute Sample Sensitivity derived and demonstrated here for NUS holds great promise in expanding the adoption of non-uniform sampling.