A generalization of Student’s t-distribution from the viewpoint of special functions

Student’s t-distribution has found various applications in mathematical statistics. One of the main properties of the t-distribution is to converge to the normal distribution as the number of samples tends to infinity. In this paper, by using a Cauchy integral we introduce a generalization of the t-distribution function with four free parameters and show that it converges to the normal distribution again. We provide a comprehensive treatment of mathematical properties of this new distribution. Moreover, since the Fisher F-distribution has a close relationship with the t-distribution, we also introduce a generalization of the F-distribution and prove that it converges to the chi-square distribution as the number of samples tends to infinity. Finally some particular sub-cases of these distributions are considered.

A new study on the power distribution of OFDMA, SC-FDMA and CP-CDMA signals

This paper explores a new technique to calculate and plot the distribution of instantaneous transmit envelope power of OFDMA and SC-FDMA signals from the equation of Probability Density Function (PDF) solved numerically. The Complementary Cumulative Distribution Function (CCDF) of Instantaneous Power to Average Power Ratio (IPAPR) is computed from the structure of the transmit system matrix. This helps intuitively understand the distribution of output signal power if the structure of the transmit system matrix and the constellation used are known. The distribution obtained for OFDMA signal matches complex normal distribution. The results indicate why the CCDF of IPAPR in case of SC-FDMA is better than OFDMA for a given constellation. Finally, with this method it is shown again that cyclic prefixed DS-CDMA system is one case with optimum IPAPR. The insight that this technique provides may be useful in designing area optimised digital and power efficient analogue modules.

Evaluating raw ensembles with the continuous ranked probability score

The continuous ranked probability score (CRPS) is a frequently used scoring rule. In contrast with many other scoring rules, the CRPS evaluates cumulative distribution functions. An ensemble of forecasts can easily be converted into a piecewise constant cumulative distribution function with steps at the ensemble members. This renders the CRPS a convenient scoring rule for the evaluation of ‘raw’ ensembles, obviating the need for sophisticated ensemble model output statistics or dressing methods prior to evaluation. In this article, a relation between the CRPS score and the quantile score is established. The evaluation of ‘raw’ ensembles using the CRPS is discussed in this light. It is shown that latent in this evaluation is an interpretation of the ensemble as quantiles but with non-uniform levels. This needs to be taken into account if the ensemble is evaluated further, for example with rank histograms.

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart

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.

The exponentiated generalized inverse Gaussian distribution

The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in the analysis of lifetime data. For the first time, based on this distribution, we propose the so-called exponentiated generalized inverse Gaussian distribution, which extends the exponentiated standard gamma distribution (Nadarajah and Kotz, 2006). 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. The usefulness of the new model is illustrated by means of a real data set. (c) 2010 Elsevier B.V. All rights reserved.

The beta-Birnbaum-Saunders distribution An improved distribution for fatigue life modeling

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

The Wigner function associated with the Rogers-Szego polynomials

A Wigner function associated with the Rogers-Szego polynomials is proposed and its properties are discussed. It is shown that from such a Wigner function it is possible to obtain well-behaved probability distribution functions for both angle and action variables, defined on the compact support -pi less than or equal to theta < pi, and for m greater than or equal to 0, respectively. The width of the angle probability density is governed by the free parameter q characterizing the polynomials.

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.

A new approach to soil classification mapping based on the spatial distribution of soil properties

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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.

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.

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.

The Lateral Trigger Probability function for the Ultra-High Energy Cosmic Ray showers detected by the Pierre Auger Observatory

In this paper we introduce the concept of Lateral Trigger Probability (LTP) function, i.e., the probability for an Extensive Air Shower (EAS) to trigger an individual detector of a ground based array as a function of distance to the shower axis, taking into account energy, mass and direction of the primary cosmic ray. We apply this concept to the surface array of the Pierre Auger Observatory consisting of a 1.5 km spaced grid of about 1600 water Cherenkov stations. Using Monte Carlo simulations of ultra-high energy showers the LTP functions are derived for energies in the range between 10(17) and 10(19) eV and zenith angles up to 65 degrees. A parametrization combining a step function with an exponential is found to reproduce them very well in the considered range of energies and zenith angles. The LTP functions can also be obtained from data using events simultaneously observed by the fluorescence and the surface detector of the Pierre Auger Observatory (hybrid events). We validate the Monte Carlo results showing how LTP functions from data are in good agreement with simulations.

On the Coherence Between Probability and Possibility Measures

* This paper is supported by CICYT (Spain) under Project TIN 2005-08943-C02-01.

Mixed Negative Binomial Distribution by Weighted Gamma Mixing Distribution

Павел Т. Стойнов - В тази работа се разглежда отрицателно биномното разпределение, известно още като разпределение на Пойа. Предполагаме, че смесващото разпределение е претеглено гама разпределение. Изведени са вероятностите в някои частни случаи. Дадени са рекурентните формули на Панжер.