949 resultados para MAXIMUM LIKELIHOOD


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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A demographic model is developed based on interbirth intervals and is applied to estimate the population growth rate of humpback whales (Megaptera novaeangliae) in the Gulf of Maine. Fecundity rates in this model are based on the probabilities of giving birth at time t after a previous birth and on the probabilities of giving birth first at age x. Maximum likelihood methods are used to estimate these probabilities using sighting data collected for individually identified whales. Female survival rates are estimated from these same sighting data using a modified Jolly–Seber method. The youngest age at first parturition is 5 yr, the estimated mean birth interval is 2.38 yr (SE = 0.10 yr), the estimated noncalf survival rate is 0.960 (SE = 0.008), and the estimated calf survival rate is 0.875 (SE = 0.047). The population growth rate (l) is estimated to be 1.065; its standard error is estimated as 0.012 using a Monte Carlo approach, which simulated sampling from a hypothetical population of whales. The simulation is also used to investigate the bias in estimating birth intervals by previous methods. The approach developed here is applicable to studies of other populations for which individual interbirth intervals can be measured.

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Preservation of rivers and water resources is crucial in most environmental policies and many efforts are made to assess water quality. Environmental monitoring of large river networks are based on measurement stations. Compared to the total length of river networks, their number is often limited and there is a need to extend environmental variables that are measured locally to the whole river network. The objective of this paper is to propose several relevant geostatistical models for river modeling. These models use river distance and are based on two contrasting assumptions about dependency along a river network. Inference using maximum likelihood, model selection criterion and prediction by kriging are then developed. We illustrate our approach on two variables that differ by their distributional and spatial characteristics: summer water temperature and nitrate concentration. The data come from 141 to 187 monitoring stations in a network on a large river located in the Northeast of France that is more than 5000 km long and includes Meuse and Moselle basins. We first evaluated different spatial models and then gave prediction maps and error variance maps for the whole stream network.

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We develop spatial statistical models for stream networks that can estimate relationships between a response variable and other covariates, make predictions at unsampled locations, and predict an average or total for a stream or a stream segment. There have been very few attempts to develop valid spatial covariance models that incorporate flow, stream distance, or both. The application of typical spatial autocovariance functions based on Euclidean distance, such as the spherical covariance model, are not valid when using stream distance. In this paper we develop a large class of valid models that incorporate flow and stream distance by using spatial moving averages. These methods integrate a moving average function, or kernel, against a white noise process. By running the moving average function upstream from a location, we develop models that use flow, and by construction they are valid models based on stream distance. We show that with proper weighting, many of the usual spatial models based on Euclidean distance have a counterpart for stream networks. Using sulfate concentrations from an example data set, the Maryland Biological Stream Survey (MBSS), we show that models using flow may be more appropriate than models that only use stream distance. For the MBSS data set, we use restricted maximum likelihood to fit a valid covariance matrix that uses flow and stream distance, and then we use this covariance matrix to estimate fixed effects and make kriging and block kriging predictions.

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Maximum-likelihood decoding is often the optimal decoding rule one can use, but it is very costly to implement in a general setting. Much effort has therefore been dedicated to find efficient decoding algorithms that either achieve or approximate the error-correcting performance of the maximum-likelihood decoder. This dissertation examines two approaches to this problem. In 2003 Feldman and his collaborators defined the linear programming decoder, which operates by solving a linear programming relaxation of the maximum-likelihood decoding problem. As with many modern decoding algorithms, is possible for the linear programming decoder to output vectors that do not correspond to codewords; such vectors are known as pseudocodewords. In this work, we completely classify the set of linear programming pseudocodewords for the family of cycle codes. For the case of the binary symmetric channel, another approximation of maximum-likelihood decoding was introduced by Omura in 1972. This decoder employs an iterative algorithm whose behavior closely mimics that of the simplex algorithm. We generalize Omura's decoder to operate on any binary-input memoryless channel, thus obtaining a soft-decision decoding algorithm. Further, we prove that the probability of the generalized algorithm returning the maximum-likelihood codeword approaches 1 as the number of iterations goes to infinity.

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Evaluations of measurement invariance provide essential construct validity evidence. However, the quality of such evidence is partly dependent upon the validity of the resulting statistical conclusions. The presence of Type I or Type II errors can render measurement invariance conclusions meaningless. The purpose of this study was to determine the effects of categorization and censoring on the behavior of the chi-square/likelihood ratio test statistic and two alternative fit indices (CFI and RMSEA) under the context of evaluating measurement invariance. Monte Carlo simulation was used to examine Type I error and power rates for the (a) overall test statistic/fit indices, and (b) change in test statistic/fit indices. Data were generated according to a multiple-group single-factor CFA model across 40 conditions that varied by sample size, strength of item factor loadings, and categorization thresholds. Seven different combinations of model estimators (ML, Yuan-Bentler scaled ML, and WLSMV) and specified measurement scales (continuous, censored, and categorical) were used to analyze each of the simulation conditions. As hypothesized, non-normality increased Type I error rates for the continuous scale of measurement and did not affect error rates for the categorical scale of measurement. Maximum likelihood estimation combined with a categorical scale of measurement resulted in more correct statistical conclusions than the other analysis combinations. For the continuous and censored scales of measurement, the Yuan-Bentler scaled ML resulted in more correct conclusions than normal-theory ML. The censored measurement scale did not offer any advantages over the continuous measurement scale. Comparing across fit statistics and indices, the chi-square-based test statistics were preferred over the alternative fit indices, and ΔRMSEA was preferred over ΔCFI. Results from this study should be used to inform the modeling decisions of applied researchers. However, no single analysis combination can be recommended for all situations. Therefore, it is essential that researchers consider the context and purpose of their analyses.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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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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In this paper we introduce an extension of the Lindley distribution which offers a more flexible model for lifetime data. Several statistical properties of the distribution are explored, such as the density, (reversed) failure rate, (reversed) mean residual lifetime, moments, order statistics, Bonferroni and Lorenz curves. Estimation using the maximum likelihood and inference of a random sample from the distribution are investigated. A real data application illustrates the performance of the distribution. (C) 2011 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

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In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

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Much effort has been devoted to understanding the function of extrafloral nectaries (EFNs) for antplantherbivore interactions. However, the pattern of evolution of such structures throughout the history of plant lineages remains unexplored. In this study, we used empirical knowledge on plant defences mediated by ants as a theoretical framework to test specific hypotheses about the adaptive role of EFNs during plant evolution. Emphasis was given to different processes (neutral or adaptive) and factors (habitat change and trade-offs with new trichomes) that may have affected the evolution of antplant associations. We measured seven EFN quantitative traits in all 105 species included in a well-supported phylogeny of the tribe Bignonieae (Bignoniaceae) and collected field data on antEFN interactions in 32 species. We identified a positive association between ant visitation (a surrogate of ant guarding) and the abundance of EFNs in vegetative plant parts and rejected the hypothesis of phylogenetic conservatism of EFNs, with most traits presenting K-values < 1. Modelling the evolution of EFN traits using maximum likelihood approaches further suggested adaptive evolution, with static-optimum models showing a better fit than purely drift models. In addition, the abundance of EFNs was associated with habitat shifts (with a decrease in the abundance of EFNs from forest to savannas), and a potential trade-off was detected between the abundance of EFNs and estipitate glandular trichomes (i.e. trichomes with sticky secretion). These evolutionary associations suggest divergent selection between species as well as explains K-values < 1. Experimental studies with multiple lineages of forest and savanna taxa may improve our understanding of the role of nectaries in plants. Overall, our results suggest that the evolution of EFNs was likely associated with the adaptive process which probably played an important role in the diversification of this plant group.

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The present work aimed to estimate heritability and genetic correlations of reproductive features of Nellore bulls, offspring of mothers classified as superprecocious (M1), precocious (M2) and normal (M3). Twenty one thousand hundred and eighty-six animals with average age of 21.29 months were used, evaluated through the breeding soundness evaluation from 1999 to 2008. The breeding soundness features included physical semen evaluation (progressive sperm motility and sperm vigour), semen morphology (major, minor and total sperm defects), scrotal circumference (SC), testicular volume (TV) and SC at 18 months of age (SC18). The components of variance, heritability and genetic correlations for and between the features were estimated simultaneously by restricted maximum likelihood, with the use of the vce software system vs 6. The heritability estimates were high for SC18, SC and TV (0.43, 0.63 and 0.54; 0.45, 0.45 and 0.44; 0.42, 0.45 and 0.41, respectively for the categories of mothers M1, M2 and M3) and low for physical and morphological semen aspects. The genetic correlations between SC18 and SC were high, as well as between these variables with TV. High and positive genetic correlations were recorded among SC18, SC and TV with the physical aspects of the semen, although no favourable association was verified with the morphological aspects, for the three categories of mothers. It can be concluded that the mothers sexual precocity did not affect the heritability of their offspring reproduction features.

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Background: The development of sugarcane as a sustainable crop has unlimited applications. The crop is one of the most economically viable for renewable energy production, and CO2 balance. Linkage maps are valuable tools for understanding genetic and genomic organization, particularly in sugarcane due to its complex polyploid genome of multispecific origins. The overall objective of our study was to construct a novel sugarcane linkage map, compiling AFLP and EST-SSR markers, and to generate data on the distribution of markers anchored to sequences of scIvana_1, a complete sugarcane transposable element, and member of the Copia superfamily. Results: The mapping population parents ('IAC66-6' and 'TUC71-7') contributed equally to polymorphisms, independent of marker type, and generated markers that were distributed into nearly the same number of co-segregation groups (or CGs). Bi-parentally inherited alleles provided the integration of 19 CGs. The marker number per CG ranged from two to 39. The total map length was 4,843.19 cM, with a marker density of 8.87 cM. Markers were assembled into 92 CGs that ranged in length from 1.14 to 404.72 cM, with an estimated average length of 52.64 cM. The greatest distance between two adjacent markers was 48.25 cM. The scIvana_1-based markers (56) were positioned on 21 CGs, but were not regularly distributed. Interestingly, the distance between adjacent scIvana_1-based markers was less than 5 cM, and was observed on five CGs, suggesting a clustered organization. Conclusions: Results indicated the use of a NBS-profiling technique was efficient to develop retrotransposon-based markers in sugarcane. The simultaneous maximum-likelihood estimates of linkage and linkage phase based strategies confirmed the suitability of its approach to estimate linkage, and construct the linkage map. Interestingly, using our genetic data it was possible to calculate the number of retrotransposonscIvana_1 (similar to 60) copies in the sugarcane genome, confirming previously reported molecular results. In addition, this research possibly will have indirect implications in crop economics e. g., productivity enhancement via QTL studies, as the mapping population parents differ in response to an important fungal disease.

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An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.