938 resultados para Asymptotic exponentiality
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In the biomedical studies, the general data structures have been the matched (paired) and unmatched designs. Recently, many researchers are interested in Meta-Analysis to obtain a better understanding from several clinical data of a medical treatment. The hybrid design, which is combined two data structures, may create the fundamental question for statistical methods and the challenges for statistical inferences. The applied methods are depending on the underlying distribution. If the outcomes are normally distributed, we would use the classic paired and two independent sample T-tests on the matched and unmatched cases. If not, we can apply Wilcoxon signed rank and rank sum test on each case. ^ To assess an overall treatment effect on a hybrid design, we can apply the inverse variance weight method used in Meta-Analysis. On the nonparametric case, we can use a test statistic which is combined on two Wilcoxon test statistics. However, these two test statistics are not in same scale. We propose the Hybrid Test Statistic based on the Hodges-Lehmann estimates of the treatment effects, which are medians in the same scale.^ To compare the proposed method, we use the classic meta-analysis T-test statistic on the combined the estimates of the treatment effects from two T-test statistics. Theoretically, the efficiency of two unbiased estimators of a parameter is the ratio of their variances. With the concept of Asymptotic Relative Efficiency (ARE) developed by Pitman, we show ARE of the hybrid test statistic relative to classic meta-analysis T-test statistic using the Hodges-Lemann estimators associated with two test statistics.^ From several simulation studies, we calculate the empirical type I error rate and power of the test statistics. The proposed statistic would provide effective tool to evaluate and understand the treatment effect in various public health studies as well as clinical trials.^
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El presente ensayo fue establecido en el Alto Valle del Río Negro, Argentina (38°55´ Sur), sobre durazneros cv. Elegant Lady conducidos en vaso, de 5 m de altura, con un distanciamiento de 4 m entre plantas y 4,8 m entre filas. Se realizaron tres tratamientos en un diseño totalmente aleatorizado, simulando diferentes intensidades de luz: restricción lumínica con mallas de sombreo del 80%, poda en verde y un control sin intervención. En cada una de las plantas se diferenciaron 4 sectores orientados hacia los 4 puntos cardinales y 3 alturas distintas de la copa del árbol. La radiación fotosintéticamente activa (RFA) fue medida en cada sector 25, 15 y 6 días antes de la cosecha. La RFA interceptada estuvo influenciada por la restricción lumínica y por la altura. Las variables vegetativas y de producción se relacionaron entre sí linealmente, y ambas dependieron principalmente de la RFA interceptada. Los modelos que explican el comportamiento entre la RFA y las variables de calidad son de tipo asintóticos. A partir de los 25 días anteriores a la cosecha, la RFA necesaria para alcanzar frutos con un peso y color adecuados para su comercialización debe ser del 30%. En el rango de 0 a 15% de RFA interceptada, pequeñas variaciones de RFA dan como resultado grandes cambios en las variables de peso, color de cobertura e intensidad de color del fruto.
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The surf clams Mesodesma mactroides Reeve, 1854 and Donax hanleyanus Philippi, 1847 are the two dominating species in macrobenthic communities of sandy beaches off northern Argentina, with the latter now surpassing M. mactroides populations in abundance and biomass. Before stock decimation caused by exploitation (during the 1940s and 1950s) and mass mortality events (1995, 1999 and 2007) M. mactroides was the prominent primary consumer in the intertidal ecosystem and an important economic resource in Argentina. Since D. hanleyanus was not commercially fished and not affected by mass mortality events, it took over as the dominant species, but did never reach the former abundance of M. mactroides. Currently abundance and biomass of both surf clams are a multiple smaller than those of forty years ago, indicating the conservation status of D. hanleyanus and M. mactroides as endangered. Therefore the aim of this study is to analyse the population dynamics (population structure, growth and reproductive biology) of D. hanleyanus and M. mactroides, and to compare the results with historical data in order to detect possible differences within surf clam populations forty years ago and at present.
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The report presents the results of the CTD measurements carried out in the Bellingshausen Sea - an area rare of CTD measurements. The main part of the report consists of the brief description of the CTD data acquisition and processing routines, the vertical profiles of temperature, salinity and density, and of the plots of the distribution of these properties along the hydrographic sections. The final part of the report deals with the notably similar structure of the vertical density distribution at different locations if presented as a function of a non dimensional vertical co-ordinate. It is pointed out that such a distribution could be an asymptotic limit of stationary mixing along neutral surfaces.
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El estudio de la fiabilidad de componentes y sistemas tiene gran importancia en diversos campos de la ingenieria, y muy concretamente en el de la informatica. Al analizar la duracion de los elementos de la muestra hay que tener en cuenta los elementos que no fallan en el tiempo que dure el experimento, o bien los que fallen por causas distintas a la que es objeto de estudio. Por ello surgen nuevos tipos de muestreo que contemplan estos casos. El mas general de ellos, el muestreo censurado, es el que consideramos en nuestro trabajo. En este muestreo tanto el tiempo hasta que falla el componente como el tiempo de censura son variables aleatorias. Con la hipotesis de que ambos tiempos se distribuyen exponencialmente, el profesor Hurt estudio el comportamiento asintotico del estimador de maxima verosimilitud de la funcion de fiabilidad. En principio parece interesante utilizar metodos Bayesianos en el estudio de la fiabilidad porque incorporan al analisis la informacion a priori de la que se dispone normalmente en problemas reales. Por ello hemos considerado dos estimadores Bayesianos de la fiabilidad de una distribucion exponencial que son la media y la moda de la distribucion a posteriori. Hemos calculado la expansion asint6tica de la media, varianza y error cuadratico medio de ambos estimadores cuando la distribuci6n de censura es exponencial. Hemos obtenido tambien la distribucion asintotica de los estimadores para el caso m3s general de que la distribucion de censura sea de Weibull. Dos tipos de intervalos de confianza para muestras grandes se han propuesto para cada estimador. Los resultados se han comparado con los del estimador de maxima verosimilitud, y con los de dos estimadores no parametricos: limite producto y Bayesiano, resultando un comportamiento superior por parte de uno de nuestros estimadores. Finalmente nemos comprobado mediante simulacion que nuestros estimadores son robustos frente a la supuesta distribuci6n de censura, y que uno de los intervalos de confianza propuestos es valido con muestras pequenas. Este estudio ha servido tambien para confirmar el mejor comportamiento de uno de nuestros estimadores. SETTING OUT AND SUMMARY OF THE THESIS When we study the lifetime of components it's necessary to take into account the elements that don't fail during the experiment, or those that fail by reasons which are desirable to exclude from consideration. The model of random censorship is very usefull for analysing these data. In this model the time to failure and the time censor are random variables. We obtain two Bayes estimators of the reliability function of an exponential distribution based on randomly censored data. We have calculated the asymptotic expansion of the mean, variance and mean square error of both estimators, when the censor's distribution is exponential. We have obtained also the asymptotic distribution of the estimators for the more general case of censor's Weibull distribution. Two large-sample confidence bands have been proposed for each estimator. The results have been compared with those of the maximum likelihood estimator, and with those of two non parametric estimators: Product-limit and Bayesian. One of our estimators has the best behaviour. Finally we have shown by simulation, that our estimators are robust against the assumed censor's distribution, and that one of our intervals does well in small sample situation.
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The optimum quality that can be asymptotically achieved in the estimation of a probability p using inverse binomial sampling is addressed. A general definition of quality is used in terms of the risk associated with a loss function that satisfies certain assumptions. It is shown that the limit superior of the risk for p asymptotically small has a minimum over all (possibly randomized) estimators. This minimum is achieved by certain non-randomized estimators. The model includes commonly used quality criteria as particular cases. Applications to the non-asymptotic regime are discussed considering specific loss functions, for which minimax estimators are derived.
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We study the evolution of a viscous fluid drop rotating about a fixed axis at constant angular velocity $Omega$ or constant angular momentum L surrounded by another viscous fluid. The problem is considered in the limit of large Ekman number and small Reynolds number. The analysis is carried out by combining asymptotic analysis and full numerical simulation by means of the boundary element method. We pay special attention to the stability/instability of equilibrium shapes and the possible formation of singularities representing a change in the topology of the fluid domain. When the evolution is at constant $Omega$, depending on its value, drops can take the form of a flat film whose thickness goes to zero in finite time or an elongated filament that extends indefinitely. When evolution takes place at constant L and axial symmetry is imposed, thin films surrounded by a toroidal rim can develop, but the film thickness does not vanish in finite time. When axial symmetry is not imposed and L is sufficiently large, drops break axial symmetry and, depending on the value of L, reach an equilibrium configuration with a 2-fold symmetry or break up into several drops with a 2- or 3-fold symmetry. The mechanism of breakup is also described
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PIV and photographic recording are used to measure the velocity of the fresh gas and the shape of the reaction layer in a region around the tip of a methane-air Bunsen flame attached to a cylindrical burner. The results compare well with numerical simulations carried out with an infinite activation energy reaction model. The experimental and numerical results confirm that the well-known linear relation between flame velocity and flame stretch derived from asymptotic theory for weakly curved and strained flames is valid for small and moderate values of the flame stretch if the modified definition of stretch introduced by Echekki and Mungal (Proc Combust Inst 23:455–461, 1990) and Poinsot et al. (Combust Sci Technol 81:45–73, 1992) is used. However, the relation between flame velocity and modified stretch ceases to be linear and approaches a square root law for large values of the stretch, when the curvature of the flame tip becomes large compared to the inverse of the thickness of a planar flame.
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The effect of mistuning on the vibration of bladed disks has been extensively studied in the past 30 years. Most of these analysis typically cover the case of small variations of the elastic characteristics (mass and stiffness) of the blades. In this work we study the not so common case of the forced response of a stable rotor with damping mistuning. The Asymptotic Mistuning Model (AMM) is used to analyze this problem. The AMM methodology provides a simplified model that describes the effect of blade to blade damping variation, and gives precise information on the underlying mechanisms involved in the action of damping mistuning.
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Instability analysis of compressible orthogonal swept leading-edge boundary layer flow was performed in the context of BiGlobal linear theory. 1, 2 An algorithm was developed exploiting the sparsity characteristics of the matrix discretizing the PDE-based eigenvalue problem. This allowed use of the MUMPS sparse linear algebra package 3 to obtain a direct solution of the linear systems associated with the Arnoldi iteration. The developed algorithm was then applied to efficiently analyze the effect of compressibility on the stability of the swept leading-edge boundary layer and obtain neutral curves of this flow as a function of the Mach number in the range 0 ≤ Ma ≤ 1. The present numerical results fully confirmed the asymptotic theory results of Theofilis et al. 4 Up to the maximum Mach number value studied, it was found that an increase of this parameter reduces the critical Reynolds number and the range of the unstable spanwise wavenumbers.
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In a recent work the authors have established a relation between the limits of the elements of the diagonals of the Hessenberg matrix D associated with a regular measure, whenever those limits exist, and the coe?cients of the Laurent series expansion of the Riemann mapping ?(z) of the support supp(?), when this is a Jordan arc or a connected nite union of Jordan arcs in the complex plane C. We extend here this result using asymptotic Toeplitz operator properties of the Hessenberg matriz.
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A set of problems concerning the behaviour of a suddenly disturbed ideal floating zone is considered. Mathematical techniques of asymptotic expansions arc used to solve these problems. It is seen that many already available solutions, most of them concerning liquids enclosed in cavities, will be regarded as starting approximations which are valid except in the proximity of the free surface which laterally bounds the floating zone. In particular, the problem of the linear spin-up of an initially cylindrical floating zone is considered in some detail. The presence of a recircuiating fluid pattern near the free surface is detected. This configuration is attributed to the interplay between Coriolis forces and the azimuthal component of the viscous forces.
Resumo:
La tesis MEDIDAS AUTOSEMEJANTES EN EL PLANO, MOMENTOS Y MATRICES DE HESSENBERG se enmarca entre las áreas de la teoría geométrica de la medida, la teoría de polinomios ortogonales y la teoría de operadores. La memoria aborda el estudio de medidas con soporte acotado en el plano complejo vistas con la óptica de las matrices infinitas de momentos y de Hessenberg asociadas a estas medidas que en la teoría de los polinomios ortogonales las representan. En particular se centra en el estudio de las medidas autosemejantes que son las medidas de equilibrio definidas por un sistema de funciones iteradas (SFI). Los conjuntos autosemejantes son conjuntos que tienen la propiedad geométrica de descomponerse en unión de piezas semejantes al conjunto total. Estas piezas pueden solaparse o no, cuando el solapamiento es pequeño la teoría de Hutchinson [Hut81] funciona bien, pero cuando no existen restricciones falla. El problema del solapamiento consiste en controlar la medida de este solapamiento. Un ejemplo de la complejidad de este problema se plantea con las convoluciones infinitas de distribuciones de Bernoulli, que han resultado ser un ejemplo de medidas autosemejantes en el caso real. En 1935 Jessen y A. Wintner [JW35] ya se planteaba este problema, lejos de ser sencillo ha sido estudiado durante más de setenta y cinco años y siguen sin resolverse las principales cuestiones planteadas ya por A. Garsia [Gar62] en 1962. El interés que ha despertado este problema así como la complejidad del mismo está demostrado por las numerosas publicaciones que abordan cuestiones relacionadas con este problema ver por ejemplo [JW35], [Erd39], [PS96], [Ma00], [Ma96], [Sol98], [Mat95], [PS96], [Sim05],[JKS07] [JKS11]. En el primer capítulo comenzamos introduciendo con detalle las medidas autosemejante en el plano complejo y los sistemas de funciones iteradas, así como los conceptos de la teoría de la medida necesarios para describirlos. A continuación se introducen las herramientas necesarias de teoría de polinomios ortogonales, matrices infinitas y operadores que se van a usar. En el segundo y tercer capítulo trasladamos las propiedades geométricas de las medidas autosemejantes a las matrices de momentos y de Hessenberg, respectivamente. A partir de estos resultados se describen algoritmos para calcular estas matrices a partir del SFI correspondiente. Concretamente, se obtienen fórmulas explícitas y algoritmos de aproximación para los momentos y matrices de momentos de medidas fractales, a partir de un teorema del punto fijo para las matrices. Además utilizando técnicas de la teoría de operadores, se han extendido al plano complejo los resultados que G. Mantica [Ma00, Ma96] obtenía en el caso real. Este resultado es la base para definir un algoritmo estable de aproximación de la matriz de Hessenberg asociada a una medida fractal u obtener secciones finitas exactas de matrices Hessenberg asociadas a una suma de medidas. En el último capítulo, se consideran medidas, μ, más generales y se estudia el comportamiento asintótico de los autovalores de una matriz hermitiana de momentos y su impacto en las propiedades de la medida asociada. En el resultado central se demuestra que si los polinomios asociados son densos en L2(μ) entonces necesariamente el autovalor mínimo de las secciones finitas de la matriz de momentos de la medida tiende a cero. ABSTRACT The Thesis work “Self-similar Measures on the Plane, Moments and Hessenberg Matrices” is framed among the geometric measure theory, orthogonal polynomials and operator theory. The work studies measures with compact support on the complex plane from the point of view of the associated infinite moments and Hessenberg matrices representing them in the theory of orthogonal polynomials. More precisely, it concentrates on the study of the self-similar measures that are equilibrium measures in a iterated functions system. Self-similar sets have the geometric property of being decomposable in a union of similar pieces to the complete set. These pieces can overlap. If the overlapping is small, Hutchinson’s theory [Hut81] works well, however, when it has no restrictions, the theory does not hold. The overlapping problem consists in controlling the measure of the overlap. The complexity of this problem is exemplified in the infinite convolutions of Bernoulli’s distributions, that are an example of self-similar measures in the real case. As early as 1935 [JW35], Jessen and Wintner posed this problem, that far from being simple, has been studied during more than 75 years. The main cuestiones posed by Garsia in 1962 [Gar62] remain unsolved. The interest in this problem, together with its complexity, is demonstrated by the number of publications that over the years have dealt with it. See, for example, [JW35], [Erd39], [PS96], [Ma00], [Ma96], [Sol98], [Mat95], [PS96], [Sim05], [JKS07] [JKS11]. In the first chapter, we will start with a detailed introduction to the self-similar measurements in the complex plane and to the iterated functions systems, also including the concepts of measure theory needed to describe them. Next, we introduce the necessary tools from orthogonal polynomials, infinite matrices and operators. In the second and third chapter we will translate the geometric properties of selfsimilar measures to the moments and Hessenberg matrices. From these results, we will describe algorithms to calculate these matrices from the corresponding iterated functions systems. To be precise, we obtain explicit formulas and approximation algorithms for the moments and moment matrices of fractal measures from a new fixed point theorem for matrices. Moreover, using techniques from operator theory, we extend to the complex plane the real case results obtained by Mantica [Ma00, Ma96]. This result is the base to define a stable algorithm that approximates the Hessenberg matrix associated to a fractal measure and obtains exact finite sections of Hessenberg matrices associated to a sum of measurements. In the last chapter, we consider more general measures, μ, and study the asymptotic behaviour of the eigenvalues of a hermitian matrix of moments, together with its impact on the properties of the associated measure. In the main result we demonstrate that, if the associated polynomials are dense in L2(μ), then necessarily follows that the minimum eigenvalue of the finite sections of the moments matrix goes to zero.
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García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model