Random number generators for the generalized Birnbaum-Saunders distribution

The generalized Birnbaum-Saunders distribution pertains to a class of lifetime models including both lighter and heavier tailed distributions. This model adapts well to lifetime data, even when outliers exist, and has other good theoretical properties and application perspectives. However, statistical inference tools may not exist in closed form for this model. Hence, simulation and numerical studies are needed, which require a random number generator. Three different ways to generate observations from this model are considered here. These generators are compared by utilizing a goodness-of-fit procedure as well as their effectiveness in predicting the true parameter values by using Monte Carlo simulations. This goodness-of-fit procedure may also be used as an estimation method. The quality of this estimation method is studied here. Finally, through a real data set, the generalized and classical Birnbaum-Saunders models are compared by using this estimation method.

Missing data mechanisms and their implications on the analysis of categorical data

We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.

Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples

The two-parameter Birnbaum-Saunders distribution has been used successfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Further, we also consider the generalized Birnbaum-Saunders distribution under type-II right censored samples and present some Monte Carlo simulations for testing the parameters in this class of models using the likelihood ratio and gradient tests. Three empirical applications are presented. (C) 2011 Elsevier B.V. All rights reserved.

Reduction of Models in the Presence of Nuisance Parameters

In many statistical inference problems, there is interest in estimation of only some elements of the parameter vector that defines the adopted model. In general, such elements are associated to measures of location and the additional terms, known as nuisance parameters, to control the dispersion and asymmetry of the underlying distributions. To estimate all the parameters of the model and to draw inferences only on the parameters of interest. Depending on the adopted model, this procedure can be both algebraically is common and computationally very costly and thus it is convenient to reduce it, so that it depends only on the parameters of interest. This article reviews estimation methods in the presence of nuisance parameters and consider some applications in models recently discussed in the literature.

Efeito de três tecnicas de alongamento muscular sobre o torque e atividade eletromiográfica

PURPOSE: To examine the acute effects caused by three techniques for stretching the hamstrings muscle on the active concentric peak torque (PT), passive PT and electromyographic activity (EMG). METHODS: Sixty volunteers (mean ± SD age, 22.6 ± 3 years), height 1.64 ± 0.07m and body weight of 58 ± 8.6kg, were randomly allocated into 4 groups of 15 subjects: Control Group (CG) - 5 minutes at rest, Static Stretching Group (SG) - 2 x 30s; Hold-Relax Group (HRG) - 3 x 6s of isometric contraction of hamstrings interspersed by 10s of hamstrings stretching and agonist Hold-Relax Group (AHRG) - 3 x 6s of isometric contraction of the quadriceps interspersed by 10s of hamstrings stretching. Evaluation has been conducted preand post-intervention, which verified the active concentric PT, passive PT EMG activity of IT. The statistical inference was performed by testing intra and inter, significance level at 5%. RESULTS: After intervention, there was a reduction in passive PT on CG, accompanied by a reduction of EMG activity, and an increase in passive PT on SG and AHRG. There was no change in the active concentric PT, or change in EMG activity. CG showed an increase in angle of the PT active, while the other groups showed no change. CONCLUSION: The results suggest that the shortterm stretching: 1) causes acute increase in passive torque, since the muscle does not perform sub-maximal contraction, 2) does not change in electromyographic activity and active torque, ind ependent of the technique

Análise espaço temporal da dimensão fractal de matas ciliares na alta bacia do rio Passa Cinco - centro Leste do Estado de São Paulo

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

Desenvolvimento de método para inferência de características físicas da água associadas às variações espectrais. Caso de Estudo: Reservatório de Itupararanga/SP

Pós-graduação em Ciências Cartográficas - FCT

Inferência estatística clássica para a confiabilidade de rede de coautoria com enfoque nos vértices

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

Detection and Modeling of Boundary Layer Height

This thesis tackles the problem of the automated detection of the atmospheric boundary layer (BL) height, h, from aerosol lidar/ceilometer observations. A new method, the Bayesian Selective Method (BSM), is presented. It implements a Bayesian statistical inference procedure which combines in an statistically optimal way different sources of information. Firstly atmospheric stratification boundaries are located from discontinuities in the ceilometer back-scattered signal. The BSM then identifies the discontinuity edge that has the highest probability to effectively mark the BL height. Information from the contemporaneus physical boundary layer model simulations and a climatological dataset of BL height evolution are combined in the assimilation framework to assist this choice. The BSM algorithm has been tested for four months of continuous ceilometer measurements collected during the BASE:ALFA project and is shown to realistically diagnose the BL depth evolution in many different weather conditions. Then the BASE:ALFA dataset is used to investigate the boundary layer structure in stable conditions. Functions from the Obukhov similarity theory are used as regression curves to fit observed velocity and temperature profiles in the lower half of the stable boundary layer. Surface fluxes of heat and momentum are best-fitting parameters in this exercise and are compared with what measured by a sonic anemometer. The comparison shows remarkable discrepancies, more evident in cases for which the bulk Richardson number turns out to be quite large. This analysis supports earlier results, that surface turbulent fluxes are not the appropriate scaling parameters for profiles of mean quantities in very stable conditions. One of the practical consequences is that boundary layer height diagnostic formulations which mainly rely on surface fluxes are in disagreement to what obtained by inspecting co-located radiosounding profiles.

Detection of Internal Defects in Concrete Members Using Global Vibration Characteristics

Rock-pocket and honeycomb defects impair overall stiffness, accelerate aging, reduce service life, and cause structural problems in hardened concrete members. Traditional methods for detecting such deficient volumes involve visual observations or localized nondestructive methods, which are labor-intensive, time-consuming, highly sensitive to test conditions, and require knowledge of and accessibility to defect locations. The authors propose a vibration response-based nondestructive technique that combines experimental and numerical methodologies for use in identifying the location and severity of internal defects of concrete members. The experimental component entails collecting mode shape curvatures from laboratory beam specimens with size-controlled rock pocket and honeycomb defects, and the numerical component entails simulating beam vibration response through a finite element (FE) model parameterized with three defect-identifying variables indicating location (x, coordinate along the beam length) and severity of damage (alpha, stiffness reduction and beta, mass reduction). Defects are detected by comparing the FE model predictions to experimental measurements and inferring the low number of defect-identifying variables. This method is particularly well-suited for rapid and cost-effective quality assurance for precast concrete members and for inspecting concrete members with simple geometric forms.

Large Sample Theory for Semiparametric Regression Models with Two-Phase, Outcome Dependent Sampling

Outcome-dependent, two-phase sampling designs can dramatically reduce the costs of observational studies by judicious selection of the most informative subjects for purposes of detailed covariate measurement. Here we derive asymptotic information bounds and the form of the efficient score and influence functions for the semiparametric regression models studied by Lawless, Kalbfleisch, and Wild (1999) under two-phase sampling designs. We show that the maximum likelihood estimators for both the parametric and nonparametric parts of the model are asymptotically normal and efficient. The efficient influence function for the parametric part aggress with the more general information bound calculations of Robins, Hsieh, and Newey (1995). By verifying the conditions of Murphy and Van der Vaart (2000) for a least favorable parametric submodel, we provide asymptotic justification for statistical inference based on profile likelihood.

Detection of complex point targets with distributed assets in a MIMO radar system

The report explores the problem of detecting complex point target models in a MIMO radar system. A complex point target is a mathematical and statistical model for a radar target that is not resolved in space, but exhibits varying complex reflectivity across the different bistatic view angles. The complex reflectivity can be modeled as a complex stochastic process whose index set is the set of all the bistatic view angles, and the parameters of the stochastic process follow from an analysis of a target model comprising a number of ideal point scatterers randomly located within some radius of the targets center of mass. The proposed complex point targets may be applicable to statistical inference in multistatic or MIMO radar system. Six different target models are summarized here – three 2-dimensional (Gaussian, Uniform Square, and Uniform Circle) and three 3-dimensional (Gaussian, Uniform Cube, and Uniform Sphere). They are assumed to have different distributions on the location of the point scatterers within the target. We develop data models for the received signals from such targets in the MIMO radar system with distributed assets and partially correlated signals, and consider the resulting detection problem which reduces to the familiar Gauss-Gauss detection problem. We illustrate that the target parameter and transmit signal have an influence on the detector performance through target extent and the SNR respectively. A series of the receiver operator characteristic (ROC) curves are generated to notice the impact on the detector for varying SNR. Kullback–Leibler (KL) divergence is applied to obtain the approximate mean difference between density functions the scatterers assume inside the target models to show the change in the performance of the detector with target extent of the point scatterers.

Adaptive sensing for target tracking applications

In a statistical inference scenario, the estimation of target signal or its parameters is done by processing data from informative measurements. The estimation performance can be enhanced if we choose the measurements based on some criteria that help to direct our sensing resources such that the measurements are more informative about the parameter we intend to estimate. While taking multiple measurements, the measurements can be chosen online so that more information could be extracted from the data in each measurement process. This approach fits well in Bayesian inference model often used to produce successive posterior distributions of the associated parameter. We explore the sensor array processing scenario for adaptive sensing of a target parameter. The measurement choice is described by a measurement matrix that multiplies the data vector normally associated with the array signal processing. The adaptive sensing of both static and dynamic system models is done by the online selection of proper measurement matrix over time. For the dynamic system model, the target is assumed to move with some distribution and the prior distribution at each time step is changed. The information gained through adaptive sensing of the moving target is lost due to the relative shift of the target. The adaptive sensing paradigm has many similarities with compressive sensing. We have attempted to reconcile the two approaches by modifying the observation model of adaptive sensing to match the compressive sensing model for the estimation of a sparse vector.

USING PROBABILISTIC GRAPHICAL MODELS TO DRAW INFERENCES IN SENSOR NETWORKS WITH TRACKING APPLICATIONS

Sensor networks have been an active research area in the past decade due to the variety of their applications. Many research studies have been conducted to solve the problems underlying the middleware services of sensor networks, such as self-deployment, self-localization, and synchronization. With the provided middleware services, sensor networks have grown into a mature technology to be used as a detection and surveillance paradigm for many real-world applications. The individual sensors are small in size. Thus, they can be deployed in areas with limited space to make unobstructed measurements in locations where the traditional centralized systems would have trouble to reach. However, there are a few physical limitations to sensor networks, which can prevent sensors from performing at their maximum potential. Individual sensors have limited power supply, the wireless band can get very cluttered when multiple sensors try to transmit at the same time. Furthermore, the individual sensors have limited communication range, so the network may not have a 1-hop communication topology and routing can be a problem in many cases. Carefully designed algorithms can alleviate the physical limitations of sensor networks, and allow them to be utilized to their full potential. Graphical models are an intuitive choice for designing sensor network algorithms. This thesis focuses on a classic application in sensor networks, detecting and tracking of targets. It develops feasible inference techniques for sensor networks using statistical graphical model inference, binary sensor detection, events isolation and dynamic clustering. The main strategy is to use only binary data for rough global inferences, and then dynamically form small scale clusters around the target for detailed computations. This framework is then extended to network topology manipulation, so that the framework developed can be applied to tracking in different network topology settings. Finally the system was tested in both simulation and real-world environments. The simulations were performed on various network topologies, from regularly distributed networks to randomly distributed networks. The results show that the algorithm performs well in randomly distributed networks, and hence requires minimum deployment effort. The experiments were carried out in both corridor and open space settings. A in-home falling detection system was simulated with real-world settings, it was setup with 30 bumblebee radars and 30 ultrasonic sensors driven by TI EZ430-RF2500 boards scanning a typical 800 sqft apartment. Bumblebee radars are calibrated to detect the falling of human body, and the two-tier tracking algorithm is used on the ultrasonic sensors to track the location of the elderly people.

Stereological Modelling of Random Particles

Stochastic models for three-dimensional particles have many applications in applied sciences. Lévy–based particle models are a flexible approach to particle modelling. The structure of the random particles is given by a kernel smoothing of a Lévy basis. The models are easy to simulate but statistical inference procedures have not yet received much attention in the literature. The kernel is not always identifiable and we suggest one approach to remedy this problem. We propose a method to draw inference about the kernel from data often used in local stereology and study the performance of our approach in a simulation study.