986 resultados para generalized Pareto distribution
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In this article we propose an exact efficient simulation algorithm for the generalized von Mises circular distribution of order two. It is an acceptance-rejection algorithm with a piecewise linear envelope based on the local extrema and the inflexion points of the generalized von Mises density of order two. We show that these points can be obtained from the roots of polynomials and degrees four and eight, which can be easily obtained by the methods of Ferrari and Weierstrass. A comparative study with the von Neumann acceptance-rejection, with the ratio-of-uniforms and with a Markov chain Monte Carlo algorithms shows that this new method is generally the most efficient.
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The generalized secant hyperbolic distribution (GSHD) proposed in Vaughan (2002) includes a wide range of unimodal symmetric distributions, with the Cauchy and uniform distributions being the limiting cases, and the logistic and hyperbolic secant distributions being special cases. The current article derives an asymptotically efficient rank estimator of the location parameter of the GSHD and suggests the corresponding one- and two-sample optimal rank tests. The rank estimator derived is compared to the modified MLE of location proposed in Vaughan (2002). By combining these two estimators, a computationally attractive method for constructing an exact confidence interval of the location parameter is developed. The statistical procedures introduced in the current article are illustrated by examples.
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In this paper, an extended impedance-based fault-location formulation for generalized distribution systems is presented. The majority of distribution feeders are characterized by having several laterals, nonsymmetrical lines, highly unbalanced operation, and time-varying loads. These characteristics compromise traditional fault-location methods performance. The proposed method uses only local voltages and currents as input data. The current load profile is obtained through these measurements. The formulation considers load variation effects and different fault types. Results are obtained from numerical simulations by using a real distribution system from the Electrical Energy Distribution State Company of Rio Grande do Sul (CEEE-D), Southern Brazil. Comparative results show the technique robustness with respect to fault type and traditional fault-location problems, such as fault distance, resistance, inception angle, and load variation. The formulation was implemented as embedded software and is currently used at CEEE-D`s distribution operation center.
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The objective was to study the flow pattern in a plate heat exchanger (PHE) through residence time distribution (RTD) experiments. The tested PHE had flat plates and it was part of a laboratory scale pasteurization unit. Series flow and parallel flow configurations were tested with a variable number of passes and channels per pass. Owing to the small scale of the equipment and the short residence times, it was necessary to take into account the influence of the tracer detection unit on the RID data. Four theoretical RID models were adjusted: combined, series combined, generalized convection and axial dispersion. The combined model provided the best fit and it was useful to quantify the active and dead space volumes of the PHE and their dependence on its configuration. Results suggest that the axial dispersion model would present good results for a larger number of passes because of the turbulence associated with the changes of pass. This type of study can be useful to compare the hydraulic performance of different plates or to provide data for the evaluation of heat-induced changes that occur in the processing of heat-sensitive products. (C) 2011 Elsevier Ltd. All rights reserved.
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A five-parameter distribution so-called the beta modified Weibull distribution is defined and studied. The new distribution contains, as special submodels, several important distributions discussed in the literature, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among others. The new distribution can be used effectively in the analysis of survival data since it accommodates monotone, unimodal and bathtub-shaped hazard functions. We derive the moments and examine the order statistics and their moments. We propose the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix. A real data set is used to illustrate the importance and flexibility of the new distribution.
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In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.
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We study in detail the so-called beta-modified Weibull distribution, motivated by the wide use of the Weibull distribution in practice, and also for the fact that the generalization provides a continuous crossover towards cases with different shapes. The new distribution is important since it contains as special sub-models some widely-known distributions, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among several others. It also provides more flexibility to analyse complex real data. Various mathematical properties of this distribution are derived, including its moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are also derived for the chf, mean deviations, Bonferroni and Lorenz curves, reliability and entropies. The estimation of parameters is approached by two methods: moments and maximum likelihood. We compare by simulation the performances of the estimates from these methods. We obtain the expected information matrix. Two applications are presented to illustrate the proposed distribution.
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Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.
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Background: Herpesviruses may be related to the etiology of aggressive periodontitis (AgP) and chronic periodontitis (CP) by triggering periodontal destruction or by increasing the risk for bacterial infection. This case-control study evaluated the presence of herpes simplex virus type 1 (HSV-1), Epstein-Barr virus type 1 (EBV-1), human cytomegalovirus (HCMV), Aggregatibacter actinomycetemcomitans (previously Actinobacillus actinomycetemcomitans), Porphyromonas gingivalis, Prevotella intermedia, and Tannerella forsythia (previously T. forsythensis) in patients with generalized AgP (AgP group), CP (CP group), or gingivitis (G group) and in healthy individuals (C group). Methods: Subgingival plaque samples were collected with paper points from 30 patients in each group. The nested polymerase chain reaction (PCR) method was used to detect HSV-1, EBV-1, and HCMV. Bacteria were identified by 16S rRNA-based PCR. Results: HSV-1, HCMV, and EBV-1 were detected in 86.7%, 46.7%, and 33.3% of the AgP group, respectively; in 40.0%, 50.0%, and 46.7% of the CP group, respectively; in 53.3%, 40.0%, and 20.0% of the G group, respectively; and in 20.0%, 56.7%, and 0.0% of the C group, respectively. A. actinomycetemcomitans was detected significantly more often in the AgP group compared to the other groups (P<0.005). P. gingivalis and T. forsythia were identified more frequently in AgP and CP groups, and AgP, CP, and G groups had higher frequencies of P. intermedia compared to the C group. Conclusion: In Brazilian patients, HSV-1 and EBV-1, rather than HCMV, were more frequently associated with CP and AgP. J Periodontol 2008;79:2313-2321.
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This paper presents a new and efficient methodology for distribution network reconfiguration integrated with optimal power flow (OPF) based on a Benders decomposition approach. The objective minimizes power losses, balancing load among feeders and subject to constraints: capacity limit of branches, minimum and maximum power limits of substations or distributed generators, minimum deviation of bus voltages and radial optimal operation of networks. The Generalized Benders decomposition algorithm is applied to solve the problem. The formulation can be embedded under two stages; the first one is the Master problem and is formulated as a mixed integer non-linear programming problem. This stage determines the radial topology of the distribution network. The second stage is the Slave problem and is formulated as a non-linear programming problem. This stage is used to determine the feasibility of the Master problem solution by means of an OPF and provides information to formulate the linear Benders cuts that connect both problems. The model is programmed in GAMS. The effectiveness of the proposal is demonstrated through two examples extracted from the literature.
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Mestrado em Radiações Aplicadas às Tecnologias da Saúde.