922 resultados para Data Streams Distribution
Resumo:
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
Resumo:
The Laplace distribution is one of the earliest distributions in probability theory. For the first time, based on this distribution, we propose the so-called beta Laplace distribution, which extends the Laplace distribution. 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 and derive the observed information matrix. The usefulness of the new model is illustrated by means of a real data set. (C) 2011 Elsevier B.V. All rights reserved.
A robust Bayesian approach to null intercept measurement error model with application to dental data
Resumo:
Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal distribution. However, the normality assumption may not be always correct. Skew-normal/independent distribution is a class of asymmetric thick-tailed distributions which includes the Skew-normal distribution as a special case. In this paper, we explore the use of skew-normal/independent distribution as a robust alternative to null intercept measurement error model under a Bayesian paradigm. We assume that the random errors and the unobserved value of the covariate (latent variable) follows jointly a skew-normal/independent distribution, providing an appealing robust alternative to the routine use of symmetric normal distribution in this type of model. Specific distributions examined include univariate and multivariate versions of the skew-normal distribution, the skew-t distributions, the skew-slash distributions and the skew contaminated normal distributions. The methods developed is illustrated using a real data set from a dental clinical trial. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
There are several versions of the lognormal distribution in the statistical literature, one is based in the exponential transformation of generalized normal distribution (GN). This paper presents the Bayesian analysis for the generalized lognormal distribution (logGN) considering independent non-informative Jeffreys distributions for the parameters as well as the procedure for implementing the Gibbs sampler to obtain the posterior distributions of parameters. The results are used to analyze failure time models with right-censored and uncensored data. The proposed method is illustrated using actual failure time data of computers.
Resumo:
Introduction: Interethnic admixture is a source of cryptic population structure that may lead to spurious genotype-phenotype associations in pharmacogenomic studies. We studied the impact of population stratification on the distribution of ABCB1 polymorphisms (1236C > T, 2677G > T/A and 3435C > T) among Brazilians, a highly admixed population with Amerindian, European and African ancestral roots. Methods: Individual DNA from 320 healthy adults was genotyped with a panel of ancestry informative markers, and the proportions of African component of ancestry (ACA) were estimated. ABCB1 genotypes were determined by the single base extension/termination method. We describe the association between ABCB1 polymorphisms and ACA by fitting a linear proportional odds logistic regression model to the data. Results: The distribution of the ABCB1 2677G > T/A and 3435C > T, but not the 1236C > T, SNPs displayed a significant trend for decreasing frequency of the T alleles and TT genotypes from White to Intermediate to Black individuals. The same trend was observed in the frequency of the T/nonG/T haplotype at the 1236, 2677 and 3435 loci. When the population sample was proportioned in quartiles, according to the individual ACA estimates, the frequency of the T allele and TT genotype at each locus declined progressively from the lowest (< 0.25 ACA) to the highest (> 0.75 ACA) quartile. Linear proportional odds logistic regression analysis confirmed that the odds of having the T allele at each locus decreases in a continuous manner with the increase of the ACA, throughout the ACA range (0.13-0.94) observed in the overall population sample. A significant association was also detected between the individual ACA estimates and the presence of the T/nonG/T haplotype in the overall population. Conclusion: Self-identification according to the racial/color categories proposed by the Brazilian Census is insufficient to properly control for population stratification in pharmacogenomic studies of ABCB1.
Resumo:
This paper generalizes the HEGY-type test to detect seasonal unit roots in data at any frequency, based on the seasonal unit root tests in univariate time series by Hylleberg, Engle, Granger and Yoo (1990). We introduce the seasonal unit roots at first, and then derive the mechanism of the HEGY-type test for data with any frequency. Thereafter we provide the asymptotic distributions of our test statistics when different test regressions are employed. We find that the F-statistics for testing conjugation unit roots have the same asymptotic distributions. Then we compute the finite-sample and asymptotic critical values for daily and hourly data by a Monte Carlo method. The power and size properties of our test for hourly data is investigated, and we find that including lag augmentations in auxiliary regression without lag elimination have the smallest size distortion and tests with seasonal dummies included in auxiliary regression have more power than the tests without seasonal dummies. At last we apply the our test to hourly wind power production data in Sweden and shows there are no seasonal unit roots in the series.