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.

NONHOMOGENEOUS RANDOM WALKS SYSTEMS ON Z

We consider a random walks system on Z in which each active particle performs a nearest-neighbor random walk and activates all inactive particles it encounters. The movement of an active particle stops when it reaches a certain number of jumps without activating any particle. We prove that if the process relies on efficient particles (i.e. those particles with a small probability of jumping to the left) being placed strategically on Z, then it might survive, having active particles at any time with positive probability. On the other hand, we may construct a process that dies out eventually almost surely, even if it relies on efficient particles. That is, we discuss what happens if particles are initially placed very far away from each other or if their probability of jumping to the right tends to I but not fast enough.

On slowdown and speedup of transient random walks in random environment

We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time n the particle is typically at a distance of order O(n (kappa) ) from the origin, kappa is an element of (0, 1). We investigate the probabilities of moderate deviations from this behaviour. Specifically, we are interested in quenched and annealed probabilities of slowdown (at time n, the particle is at a distance of order O (n (nu 0)) from the origin, nu(0) is an element of (0, kappa)), and speedup (at time n, the particle is at a distance of order n (nu 1) from the origin , nu(1) is an element of (kappa, 1)), for the current location of the particle and for the hitting times. Also, we study probabilities of backtracking: at time n, the particle is located around (-n (nu) ), thus making an unusual excursion to the left. For the slowdown, our results are valid in the ballistic case as well.

Limit theorems for sequences of random trees

We consider a random tree and introduce a metric in the space of trees to define the ""mean tree"" as the tree minimizing the average distance to the random tree. When the resulting metric space is compact we have laws of large numbers and central limit theorems for sequence of independent identically distributed random trees. As application we propose tests to check if two samples of random trees have the same law.

Billiards in a General Domain with Random Reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.

Predicting random effects with an expanded finite population mixed model

Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

Geodesics and Almost Geodesic Cycles in Random Regular Graphs

A geodesic in a graph G is a shortest path between two vertices of G. For a specific function e(n) of n, we define an almost geodesic cycle C in G to be a cycle in which for every two vertices u and v in C, the distance d(G)(u, v) is at least d(C)(u, v) - e(n). Let omega(n) be any function tending to infinity with n. We consider a random d-regular graph on n vertices. We show that almost all pairs of vertices belong to an almost geodesic cycle C with e(n)= log(d-1)log(d-1) n+omega(n) and vertical bar C vertical bar =2 log(d-1) n+O(omega(n)). Along the way, we obtain results on near-geodesic paths. We also give the limiting distribution of the number of geodesics between two random vertices in this random graph. (C) 2010 Wiley Periodicals, Inc. J Graph Theory 66: 115-136, 2011

Asymmetric Ramsey Properties of Random Graphs Involving Cliques

Consider the following problem: Forgiven graphs G and F(1),..., F(k), find a coloring of the edges of G with k colors such that G does not contain F; in color i. Rodl and Rucinski studied this problem for the random graph G,,, in the symmetric case when k is fixed and F(1) = ... = F(k) = F. They proved that such a coloring exists asymptotically almost surely (a.a.s.) provided that p <= bn(-beta) for some constants b = b(F,k) and beta = beta(F). This result is essentially best possible because for p >= Bn(-beta), where B = B(F, k) is a large constant, such an edge-coloring does not exist. Kohayakawa and Kreuter conjectured a threshold function n(-beta(F1,..., Fk)) for arbitrary F(1), ..., F(k). In this article we address the case when F(1),..., F(k) are cliques of different sizes and propose an algorithm that a.a.s. finds a valid k-edge-coloring of G(n,p) with p <= bn(-beta) for some constant b = b(F(1),..., F(k)), where beta = beta(F(1),..., F(k)) as conjectured. With a few exceptions, this algorithm also works in the general symmetric case. We also show that there exists a constant B = B(F,,..., Fk) such that for p >= Bn(-beta) the random graph G(n,p) a.a.s. does not have a valid k-edge-coloring provided the so-called KLR-conjecture holds. (C) 2008 Wiley Periodicals, Inc. Random Struct. Alg., 34, 419-453, 2009

Optimization of the ultrasound-assisted synthesis of allyl 1-naphthyl ether using response surface methodology

Allyl 1-naphthyl ethers are useful compounds for different purposes, but reported methods to synthesize them require long reaction times. In this work, we have obtained allyl 1-naphthyl ether in good yield using ultrasonic-assisted methodology in a 1-h reaction. A central composite design was used to obtain a statistical model and a response surface (p < 0.05; R(2) = 0.970; R(adj)(2) = 0.949; R(pred)(2) = 0.818) that can predict the optimal conditions to maximize the yield, validated experimentally. (C) 2010 Elsevier B.V. All rights reserved.

Optimization of incubation time of protein Tc85 in the construction of biosensor: Is the EIS a good tool?

Electrochemical impedance spectroscopy (EIS) in pH 6.9 phosphate buffer solution was used to investigate each step of the procedure employed to modify a screen-printed electrode (SPE). The SPE was modified with self-assembled monolayers (SAMs) of cystamine (CYS, deposited from 20 mM solution), followed by glutaraldehyde (GA, 0.3 M solution). The Trypanosoma cruzi antigen was immobilized using different deposition times. The influence of incubation time (2-18 h) of protein was also investigated. The topography of modified electrode with this protein was investigated by atomic force microscopy (AFM). Interpretation of impedance data was based on physical and chemical adsorption, and degradation of the layer at high and meddle frequencies, and charge transfer reaction involving mainly the reduction of oxygen at low frequencies. EIS studies on modified electrodes with Tc85 protein immobilized for different incubation times indicated that the optimum incubation time was 6-8 h. It was demonstrated that EIS is a good technique to evaluate the different steps and the integrity of the surface modifications, and to optimize the incubation time of protein in the development of biosensors. (C) 2010 Elsevier B.V. All rights reserved.

Synthesis Optimization of Hydroxymethylnitrofurazone, an Antichagasic Candidate, Using 3(2) Factorial Design

Hydroxymethylnitrofurazone presents in vitro activity against Trypanosoma cruzi. The optimization of the synthesis of this compound was performed through a 3(2) factorial statistical design. Quadratic model produced the best response surface predicting a maximum yield (82%) close to the center design point with a seven hours reaction and a 1:1.5 (NF:K(2)CO(3)) ratio.

Optimization of a method for determination of phenolic acids in exotic fruits by capillary electrophoresis

In this work, the separation of nine phenolic acids (benzoic, caffeic, chlorogenic, p-coumaric, ferulic, gallic, protocatechuic, syringic, and vanillic acid) was approached by a 32 factorial design in electrolytes consisting of sodium tetraborate buffer(STB) in the concentration range of 10-50 mmol L(-1) and methanol in the volume percentage of 5-20%. Derringer`s desirability functions combined globally were tested as response functions. An optimal electrolyte composed by 50 mmol L(-1) tetraborate buffer at pH 9.2, and 7.5% (v/v) methanol allowed baseline resolution of all phenolic acids under investigation in less than 15 min. In order to promote sample clean up, to preconcentrate the phenolic fraction and to release esterified phenolic acids from the fruit matrix, elaborate liquid-liquid extraction procedures followed by alkaline hydrolysis were performed. The proposed methodology was fully validated (linearity from 10.0 to 100 mu g mL(-1), R(2) > 0.999: LOD and LOQ from 1.32 to 3.80 mu g mL(-1) and from 4.01 to 11.5 mu g mL(-1), respectively; intra-day precision better than 2.8% CV for migration time and 5.4% CV for peak area; inter-day precision better than 4.8% CV for migration time and 4.8-11% CV for peak area: recoveries from 81% to 115%) and applied successfully to the evaluation of phenolic contents of abiu-roxo (Chrysophyllum caimito), wild mulberry growing in Brazil (Morus nigra L.) and tree tomato (Cyphomandra betacea). Values in the range of 1.50-47.3 mu g g(-1) were found, with smaller amounts occurring as free phenolic acids. (C) 2009 Elsevier B.V. All rights reserved.

Multivariant optimization, validation, and application of capillary electrophoresis for simultaneous determination of polyphenols and phenolic acids in Brazilian wines

A method for the simultaneous determination of the stilbene resveratrol, four phenolic acids (syringic, coumaric, caffeic, and gallic acids), and five flavonoids (catechin, rutin, kaempferol, myricetin, and quercetin) in wine by CE was developed and validated. The CE electrolyte composition and instrumental conditions were optimized using 2(7-3) factorial design and response surface analysis, showing sodium tetraborate, MeOH, and their interaction as the most influential variables. The optimal electrophoretic conditions, minimizing the chromatographic resolution statistic values, consisted of 17 mmol/L sodium tetraborate with 20% methanol as electrolyte, constant voltage of 25 kV, hydrodynamic injection at 50 mbar for 3 s, and temperature of 25 degrees C. The R(2) values for linearity varied from 0.994 to 0.999; LOD and LOQ were 0.1 to 0.3 mg/L and 0.4 to 0.8 mg/L, respectively. The RSDs for migration time and peak area obtained from ten consecutive injections were less than 2% and recoveries varied from 97 to 102%. The method was applied to 23 samples of inexpensive Brazilian wines, showing wide compositional variation.

Sequential injection analysis (SIA) and response surface methodology: A versatile small volume approach for optimization of photo-Fenton processes

Optimization of photo-Fenton degradation of copper phthalocyanine blue was achieved by response surface methodology (RSM) constructed with the aid of a sequential injection analysis (SIA) system coupled to a homemade photo-reactor. Highest degradation percentage was obtained at the following conditions [H(2)O(2)]/[phthalocyanine] = 7, [H(2)O(2)]/[FeSO(4)] = 10, pH = 2.5, and stopped flow time in the photo reactor = 30 s. The SIA system was designed to prepare a monosegment containing the reagents and sample, to pump it toward the photo-reactor for the specified time and send the products to a flow-through spectrophotometer for monitoring the color reduction of the dye. Changes in parameters such as reagent molar ratios. residence time and pH were made by modifications in the software commanding the SI system, without the need for physical reconfiguration of reagents around the selection valve. The proposed procedure and system fed the statistical program with degradation data for fast construction of response surface plots. After optimization, 97% of the dye was degraded. (C) 2009 Elsevier B.V. All rights reserved.

Applying sequential injection analysis (SIA) and response surface methodology for optimization of Fenton-based processes

This work presents the use of sequential injection analysis (SIA) and the response surface methodology as a tool for optimization of Fenton-based processes. Alizarin red S dye (C.I. 58005) was used as a model compound for the anthraquinones family. whose pigments have a large use in coatings industry. The following factors were considered: [H(2)O(2)]:[Alizarin] and [H(2)O(2)]:[FeSO(4)] ratios and pH. The SIA system was designed to add reagents to the reactor and to perform on-line sampling of the reaction medium, sending the samples to a flow-through spectrophotometer for monitoring the color reduction of the dye. The proposed system fed the statistical program with degradation data for fast construction of response surface plots. After optimization, 99.7% of the dye was degraded and the TOC content was reduced to 35% of the original value. Low reagents consumption and high sampling throughput were the remarkable features of the SIA system. (C) 2008 Published by Elsevier B.V.