Properties of Equilibrium Distributions of Order n

The present work is intended to discuss various properties and reliability aspects of higher order equilibrium distributions in continuous, discrete and multivariate cases, which contribute to the study on equilibrium distributions. At first, we have to study and consolidate the existing literature on equilibrium distributions. For this we need some basic concepts in reliability. These are being discussed in the 2nd chapter, In Chapter 3, some identities connecting the failure rate functions and moments of residual life of the univariate, non-negative continuous equilibrium distributions of higher order and that of the baseline distribution are derived. These identities are then used to characterize the generalized Pareto model, mixture of exponentials and gamma distribution. An approach using the characteristic functions is also discussed with illustrations. Moreover, characterizations of ageing classes using stochastic orders has been discussed. Part of the results of this chapter has been reported in Nair and Preeth (2009). Various properties of equilibrium distributions of non-negative discrete univariate random variables are discussed in Chapter 4. Then some characterizations of the geo- metric, Waring and negative hyper-geometric distributions are presented. Moreover, the ageing properties of the original distribution and nth order equilibrium distribu- tions are compared. Part of the results of this chapter have been reported in Nair, Sankaran and Preeth (2012). Chapter 5 is a continuation of Chapter 4. Here, several conditions, in terms of stochastic orders connecting the baseline and its equilibrium distributions are derived. These conditions can be used to rede_ne certain ageing notions. Then equilibrium distributions of two random variables are compared in terms of various stochastic orders that have implications in reliability applications. In Chapter 6, we make two approaches to de_ne multivariate equilibrium distribu- tions of order n. Then various properties including characterizations of higher order equilibrium distributions are presented. Part of the results of this chapter have been reported in Nair and Preeth (2008). The Thesis is concluded in Chapter 7. A discussion on further studies on equilib- rium distributions is also made in this chapter.

Generic Finite Element Model for Mechanically Consistent Scaling of Composite Beam-to-column Joint with Welded Connection

To study the behaviour of beam-to-column composite connection more sophisticated finite element models is required, since component model has some severe limitations. In this research a generic finite element model for composite beam-to-column joint with welded connections is developed using current state of the art local modelling. Applying mechanically consistent scaling method, it can provide the constitutive relationship for a plane rectangular macro element with beam-type boundaries. Then, this defined macro element, which preserves local behaviour and allows for the transfer of five independent states between local and global models, can be implemented in high-accuracy frame analysis with the possibility of limit state checks. In order that macro element for scaling method can be used in practical manner, a generic geometry program as a new idea proposed in this study is also developed for this finite element model. With generic programming a set of global geometric variables can be input to generate a specific instance of the connection without much effort. The proposed finite element model generated by this generic programming is validated against testing results from University of Kaiserslautern. Finally, two illustrative examples for applying this macro element approach are presented. In the first example how to obtain the constitutive relationships of macro element is demonstrated. With certain assumptions for typical composite frame the constitutive relationships can be represented by bilinear laws for the macro bending and shear states that are then coupled by a two-dimensional surface law with yield and failure surfaces. In second example a scaling concept that combines sophisticated local models with a frame analysis using a macro element approach is presented as a practical application of this numerical model.

The PHD: A Planar, Harmonic Drive Robot for Joint Torque Control

This thesis details the development of a model of a seven degree of freedom manipulator for position control. Then, it goes on to discuss the design and construction of a the PHD, a robot built to serve two purposes: first, to perform research on joint torque control schemes, and second, to determine the important dynamic characteristics of the Harmonic Drive. The PHD, is a planar, three degree of freedom arm with torque sensors integral to each joint. Preliminary testing has shown that a simple linear spring model of the Harmonic Drive's flexibility is suitable in many situations.

Maximum Entropy Discrimination

We present a general framework for discriminative estimation based on the maximum entropy principle and its extensions. All calculations involve distributions over structures and/or parameters rather than specific settings and reduce to relative entropy projections. This holds even when the data is not separable within the chosen parametric class, in the context of anomaly detection rather than classification, or when the labels in the training set are uncertain or incomplete. Support vector machines are naturally subsumed under this class and we provide several extensions. We are also able to estimate exactly and efficiently discriminative distributions over tree structures of class-conditional models within this framework. Preliminary experimental results are indicative of the potential in these techniques.

Distributions on the simplex

The simplex, the sample space of compositional data, can be structured as a real Euclidean space. This fact allows to work with the coefficients with respect to an orthonormal basis. Over these coefficients we apply standard real analysis, inparticular, we define two different laws of probability trought the density function and we study their main properties

Conditional compositional biplots: theory and application

The biplot has proved to be a powerful descriptive and analytical tool in many areas of applications of statistics. For compositional data the necessary theoretical adaptation has been provided, with illustrative applications, by Aitchison (1990) and Aitchison and Greenacre (2002). These papers were restricted to the interpretation of simple compositional data sets. In many situations the problem has to be described in some form of conditional modelling. For example, in a clinical trial where interest is in how patients’ steroid metabolite compositions may change as a result of different treatment regimes, interest is in relating the compositions after treatment to the compositions before treatment and the nature of the treatments applied. To study this through a biplot technique requires the development of some form of conditional compositional biplot. This is the purpose of this paper. We choose as a motivating application an analysis of the 1992 US President ial Election, where interest may be in how the three-part composition, the percentage division among the three candidates - Bush, Clinton and Perot - of the presidential vote in each state, depends on the ethnic composition and on the urban-rural composition of the state. The methodology of conditional compositional biplots is first developed and a detailed interpretation of the 1992 US Presidential Election provided. We use a second application involving the conditional variability of tektite mineral compositions with respect to major oxide compositions to demonstrate some hazards of simplistic interpretation of biplots. Finally we conjecture on further possible applications of conditional compositional biplots

Meaning of the λ parameter of skew–normal and log–skew normal distributions in fluid geochemistry

The literature related to skew–normal distributions has grown rapidly in recent years but at the moment few applications concern the description of natural phenomena with this type of probability models, as well as the interpretation of their parameters. The skew–normal distributions family represents an extension of the normal family to which a parameter (λ) has been added to regulate the skewness. The development of this theoretical field has followed the general tendency in Statistics towards more flexible methods to represent features of the data, as adequately as possible, and to reduce unrealistic assumptions as the normality that underlies most methods of univariate and multivariate analysis. In this paper an investigation on the shape of the frequency distribution of the logratio ln(Cl−/Na+) whose components are related to waters composition for 26 wells, has been performed. Samples have been collected around the active center of Vulcano island (Aeolian archipelago, southern Italy) from 1977 up to now at time intervals of about six months. Data of the logratio have been tentatively modeled by evaluating the performance of the skew–normal model for each well. Values of the λ parameter have been compared by considering temperature and spatial position of the sampling points. Preliminary results indicate that changes in λ values can be related to the nature of environmental processes affecting the data

Statistical treatment of grain-size curves and empirical distributions: densities as compositions?

The preceding two editions of CoDaWork included talks on the possible consideration of densities as infinite compositions: Egozcue and D´ıaz-Barrero (2003) extended the Euclidean structure of the simplex to a Hilbert space structure of the set of densities within a bounded interval, and van den Boogaart (2005) generalized this to the set of densities bounded by an arbitrary reference density. From the many variations of the Hilbert structures available, we work with three cases. For bounded variables, a basis derived from Legendre polynomials is used. For variables with a lower bound, we standardize them with respect to an exponential distribution and express their densities as coordinates in a basis derived from Laguerre polynomials. Finally, for unbounded variables, a normal distribution is used as reference, and coordinates are obtained with respect to a Hermite-polynomials-based basis. To get the coordinates, several approaches can be considered. A numerical accuracy problem occurs if one estimates the coordinates directly by using discretized scalar products. Thus we propose to use a weighted linear regression approach, where all k- order polynomials are used as predictand variables and weights are proportional to the reference density. Finally, for the case of 2-order Hermite polinomials (normal reference) and 1-order Laguerre polinomials (exponential), one can also derive the coordinates from their relationships to the classical mean and variance. Apart of these theoretical issues, this contribution focuses on the application of this theory to two main problems in sedimentary geology: the comparison of several grain size distributions, and the comparison among different rocks of the empirical distribution of a property measured on a batch of individual grains from the same rock or sediment, like their composition

Randomization tests for ABAB designs : Comparing-data-divisionspecific and common distributions. 'Pruebas de aleatorizaci??n para dise??os ABAB : comparaci??n entre distribuciones espec??ficas y comunes'

Resumen tomado de la publicaci??n. Resumen tambi??n en ingl??s

De lo micro a lo macro prudencial: Un análisis de la supervisión bancaria desde la econometría espacial

La crisis que se desató en el mercado hipotecario en Estados Unidos en 2008 y que logró propagarse a lo largo de todo sistema financiero, dejó en evidencia el nivel de interconexión que actualmente existe entre las entidades del sector y sus relaciones con el sector productivo, dejando en evidencia la necesidad de identificar y caracterizar el riesgo sistémico inherente al sistema, para que de esta forma las entidades reguladoras busquen una estabilidad tanto individual, como del sistema en general. El presente documento muestra, a través de un modelo que combina el poder informativo de las redes y su adecuación a un modelo espacial auto regresivo (tipo panel), la importancia de incorporar al enfoque micro-prudencial (propuesto en Basilea II), una variable que capture el efecto de estar conectado con otras entidades, realizando así un análisis macro-prudencial (propuesto en Basilea III).

Effect of joint mobilization on the H Reflex amplitude in people with spasticity

Objective: To determine the effect of ankle joint mobilization on the H reflex amplitude of thesoleus muscle in people with spasticity. Materials and methods: A quasi-experimental study withcrossover design and simple masking was conducted in 24 randomized subjects to initiate thecontrol or experimental group. Traction and rhythmic oscillation were applied for five minutesto the ankle joint. H wave amplitude changes of Hoffmann reflex (electrical equivalent of themonosynaptic spinal reflex) was assessed, stimulating the tibial nerve at the level of the poplitealfossa and recording in the soleus muscle. In each subject 12 measurements were taken: basalrate, during and after mobilization. Changes in H reflex amplitude were calculated in relationto basal measurement. For each measurement a hypothesis test was performed (Student t test).Results: In groups of patients with brain injury and incomplete spinal cord injury, a significantdifference was found between measurements of both studies, concerning variation in H reflexamplitude during the application of joint mobilization techniques, with a decrease in the experimentalgroup and an increase in the control group. In contrast, no significant differences werefound after mobilization therapy. Patients with complete spinal cord injury showed no significantdifferences in any measurements. Conclusion: We demonstrate the effectiveness of jointmobilization in the decrease of H reflex amplitude in patients with brain injury or incompletespinal cord injury during the mobilization maneuver, but no residual effect after completion ofthe trial. This research showed no evidence regarding excitability reduction in complete spinalcord injury. We suggest that therapeutic interventions to decrease muscle tone based on the jointmobilization should be reconsidered.

Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado

En este trabajo se implementa una metodología para incluir momentos de orden superior en la selección de portafolios, haciendo uso de la Distribución Hiperbólica Generalizada, para posteriormente hacer un análisis comparativo frente al modelo de Markowitz.

Valor en riesgo del portafolio de TES de los bancos colombianos

En este trabajo se realiza la medición del riesgo de mercado para el portafolio de TES de un banco colombiano determinado, abordando el pronóstico de valor en riesgo (VaR) mediante diferentes modelos multivariados de volatilidad: EWMA, GARCH ortogonal, GARCH robusto, así como distintos modelos de VaR con distribución normal y distribución t-student, evaluando su eficiencia con las metodologías de backtesting propuestas por Candelon et al. (2011) con base en el método generalizado de momentos, junto con los test de independencia y de cobertura condicional planteados por Christoffersen y Pelletier (2004) y por Berkowitz, Christoffersen y Pelletier (2010). Los resultados obtenidos demuestran que la mejor especificación del VaR para la medición del riesgo de mercado del portafolio de TES de los bancos colombianos, es el construido a partir de volatilidades EWMA y basado en la distribución normal, ya que satisface las hipótesis de cobertura no condicional, independencia y cobertura condicional, al igual que los requerimientos estipulados en Basilea II y en la normativa vigente en Colombia.