(Table 1) Ice floe size and other characteristics during aerial observations in Prydz Bay, Antarctica

On the basis of aerial photographs of sea ice floes in the marginal ice zone (MIZ) of Prydz Bay acquired from December 2004 to February 2005 during the 21st Chinese National Antarctic Research Expedition, image processing techniques are employed to extract some geometric parameters of floes from two merged transects covering the whole MIZ. Variations of these parameters with the distance into the MIZ are then obtained. Different parameters of floe size, namely area, perimeter, and mean caliper diameter (MCD), follow three similar stages of increasing, flat and increasing again, with distance from the open ocean. Floe shape parameters (roundness and the ratio of perimeter to MCD), however, have less significant variations than that of floe size. Then, to modify the deviation of the cumulative floe size distribution from the ideal power law, an upper truncated power-law function and a Weibull function are used, and four calculated parameters of the above functions are found to be important descriptors of the evolution of floe size distribution in the MIZ. Among them, Lr of the upper truncated power-law function indicates the upper limit of floe size and roughly equals the maximum floe size in each square sample area. L0 in the Weibull distribution shows an increasing proportion of larger floes in squares farther from the open ocean and roughly equals the mean floe size. D in the upper truncated power-law function is closely associated with the degree of confinement during ice breakup. Its decrease with the distance into MIZ indicates the weakening of confinement conditions on floes owing to wave attenuation. The gamma of the Weibull distribution characterizes the degree of homogeneity in a data set. It also decreases with distance into MIZ, implying that floe size distributes increase in range. Finally, a statistical test on floe size is performed to divide the whole MIZ into three distinct zones made up of floes of quite different characteristics. This zonal structure of floe size also agrees well with the trends of floe shape and floe size distribution, and is believed to be a straightforward result of wave-ice interaction in the MIZ.

Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

Improved algorithms for rare event simulation with heavy tails

The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

Functional Transfer Theorems for Maxima of Stationary Processes

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

Avaliação e correções de testes de hipóteses em modelos de sobrevivência com fração de cura

Survival models deals with the modelling of time to event data. In certain situations, a share of the population can no longer be subjected to the event occurrence. In this context, the cure fraction models emerged. Among the models that incorporate a fraction of cured one of the most known is the promotion time model. In the present study we discuss hypothesis testing in the promotion time model with Weibull distribution for the failure times of susceptible individuals. Hypothesis testing in this model may be performed based on likelihood ratio, gradient, score or Wald statistics. The critical values are obtained from asymptotic approximations, which may result in size distortions in nite sample sizes. This study proposes bootstrap corrections to the aforementioned tests and Bartlett bootstrap to the likelihood ratio statistic in Weibull promotion time model. Using Monte Carlo simulations we compared the nite sample performances of the proposed corrections in contrast with the usual tests. The numerical evidence favors the proposed corrected tests. At the end of the work an empirical application is presented.

The reliability mathematical model of load-sharing parallel systems based on fatigue cumulative damage

Conventional reliability models for parallel systems are not applicable for the analysis of parallel systems with load transfer and sharing. In this short communication, firstly, the dependent failures of parallel systems are analyzed, and the reliability model of load-sharing parallel system is presented based on Miner cumulative damage theory and the full probability formula. Secondly, the parallel system reliability is calculated by Monte Carlo simulation when the component life follows the Weibull distribution. The research result shows that the proposed reliability mathematical model could analyze and evaluate the reliability of parallel systems in the presence of load transfer.

Estimation of Convective Extreme Events over Germany based on Large Scale Parameters

Strong convective events can produce extreme precipitation, hail, lightning or gusts, potentially inducing severe socio-economic impacts. These events have a relatively small spatial extension and, in most cases, a short lifetime. In this study, a model is developed for estimating convective extreme events based on large scale conditions. It is shown that strong convective events can be characterized by a Weibull distribution of radar-based rainfall with a low shape and high scale parameter value. A radius of 90km around a station reporting a convective situation turned out to be suitable. A methodology is developed to estimate the Weibull parameters and thus the occurrence probability of convective events from large scale atmospheric instability and enhanced near-surface humidity, which are usually found on a larger scale than the convective event itself. Here, the probability for the occurrence of extreme convective events is estimated from the KO-index indicating the stability, and relative humidity at 1000hPa. Both variables are computed from ERA-Interim reanalysis. In a first version of the methodology, these two variables are applied to estimate the spatial rainfall distribution and to estimate the occurrence of a convective event. The developed method shows significant skill in estimating the occurrence of convective events as observed at synoptic stations, lightning measurements, and severe weather reports. In order to take frontal influences into account, a scheme for the detection of atmospheric fronts is implemented. While generally higher instability is found in the vicinity of fronts, the skill of this approach is largely unchanged. Additional improvements were achieved by a bias-correction and the use of ERA-Interim precipitation. The resulting estimation method is applied to the ERA-Interim period (1979-2014) to establish a ranking of estimated convective extreme events. Two strong estimated events that reveal a frontal influence are analysed in detail. As a second application, the method is applied to GCM-based decadal predictions in the period 1979-2014, which were initialized every year. It is shown that decadal predictive skill for convective event frequencies over Germany is found for the first 3-4 years after the initialization.

General results for the Kumaraswamy-G distribution

For any continuous baseline G distribution [G. M. Cordeiro and M. de Castro, A new family of generalized distributions, J. Statist. Comput. Simul. 81 (2011), pp. 883-898], proposed a new generalized distribution (denoted here with the prefix 'Kw-G'(Kumaraswamy-G)) with two extra positive parameters. They studied some of its mathematical properties and presented special sub-models. We derive a simple representation for the Kw-Gdensity function as a linear combination of exponentiated-G distributions. Some new distributions are proposed as sub-models of this family, for example, the Kw-Chen [Z.A. Chen, A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statist. Probab. Lett. 49 (2000), pp. 155-161], Kw-XTG [M. Xie, Y. Tang, and T.N. Goh, A modified Weibull extension with bathtub failure rate function, Reliab. Eng. System Safety 76 (2002), pp. 279-285] and Kw-Flexible Weibull [M. Bebbington, C. D. Lai, and R. Zitikis, A flexible Weibull extension, Reliab. Eng. System Safety 92 (2007), pp. 719-726]. New properties of the Kw-G distribution are derived which include asymptotes, shapes, moments, moment generating function, mean deviations, Bonferroni and Lorenz curves, reliability, Renyi entropy and Shannon entropy. New properties of the order statistics are investigated. We discuss the estimation of the parameters by maximum likelihood. We provide two applications to real data sets and discuss a bivariate extension of the Kw-G distribution.

A critical view on biaxial and short-beam uniaxial flexural strength tests applied to resin composites using Weibull, fractographic and finite element analyses

Objective. To evaluate the biaxial and short-beam uniaxial strength tests applied to resin composites based upon their Weibull parameters, fractographic features and stress distribution. Methods. Disk- (15 mm x 1 mm) and beam-shaped specimens (10 mm x 2 mm x 1 mm) of three commercial composites (Concept/Vigodent, CA; Heliomolar/Ivoclar-Vivadent, HE; Z250/3M ESPE, FZ) were prepared. After 48h dry storage at 37 degrees C, disks and beams were submitted to piston-on-three-balls (BI) and three-point bending (UNI) tests, respectively. Data were analyzed by Weibull statistics. Fractured surfaces were observed under stereomicroscope and scanning electron microscope. Maximum principal stress (sigma(1)) distribution was determined by finite element analysis (FEA). Maximum sigma(1-BI) and sigma(1-UNI) were compared to FZ strengths calculated by applying the average failure loads to the analytical equations (sigma(a-BI) and sigma(a-UNI)). Results. For BI, characteristic strengths were: 169.9a (FZ), 122.4b (CA) and 104.8c (HE), and for UNI were: 160.3a (FZ), 98.2b (CA) and 91.6b (HE). Weibull moduli ( m) were similar within the same test. CA and HE presented statistically higher m for BI. Surface pores ( BI) and edge flaws ( UNI) were the most frequent fracture origins. sigma(1-BI) was 14% lower than sigma(a-BI.) sigma(1-UNI) was 43% higher than sigma(a-UNI). Significance. Compared to the short-beam uniaxial test, the biaxial test detected more differences among composites and displayed less data scattering for two of the tested materials. Also, biaxial strength was closer to the material`s strength estimated by FEA. (C) 2009 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

The truncated mean of an asymmetric distribution

This paper investigates a simple procedure to estimate robustly the mean of an asymmetric distribution. The procedure removes the observations which are larger or smaller than certain limits and takes the arithmetic mean of the remaining observations, the limits being determined with the help of a parametric model, e.g., the Gamma, the Weibull or the Lognormal distribution. The breakdown point, the influence function, the (asymptotic) variance, and the contamination bias of this estimator are explored and compared numerically with those of competing estimates.

Detection of frailty in Weibull lifetime data using Outlier tests

Heterogeneity in lifetime data may be modelled by multiplying an individual's hazard by an unobserved frailty. We test for the presence of frailty of this kind in univariate and bivariate data with Weibull distributed lifetimes, using statistics based on the ordered Cox-Snell residuals from the null model of no frailty. The form of the statistics is suggested by outlier testing in the gamma distribution. We find through simulation that the sum of the k largest or k smallest order statistics, for suitably chosen k , provides a powerful test when the frailty distribution is assumed to be gamma or positive stable, respectively. We provide recommended values of k for sample sizes up to 100 and simple formulae for estimated critical values for tests at the 5% level.

Caracterização analítica e geométrica da metodologia geral de determinação de distribuições de Weibull para o regime eólico e suas aplicações

O regime eólico de uma região pode ser descrito por distribuição de frequências que fornecem informações e características extremamente necessárias para uma possível implantação de sistemas eólicos de captação de energia na região e consequentes aplicações no meio rural em regiões afastadas. Estas características, tais como a velocidade média anual, a variância das velocidades registradas e a densidade da potência eólica média horária, podem ser obtidas pela frequência de ocorrências de determinada velocidade, que por sua vez deve ser estudada através de expressões analíticas. A função analítica mais adequada para distribuições eólicas é a função de densidade de Weibull, que pode ser determinada por métodos numéricos e regressões lineares. O objetivo deste trabalho é caracterizar analítica e geometricamente todos os procedimentos metodológicos necessários para a realização de uma caracterização completa do regime eólico de uma região e suas aplicações na região de Botucatu - SP, visando a determinar o potencial energético para implementação de turbinas eólicas. Assim, foi possível estabelecer teoremas relacionados com a forma de caracterização do regime eólico, estabelecendo a metodologia concisa analiticamente para a definição dos parâmetros eólicos de qualquer região a ser estudada. Para o desenvolvimento desta pesquisa, utilizou-se um anemômetro da CAMPBELL.

Determining the Optimum Processing Parameters of Glass-like Carbon Using Weibull Analysis of its Fracture Behaviour

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