969 resultados para Log-normal distribution


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Microscopic visualization, especially in transparent micromodels, can provide valuable information to understand the transport phenomena at pore scale in different process occurring in porous materials (food, timber, soils, etc.). Micromodels studies focus mainly on the observation of multi-phase flow, which presents a greater proximity to reality. The aim of this study was to study the process of flexography and its application in the manufacture of polyester resin transparent micromodels and its application to carrots. Materials used to implement a flexo station for micromodels construction were thermoregulated water bath, exposure chamber to UV light, photosensitive substance (photopolymer), RTV silicone polyester resin, and glass plates. In this paper, data on size distribution of a particular kind of carrot we used, and a transparent micromodel with square cross-section as well as a Log-normal pore size distribution with pore radii ranging from 10 to 110 µm (average of 22 µm and micromodel size of 10 × 10 cm) were built. Finally, it stresses that it has successfully implemented the protocol processing 2D polyester resin transparent micromodels.

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Es ist bekannt, dass die Dichte eines gelösten Stoffes die Richtung und die Stärke seiner Bewegung im Untergrund entscheidend bestimmen kann. Eine Vielzahl von Untersuchungen hat gezeigt, dass die Verteilung der Durchlässigkeiten eines porösen Mediums diese Dichteffekte verstärken oder abmindern kann. Wie sich dieser gekoppelte Effekt auf die Vermischung zweier Fluide auswirkt, wurde in dieser Arbeit untersucht und dabei das experimentelle sowohl mit dem numerischen als auch mit dem analytischen Modell gekoppelt. Die auf der Störungstheorie basierende stochastische Theorie der macrodispersion wurde in dieser Arbeit für den Fall der transversalen Makodispersion. Für den Fall einer stabilen Schichtung wurde in einem Modelltank (10m x 1.2m x 0.1m) der Universität Kassel eine Serie sorgfältig kontrollierter zweidimensionaler Experimente an einem stochastisch heterogenen Modellaquifer durchgeführt. Es wurden Versuchsreihen mit variierenden Konzentrationsdifferenzen (250 ppm bis 100 000 ppm) und Strömungsgeschwindigkeiten (u = 1 m/ d bis 8 m/d) an drei verschieden anisotrop gepackten porösen Medien mit variierender Varianzen und Korrelationen der lognormal verteilten Permeabilitäten durchgeführt. Die stationäre räumliche Konzentrationsausbreitung der sich ausbreitenden Salzwasserfahne wurde anhand der Leitfähigkeit gemessen und aus der Höhendifferenz des 84- und 16-prozentigen relativen Konzentrationsdurchgang die Dispersion berechnet. Parallel dazu wurde ein numerisches Modell mit dem dichteabhängigen Finite-Elemente-Strömungs- und Transport-Programm SUTRA aufgestellt. Mit dem kalibrierten numerischen Modell wurden Prognosen für mögliche Transportszenarien, Sensitivitätsanalysen und stochastische Simulationen nach der Monte-Carlo-Methode durchgeführt. Die Einstellung der Strömungsgeschwindigkeit erfolgte - sowohl im experimentellen als auch im numerischen Modell - über konstante Druckränder an den Ein- und Auslauftanks. Dabei zeigte sich eine starke Sensitivität der räumlichen Konzentrationsausbreitung hinsichtlich lokaler Druckvariationen. Die Untersuchungen ergaben, dass sich die Konzentrationsfahne mit steigendem Abstand von der Einströmkante wellenförmig einem effektiven Wert annähert, aus dem die Makrodispersivität ermittelt werden kann. Dabei zeigten sich sichtbare nichtergodische Effekte, d.h. starke Abweichungen in den zweiten räumlichen Momenten der Konzentrationsverteilung der deterministischen Experimente von den Erwartungswerten aus der stochastischen Theorie. Die transversale Makrodispersivität stieg proportional zur Varianz und Korrelation der lognormalen Permeabilitätsverteilung und umgekehrt proportional zur Strömungsgeschwindigkeit und Dichtedifferenz zweier Fluide. Aus dem von Welty et al. [2003] mittels Störungstheorie entwickelten dichteabhängigen Makrodispersionstensor konnte in dieser Arbeit die stochastische Formel für die transversale Makrodispersion weiter entwickelt und - sowohl experimentell als auch numerisch - verifiziert werden.

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Student’s t-distribution has found various applications in mathematical statistics. One of the main properties of the t-distribution is to converge to the normal distribution as the number of samples tends to infinity. In this paper, by using a Cauchy integral we introduce a generalization of the t-distribution function with four free parameters and show that it converges to the normal distribution again. We provide a comprehensive treatment of mathematical properties of this new distribution. Moreover, since the Fisher F-distribution has a close relationship with the t-distribution, we also introduce a generalization of the F-distribution and prove that it converges to the chi-square distribution as the number of samples tends to infinity. Finally some particular sub-cases of these distributions are considered.

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This paper sets out to identify the initial positions of the different decision makers who intervene in a group decision making process with a reduced number of actors, and to establish possible consensus paths between these actors. As a methodological support, it employs one of the most widely-known multicriteria decision techniques, namely, the Analytic Hierarchy Process (AHP). Assuming that the judgements elicited by the decision makers follow the so-called multiplicative model (Crawford and Williams, 1985; Altuzarra et al., 1997; Laininen and Hämäläinen, 2003) with log-normal errors and unknown variance, a Bayesian approach is used in the estimation of the relative priorities of the alternatives being compared. These priorities, estimated by way of the median of the posterior distribution and normalised in a distributive manner (priorities add up to one), are a clear example of compositional data that will be used in the search for consensus between the actors involved in the resolution of the problem through the use of Multidimensional Scaling tools

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This paper explores a new technique to calculate and plot the distribution of instantaneous transmit envelope power of OFDMA and SC-FDMA signals from the equation of Probability Density Function (PDF) solved numerically. The Complementary Cumulative Distribution Function (CCDF) of Instantaneous Power to Average Power Ratio (IPAPR) is computed from the structure of the transmit system matrix. This helps intuitively understand the distribution of output signal power if the structure of the transmit system matrix and the constellation used are known. The distribution obtained for OFDMA signal matches complex normal distribution. The results indicate why the CCDF of IPAPR in case of SC-FDMA is better than OFDMA for a given constellation. Finally, with this method it is shown again that cyclic prefixed DS-CDMA system is one case with optimum IPAPR. The insight that this technique provides may be useful in designing area optimised digital and power efficient analogue modules.

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Expressions for the viscosity correction function, and hence bulk complex impedance, density, compressibility, and propagation constant, are obtained for a rigid frame porous medium whose pores are prismatic with fixed cross-sectional shape, but of variable pore size distribution. The lowand high-frequency behavior of the viscosity correction function is derived for the particular case of a log-normal pore size distribution, in terms of coefficients which can, in general, be computed numerically, and are given here explicitly for the particular cases of pores of equilateral triangular, circular, and slitlike cross-section. Simple approximate formulae, based on two-point Pade´ approximants for the viscosity correction function are obtained, which avoid a requirement for numerical integration or evaluation of special functions, and their accuracy is illustrated and investigated for the three pore shapes already mentioned

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In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.

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Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

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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.

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In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].

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Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is interest in studying latent variables. These latent variables are directly considered in the Item Response Models (IRM) and they are usually called latent traits. A usual assumption for parameter estimation of the IRM, considering one group of examinees, is to assume that the latent traits are random variables which follow a standard normal distribution. However, many works suggest that this assumption does not apply in many cases. Furthermore, when this assumption does not hold, the parameter estimates tend to be biased and misleading inference can be obtained. Therefore, it is important to model the distribution of the latent traits properly. In this paper we present an alternative latent traits modeling based on the so-called skew-normal distribution; see Genton (2004). We used the centred parameterization, which was proposed by Azzalini (1985). This approach ensures the model identifiability as pointed out by Azevedo et al. (2009b). Also, a Metropolis Hastings within Gibbs sampling (MHWGS) algorithm was built for parameter estimation by using an augmented data approach. A simulation study was performed in order to assess the parameter recovery in the proposed model and the estimation method, and the effect of the asymmetry level of the latent traits distribution on the parameter estimation. Also, a comparison of our approach with other estimation methods (which consider the assumption of symmetric normality for the latent traits distribution) was considered. The results indicated that our proposed algorithm recovers properly all parameters. Specifically, the greater the asymmetry level, the better the performance of our approach compared with other approaches, mainly in the presence of small sample sizes (number of examinees). Furthermore, we analyzed a real data set which presents indication of asymmetry concerning the latent traits distribution. The results obtained by using our approach confirmed the presence of strong negative asymmetry of the latent traits distribution. (C) 2010 Elsevier B.V. All rights reserved.

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In general, the normal distribution is assumed for the surrogate of the true covariates in the classical error model. This paper considers a class of distributions, which includes the normal one, for the variables subject to error. An estimation approach yielding consistent estimators is developed and simulation studies reported.

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In this article, we present the EM-algorithm for performing maximum likelihood estimation of an asymmetric linear calibration model with the assumption of skew-normally distributed error. A simulation study is conducted for evaluating the performance of the calibration estimator with interpolation and extrapolation situations. As one application in a real data set, we fitted the model studied in a dimensional measurement method used for calculating the testicular volume through a caliper and its calibration by using ultrasonography as the standard method. By applying this methodology, we do not need to transform the variables to have symmetrical errors. Another interesting aspect of the approach is that the developed transformation to make the information matrix nonsingular, when the skewness parameter is near zero, leaves the parameter of interest unchanged. Model fitting is implemented and the best choice between the usual calibration model and the model proposed in this article was evaluated by developing the Akaike information criterion, Schwarz`s Bayesian information criterion and Hannan-Quinn criterion.

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Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.

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We present a Bayesian approach for modeling heterogeneous data and estimate multimodal densities using mixtures of Skew Student-t-Normal distributions [Gomez, H.W., Venegas, O., Bolfarine, H., 2007. Skew-symmetric distributions generated by the distribution function of the normal distribution. Environmetrics 18, 395-407]. A stochastic representation that is useful for implementing a MCMC-type algorithm and results about existence of posterior moments are obtained. Marginal likelihood approximations are obtained, in order to compare mixture models with different number of component densities. Data sets concerning the Gross Domestic Product per capita (Human Development Report) and body mass index (National Health and Nutrition Examination Survey), previously studied in the related literature, are analyzed. (c) 2008 Elsevier B.V. All rights reserved.