The complementary exponential power lifetime model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Constraints implementation for IQML and mode direction-of-arrival estimators

The iterative quadratic maximum likelihood IQML and the method of direction estimation MODE are well known high resolution direction-of-arrival DOA estimation methods. Their solutions lead to an optimization problem with constraints. The usual linear constraint presents a poor performance for certain DOA values. This work proposes a new linear constraint applicable to both DOA methods and compare their performance with two others: unit norm and usual linear constraint. It is shown that the proposed alternative performs better than others constraints. The resulting computational complexity is also investigated.

Lattice constellations and codes from quadratic number fields

We propose new classes of linear codes over integer rings of quadratic extensions of Q, the field of rational numbers. The codes are considered with respect to a Mannheim metric, which is a Manhattan metric modulo a two-dimensional (2-D) grid. In particular, codes over Gaussian integers and Eisenstein-Jacobi integers are extensively studied. Decoding algorithms are proposed for these codes when up to two coordinates of a transmitted code vector are affected by errors of arbitrary Mannheim weight. Moreover, we show that the proposed codes are maximum-distance separable (MDS), with respect to the Hamming distance. The practical interest in such Mannheim-metric codes is their use in coded modulation schemes based on quadrature amplitude modulation (QAM)-type constellations, for which neither the Hamming nor the Lee metric is appropriate.

Precision measurements of the ∧c + and D0 lifetimes

A measurement technique of charm baryons lifetimes from hadro-production data was presented. The measurement verified the lifetime analysis procedure in a sample with higher statistical precision. Other effects studied include mass reflections; effects of the presence of a second charm particle; and mismeasurement of charm decays. Monte carlo simulations were used for the detailed study of systematic effects using the charm data.

Precision of yule-walker methods for the arma spectral model

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.

Analysis of culling probability in dairy buffalo using survival models

In order to contribute to the genetic breeding programs of buffaloes, this study aimed to determine the influence of environmental effects on the stayability (ST) of dairy female Murrah buffalo in the herd. Data from 1016 buffaloes were used. ST was defined as the ability of the female to remain in the herd for 1, 2, 3, 4, 5 or 6 years after the first calving. Environmental effects were studied by survival analysis, adjusted to the fixed effects of farm, year and season of birth, class of first-lactation milk yield and age at first calving. The data were analyzed using the LIFEREG procedure of the SAS program that fits parametric models to failure time data (culling or ST = 0), and estimates parameters by maximum likelihood estimation. Breeding farm, year of birth and first-lactation milk yield significantly influenced (P < 0.0001) the ST to the specific ages (1 to 6 years after the first calving). Buffaloes that were older at first calving presented higher probabilities of being culled 1 year after the first calving, without any effect on culling at older ages. Buffaloes with a higher milk yield at first calving presented a lower culling probability and remained for a longer period of time in the herd. The effects of breeding farm, year of birth and first-lactation milk yield should be included in models used for the analysis of ST in buffaloes. Copyright © The Animal Consortium 2010.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. © 2010 Elsevier B.V. All rights reserved.

A bayesian analysis for the parameters of the exponential-logarithmic distribution

The exponential-logarithmic is a new lifetime distribution with decreasing failure rate and interesting applications in the biological and engineering sciences. Thus, a Bayesian analysis of the parameters would be desirable. Bayesian estimation requires the selection of prior distributions for all parameters of the model. In this case, researchers usually seek to choose a prior that has little information on the parameters, allowing the data to be very informative relative to the prior information. Assuming some noninformative prior distributions, we present a Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods. Jeffreys prior is derived for the parameters of exponential-logarithmic distribution and compared with other common priors such as beta, gamma, and uniform distributions. In this article, we show through a simulation study that the maximum likelihood estimate may not exist except under restrictive conditions. In addition, the posterior density is sometimes bimodal when an improper prior density is used. © 2013 Copyright Taylor and Francis Group, LLC.

Papel de polimorfismos genéticos nos genes IL10, TNF e LTA na hanseníase

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Avaliação do uso de técnicas digitais para caracterização de área degradada por empréstimo de solo: máxima verossimilhança x modelo linear de mistura espectral

Pós-graduação em Engenharia Civil - FEIS

Evaluating Measurement Invariance with Censored Ordinal Data: A Monte Carlo Comparison of Alternative Model Estimators and Scales of Measurement

Evaluations of measurement invariance provide essential construct validity evidence. However, the quality of such evidence is partly dependent upon the validity of the resulting statistical conclusions. The presence of Type I or Type II errors can render measurement invariance conclusions meaningless. The purpose of this study was to determine the effects of categorization and censoring on the behavior of the chi-square/likelihood ratio test statistic and two alternative fit indices (CFI and RMSEA) under the context of evaluating measurement invariance. Monte Carlo simulation was used to examine Type I error and power rates for the (a) overall test statistic/fit indices, and (b) change in test statistic/fit indices. Data were generated according to a multiple-group single-factor CFA model across 40 conditions that varied by sample size, strength of item factor loadings, and categorization thresholds. Seven different combinations of model estimators (ML, Yuan-Bentler scaled ML, and WLSMV) and specified measurement scales (continuous, censored, and categorical) were used to analyze each of the simulation conditions. As hypothesized, non-normality increased Type I error rates for the continuous scale of measurement and did not affect error rates for the categorical scale of measurement. Maximum likelihood estimation combined with a categorical scale of measurement resulted in more correct statistical conclusions than the other analysis combinations. For the continuous and censored scales of measurement, the Yuan-Bentler scaled ML resulted in more correct conclusions than normal-theory ML. The censored measurement scale did not offer any advantages over the continuous measurement scale. Comparing across fit statistics and indices, the chi-square-based test statistics were preferred over the alternative fit indices, and ΔRMSEA was preferred over ΔCFI. Results from this study should be used to inform the modeling decisions of applied researchers. However, no single analysis combination can be recommended for all situations. Therefore, it is essential that researchers consider the context and purpose of their analyses.

Schizophrenia, brain disease and meta-analyses: Integrating the pieces and testing Fusar-Poli`s hypothesis

This paper aims to discuss and test the hypothesis raised by Fusar-Poli [Fusar-Poli P. Can neuroimaging prove that schizophrenia is a brain disease? A radical hypothesis. Medical Hypotheses in press, corrected proof] that ""on the basis of the available imaging literature there is no consistent evidence to reject the radical and provocative hypothesis that schizophrenia is not a brain disease"". To achieve this goal, all meta-analyses on `fMRI and schizophrenia` published during the current decade and indexed in Pubmed were summarized, as much as some other useful information, e.g., meta-analyses on genetic risk factors. Our main conclusion is that the literature fully supports the hypothesis that schizophrenia is a syndrome (not a disease) associated with brain abnormalities, despite the fact that there is no singular and reductionist pathway from the nosographic entity (schizophrenia) to its causes. This irreducibility is due to the fact that the syndrome has more than one dimension (e.g., cognitive, psychotic and negative) and each of them is related to abnormalities in specific neuronal networks. A psychiatric diagnosis is a statistical procedure; these dimensions are not identically represented in each diagnosticated case and this explains the existence of more than one pattern of brain abnormalities related to schizophrenia. For example, chronification is associated with negativism while the first psychotic episode is not; in that sense, the same person living with schizophrenia may reveal different symptoms and fMRI patterns along the course of his life, and this is precisely what defines schizophrenia since the time when it was called Dementia Praecox (first by pick then by Kraepelin). It is notable that 100% of the collected meta-analyses on `fMRI and schizophrenia` reveal positive findings. Moreover, all meta-analyses that found positive associations between schizophrenia and genetic risk factors have to do with genes (SNPs) especially activated in neuronal tissue of the central nervous system (CNS), suggesting that, to the extent these polymorphisms are related to schizophrenia`s etiology, they are also related to abnormal brain activity. (C) 2009 Elsevier Ltd. All rights reserved.

Bivariate gamma-geometric law and its induced Levy process

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

An extension of the half-normal distribution

In this paper we introduce a new distribution, namely, the slashed half-normal distribution and it can be seen as an extension of the half-normal distribution. It is shown that the resulting distribution has more kurtosis than the ordinary half-normal distribution. Moments and some properties are derived for the new distribution. Moment estimators and maximum likelihood estimators can computed using numerical procedures. Results of two real data application are reported where model fitting is implemented by using maximum likelihood estimation. The applications illustrate the better performance of the new distribution.