1000 resultados para Farlie-Gumbel-Morgenstern distribution


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The use of bivariate distributions plays a fundamental role in survival and reliability studies. In this paper, we consider a location scale model for bivariate survival times based on the proposal of a copula to model the dependence of bivariate survival data. For the proposed model, we consider inferential procedures based on maximum likelihood. Gains in efficiency from bivariate models are also examined in the censored data setting. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the bivariate regression model for matched paired survival data. Sensitivity analysis methods such as local and total influence are presented and derived under three perturbation schemes. The martingale marginal and the deviance marginal residual measures are used to check the adequacy of the model. Furthermore, we propose a new measure which we call modified deviance component residual. The methodology in the paper is illustrated on a lifetime data set for kidney patients.

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We propose an extension of the approach provided by Kluppelberg and Kuhn (2009) for inference on second-order structure moments. As in Kluppelberg and Kuhn (2009) we adopt a copula-based approach instead of assuming normal distribution for the variables, thus relaxing the equality in distribution assumption. A new copula-based estimator for structure moments is investigated. The methodology provided by Kluppelberg and Kuhn (2009) is also extended considering the copulas associated with the family of Eyraud-Farlie-Gumbel-Morgenstern distribution functions (Kotz, Balakrishnan, and Johnson, 2000, Equation 44.73). Finally, a comprehensive simulation study and an application to real financial data are performed in order to compare the different approaches.

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In this paper, we propose a bivariate distribution for the bivariate survival times based on Farlie-Gumbel-Morgenstern copula to model the dependence on a bivariate survival data. The proposed model allows for the presence of censored data and covariates. For inferential purpose a Bayesian approach via Markov Chain Monte Carlo (MCMC) is considered. Further, some discussions on the model selection criteria are given. In order to examine outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. The newly developed procedures are illustrated via a simulation study and a real dataset.

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Knowledge of intensity-duration-frequency (IDF) relationships of rainfall events is extremely important to determine the dimensions of surface drainage structures and soil erosion control. The purpose of this study was to obtain IDF equations of 13 rain gauge stations in the state of Santa Catarina in Brazil: Chapecó, Urussanga, Campos Novos, Florianópolis, Lages, Caçador, Itajaí, Itá, Ponte Serrada, Porto União, Videira, Laguna and São Joaquim. The daily rainfall data charts of each station were digitized and then the annual maximum rainfall series were determined for durations ranging from 5 to 1440 min. Based on these, with the Gumbel-Chow distribution, the maximum rainfall was estimated for durations ranging from 5 min to 24 h, considering return periods of 2, 5, 10, 20, 25, 50, and 100 years,. Data agreement with the Gumbel-Chow model was verified by the Kolmogorov-Smirnov test, at 5 % significance level. For each rain gauge station, two IDF equations of rainfall events were adjusted, one for durations from 5 to 120 min and the other from 120 to 1440 min. The results show a high variability in maximum intensity of rainfall events among the studied stations. Highest values of coefficients of variation in the annual maximum series of rainfall were observed for durations of over 600 min at the stations of the coastal region of Santa Catarina.

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The purpose of this study was to adjust equations that establish relationships between rainfall events with different duration and data from weather stations in the state of Santa Catarina, Brazil. In this study, the relationships between different duration heavy rainfalls from 13 weather stations of Santa Catarina were analyzed. From series of maximum annual rainfalls, and using the Gumbel-Chow distribution, the maximum rainfall for durations between 5 min and 24 h were estimated considering return periods from 2 to 100 years. The data fit to the Gumbel-Chow model was verified by the Kolmogorov-Smirnov test at 5 % significance. The coefficients of Bell's equation were adjusted to estimate the relationship between rainfall duration t (min) and the return period T (y) in relation to the maximum rainfall with a duration of 1 hour and a 10 year return period. Likewise, the coefficients of Bell's equation were adjusted based on the maximum rainfall with a duration of 1 day and a 10 year return period. The results showed that these relationships are viable to estimate short-duration rainfall events at locations where there are no rainfall records.

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In dieser Arbeit werden mithilfe der Likelihood-Tiefen, eingeführt von Mizera und Müller (2004), (ausreißer-)robuste Schätzfunktionen und Tests für den unbekannten Parameter einer stetigen Dichtefunktion entwickelt. Die entwickelten Verfahren werden dann auf drei verschiedene Verteilungen angewandt. Für eindimensionale Parameter wird die Likelihood-Tiefe eines Parameters im Datensatz als das Minimum aus dem Anteil der Daten, für die die Ableitung der Loglikelihood-Funktion nach dem Parameter nicht negativ ist, und dem Anteil der Daten, für die diese Ableitung nicht positiv ist, berechnet. Damit hat der Parameter die größte Tiefe, für den beide Anzahlen gleich groß sind. Dieser wird zunächst als Schätzer gewählt, da die Likelihood-Tiefe ein Maß dafür sein soll, wie gut ein Parameter zum Datensatz passt. Asymptotisch hat der Parameter die größte Tiefe, für den die Wahrscheinlichkeit, dass für eine Beobachtung die Ableitung der Loglikelihood-Funktion nach dem Parameter nicht negativ ist, gleich einhalb ist. Wenn dies für den zu Grunde liegenden Parameter nicht der Fall ist, ist der Schätzer basierend auf der Likelihood-Tiefe verfälscht. In dieser Arbeit wird gezeigt, wie diese Verfälschung korrigiert werden kann sodass die korrigierten Schätzer konsistente Schätzungen bilden. Zur Entwicklung von Tests für den Parameter, wird die von Müller (2005) entwickelte Simplex Likelihood-Tiefe, die eine U-Statistik ist, benutzt. Es zeigt sich, dass für dieselben Verteilungen, für die die Likelihood-Tiefe verfälschte Schätzer liefert, die Simplex Likelihood-Tiefe eine unverfälschte U-Statistik ist. Damit ist insbesondere die asymptotische Verteilung bekannt und es lassen sich Tests für verschiedene Hypothesen formulieren. Die Verschiebung in der Tiefe führt aber für einige Hypothesen zu einer schlechten Güte des zugehörigen Tests. Es werden daher korrigierte Tests eingeführt und Voraussetzungen angegeben, unter denen diese dann konsistent sind. Die Arbeit besteht aus zwei Teilen. Im ersten Teil der Arbeit wird die allgemeine Theorie über die Schätzfunktionen und Tests dargestellt und zudem deren jeweiligen Konsistenz gezeigt. Im zweiten Teil wird die Theorie auf drei verschiedene Verteilungen angewandt: Die Weibull-Verteilung, die Gauß- und die Gumbel-Copula. Damit wird gezeigt, wie die Verfahren des ersten Teils genutzt werden können, um (robuste) konsistente Schätzfunktionen und Tests für den unbekannten Parameter der Verteilung herzuleiten. Insgesamt zeigt sich, dass für die drei Verteilungen mithilfe der Likelihood-Tiefen robuste Schätzfunktionen und Tests gefunden werden können. In unverfälschten Daten sind vorhandene Standardmethoden zum Teil überlegen, jedoch zeigt sich der Vorteil der neuen Methoden in kontaminierten Daten und Daten mit Ausreißern.

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The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.

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The study deals with the distribution theory and applications of concomitants from the Morgenstern family of bivariate distributions.The Morgenstern system of distributions include all cumulative distributions of the form FX,Y(X,Y)=FX(X) FY(Y)[1+α(1-FX(X))(1-FY(Y))], -1≤α≤1.The system provides a very general expression of a bivariate distributions from which members can be derived by substituting expressions of any desired set of marginal distributions.It is a brief description of the basic distribution theory and a quick review of the existing literature.The Morgenstern family considered in the present study provides a very general expression of a bivariate distribution from which several members can be derived by substituting expressions of any desired set of marginal distributions.Order statistics play a very important role in statistical theory and practice and accordingly a remarkably large body of literature has been devoted to its study.It helps to develop special methods of statistical inference,which are valid with respect to a broad class of distributions.The present study deals with the general distribution theory of Mk, [r: m] and Mk, [r: m] from the Morgenstern family of distributions and discuss some applications in inference, estimation of the parameter of the marginal variable Y in the Morgestern type uniform distributions.

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Although various abutment connections and materials have recently been introduced, insufficient data exist regarding the effect of stress distribution on their mechanical performance. The purpose of this study was to investigate the effect of different abutment materials and platform connections on stress distribution in single anterior implant-supported restorations with the finite element method. Nine experimental groups were modeled from the combination of 3 platform connections (external hexagon, internal hexagon, and Morse tapered) and 3 abutment materials (titanium, zirconia, and hybrid) as follows: external hexagon-titanium, external hexagon-zirconia, external hexagon-hybrid, internal hexagon-titanium, internal hexagon-zirconia, internal hexagon-hybrid, Morse tapered-titanium, Morse tapered-zirconia, and Morse tapered-hybrid. Finite element models consisted of a 4×13-mm implant, anatomic abutment, and lithium disilicate central incisor crown cemented over the abutment. The 49 N occlusal loading was applied in 6 steps to simulate the incisal guidance. Equivalent von Mises stress (σvM) was used for both the qualitative and quantitative evaluation of the implant and abutment in all the groups and the maximum (σmax) and minimum (σmin) principal stresses for the numerical comparison of the zirconia parts. The highest abutment σvM occurred in the Morse-tapered groups and the lowest in the external hexagon-hybrid, internal hexagon-titanium, and internal hexagon-hybrid groups. The σmax and σmin values were lower in the hybrid groups than in the zirconia groups. The stress distribution concentrated in the abutment-implant interface in all the groups, regardless of the platform connection or abutment material. The platform connection influenced the stress on abutments more than the abutment material. The stress values for implants were similar among different platform connections, but greater stress concentrations were observed in internal connections.

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In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

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The aim of this study was to evaluate by photoelastic analysis stress distribution on short and long implants of two dental implant systems with 2-unit implant-supported fixed partial prostheses of 8 mm and 13 mm heights. Sixteen photoelastic models were divided into 4 groups: I: long implant (5 × 11 mm) (Neodent), II: long implant (5 × 11 mm) (Bicon), III: short implant (5 × 6 mm) (Neodent), and IV: short implants (5 × 6 mm) (Bicon). The models were positioned in a circular polariscope associated with a cell load and static axial (0.5 Kgf) and nonaxial load (15°, 0.5 Kgf) were applied to each group for both prosthetic crown heights. Three-way ANOVA was used to compare the factors implant length, crown height, and implant system (α = 0.05). The results showed that implant length was a statistically significant factor for both axial and nonaxial loading. The 13 mm prosthetic crown did not result in statistically significant differences in stress distribution between the implant systems and implant lengths studied, regardless of load type (P > 0.05). It can be concluded that short implants showed higher stress levels than long implants. Implant system and length was not relevant factors when prosthetic crown height were increased.

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El Niño South Oscillation (ENSO) is one climatic phenomenon related to the inter-annual variability of global meteorological patterns influencing sea surface temperature and rainfall variability. It influences human health indirectly through extreme temperature and moisture conditions that may accelerate the spread of some vector-borne viral diseases, like dengue fever (DF). This work examines the spatial distribution of association between ENSO and DF in the countries of the Americas during 1995-2004, which includes the 1997-1998 El Niño, one of the most important climatic events of 20(th) century. Data regarding the South Oscillation index (SOI), indicating El Niño-La Niña activity, were obtained from Australian Bureau of Meteorology. The annual DF incidence (AIy) by country was computed using Pan-American Health Association data. SOI and AIy values were standardised as deviations from the mean and plotted in bars-line graphics. The regression coefficient values between SOI and AIy (rSOI,AI) were calculated and spatially interpolated by an inverse distance weighted algorithm. The results indicate that among the five years registering high number of cases (1998, 2002, 2001, 2003 and 1997), four had El Niño activity. In the southern hemisphere, the annual spatial weighted mean centre of epidemics moved southward, from 6° 31' S in 1995 to 21° 12' S in 1999 and the rSOI,AI values were negative in Cuba, Belize, Guyana and Costa Rica, indicating a synchrony between higher DF incidence rates and a higher El Niño activity. The rSOI,AI map allows visualisation of a graded surface with higher values of ENSO-DF associations for Mexico, Central America, northern Caribbean islands and the extreme north-northwest of South America.

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American visceral leishmaniasis (AVL) is an emerging disease in the state of São Paulo, Brazil. Its geographical expansion and the increase in the number of human cases has been linked to dispersion of Lutzomyia longipalpis into urban areas. To produce more accurate risk maps we investigated the geographic distribution and routes of expansion of the disease as well as chemotype populations of the vector. A database, containing the annual records of municipalities which had notified human and canine AVL cases as well as the presence of the vector, was compiled. The chemotypes of L. longipalpis populations from municipalities in different regions of São Paulo State were determined by Coupled Gas Chromatography - Mass Spectrometry. From 1997 to June 2014, L. longipalpis has been reported in 166 municipalities, 148 of them in the Western region. A total of 106 municipalities were identified with transmission and 99 were located in the Western region, where all 2,204 autochthonous human cases occurred. Both the vector and the occurrence of human cases have expanded in a South-easterly direction, from the Western to central region, and from there, a further expansion to the North and the South. The (S)-9-methylgermacrene-B population of L. longipalpis is widely distributed in the Western region and the cembrene-1 population is restricted to the Eastern region. The maps in the present study show that there are two distinct epidemiological patterns of AVL in São Paulo State and that the expansion of human and canine AVL cases through the Western region has followed the same dispersion route of only one of the two species of the L. longipalpis complex, (S)-9-methylgermacrene-B. Entomological vigilance based on the routes of dispersion and identification of the chemotype population could be used to identify at-risk areas and consequently define the priorities for control measures.

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The aim of this study was to evaluate the microbial distribution in the root canal system after periapical lesion induction in dogs' teeth using different methods. Fifty-two root canals were assigned to 4 groups (n=13). Groups I and II: root canals were exposed to the oral cavity for 180 days; groups III and IV: root canals were exposed for 7 days and then the coronal openings were sealed for 53 days. The root apices of groups I and III were perforated, while those of groups II and IV remained intact. After the experimental periods, the animals were euthanized and the anatomic pieces containing the roots were processed and stained with the Brown & Brenn method to assess the presence and distribution of microorganisms. The incidence of microorganisms at different sites of the roots and periapical lesions was analyzed statistically by the chi-square test at 5% significance level. All groups presented microorganisms in the entire root canal system. A larger number of microorganisms was observed on the root canal walls, apical delta and dentinal tubules (p<0.05), followed by cementum and cemental resorption areas. In spite of the different periods of exposure to the oral environment, the methods used for induction of periapical periodontitis yielded similar distribution of microorganisms in the root canal system.

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Aggregatibacter actinomycetemcomitans is an important etiologic agent of the periodontitis and is associated with extra-oral infections. In this study, the detection of the ltxA gene as well as the ltx promoter region from leukotoxic A. actinomycetemcomitans isolated from 50 Brazilian patients with periodontitis and 50 healthy subjects was performed. The leukotoxic activity on HL-60 cells was also evaluated. Leukotoxic activity was determined using a trypan blue exclusion method. The 530 bp deletion in the promoter region was evaluated by PCR using a PRO primer pair. A. actinomycetemcomitans was detected by culture and directly from crude subgingival biofilm by PCR using specific primers. By culture, A. actinomycetemcomitans was detected in nine (18%) of the periodontal patients and one (2%) healthy subject. However, by PCR, this organism was detected in 44% of the periodontal patients and in 16% of the healthy subjects. It was verified a great discrepancy between PCR detection of the ltx operon promoter directly from crude subgingival biofilm and from bacterial DNA. Only one periodontal sample harbored highly leukotoxic A. actinomycetemcomitans. Moreover, biotype II was the most prevalent and no correlation between biotypes and leukotoxic activity was observed. The diversity of leukotoxin expression by A. actinomycetemcomitans suggests a role of this toxin in the pathogenesis of periodontal disease and other infectious diseases.