The exponentiated generalized inverse Gaussian distribution

The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in the analysis of lifetime data. For the first time, based on this distribution, we propose the so-called exponentiated generalized inverse Gaussian distribution, which extends the exponentiated standard gamma distribution (Nadarajah and Kotz, 2006). Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters. The usefulness of the new model is illustrated by means of a real data set. (c) 2010 Elsevier B.V. All rights reserved.

Bayesian analysis of an inverse Gaussian correlated frailty model

In survival analysis frailty is often used to model heterogeneity between individuals or correlation within clusters. Typically frailty is taken to be a continuous random effect, yielding a continuous mixture distribution for survival times. A Bayesian analysis of a correlated frailty model is discussed in the context of inverse Gaussian frailty. An MCMC approach is adopted and the deviance information criterion is used to compare models. As an illustration of the approach a bivariate data set of corneal graft survival times is analysed. (C) 2006 Elsevier B.V. All rights reserved.

The generalized inverse Weibull distribution

The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.

Modeling of hepatic elimination and organ distribution kinetics with the extended convection-dispersion model

The conventional convection-dispersion (also called axial dispersion) model is widely used to interrelate hepatic availability (F) and clearance (Cl) with the morphology and physiology of the liver and to predict effects such as changes in liver blood flow on F and Cl. An extended form of the convection-dispersion model has been developed to adequately describe the outflow concentration-time profiles for vascular markers at both short and long times after bolus injections into perfused livers. The model, based on flux concentration and a convolution of catheters and large vessels, assumes that solute elimination in hepatocytes follows either fast distribution into or radial diffusion in hepatocytes. The model includes a secondary vascular compartment, postulated to be interconnecting sinusoids. Analysis of the mean hepatic transit time (MTT) and normalized variance (CV2) of solutes with extraction showed that the discrepancy between the predictions of MTT and CV2 for the extended and conventional models are essentially identical irrespective of the magnitude of rate constants representing permeability, volume, and clearance parameters, providing that there is significant hepatic extraction. In conclusion, the application of a newly developed extended convection-dispersion model has shown that the unweighted conventional convection-dispersion model can be used to describe the disposition of extracted solutes and, in particular, to estimate hepatic availability and clearance in booth experimental and clinical situations.

Random number generators for the generalized Birnbaum-Saunders distribution

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.

Non-Gaussian distribution of collective operators in quantum spin chains

We numerically analyse the behavior of the full distribution of collective observables in quantum spin chains. While most of previous studies of quantum critical phenomena are limited to the first moments, here we demonstrate how quantum fluctuations at criticality lead to highly non-Gaussian distributions. Interestingly, we show that the distributions for different system sizes collapse on thesame curve after scaling for a wide range of transitions: first and second order quantum transitions and transitions of the Berezinskii–Kosterlitz–Thouless type. We propose and analyse the feasibility of an experimental reconstruction of the distribution using light–matter interfaces for atoms in optical lattices or in optical resonators.

Metabolite mean transit times in the liver as predicted by various models of hepatic elimination

Predicted area under curve (AUC), mean transit time (MTT) and normalized variance (CV2) data have been compared for parent compound and generated metabolite following an impulse input into the liver, Models studied were the well-stirred (tank) model, tube model, a distributed tube model, dispersion model (Danckwerts and mixed boundary conditions) and tanks-in-series model. It is well known that discrimination between models for a parent solute is greatest when the parent solute is highly extracted by the liver. With the metabolite, greatest model differences for MTT and CV2 occur when parent solute is poorly extracted. In all cases the predictions of the distributed tube, dispersion, and tasks-in-series models are between the predictions of the rank and tube models. The dispersion model with mixed boundary conditions yields identical predictions to those for the distributed tube model (assuming an inverse gaussian distribution of tube transit times). The dispersion model with Danckwerts boundary conditions and the tanks-in series models give similar predictions to the dispersion (mixed boundary conditions) and the distributed tube. The normalized variance for parent compound is dependent upon hepatocyte permeability only within a distinct range of permeability values. This range is similar for each model but the order of magnitude predicted for normalized variance is model dependent. Only for a one-compartment system is the MIT for generated metabolite equal to the sum of MTTs for the parent compound and preformed metabolite administered as parent.

On the validity of the dispersion model of hepatic drug elimination when intravascular transit time densities are long-tailed

The dispersion model with mixed boundary conditions uses a single parameter, the dispersion number, to describe the hepatic elimination of xenobiotics and endogenous substances. An implicit a priori assumption of the model is that the transit time density of intravascular indicators is approximated by an inverse Gaussian distribution. This approximation is limited in that the model poorly describes the tail part of the hepatic outflow curves of vascular indicators. A sum of two inverse Gaussian functions is proposed as ail alternative, more flexible empirical model for transit time densities of vascular references. This model suggests that a more accurate description of the tail portion of vascular reference curves yields an elimination rate constant (or intrinsic clearance) which is 40% less than predicted by the dispersion model with mixed boundary conditions. The results emphasize the need to accurately describe outflow curves in using them as a basis for determining pharmacokinetic parameters using hepatic elimination models. (C) 1997 Society for Mathematical Biology.

A compartmental model of hepatic disposition kinetics: 1. Model development and application to linear kinetics

The conventional convection-dispersion model is widely used to interrelate hepatic availability (F) and clearance (Cl) with the morphology and physiology of the liver and to predict effects such as changes in liver blood flow on F and Cl. The extension of this model to include nonlinear kinetics and zonal heterogeneity of the liver is not straightforward and requires numerical solution of partial differential equation, which is not available in standard nonlinear regression analysis software. In this paper, we describe an alternative compartmental model representation of hepatic disposition (including elimination). The model allows the use of standard software for data analysis and accurately describes the outflow concentration-time profile for a vascular marker after bolus injection into the liver. In an evaluation of a number of different compartmental models, the most accurate model required eight vascular compartments, two of them with back mixing. In addition, the model includes two adjacent secondary vascular compartments to describe the tail section of the concentration-time profile for a reference marker. The model has the added flexibility of being easy to modify to model various enzyme distributions and nonlinear elimination. Model predictions of F, MTT, CV2, and concentration-time profile as well as parameter estimates for experimental data of an eliminated solute (palmitate) are comparable to those for the extended convection-dispersion model.

A new family of generalized distributions

Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of generalized distributions (denoted with the prefix `Kw`) to extend the normal, Weibull, gamma, Gumbel, inverse Gaussian distributions, among several well-known distributions. Some special distributions in the new family such as the Kw-normal, Kw-Weibull, Kw-gamma, Kw-Gumbel and Kw-inverse Gaussian distribution are discussed. We express the ordinary moments of any Kw generalized distribution as linear functions of probability weighted moments (PWMs) of the parent distribution. We also obtain the ordinary moments of order statistics as functions of PWMs of the baseline distribution. We use the method of maximum likelihood to fit the distributions in the new class and illustrate the potentiality of the new model with an application to real data.

Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

Kinetic analysis of vascular marker distribution in perfused rat livers after regeneration following partial hepatectomy

Background/Aims: Liver clearance models are based on information (or assumptions) on solute distribution kinetics within the microvasculatory system, The aim was to study albumin distribution kinetics in regenerated livers and in livers of normal adult rats, Methods: A novel mathematical model was used to evaluate the distribution space and the transit time dispersion of albumin in livers following regeneration after a two-thirds hepatectomy compared to livers of normal adult rats. Outflow curves of albumin measured after bolus injection in single-pass perfused rat livers were analyzed by correcting for the influence of catheters and fitting a long-tailed function to the data. Results: The curves were well described by the proposed model. The distribution volume and the transit time dispersion of albumin observed in the partial hepatectomy group were not significantly different from livers of normal adult rats. Conclusions: These findings suggest that the distribution space and the transit time dispersion of albumin (CV2) is relatively constant irrespective of the presence of rapid and extensive repair. This invariance of CV2 implies, as a first approximation, a similar degree of intrasinusoidal mixing, The finding that a sum of two (instead of one) inverse Gaussian densities is an appropriate empirical function to describe the outflow curve of vascular indicators has consequences for an improved prediction of hepatic solute extraction.

Commentary: Using the convection-dispersion model and transit time density functions in the analysis of organ distribution kinetics

The convection-dispersion model and its extended form have been used to describe solute disposition in organs and to predict hepatic availabilities. A range of empirical transit-time density functions has also been used for a similar purpose. The use of the dispersion model with mixed boundary conditions and transit-time density functions has been queried recently by Hisaka and Sugiyanaa in this journal. We suggest that, consistent with soil science and chemical engineering literature, the mixed boundary conditions are appropriate providing concentrations are defined in terms of flux to ensure continuity at the boundaries and mass balance. It is suggested that the use of the inverse Gaussian or other functions as empirical transit-time densities is independent of any boundary condition consideration. The mixed boundary condition solutions of the convection-dispersion model are the easiest to use when linear kinetics applies. In contrast, the closed conditions are easier to apply in a numerical analysis of nonlinear disposition of solutes in organs. We therefore argue that the use of hepatic elimination models should be based on pragmatic considerations, giving emphasis to using the simplest or easiest solution that will give a sufficiently accurate prediction of hepatic pharmacokinetics for a particular application. (C) 2000 Wiley-Liss Inc. and the American Pharmaceutical Association J Pharm Sci 89:1579-1586, 2000.

Probability distribution modelling to improve stability in nonlinear MIMO control

We consider the direct adaptive inverse control of nonlinear multivariable systems with different delays between every input-output pair. In direct adaptive inverse control, the inverse mapping is learned from examples of input-output pairs. This makes the obtained controller sub optimal, since the network may have to learn the response of the plant over a larger operational range than necessary. Moreover, in certain applications, the control problem can be redundant, implying that the inverse problem is ill posed. In this paper we propose a new algorithm which allows estimating and exploiting uncertainty in nonlinear multivariable control systems. This approach allows us to model strongly non-Gaussian distribution of control signals as well as processes with hysteresis. The proposed algorithm circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider.