The normal distribution in some constrained sample spaces

Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data, or with compositional data, like percentages or proportions. If the natural measure of difference is not the absolute one, simple algebraic properties show that it is more convenient to work with a geometry different from the usual Euclidean geometry in real space, and with a measure different from the usual Lebesgue measure, leading to alternative models which better fit the phenomenon under study. The general approach is presented and illustrated using the normal distribution, both on the positive real line and on the D-part simplex. The original ideas of McAlister in his introduction to the lognormal distribution in 1879, are recovered and updated

The normal distribution in some constrained sample spaces

Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data, or with compositional data, like percentages or proportions. If the natural measure of difference is not the absolute one, simple algebraic properties show that it is more convenient to work with a geometry different from the usual Euclidean geometry in real space, and with a measure different from the usual Lebesgue measure, leading to alternative models which better fit the phenomenon under study. The general approach is presented and illustrated using the normal distribution, both on the positive real line and on the D-part simplex. The original ideas of McAlister in his introduction to the lognormal distribution in 1879, are recovered and updated

Pyramid Multi-resolution Scanning for Two-sample Comparison

Testing for two-sample differences is challenging when the differences are local and only involve a small portion of the data. To solve this problem, we apply a multi- resolution scanning framework that performs dependent local tests on subsets of the sample space. We use a nested dyadic partition of the sample space to get a collection of windows and test for sample differences within each window. We put a joint prior on the states of local hypotheses that allows both vertical and horizontal message passing among the partition tree to reflect the spatial dependency features among windows. This information passing framework is critical to detect local sample differences. We use both the loopy belief propagation algorithm and MCMC to get the posterior null probability on each window. These probabilities are then used to report sample differences based on decision procedures. Simulation studies are conducted to illustrate the performance. Multiple testing adjustment and convergence of the algorithms are also discussed.

Variabilidade amostral das séries mensais de precipitação pluvial em duas regiões do Brasil: Pelotas-RS e Campinas-SP

O presente trabalho avaliou a variabilidade amostral dos parâmetros da distribuição gama, relativos a séries mensais de precipitação pluvial, nas regiões de Campinas-SP e Pelotas-RS, que têm dados para os períodos de 1890-2006 e 1890-2005, respectivamente. Assim, os espaços amostrais considerados foram de 58, 39 e 29 anos para Campinas e 58 e 29 anos para Pelotas. As análises foram feitas usando o teste da razão da máxima verossimilhança. Os resultados apontaram significativas alterações amostrais. Não houve indicações de tendências contínuas (redução ou aumento) no regime mensal de precipitação pluvial na região de Campinas-SP. Em contrapartida, esse teste indicou, para a localidade de Pelotas-RS, tendência de elevação no regime desse elemento meteorológico ocorrida entre as amostras relativas aos anos de 1948 a 1976 e 1977 a 2005.

Data size sufficiency analyses of haplotype inference algortihms

We present experimental and theoretical analyses of data requirements for haplotype inference algorithms. Our experiments include a broad range of problem sizes under two standard models of tree distribution and were designed to yield statistically robust results despite the size of the sample space. Our results validate Gusfield's conjecture that a population size of n log n is required to give (with high probability) sufficient information to deduce the n haplotypes and their complete evolutionary history. The experimental results inspired our experimental finding with theoretical bounds on the population size. We also analyze the population size required to deduce some fixed fraction of the evolutionary history of a set of n haplotypes and establish linear bounds on the required sample size. These linear bounds are also shown theoretically.

Extended truncated Tweedie-Poisson model

It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to be the case for the more general three parameter Tweedie-Poisson mixture model. It is also proved that the distributions in the extended part of the parameter space are not the zero truncation of mixed poisson distributions and that, other than for the negative binomial, they are not mixtures of zero truncated Poisson distributions either. By extending the parameter space one can improve the fit when the frequency of one is larger and the right tail is heavier than is allowed by the unextended model. Considering the extended model also allows one to use the basic maximum likelihood based inference tools when parameter estimates fall in the extended part of the parameter space, and hence when the m.l.e. does not exist under the unextended model. This extended truncated Tweedie-Poisson model is proved to be useful in the analysis of words and species frequency count data.

Statistical modeling on (α, +∞)

Observations in daily practice are sometimes registered as positive values larger then a given threshold α. The sample space is in this case the interval (α,+∞), α & 0, which can be structured as a real Euclidean space in different ways. This fact opens the door to alternative statistical models depending not only on the assumed distribution function, but also on the metric which is considered as appropriate, i.e. the way differences are measured, and thus variability

Distributions on the simplex

The simplex, the sample space of compositional data, can be structured as a real Euclidean space. This fact allows to work with the coefficients with respect to an orthonormal basis. Over these coefficients we apply standard real analysis, inparticular, we define two different laws of probability trought the density function and we study their main properties

When a data set can be considered compositional?

Traditionally, compositional data has been identified with closed data, and the simplex has been considered as the natural sample space of this kind of data. In our opinion, the emphasis on the constrained nature ofcompositional data has contributed to mask its real nature. More crucial than the constraining property of compositional data is the scale-invariant property of this kind of data. Indeed, when we are considering only few parts of a full composition we are not working with constrained data but our data are still compositional. We believe that it is necessary to give a more precisedefinition of composition. This is the aim of this oral contribution

Compositional data analysis with R

Examples of compositional data. The simplex, a suitable sample space for compositional data and Aitchison's geometry. R, a free language and environment for statistical computing and graphics

Kriging coordinates: what does that mean?

Kriging is an interpolation technique whose optimality criteria are based on normality assumptions either for observed or for transformed data. This is the case of normal, lognormal and multigaussian kriging.When kriging is applied to transformed scores, optimality of obtained estimators becomes a cumbersome concept: back-transformed optimal interpolations in transformed scores are not optimal in the original sample space, and vice-versa. This lack of compatible criteria of optimality induces a variety of problems in both point and block estimates. For instance, lognormal kriging, widely used to interpolate positivevariables, has no straightforward way to build consistent and optimal confidence intervals for estimates.These problems are ultimately linked to the assumed space structure of the data support: for instance, positive values, when modelled with lognormal distributions, are assumed to be embedded in the whole real space, with the usual real space structure and Lebesgue measure

Compositional data and Simpson's paradox

Simpson's paradox, also known as amalgamation or aggregation paradox, appears whendealing with proportions. Proportions are by construction parts of a whole, which canbe interpreted as compositions assuming they only carry relative information. TheAitchison inner product space structure of the simplex, the sample space of compositions, explains the appearance of the paradox, given that amalgamation is a nonlinearoperation within that structure. Here we propose to use balances, which are specificelements of this structure, to analyse situations where the paradox might appear. Withthe proposed approach we obtain that the centre of the tables analysed is a naturalway to compare them, which avoids by construction the possibility of a paradox.Key words: Aitchison geometry, geometric mean, orthogonal projection

Some last thoughts on compositional data analysis

One of the disadvantages of old age is that there is more past than future: this,however, may be turned into an advantage if the wealth of experience and, hopefully,wisdom gained in the past can be reflected upon and throw some light on possiblefuture trends. To an extent, then, this talk is necessarily personal, certainly nostalgic,but also self critical and inquisitive about our understanding of the discipline ofstatistics. A number of almost philosophical themes will run through the talk: searchfor appropriate modelling in relation to the real problem envisaged, emphasis onsensible balances between simplicity and complexity, the relative roles of theory andpractice, the nature of communication of inferential ideas to the statistical layman, theinter-related roles of teaching, consultation and research. A list of keywords might be:identification of sample space and its mathematical structure, choices betweentransform and stay, the role of parametric modelling, the role of a sample spacemetric, the underused hypothesis lattice, the nature of compositional change,particularly in relation to the modelling of processes. While the main theme will berelevance to compositional data analysis we shall point to substantial implications forgeneral multivariate analysis arising from experience of the development ofcompositional data analysis…

Exploring Compositional Data with the CoDa-Dendrogram

Within the special geometry of the simplex, the sample space of compositional data, compositional orthonormal coordinates allow the application of any multivariate statistical approach. The search for meaningful coordinates has suggested balances (between two groups of parts)—based on a sequential binary partition of a D-part composition—and a representation in form of a CoDa-dendrogram. Projected samples are represented in a dendrogram-like graph showing: (a) the way of grouping parts; (b) the explanatory role of subcompositions generated in the partition process; (c) the decomposition of the variance; (d) the center and quantiles of each balance. The representation is useful for the interpretation of balances and to describe the sample in a single diagram independently of the number of parts. Also, samples of two or more populations, as well as several samples from the same population, can be represented in the same graph, as long as they have the same parts registered. The approach is illustrated with an example of food consumption in Europe

Statistical modeling on (α, +∞)

Observations in daily practice are sometimes registered as positive values larger then a given threshold α. The sample space is in this case the interval (α,+∞), α > 0, which can be structured as a real Euclidean space in different ways. This fact opens the door to alternative statistical models depending not only on the assumed distribution function, but also on the metric which is considered as appropriate, i.e. the way differences are measured, and thus variability