A reparametrization of Triangular Distribution based on the Skew-Symmetric Distributions

In this paper a new approach is considered for studying the triangular distribution using the theoretical development behind Skew distributions. Triangular distribution are obtained by a reparametrization of usual triangular distribution. Main probabilistic properties of the distribution are studied, including moments, asymmetry and kurtosis coefficients, and an stochastic representation, which provides a simple and efficient method for generating random variables. Moments estimation is also implemented. Finally, a simulation study is conducted to illustrate the behavior of the estimation approach proposed.

Bimodal extension based on the skew-normal distribution with application to pollen data

This paper considers an extension to the skew-normal model through the inclusion of an additional parameter which can lead to both uni- and bi-modal distributions. The paper presents various basic properties of this family of distributions and provides a stochastic representation which is useful for obtaining theoretical properties and to simulate from the distribution. Moreover, the singularity of the Fisher information matrix is investigated and maximum likelihood estimation for a random sample with no covariates is considered. The main motivation is thus to avoid using mixtures in fitting bimodal data as these are well known to be complicated to deal with, particularly because of identifiability problems. Data-based illustrations show that such model can be useful. Copyright (C) 2009 John Wiley & Sons, Ltd.

On the Skew-Normal-Cauchy Distribution

In this article, we study further properties of a skew normal distribution, called the skew-normal-Cauchy (SNC) distribution by Nadarajah and Kotz (2003). A stochastic representation is obtained which allows alternative derivations for moments, moments generating function, and skewness and kurtosis coefficients. Issues related to singularity of the Fisher information matrix are investigated.

Multivariate measurement error models based on scale mixtures of the skew-normal distribution

Scale mixtures of the skew-normal (SMSN) distribution is a class of asymmetric thick-tailed distributions that includes the skew-normal (SN) distribution as a special case. The main advantage of these classes of distributions is that they are easy to simulate and have a nice hierarchical representation facilitating easy implementation of the expectation-maximization algorithm for the maximum-likelihood estimation. In this paper, we assume an SMSN distribution for the unobserved value of the covariates and a symmetric scale mixtures of the normal distribution for the error term of the model. This provides a robust alternative to parameter estimation in multivariate measurement error models. Specific distributions examined include univariate and multivariate versions of the SN, skew-t, skew-slash and skew-contaminated normal distributions. The results and methods are applied to a real data set.

Robust modeling using the generalized epsilon-skew-t distribution

In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained can be seen as a reparametrization of the skewed GS-t distribution considered by Theodossiou [14]. A key element in the construction of such an extension is that it can be stochastically represented as a mixture of an epsilon-skew-power-exponential distribution [1] and a generalized-gamma distribution. From this representation, we can readily derive theoretical properties and easy-to-implement simulation schemes. Furthermore, we study some of its main properties including stochastic representation, moments and asymmetry and kurtosis coefficients. We also derive the Fisher information matrix, which is shown to be nonsingular for some special cases such as when the asymmetry parameter is null, that is, at the vicinity of symmetry, and discuss maximum-likelihood estimation. Simulation studies for some particular cases and real data analysis are also reported, illustrating the usefulness of the extension considered.

Reliability studies of the skew normal distribution

It has been observed in various practical applications that data do not conform to the normal distribution, which is symmetric with no skewness. The skew normal distribution proposed by Azzalini(1985) is appropriate for the analysis of data which is unimodal but exhibits some skewness. The skew normal distribution includes the normal distribution as a special case where the skewness parameter is zero. In this thesis, we study the structural properties of the skew normal distribution, with an emphasis on the reliability properties of the model. More specifically, we obtain the failure rate, the mean residual life function, and the reliability function of a skew normal random variable. We also compare it with the normal distribution with respect to certain stochastic orderings. Appropriate machinery is developed to obtain the reliability of a component when the strength and stress follow the skew normal distribution. Finally, IQ score data from Roberts (1988) is analyzed to illustrate the procedure.

On-Chip Clock Network Skew Measurement using Sub-Sampling

We present a technique for an all-digital on-chip delay measurement system to measure the skews in a clock distribution network. It uses the principle of sub-sampling. Measurements from a prototype fabricated in a 65 nm industrial process, indicate the ability to measure delays with a resolution of 0.5ps and a DNL of 1.2 ps.

Measures for describing the size distribution of sediments

Numerous measures are used in the literature to describe the grain-size distribution of sediments. Consideration of these measures indicates that parameters computed from quartiles may not be as significant as those based on more rigorous statistical concepts. In addition, the lack of standardization of descriptive measures has resulted in limited application of the findings from one locality to another. The use of five parameters that serve as approximate graphic analogies to the moment measures commonly employed in statistics is recommended. The parameters are computed from five percentile diameters obtained from the cumulative size-frequency curve of a sediment. They include the mean (or median) diameter, standard deviation, kurtosis, and two measures of skewness, the second measure being sensitive to skew properties of the "tails" of the sediment distribution. If the five descriptive measures are listed for a sediment, it is possible to compute the five percentile diameters on which they are based (phi 5 , phi 16 , phi 50 , phi 84 , and phi 95 ), and hence five significant points on the cumulative carve of the sediment. This increases the value of the data listed for a sediment in a report, and in many cases eliminates the necessity of including the complete mechanical analysis of the sediment. The degree of correlation of the graphic parameters to the corresponding moment measures decreases as the distribution becomes more skew. However, for a fairly wide range of distributions, the first three moment measures can be ascertained from the graphic parameters with about the same degree of accuracy as is obtained by computing rough moment measures.

Distribution of the nonlinear random ocean wave period

Because of the intrinsic difficulty in determining distributions for wave periods, previous studies on wave period distribution models have not taken nonlinearity into account and have not performed well in terms of describing and statistically analyzing the probability density distribution of ocean waves. In this study, a statistical model of random waves is developed using Stokes wave theory of water wave dynamics. In addition, a new nonlinear probability distribution function for the wave period is presented with the parameters of spectral density width and nonlinear wave steepness, which is more reasonable as a physical mechanism. The magnitude of wave steepness determines the intensity of the nonlinear effect, while the spectral width only changes the energy distribution. The wave steepness is found to be an important parameter in terms of not only dynamics but also statistics. The value of wave steepness reflects the degree that the wave period distribution skews from the Cauchy distribution, and it also describes the variation in the distribution function, which resembles that of the wave surface elevation distribution and wave height distribution. We found that the distribution curves skew leftward and upward as the wave steepness increases. The wave period observations for the SZFII-1 buoy, made off the coast of Weihai (37A degrees 27.6' N, 122A degrees 15.1' E), China, are used to verify the new distribution. The coefficient of the correlation between the new distribution and the buoy data at different spectral widths (nu=0.3-0.5) is within the range of 0.968 6 to 0.991 7. In addition, the Longuet-Higgins (1975) and Sun (1988) distributions and the new distribution presented in this work are compared. The validations and comparisons indicate that the new nonlinear probability density distribution fits the buoy measurements better than the Longuet-Higgins and Sun distributions do. We believe that adoption of the new wave period distribution would improve traditional statistical wave theory.

Tree diameter distribution modelling: introducing the logitlogistic distribution

Johnson's SB distribution is a four-parameter distribution that is transformed into a normal distribution by a logit transformation. By replacing the normal distribution of Johnson's SB with the logistic distribution, we obtain a new distributional model that approximates SB. It is analytically tractable, and we name it the "logitlogistic" (LL) distribution. A generalized four-parameter Weibull model and the Burr XII model are also introduced for comparison purposes. Using the distribution "shape plane" (with axes skew and kurtosis) we compare the "coverage" properties of the LL, the generalized Weibull, and the Burr XII with Johnson's SB, the beta, and the three-parameter Weibull, the main distributions used in forest modelling. The LL is found to have the largest range of shapes. An empirical case study of the distributional models is conducted on 107 sample plots of Chinese fir. The LL performs best among the four-parameter models.

Effective grain size distribution analysis for interpretation of tidal-deltaic facies: West Bengal Sundarbans

Research over the past two decades on the Holocene sediments from the tide dominated west side of the lower Ganges delta has focussed on constraining the sedimentary environment through grain size distributions (GSD). GSD has traditionally been assessed through the use of probability density function (PDF) methods (e.g. log-normal, log skew-Laplace functions), but these approaches do not acknowledge the compositional nature of the data, which may compromise outcomes in lithofacies interpretations. The use of PDF approaches in GSD analysis poses a series of challenges for the development of lithofacies models, such as equifinal distribution coefficients and obscuring the empirical data variability. In this study a methodological framework for characterising GSD is presented through compositional data analysis (CODA) plus a multivariate statistical framework. This provides a statistically robust analysis of the fine tidal estuary sediments from the West Bengal Sundarbans, relative to alternative PDF approaches.

Effect of ENSO phase on large-scale snow water equivalent distribution in a GCM

Understanding links between the El Nino-Southern Oscillation (ENSO) and snow would be useful for seasonal forecasting, but also for understanding natural variability and interpreting climate change predictions. Here, a 545-year run of the general circulation model HadCM3, with prescribed external forcings and fixed greenhouse gas concentrations, is used to explore the impact of ENSO on snow water equivalent (SWE) anomalies. In North America, positive ENSO events reduce the mean SWE and skew the distribution towards lower values, and vice versa during negative ENSO events. This is associated with a dipole SWE anomaly structure, with anomalies of opposite sign centered in western Canada and the central United States. In Eurasia, warm episodes lead to a more positively skewed distribution and the mean SWE is raised. Again, the opposite effect is seen during cold episodes. In Eurasia the largest anomalies are concentrated in the Himalayas. These correlations with February SWE distribution are seen to exist from the previous June-July-August (JJA) ENSO index onwards, and are weakly detected in 50-year subsections of the control run, but only a shifted North American response can be detected in the anaylsis of 40 years of ERA40 reanalysis data. The ENSO signal in SWE from the long run could still contribute to regional predictions although it would be a weak indicator only

Describing seasonal variability in the distribution of daily effective temperatures for 1985-2009 compared to 1904-1984 for De Bilt, Holland

This paper proposes a method for describing the distribution of observed temperatures on any day of the year such that the distribution and summary statistics of interest derived from the distribution vary smoothly through the year. The method removes the noise inherent in calculating summary statistics directly from the data thus easing comparisons of distributions and summary statistics between different periods. The method is demonstrated using daily effective temperatures (DET) derived from observations of temperature and wind speed at De Bilt, Holland. Distributions and summary statistics are obtained from 1985 to 2009 and compared to the period 1904–1984. A two-stage process first obtains parameters of a theoretical probability distribution, in this case the generalized extreme value (GEV) distribution, which describes the distribution of DET on any day of the year. Second, linear models describe seasonal variation in the parameters. Model predictions provide parameters of the GEV distribution, and therefore summary statistics, that vary smoothly through the year. There is evidence of an increasing mean temperature, a decrease in the variability in temperatures mainly in the winter and more positive skew, more warm days, in the summer. In the winter, the 2% point, the value below which 2% of observations are expected to fall, has risen by 1.2 °C, in the summer the 98% point has risen by 0.8 °C. Medians have risen by 1.1 and 0.9 °C in winter and summer, respectively. The method can be used to describe distributions of future climate projections and other climate variables. Further extensions to the methodology are suggested.

Constructing the frequency and wave normal distribution of whistler-mode wave power

We introduce a new methodology that allows the construction of wave frequency distributions due to growing incoherent whistler-mode waves in the magnetosphere. The technique combines the equations of geometric optics (i.e. raytracing) with the equation of transfer of radiation in an anisotropic lossy medium to obtain spectral energy density as a function of frequency and wavenormal angle. We describe the method in detail, and then demonstrate how it could be used in an idealised magnetosphere during quiet geomagnetic conditions. For a specific set of plasma conditions, we predict that the wave power peaks off the equator at ~15 degrees magnetic latitude. The new calculations predict that wave power as a function of frequency can be adequately described using a Gaussian function, but as a function of wavenormal angle, it more closely resembles a skew normal distribution. The technique described in this paper is the first known estimate of the parallel and oblique incoherent wave spectrum as a result of growing whistler-mode waves, and provides a means to incorporate self-consistent wave-particle interactions in a kinetic model of the magnetosphere over a large volume.

Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics

The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.