915 resultados para Trivariate Normal Distribution


Relevância:

100.00% 100.00%

Publicador:

Resumo:

Multivariate normal distribution is commonly encountered in any field, a frequent issue is the missing values in practice. The purpose of this research was to estimate the parameters in three-dimensional covariance permutation-symmetric normal distribution with complete data and all possible patterns of incomplete data. In this study, MLE with missing data were derived, and the properties of the MLE as well as the sampling distributions were obtained. A Monte Carlo simulation study was used to evaluate the performance of the considered estimators for both cases when ρ was known and unknown. All results indicated that, compared to estimators in the case of omitting observations with missing data, the estimators derived in this article led to better performance. Furthermore, when ρ was unknown, using the estimate of ρ would lead to the same conclusion.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Suppose two or more variables are jointly normally distributed. If there is a common relationship between these variables it would be very important to quantify this relationship by a parameter called the correlation coefficient which measures its strength, and the use of it can develop an equation for predicting, and ultimately draw testable conclusion about the parent population. This research focused on the correlation coefficient ρ for the bivariate and trivariate normal distribution when equal variances and equal covariances are considered. Particularly, we derived the maximum Likelihood Estimators (MLE) of the distribution parameters assuming all of them are unknown, and we studied the properties and asymptotic distribution of . Showing this asymptotic normality, we were able to construct confidence intervals of the correlation coefficient ρ and test hypothesis about ρ. With a series of simulations, the performance of our new estimators were studied and were compared with those estimators that already exist in the literature. The results indicated that the MLE has a better or similar performance than the others.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Rating systems are used by many websites, which allow customers to rate available items according to their own experience. Subsequently, reputation models are used to aggregate available ratings in order to generate reputation scores for items. A problem with current reputation models is that they provide solutions to enhance accuracy of sparse datasets not thinking of their models performance over dense datasets. In this paper, we propose a novel reputation model to generate more accurate reputation scores for items using any dataset; whether it is dense or sparse. Our proposed model is described as a weighted average method, where the weights are generated using the normal distribution. Experiments show promising results for the proposed model over state-of-the-art ones on sparse and dense datasets.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

With the extensive use of rating systems in the web, and their significance in decision making process by users, the need for more accurate aggregation methods has emerged. The Naïve aggregation method, using the simple mean, is not adequate anymore in providing accurate reputation scores for items [6 ], hence, several researches where conducted in order to provide more accurate alternative aggregation methods. Most of the current reputation models do not consider the distribution of ratings across the different possible ratings values. In this paper, we propose a novel reputation model, which generates more accurate reputation scores for items by deploying the normal distribution over ratings. Experiments show promising results for our proposed model over state-of-the-art ones on sparse and dense datasets.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The fit of fracture strength data of brittle materials (Si3N4, SiC, and ZnO) to the Weibull and normal distributions is compared in terms of the Akaike information criterion. For Si3N4, the Weibull distribution fits the data better than the normal distribution, but for ZnO the result is just the opposite. In the case of SiC, the difference is not large enough to make a clear distinction between the two distributions. There is not sufficient evidence to show that the Weibull distribution is always preferred to other distributions, and the uncritical use of the Weibull distribution for strength data is questioned.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

lecture for COMP6235

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The study of the association between two random variables that have a joint normal distribution is of interest in applied statistics; for example, in statistical genetics. This article, targeted to applied statisticians, addresses inferences about the coefficient of correlation (ρ) in the bivariate normal and standard bivariate normal distributions using likelihood, frequentist, and Baycsian perspectives. Some results are surprising. For instance, the maximum likelihood estimator and the posterior distribution of ρ in the standard bivariate normal distribution do not follow directly from results for a general bivariate normal distribution. An example employing bootstrap and rejection sampling procedures is used to illustrate some of the peculiarities.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

INTRODUCTION: Recent findings suggest that articular cartilage contains mesenchymal progenitor cells. The aim of this study was to examine the distribution of stem cell markers (Notch-1, Stro-1 and VCAM-1) and of molecules that modulate progenitor differentiation (Notch-1 and Sox9) in normal adult human articular cartilage and in osteoarthritis (OA) cartilage. METHODS: Expression of the markers was analyzed by immunohistochemistry (IHC) and flow cytometry. Hoechst 33342 dye was used to identify and sort the cartilage side population (SP). Multilineage differentiation assays including chondrogenesis, osteogenesis and adipogenesis were performed on SP and non-SP (NSP) cells. RESULTS: A surprisingly high number (>45%) of cells were positive for Notch-1, Stro-1 and VCAM-1 throughout normal cartilage. Expression of these markers was higher in the superficial zone (SZ) of normal cartilage as compared to the middle zone (MZ) and deep zone (DZ). Non-fibrillated OA cartilage SZ showed reduced Notch-1 and Sox9 staining frequency, while Notch-1, Stro-1 and VCAM-1 positive cells were increased in the MZ. Most cells in OA clusters were positive for each molecule tested. The frequency of SP cells in cartilage was 0.14 +/- 0.05% and no difference was found between normal and OA. SP cells displayed chondrogenic and osteogenic but not adipogenic differentiation potential. CONCLUSIONS: These results show a surprisingly high number of cells that express putative progenitor cell markers in human cartilage. In contrast, the percentage of SP cells is much lower and within the range of expected stem cell frequency. Thus, markers such as Notch-1, Stro-1 or VCAM-1 may not be useful to identify progenitors in cartilage. Instead, their increased expression in OA cartilage implicates involvement in the abnormal cell activation and differentiation process characteristic of OA.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The dynamin family of large GTPases has been implicated in vesicle formation from both the plasma membrane and various intracellular membrane compartments. The dynamin-like protein DLP1, recently identified in mammalian tissues, has been shown to be more closely related to the yeast dynamin proteins Vps1p and Dnm1p (42%) than to the mammalian dynamins (37%). Furthermore, DLP1 has been shown to associate with punctate vesicles that are in intimate contact with microtubules and the endoplasmic reticulum (ER) in mammalian cells. To define the function of DLP1, we have transiently expressed both wild-type and two mutant DLP1 proteins, tagged with green fluorescent protein, in cultured mammalian cells. Point mutations in the GTP-binding domain of DLP1 (K38A and D231N) dramatically changed its intracellular distribution from punctate vesicular structures to either an aggregated or a diffuse pattern. Strikingly, cells expressing DLP1 mutants or microinjected with DLP1 antibodies showed a marked reduction in ER fluorescence and a significant aggregation and tubulation of mitochondria by immunofluorescence microscopy. Consistent with these observations, electron microscopy of DLP1 mutant cells revealed a striking and quantitative change in the distribution and morphology of mitochondria and the ER. These data support very recent studies by other authors implicating DLP1 in the maintenance of mitochondrial morphology in both yeast and mammalian cells. Furthermore, this study provides the first evidence that a dynamin family member participates in the maintenance and distribution of the ER. How DLP1 might participate in the biogenesis of two presumably distinct organelle systems is discussed.