Search results for: heavy-tailed distributions

Authors: R K Sinha

Abstract:

The statistical distributions are modeled in explaining nature of various types of data sets. Although these distributions are mostly uni-modal, it is quite common to see multiple modes in the observed distribution of the underlying variables, which make the precise modeling unrealistic. The observed data do not exhibit smoothness not necessarily due to randomness, but could also be due to non-randomness resulting in zigzag curves, oscillations, humps etc. The present paper argues that trigonometric functions, which have not been used in probability functions of distributions so far, have the potential to take care of this, if incorporated in the distribution appropriately. A simple distribution (named as, Sinoform Distribution), involving trigonometric functions, is illustrated in the paper with a data set. The importance of trigonometric functions is demonstrated in the paper, which have the characteristics to make statistical distributions exotic. It is possible to have multiple modes, oscillations and zigzag curves in the density, which could be suitable to explain the underlying nature of select data set.

Keywords: Exotic Statistical Distributions, Kurtosis, Mixture Distributions, Multi-modal

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Authors: Arkady Bolotin

Abstract:

If a possibility distribution and a probability distribution are describing values x of one and the same system or process x(t), can they relate to each other? Though in general the possibility and probability distributions might be not connected at all, we can assume that in some particular cases there is an association linked them. In the presented paper, we consider distributions of bloodstream concentrations of physiologically active substances and propose that the probability to observe a concentration x of a substance X can be produced from the possibility of the event X = x . The proposed assumptions and resulted theoretical distributions are tested against the data obtained from various panel studies of the bloodstream concentrations of the different physiologically active substances in patients and healthy adults as well.

Keywords: Possibility distributions, possibility-probability relationship.

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Authors: S. Sukparungsee

Abstract:

In reality, the process observations are away from the assumption that are normal distributed. The observations could be skew distributions which should use an asymmetric chart rather than symmetric chart. Consequently, this research aim to study the robustness of the asymmetric Tukey’s control chart for skew and non-skew distributions as Lognormal and Laplace distributions. Furthermore, the performances in detecting of a change in parameter of asymmetric and symmetric Tukey’s control charts are compared by Average ARL (AARL). The results found that the asymmetric performs better than symmetric Tukey’s control chart for both cases of skew and non-skew process observation.

Keywords: Asymmetric control limit, average of average run length, Tukey’s control chart and skew distributions.

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Authors: A. Thomas, B. John Oommen

Abstract:

Although the field of parametric Pattern Recognition (PR) has been thoroughly studied for over five decades, the use of the Order Statistics (OS) of the distributions to achieve this has not been reported. The pioneering work on using OS for classification was presented in [1] for the Uniform distribution, where it was shown that optimal PR can be achieved in a counter-intuitive manner, diametrically opposed to the Bayesian paradigm, i.e., by comparing the testing sample to a few samples distant from the mean. This must be contrasted with the Bayesian paradigm in which, if we are allowed to compare the testing sample with only a single point in the feature space from each class, the optimal strategy would be to achieve this based on the (Mahalanobis) distance from the corresponding central points, for example, the means. In [2], we showed that the results could be extended for a few symmetric distributions within the exponential family. In this paper, we attempt to extend these results significantly by considering asymmetric distributions within the exponential family, for some of which even the closed form expressions of the cumulative distribution functions are not available. These distributions include the Rayleigh, Gamma and certain Beta distributions. As in [1] and [2], the new scheme, referred to as Classification by Moments of Order Statistics (CMOS), attains an accuracy very close to the optimal Bayes’ bound, as has been shown both theoretically and by rigorous experimental testing.

Keywords: Classification using Order Statistics (OS), Exponential family, Moments of OS

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Authors: Ülkü Erişoğlu, Murat Erişoğlu, Hamza Erol

Abstract:

In this paper we propose a mixture of two different distributions such as Exponential-Gamma, Exponential-Weibull and Gamma-Weibull to model heterogeneous survival data. Various properties of the proposed mixture of two different distributions are discussed. Maximum likelihood estimations of the parameters are obtained by using the EM algorithm. Illustrative example based on real data are also given.

Keywords: Exponential-Gamma, Exponential-Weibull, Gamma-Weibull, EM Algorithm, Survival Analysis.

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Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

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Authors: Felipe V. Díaz, Claudio A. Mammana, Armando P. M. Guidobono, Raúl E. Bolmaro

Abstract:

Through a proper analysis of residual strain and stress distributions obtained at the surface of high speed milled specimens of AA 6082–T6 aluminium alloy, the performance of an improved indentation method is evaluated. This method integrates a special device of indentation to a universal measuring machine. The mentioned device allows introducing elongated indents allowing to diminish the absolute error of measurement. It must be noted that the present method offers the great advantage of avoiding both the specific equipment and highly qualified personnel, and their inherent high costs. In this work, the cutting tool geometry and high speed parameters are selected to introduce reduced plastic damage. Through the variation of the depth of cut, the stability of the shapes adopted by the residual strain and stress distributions is evaluated. The results show that the strain and stress distributions remain unchanged, compressive and small. Moreover, these distributions reveal a similar asymmetry when the gradients corresponding to conventional and climb cutting zones are compared.

Keywords: Residual strain, residual stress, high speed milling, indentation methods, aluminium alloys.

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Authors: Naci Büyükkaracığan

Abstract:

Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.

Keywords: Gediz Basin, goodness-of-fit tests, Minimum flows, probability distribution.

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Authors: J. J. Peña, J. Morales, J. García-Ravelo, L. Arcos-Díaz

Abstract:

The Point canonical transformation method is applied for solving the Schrödinger equation with position-dependent mass. This class of problem has been solved for continuous mass distributions. In this work, a staggered mass distribution for the case of a free particle in an infinite square well potential has been proposed. The continuity conditions as well as normalization for the wave function are also considered. The proposal can be used for dealing with other kind of staggered mass distributions in the Schrödinger equation with different quantum potentials.

Keywords: Free particle, point canonical transformation method, position-dependent mass, staggered mass distribution.

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Authors: Badarch Tuyatsetseg

Abstract:

This paper presents parametric probability density models for call holding times (CHTs) into emergency call center based on the actual data collected for over a week in the public Emergency Information Network (EIN) in Mongolia. When the set of chosen candidates of Gamma distribution family is fitted to the call holding time data, it is observed that the whole area in the CHT empirical histogram is underestimated due to spikes of higher probability and long tails of lower probability in the histogram. Therefore, we provide the Gaussian parametric model of a mixture of lognormal distributions with explicit analytical expressions for the modeling of CHTs of PSNs. Finally, we show that the CHTs for PSNs are fitted reasonably by a mixture of lognormal distributions via the simulation of expectation maximization algorithm. This result is significant as it expresses a useful mathematical tool in an explicit manner of a mixture of lognormal distributions.

Keywords: A mixture of lognormal distributions, modeling call holding times, public safety network.

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Authors: Om Parkash, A. K. Thukral, C. P. Gandhi

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Information theory and Statistics play an important role in Biological Sciences when we use information measures for the study of diversity and equitability. In this communication, we develop the link among the three disciplines and prove that sampling distributions can be used to develop new information measures. Our study will be an interdisciplinary and will find its applications in Biological systems.

Keywords: Entropy, concavity, symmetry, arithmetic mean, diversity, equitability.

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Authors: B. Marungsri, W. Onchantuek, A. Oonsivilai, T. Kulworawanichpong

Abstract:

This paper presents the simulation results of electric field and potential distributions along surface of silicone rubber polymer insulators under clean and various contamination conditions with/without water droplets. Straight sheds insulator having leakage distance 290 mm was used in this study. Two type of contaminants, playwood dust and cement dust, have been studied the effect of contamination on the insulator surface. The objective of this work is to comparison the effect of contamination on potential and electric field distributions along the insulator surface when water droplets exist on the insulator surface. Finite element method (FEM) is adopted for this work. The simulation results show that contaminations have no effect on potential distribution along the insulator surface while electric field distributions are obviously depended on contamination conditions.

Keywords: electric field distribution, potential distribution, silicone rubber polymer insulator, finite element method

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Authors: Javier Navallas, Armando Malanda, Luis Gila, Javier Rodriguez, Ignacio Rodriguez

Abstract:

According to previous studies, some muscles present a non-homogeneous spatial distribution of its muscle fiber types and motor unit types. However, available muscle models only deal with muscles with homogeneous distributions. In this paper, a new architecture muscle model is proposed to permit the construction of non-uniform distributions of muscle fibers within the muscle cross section. The idea behind is the use of a motor unit placement algorithm that controls the spatial overlapping of the motor unit territories of each motor unit type. Results show the capabilities of the new algorithm to reproduce arbitrary muscle fiber type distributions.

Keywords: muscle model, muscle architecture, motor unit, EMG simulation.

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Authors: César Garza

Abstract:

In supervised binary classification and regression problems, it is well-known that learnability is equivalent to uniform convergence of the hypothesis class, and if a problem is learnable, it is learnable by empirical risk minimization. For the general learning setting of unsupervised learning tasks, there are non-trivial learning problems where uniform convergence does not hold. We present here the task of learning centers of mass with an extra feature that “activates” some of the coordinates over the unit ball in a Hilbert space. We show that the learning problem is learnable under a stable RLM rule. We introduce a family of distributions over the domain space with some mild restrictions for which the sample complexity of uniform convergence for these problems must grow logarithmically with the dimension of the Hilbert space. If we take this dimension to infinity, we obtain a learnable problem for which the uniform convergence property fails for a vast family of distributions.

Keywords: Statistical learning theory, learnability, uniform convergence, stability, regularized loss minimization.

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Authors: Avellino I. Mondlane, Karin Hansson, Oliver Popov

Abstract:

This paper discusses the application of extreme events distribution taking the Limpopo River Basin at Xai-Xai station, in Mozambique, as a case analysis. We analyze the extreme value concepts, namely Gumbel, Fréchet, Weibull and Generalized Extreme Value Distributions and then extrapolate the original data to 1000, 5000 and 10000 figures for further simulations and we compare their outcomes based on these three main distributions.

Keywords: Catastrophes, extreme event, disasters, mathematical models, simulation.

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Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

Abstract:

We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: Possibility distribution, parameters estimation, Maxmin u/E estimator, fuzzy model identification.

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Authors: A. Falsafain, S. M. Taheri, M. Mashinchi

Abstract:

Using a set of confidence intervals, we develop a common approach, to construct a fuzzy set as an estimator for unknown parameters in statistical models. We investigate a method to derive the explicit and unique membership function of such fuzzy estimators. The proposed method has been used to derive the fuzzy estimators of the parameters of a Normal distribution and some functions of parameters of two Normal distributions, as well as the parameters of the Exponential and Poisson distributions.

Keywords: Confidence interval. Fuzzy number. Fuzzy estimation.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best-fit probability distribution of annual rainfall based on 50 years sample (1966-2015) in the Karkheh river basin at Iran using six probability distributions: Normal, 2-Parameter Log Normal, 3-Parameter Log Normal, Pearson Type 3, Log Pearson Type 3 and Gumbel distribution. The best fit probability distribution was selected using Stormwater Management and Design Aid (SMADA) software and based on the Residual Sum of Squares (R.S.S) between observed and estimated values Based on the R.S.S values of fit tests, the Log Pearson Type 3 and then Pearson Type 3 distributions were found to be the best-fit probability distribution at the Jelogir Majin and Pole Zal rainfall gauging station. The annual values of expected rainfall were calculated using the best fit probability distributions and can be used by hydrologists and design engineers in future research at studied region and other region in the world.

Keywords: Log Pearson Type 3, SMADA, rainfall, Karkheh River.

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Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes

Abstract:

In this paper, we are interested to determine the carbon dioxide pressure in the arterial blood through radial velocity difference. The blood was modeled as a two phase mixture (an aqueous carbon dioxide solution with carbon dioxide gas) by Drift flux model and the Young-Laplace equation. The distributions of mixture velocities determined from the considered model permitted the calculation of the radial velocity distributions with different values of mean mixture pressure and the calculation of the mean carbon dioxide pressure knowing the mean mixture pressure. The radial velocity distributions are used to deduce a calculation method of the mean mixture pressure through the radial velocity difference between two positions which is measured by ultrasound. The mean carbon dioxide pressure is then deduced from the mean mixture pressure.

Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity difference.

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Authors: N. Mpofu, M. Sears

Abstract:

In this paper, we propose a novel algorithm for delineating the endocardial wall from a human heart ultrasound scan. We assume that the gray levels in the ultrasound images are independent and identically distributed random variables with different Rician Inverse Gaussian (RiIG) distributions. Both synthetic and real clinical data will be used for testing the algorithm. Algorithm performance will be evaluated using the expert radiologist evaluation of a soft copy of an ultrasound scan during the scanning process and secondly, doctor’s conclusion after going through a printed copy of the same scan. Successful implementation of this algorithm should make it possible to differentiate normal from abnormal soft tissue and help disease identification, what stage the disease is in and how best to treat the patient. We hope that an automated system that uses this algorithm will be useful in public hospitals especially in Third World countries where problems such as shortage of skilled radiologists and shortage of ultrasound machines are common. These public hospitals are usually the first and last stop for most patients in these countries.

Keywords: Endorcardial Wall, Rician Inverse Distributions, Segmentation, Ultrasound Images.

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Authors: T. N. Sindhu, M. Aslam

Abstract:

A comprehensive Bayesian analysis has been carried out in the context of informative and non-informative priors for the shape parameter of the Burr type X distribution under different symmetric and asymmetric loss functions. Elicitation of hyperparameter through prior predictive approach is also discussed. Also we derive the expression for posterior predictive distributions, predictive intervals and the credible Intervals. As an illustration, comparisons of these estimators are made through simulation study.

Keywords: Credible Intervals, Loss Functions, Posterior Predictive Distributions, Predictive Intervals.

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Authors: Samy Sadek, Ayoub Al-Hamadi, Axel Panning, Bernd Michaelis, Usama Sayed

Abstract:

In this paper, we propose a novel approach for image segmentation via fuzzification of Rènyi Entropy of Generalized Distributions (REGD). The fuzzy REGD is used to precisely measure the structural information of image and to locate the optimal threshold desired by segmentation. The proposed approach draws upon the postulation that the optimal threshold concurs with maximum information content of the distribution. The contributions in the paper are as follow: Initially, the fuzzy REGD as a measure of the spatial structure of image is introduced. Then, we propose an efficient entropic segmentation approach using fuzzy REGD. However the proposed approach belongs to entropic segmentation approaches (i.e. these approaches are commonly applied to grayscale images), it is adapted to be viable for segmenting color images. Lastly, diverse experiments on real images that show the superior performance of the proposed method are carried out.

Keywords: Entropy of generalized distributions, entropy fuzzification, entropic image segmentation.

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Authors: S. Dan'azumi, S. Shamsudin, A. A. Rahman

Abstract:

Rainfall data at fine resolution and knowledge of its characteristics plays a major role in the efficient design and operation of agricultural, telecommunication, runoff and erosion control as well as water quality control systems. The paper is aimed to study the statistical distribution of hourly rainfall depth for 12 representative stations spread across Peninsular Malaysia. Hourly rainfall data of 10 to 22 years period were collected and its statistical characteristics were estimated. Three probability distributions namely, Generalized Pareto, Exponential and Gamma distributions were proposed to model the hourly rainfall depth, and three goodness-of-fit tests, namely, Kolmogorov-Sminov, Anderson-Darling and Chi-Squared tests were used to evaluate their fitness. Result indicates that the east cost of the Peninsular receives higher depth of rainfall as compared to west coast. However, the rainfall frequency is found to be irregular. Also result from the goodness-of-fit tests show that all the three models fit the rainfall data at 1% level of significance. However, Generalized Pareto fits better than Exponential and Gamma distributions and is therefore recommended as the best fit.

Keywords: Goodness-of-fit test, Hourly rainfall, Malaysia, Probability distribution.

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Authors: Ilyes Jenhani, Salem Benferhat, Zied Elouedi

Abstract:

This paper investigates the issue of building decision trees from data with imprecise class values where imprecision is encoded in the form of possibility distributions. The Information Affinity similarity measure is introduced into the well-known gain ratio criterion in order to assess the homogeneity of a set of possibility distributions representing instances-s classes belonging to a given training partition. For the experimental study, we proposed an information affinity based performance criterion which we have used in order to show the performance of the approach on well-known benchmarks.

Keywords: Data mining from uncertain data, Decision Trees, Possibility Theory.

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Authors: Abd El Hady N. Ebraheim

Abstract:

This paper introduces a new generalization of the two parameter Weibull distribution. To this end, the quadratic rank transmutation map has been used. This new distribution is named exponentiated transmuted Weibull (ETW) distribution. The ETW distribution has the advantage of being capable of modeling various shapes of aging and failure criteria. Furthermore, eleven lifetime distributions such as the Weibull, exponentiated Weibull, Rayleigh and exponential distributions, among others follow as special cases. The properties of the new model are discussed and the maximum likelihood estimation is used to estimate the parameters. Explicit expressions are derived for the quantiles. The moments of the distribution are derived, and the order statistics are examined.

Keywords: Exponentiated, Inversion Method, Maximum Likelihood Estimation, Transmutation Map.

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Authors: Jian Huang, Weixin Qian, Haitao Zhang, Weiyong Ying

Abstract:

Cobalt-gadolinium catalyst for Fischer-Tropsch synthesis was prepared by impregnation method with commercial silica gel, and its texture properties were characterized by BET, XRD, and TPR. The catalytic performance of the catalyst was tested in a fixed bed reactor. The results showed that the addition of gadolinium to the cobalt catalyst might decrease the size of cobalt particles, and increased the dispersion of catalytic active cobalt phases. The carbon number distributions for the catalysts was calculated by ASF equation.

Keywords: Fischer-Tropsch synthesis, cobalt-based catalysts, gadolinium, carbon number distributions.

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Authors: Vinicius R. Domingues, Luan C. S. M. Ozelim

Abstract:

The statistical study has become indispensable for various fields of knowledge. Not any different, in Geotechnics the study of probabilistic and statistical methods has gained power considering its use in characterizing the uncertainties inherent in soil properties. One of the situations where engineers are constantly faced is the definition of a probability distribution that represents significantly the sampled data. To be able to discard bad distributions, goodness-of-fit tests are necessary. In this paper, three non-parametric goodness-of-fit tests are applied to a data set computationally generated to test the goodness-of-fit of them to a series of known distributions. It is shown that the use of normal distribution does not always provide satisfactory results regarding physical and behavioral representation of the modeled parameters.

Keywords: Kolmogorov-Smirnov, Anderson-Darling, Cramer-Von-Mises, Nonparametric adherence tests.

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Authors: Dong-Mei Pan, Liang XIA, Ming-Yin Chan

Abstract:

This paper reports an experimental study on a sleeping thermal manikin in a room equipped with a mixing ventilation system. In the experimental work, heat loss from the sleeping thermal manikin was measured under different conditions. The supply air temperature was in a range of 17°C to 27°C. Apart from the heat loss of the sleeping thermal manikin, the velocity distributions and temperature distributions were also measured in the experiments for subsequent analysis.

Keywords: Sleeping Environment, Mixing Ventilation System

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Authors: George Yungchih Wang

Abstract:

For decades financial economists have been attempted to determine the optimal investment policy by recognizing the option value embedded in irreversible investment whose project value evolves as a geometric Brownian motion (GBM). This paper aims to examine the effects of the optimal investment trigger and of the misspecification of stochastic processes on investment in real options applications. Specifically, the former explores the consequence of adopting optimal investment rules on the distributions of corporate value under the correct assumption of stochastic process while the latter analyzes the influence on the distributions of corporate value as a result of the misspecification of stochastic processes, i.e., mistaking an alternative process as a GBM. It is found that adopting the correct optimal investment policy may increase corporate value by shifting the value distribution rightward, and the misspecification effect may decrease corporate value by shifting the value distribution leftward. The adoption of the optimal investment trigger has a major impact on investment to such an extent that the downside risk of investment is truncated at the project value of zero, thereby moving the value distributions rightward. The analytical framework is also extended to situations where collection lags are in place, and the result indicates that collection lags reduce the effects of investment trigger and misspecification on investment in an opposite way.

Keywords: GBM, real options, investment trigger, misspecification, collection lags

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Authors: Serge Provost, Yishan Zang

Abstract:

Following a review of various approaches that are utilized for classifying the tail behavior of a distribution, an easily implementable methodology that relies on an arctangent transformation is presented. The classification criterion is actually based on the difference between two specific quantiles of the transformed distribution. The resulting categories enable one to classify distributional tails as distinctly short, short, nearly medium, medium, extended medium and somewhat long, providing that at least two moments exist. Distributions possessing a single moment are said to be long tailed while those failing to have any finite moments are classified as having an extremely long tail. Several illustrative examples will be presented.

Keywords: Arctangent transformation, change of variables, heavy-tailed distributions, tail classification.

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