In this present work,we propose the expected Bayesian and hierarchical Bayesian approaches to estimate the shape parameter and hazard rate under a generalized progressive hybrid censoring scheme for the Kumaraswamy di...In this present work,we propose the expected Bayesian and hierarchical Bayesian approaches to estimate the shape parameter and hazard rate under a generalized progressive hybrid censoring scheme for the Kumaraswamy distribution.These estimates have been obtained using gamma priors based on various loss functions such as squared error,entropy,weighted balance,and minimum expected loss functions.An investigation is carried out using Monte Carlo simulation to evaluate the effectiveness of the suggested estimators.The simulation provides a quantitative assessment of the estimates accuracy and efficiency under various conditions by comparing them in terms of mean squared error.Additionally,the monthly water capacity of the Shasta reservoir is examined to offer real-world examples of how the suggested estimations may be used and performed.展开更多
This paper introduces an optimized planning approach for integrating photovoltaic as distributed generation (PV-DG) into the radial distribution power systems, utilizing exhaustive load flow (ELF), loss sensitivity fa...This paper introduces an optimized planning approach for integrating photovoltaic as distributed generation (PV-DG) into the radial distribution power systems, utilizing exhaustive load flow (ELF), loss sensitivity factor (LSF), genetic algorithms (GA) methods, and numerical method based on LSF. The methodology aims to determine the optimal allocation and sizing of multiple PV-DG to minimize power loss through time series power flow analysis. An approach utilizing continuous sensitivity analysis is developed and inherently leverages power flow and loss equations to compute LSF of all buses in the system towards employing a dynamic PV-DG model for more accurate results. The algorithm uses a numerical grid search method to optimize PV-DG placement in a power distribution system, focusing on minimizing system losses. It combines iterative analysis, sensitivity assessment, and comprehensive visualization to identify and present the optimal PV-DG configurations. The present-ed algorithms are verified through co-simulation framework combining MATLAB and OpenDSS to carry out analysis for 12-bus radial distribution test system. The proposed numerical method is compared with other algorithms, such as ELF, LSF methods, and Genetic Algorithms (GA). Results show that the proposed numerical method performs well in comparison with LSF and ELF solutions.展开更多
The estimation of generalized exponential distribution based on progressive censoring with binomial removals is presented, where the number of units removed at each failure time follows a binomial distribution. Maximu...The estimation of generalized exponential distribution based on progressive censoring with binomial removals is presented, where the number of units removed at each failure time follows a binomial distribution. Maximum likelihood estimators of the parameters and their confidence intervals are derived. The expected time required to complete the life test under this censoring scheme is investigated. Finally, the numerical examples are given to illustrate some theoretical results by means of Monte-Carlo simulation.展开更多
Spectrum distribution of the second order generalized distributed parameter system was discussed via the functional analysis and operator theory in Hilbert space. The solutions of the problem and the constructive expr...Spectrum distribution of the second order generalized distributed parameter system was discussed via the functional analysis and operator theory in Hilbert space. The solutions of the problem and the constructive expression of the solutions are given by the generalized inverse one of bounded linear operator. This is theoretically important for studying the stabilization and asymptotic stability of the second order generalized distributed parameter system.展开更多
The relation between generalized operators and operator-valued distributions is discussed so that these two viewpoints can be used alternatively to explain quantum fields.
How to choose an optimal threshold is a key problem in the generalized Pareto distribution （GPD） model. This paper attains the exact threshold by testing for GPD,and shows that GPD model allows the actuary to easily...How to choose an optimal threshold is a key problem in the generalized Pareto distribution （GPD） model. This paper attains the exact threshold by testing for GPD,and shows that GPD model allows the actuary to easily estimate high quantiles and the probable maximum loss from the medical insurance claims data.展开更多
In this paper, we introduce a new extension of the power Lindley distribution, called the exponentiated generalized power Lindley distribution. Several mathematical properties of the new model such as the shapes of th...In this paper, we introduce a new extension of the power Lindley distribution, called the exponentiated generalized power Lindley distribution. Several mathematical properties of the new model such as the shapes of the density and hazard rate functions, the quantile function, moments, mean deviations, Bonferroni and Lorenz curves and order statistics are derived. Moreover, we discuss the parameter estimation of the new distribution using the maximum likelihood and diagonally weighted least squares methods. A simulation study is performed to evaluate the estimators. We use two real data sets to illustrate the applicability of the new model. Empirical findings show that the proposed model provides better fits than some other well-known extensions of Lindley distributions.展开更多
This article considers the problem in obtaining the maximum likelihood prediction (point and interval) and Bayesian prediction (point and interval) for a future observation from mixture of two Rayleigh (MTR) distribut...This article considers the problem in obtaining the maximum likelihood prediction (point and interval) and Bayesian prediction (point and interval) for a future observation from mixture of two Rayleigh (MTR) distributions based on generalized order statistics (GOS). We consider one-sample and two-sample prediction schemes using the Markov chain Monte Carlo (MCMC) algorithm. The conjugate prior is used to carry out the Bayesian analysis. The results are specialized to upper record values. Numerical example is presented in the methods proposed in this paper.展开更多
Non-Maxwellian particle distribution functions possessing high energy tail and shoulder in the profile of distribution function considerably change the damping characteristics of the waves. In the present paper Landau...Non-Maxwellian particle distribution functions possessing high energy tail and shoulder in the profile of distribution function considerably change the damping characteristics of the waves. In the present paper Landau damping of electron plasma （Langmuir） waves and ion-acoustic waves in a hot, isotropic, unmagnetized plasma is studied with the generalized （r, q） distribution function. The results show that for the Langmuir oscillations Landau damping becomes severe as the spectral index r or q reduces. However, for the ion-acoustic waves Landau damping is more sensitive to the ion temperature than the spectral indices.展开更多
We consider a problem from stock market modeling, precisely, choice of adequate distribution of modeling extremal behavior of stock market data. Generalized extreme value (GEV) distribution and generalized Pareto (GP)...We consider a problem from stock market modeling, precisely, choice of adequate distribution of modeling extremal behavior of stock market data. Generalized extreme value (GEV) distribution and generalized Pareto (GP) distribution are the classical distributions for this problem. However, from 2004, [1] and many other researchers have been empirically showing that generalized logistic (GL) distribution is a better model than GEV and GP distributions in modeling extreme movement of stock market data. In this paper, we show that these results are not accidental. We prove the theoretical importance of GL distribution in extreme value modeling. For proving this, we introduce a general multivariate limit theorem and deduce some important multivariate theorems in probability as special cases. By using the theorem, we derive a limit theorem in extreme value theory, where GL distribution plays central role instead of GEV distribution. The proof of this result is parallel to the proof of classical extremal types theorem, in the sense that, it possess important characteristic in classical extreme value theory, for e.g. distributional property, stability, convergence and multivariate extension etc.展开更多
The generalized Pareto distribution model is a kind of hydrocarbon pool size probability statistical method for resource assessment. By introducing the time variable, resource conversion rate and the geological variab...The generalized Pareto distribution model is a kind of hydrocarbon pool size probability statistical method for resource assessment. By introducing the time variable, resource conversion rate and the geological variable, resource density, such model can describe not only different types of basins, but also any exploration samples at different phases of exploration, up to the parent population. It is a dynamic distribution model with profound geological significance and wide applicability. Its basic principle and the process of resource assessment are described in this paper. The petroleum accumulation system is an appropriate assessment unit for such method. The hydrocarbon resource structure of the Huanghua Depression in Bohai Bay Basin was predicted by using this model. The prediction results accord with the knowledge of exploration in the Huanghua Depression, and point out the remaining resources potential and structure of different petroleum accumulation systems, which are of great significance for guiding future exploration in the Huanghua Depression.展开更多
Maximum likelihood (ML) estimation for the generalized asymmetric Laplace (GAL) distribution also known as Variance gamma using simplex direct search algorithms is investigated. In this paper, we use numerical direct ...Maximum likelihood (ML) estimation for the generalized asymmetric Laplace (GAL) distribution also known as Variance gamma using simplex direct search algorithms is investigated. In this paper, we use numerical direct search techniques for maximizing the log-likelihood to obtain ML estimators instead of using the traditional EM algorithm. The density function of the GAL is only continuous but not differentiable with respect to the parameters and the appearance of the Bessel function in the density make it difficult to obtain the asymptotic covariance matrix for the entire GAL family. Using M-estimation theory, the properties of the ML estimators are investigated in this paper. The ML estimators are shown to be consistent for the GAL family and their asymptotic normality can only be guaranteed for the asymmetric Laplace (AL) family. The asymptotic covariance matrix is obtained for the AL family and it completes the results obtained previously in the literature. For the general GAL model, alternative methods of inferences based on quadratic distances (QD) are proposed. The QD methods appear to be overall more efficient than likelihood methods infinite samples using sample sizes n ≤5000 and the range of parameters often encountered for financial data. The proposed methods only require that the moment generating function of the parametric model exists and has a closed form expression and can be used for other models.展开更多
Accurate classification and prediction of future traffic conditions are essential for developing effective strategies for congestion mitigation on the highway systems. Speed distribution is one of the traffic stream p...Accurate classification and prediction of future traffic conditions are essential for developing effective strategies for congestion mitigation on the highway systems. Speed distribution is one of the traffic stream parameters, which has been used to quantify the traffic conditions. Previous studies have shown that multi-modal probability distribution of speeds gives excellent results when simultaneously evaluating congested and free-flow traffic conditions. However, most of these previous analytical studies do not incorporate the influencing factors in characterizing these conditions. This study evaluates the impact of traffic occupancy on the multi-state speed distribution using the Bayesian Dirichlet Process Mixtures of Generalized Linear Models (DPM-GLM). Further, the study estimates the speed cut-point values of traffic states, which separate them into homogeneous groups using Bayesian change-point detection (BCD) technique. The study used 2015 archived one-year traffic data collected on Florida’s Interstate 295 freeway corridor. Information criteria results revealed three traffic states, which were identified as free-flow, transitional flow condition (congestion onset/offset), and the congested condition. The findings of the DPM-GLM indicated that in all estimated states, the traffic speed decreases when traffic occupancy increases. Comparison of the influence of traffic occupancy between traffic states showed that traffic occupancy has more impact on the free-flow and the congested state than on the transitional flow condition. With respect to estimating the threshold speed value, the results of the BCD model revealed promising findings in characterizing levels of traffic congestion.展开更多
This paper deals with the Bayesian estimation of Shannon entropy for the generalized inverse exponential distribution.Assuming that the observed samples are taken from the upper record ranked set sampling(URRSS)and up...This paper deals with the Bayesian estimation of Shannon entropy for the generalized inverse exponential distribution.Assuming that the observed samples are taken from the upper record ranked set sampling(URRSS)and upper record values(URV)schemes.Formulas of Bayesian estimators are derived depending on a gamma prior distribution considering the squared error,linear exponential and precautionary loss functions,in addition,we obtain Bayesian credible intervals.The random-walk Metropolis-Hastings algorithm is handled to generate Markov chain Monte Carlo samples from the posterior distribution.Then,the behavior of the estimates is examined at various record values.The output of the study shows that the entropy Bayesian estimates under URRSS are more convenient than the other estimates under URV in the majority of the situations.Also,the entropy Bayesian estimates perform well as the number of records increases.The obtained results validate the usefulness and efficiency of the URV method.Real data is analyzed for more clarifying purposes which validate the theoretical results.展开更多
Survival of HIV/AIDS patients is crucially dependent on comprehensive and targeted medical interventions such as supply of antiretroviral therapy and monitoring disease progression with CD4 T-cell counts. Statistical ...Survival of HIV/AIDS patients is crucially dependent on comprehensive and targeted medical interventions such as supply of antiretroviral therapy and monitoring disease progression with CD4 T-cell counts. Statistical modelling approaches are helpful towards this goal. This study aims at developing Bayesian joint models with assumed generalized error distribution (GED) for the longitudinal CD4 data and two accelerated failure time distributions, Lognormal and loglogistic, for the survival time of HIV/AIDS patients. Data are obtained from patients under antiretroviral therapy follow-up at Shashemene referral hospital during January 2006-January 2012 and at Bale Robe general hospital during January 2008-March 2015. The Bayesian joint models are defined through latent variables and association parameters and with specified non-informative prior distributions for the model parameters. Simulations are conducted using Gibbs sampler algorithm implemented in the WinBUGS software. The results of the analyses of the two different data sets show that distributions of measurement errors of the longitudinal CD4 variable follow the generalized error distribution with fatter tails than the normal distribution. The Bayesian joint GED loglogistic models fit better to the data sets compared to the lognormal cases. Findings reveal that patients’ health can be improved over time. Compared to the males, female patients gain more CD4 counts. Survival time of a patient is negatively affected by TB infection. Moreover, increase in number of opportunistic infection implies decline of CD4 counts. Patients’ age negatively affects the disease marker with no effects on survival time. Improving weight may improve survival time of patients. Bayesian joint models with GED and AFT distributions are found to be useful in modelling the longitudinal and survival processes. Thus we recommend the generalized error distributions for measurement errors of the longitudinal data under the Bayesian joint modelling. Further studies may investigate the models with various types of shared random effects and more covariates with predictions.展开更多
Background: The Chapman-Richards distribution is developed as a special case of the equilibrium solution to the McKendrick-Von Foerster equation. The Chapman-Richards distribution incorporates the vital rate assumptio...Background: The Chapman-Richards distribution is developed as a special case of the equilibrium solution to the McKendrick-Von Foerster equation. The Chapman-Richards distribution incorporates the vital rate assumptions of the Chapman-Richards growth function, constant mortality and recruitment into the mathematical form of the distribution. Therefore, unlike 'assumed' distribution models, it is intrinsically linked with the underlying vital rates for the forest area under consideration. Methods: It is shown that the Chapman-Richards distribution can be recast as a subset of the generalized beta distribution of the first kind, a rich family of assumed probability distribution models with known properties. These known properties for the generalized beta are then immediately available for the Chapman-Richards distribution, such as the form of the compatible basal area-size distribution. A simple two-stage procedure is proposed for the estimation of the model parameters and simulation experiments are conducted to validate the procedure for four different possible distribution shapes. Results: The simulations explore the efficacy of the two-stage estimation procedure;these cover the estimation of the growth equation and mortality-recruitment derives from the equilibrium assumption. The parameter estimates are shown to depend on both the sample size and the amount of noise imparted to the synthetic measurements. The results vary somewhat by distribution shape, with the smaller, noisier samples providing less reliable estimates of the vital rates and final distribution forms. Conclusions: The Chapman-Richards distribution in its original form, or recast as a generalized beta form, presents a potentially useful model integrating vital rates and stand diameters into a flexible family of resultant distributions shapes. The data requirements are modest, and parameter estimation is straightforward provided the minimal recommended sample sizes are obtained.展开更多
In this article, the higher order asymptotic expansions of cumulative distribution function and probability density function of extremes for generalized Maxwell distribution are established under nonlinear normalizati...In this article, the higher order asymptotic expansions of cumulative distribution function and probability density function of extremes for generalized Maxwell distribution are established under nonlinear normalization. As corollaries, the convergence rates of the distribu- tion and density of maximum are obtained under nonlinear normalization.展开更多
In probability theory, the mixture distribution M has a density function for the collection of random variables and weighted by w<sub>i</sub> ≥ 0 and . These mixed distributions are used in various discip...In probability theory, the mixture distribution M has a density function for the collection of random variables and weighted by w<sub>i</sub> ≥ 0 and . These mixed distributions are used in various disciplines and aim to enrich the collection distribution to more parameters. A more general mixture is derived by Kadri and Halat, by proving the existence of such mixture by w<sub>i</sub> ∈ R, and maintaining . Kadri and Halat provided many examples and applications for such new mixed distributions. In this paper, we introduce a new mixed distribution of the Generalized Erlang distribution, which is derived from the Hypoexponential distribution. We characterize this new distribution by deriving simply closed expressions for the related functions of the probability density function, cumulative distribution function, moment generating function, reliability function, hazard function, and moments.展开更多
Normally the mass of a root has a uniform distribution but some have different uniform distributions named Generalized Uniform Distribution (GUD). The characterization result based on expectation of function of random...Normally the mass of a root has a uniform distribution but some have different uniform distributions named Generalized Uniform Distribution (GUD). The characterization result based on expectation of function of random variable has been obtained for generalized uniform distribution. Applications are given for illustrative purpose including a special case of uniform distribution.展开更多
The generalized order statistics which introduced by [1] are studied in the present paper. The Gompertz distribution is widely used to describe the distribution of adult deaths, and some related models used in the eco...The generalized order statistics which introduced by [1] are studied in the present paper. The Gompertz distribution is widely used to describe the distribution of adult deaths, and some related models used in the economic applications [2]. Previous works concentrated on formulating approximate relationships to characterize it [3-5]. The main aim of this paper is to obtain the distribution of single, two, and all generalized order statistics from Gompertz distribution with some special cases. In addition the conditional distribution of two generalized order statistics from the same distribution is obtained. The Gompertz distribution has a continuous probability density function with location parameter a and shape parameter b, , where x restricted by the interval . The nth moment generated function of the Gompertz distributed random variable X is given on the form: where, is the generalized integro-exponential function [6]. In this paper we shall obtain joint distribution, distribution of product of two generalized order statistics from the Gompertz distribution, and then derive some useful formulas of these distributions as special cases.展开更多
基金funded by Researchers Supporting Project number(RSPD2025R969),King Saud University,Riyadh,Saudi Arabia.
文摘In this present work,we propose the expected Bayesian and hierarchical Bayesian approaches to estimate the shape parameter and hazard rate under a generalized progressive hybrid censoring scheme for the Kumaraswamy distribution.These estimates have been obtained using gamma priors based on various loss functions such as squared error,entropy,weighted balance,and minimum expected loss functions.An investigation is carried out using Monte Carlo simulation to evaluate the effectiveness of the suggested estimators.The simulation provides a quantitative assessment of the estimates accuracy and efficiency under various conditions by comparing them in terms of mean squared error.Additionally,the monthly water capacity of the Shasta reservoir is examined to offer real-world examples of how the suggested estimations may be used and performed.
文摘This paper introduces an optimized planning approach for integrating photovoltaic as distributed generation (PV-DG) into the radial distribution power systems, utilizing exhaustive load flow (ELF), loss sensitivity factor (LSF), genetic algorithms (GA) methods, and numerical method based on LSF. The methodology aims to determine the optimal allocation and sizing of multiple PV-DG to minimize power loss through time series power flow analysis. An approach utilizing continuous sensitivity analysis is developed and inherently leverages power flow and loss equations to compute LSF of all buses in the system towards employing a dynamic PV-DG model for more accurate results. The algorithm uses a numerical grid search method to optimize PV-DG placement in a power distribution system, focusing on minimizing system losses. It combines iterative analysis, sensitivity assessment, and comprehensive visualization to identify and present the optimal PV-DG configurations. The present-ed algorithms are verified through co-simulation framework combining MATLAB and OpenDSS to carry out analysis for 12-bus radial distribution test system. The proposed numerical method is compared with other algorithms, such as ELF, LSF methods, and Genetic Algorithms (GA). Results show that the proposed numerical method performs well in comparison with LSF and ELF solutions.
基金supported by the National Natural Science Foundation of China(70471057)
文摘The estimation of generalized exponential distribution based on progressive censoring with binomial removals is presented, where the number of units removed at each failure time follows a binomial distribution. Maximum likelihood estimators of the parameters and their confidence intervals are derived. The expected time required to complete the life test under this censoring scheme is investigated. Finally, the numerical examples are given to illustrate some theoretical results by means of Monte-Carlo simulation.
文摘Spectrum distribution of the second order generalized distributed parameter system was discussed via the functional analysis and operator theory in Hilbert space. The solutions of the problem and the constructive expression of the solutions are given by the generalized inverse one of bounded linear operator. This is theoretically important for studying the stabilization and asymptotic stability of the second order generalized distributed parameter system.
文摘The relation between generalized operators and operator-valued distributions is discussed so that these two viewpoints can be used alternatively to explain quantum fields.
文摘How to choose an optimal threshold is a key problem in the generalized Pareto distribution （GPD） model. This paper attains the exact threshold by testing for GPD,and shows that GPD model allows the actuary to easily estimate high quantiles and the probable maximum loss from the medical insurance claims data.
文摘In this paper, we introduce a new extension of the power Lindley distribution, called the exponentiated generalized power Lindley distribution. Several mathematical properties of the new model such as the shapes of the density and hazard rate functions, the quantile function, moments, mean deviations, Bonferroni and Lorenz curves and order statistics are derived. Moreover, we discuss the parameter estimation of the new distribution using the maximum likelihood and diagonally weighted least squares methods. A simulation study is performed to evaluate the estimators. We use two real data sets to illustrate the applicability of the new model. Empirical findings show that the proposed model provides better fits than some other well-known extensions of Lindley distributions.
文摘This article considers the problem in obtaining the maximum likelihood prediction (point and interval) and Bayesian prediction (point and interval) for a future observation from mixture of two Rayleigh (MTR) distributions based on generalized order statistics (GOS). We consider one-sample and two-sample prediction schemes using the Markov chain Monte Carlo (MCMC) algorithm. The conjugate prior is used to carry out the Bayesian analysis. The results are specialized to upper record values. Numerical example is presented in the methods proposed in this paper.
基金The project supported by National Natural Science Foundation of China under Grant No. 40390150 and the International Collaboration Research Team Program of the Chinese Academy of Sciences
文摘Non-Maxwellian particle distribution functions possessing high energy tail and shoulder in the profile of distribution function considerably change the damping characteristics of the waves. In the present paper Landau damping of electron plasma （Langmuir） waves and ion-acoustic waves in a hot, isotropic, unmagnetized plasma is studied with the generalized （r, q） distribution function. The results show that for the Langmuir oscillations Landau damping becomes severe as the spectral index r or q reduces. However, for the ion-acoustic waves Landau damping is more sensitive to the ion temperature than the spectral indices.
文摘We consider a problem from stock market modeling, precisely, choice of adequate distribution of modeling extremal behavior of stock market data. Generalized extreme value (GEV) distribution and generalized Pareto (GP) distribution are the classical distributions for this problem. However, from 2004, [1] and many other researchers have been empirically showing that generalized logistic (GL) distribution is a better model than GEV and GP distributions in modeling extreme movement of stock market data. In this paper, we show that these results are not accidental. We prove the theoretical importance of GL distribution in extreme value modeling. For proving this, we introduce a general multivariate limit theorem and deduce some important multivariate theorems in probability as special cases. By using the theorem, we derive a limit theorem in extreme value theory, where GL distribution plays central role instead of GEV distribution. The proof of this result is parallel to the proof of classical extremal types theorem, in the sense that, it possess important characteristic in classical extreme value theory, for e.g. distributional property, stability, convergence and multivariate extension etc.
文摘The generalized Pareto distribution model is a kind of hydrocarbon pool size probability statistical method for resource assessment. By introducing the time variable, resource conversion rate and the geological variable, resource density, such model can describe not only different types of basins, but also any exploration samples at different phases of exploration, up to the parent population. It is a dynamic distribution model with profound geological significance and wide applicability. Its basic principle and the process of resource assessment are described in this paper. The petroleum accumulation system is an appropriate assessment unit for such method. The hydrocarbon resource structure of the Huanghua Depression in Bohai Bay Basin was predicted by using this model. The prediction results accord with the knowledge of exploration in the Huanghua Depression, and point out the remaining resources potential and structure of different petroleum accumulation systems, which are of great significance for guiding future exploration in the Huanghua Depression.
文摘Maximum likelihood (ML) estimation for the generalized asymmetric Laplace (GAL) distribution also known as Variance gamma using simplex direct search algorithms is investigated. In this paper, we use numerical direct search techniques for maximizing the log-likelihood to obtain ML estimators instead of using the traditional EM algorithm. The density function of the GAL is only continuous but not differentiable with respect to the parameters and the appearance of the Bessel function in the density make it difficult to obtain the asymptotic covariance matrix for the entire GAL family. Using M-estimation theory, the properties of the ML estimators are investigated in this paper. The ML estimators are shown to be consistent for the GAL family and their asymptotic normality can only be guaranteed for the asymmetric Laplace (AL) family. The asymptotic covariance matrix is obtained for the AL family and it completes the results obtained previously in the literature. For the general GAL model, alternative methods of inferences based on quadratic distances (QD) are proposed. The QD methods appear to be overall more efficient than likelihood methods infinite samples using sample sizes n ≤5000 and the range of parameters often encountered for financial data. The proposed methods only require that the moment generating function of the parametric model exists and has a closed form expression and can be used for other models.
文摘Accurate classification and prediction of future traffic conditions are essential for developing effective strategies for congestion mitigation on the highway systems. Speed distribution is one of the traffic stream parameters, which has been used to quantify the traffic conditions. Previous studies have shown that multi-modal probability distribution of speeds gives excellent results when simultaneously evaluating congested and free-flow traffic conditions. However, most of these previous analytical studies do not incorporate the influencing factors in characterizing these conditions. This study evaluates the impact of traffic occupancy on the multi-state speed distribution using the Bayesian Dirichlet Process Mixtures of Generalized Linear Models (DPM-GLM). Further, the study estimates the speed cut-point values of traffic states, which separate them into homogeneous groups using Bayesian change-point detection (BCD) technique. The study used 2015 archived one-year traffic data collected on Florida’s Interstate 295 freeway corridor. Information criteria results revealed three traffic states, which were identified as free-flow, transitional flow condition (congestion onset/offset), and the congested condition. The findings of the DPM-GLM indicated that in all estimated states, the traffic speed decreases when traffic occupancy increases. Comparison of the influence of traffic occupancy between traffic states showed that traffic occupancy has more impact on the free-flow and the congested state than on the transitional flow condition. With respect to estimating the threshold speed value, the results of the BCD model revealed promising findings in characterizing levels of traffic congestion.
基金A.R.A.Alanzi would like to thank the Deanship of Scientific Research at Majmaah University for financial support and encouragement.
文摘This paper deals with the Bayesian estimation of Shannon entropy for the generalized inverse exponential distribution.Assuming that the observed samples are taken from the upper record ranked set sampling(URRSS)and upper record values(URV)schemes.Formulas of Bayesian estimators are derived depending on a gamma prior distribution considering the squared error,linear exponential and precautionary loss functions,in addition,we obtain Bayesian credible intervals.The random-walk Metropolis-Hastings algorithm is handled to generate Markov chain Monte Carlo samples from the posterior distribution.Then,the behavior of the estimates is examined at various record values.The output of the study shows that the entropy Bayesian estimates under URRSS are more convenient than the other estimates under URV in the majority of the situations.Also,the entropy Bayesian estimates perform well as the number of records increases.The obtained results validate the usefulness and efficiency of the URV method.Real data is analyzed for more clarifying purposes which validate the theoretical results.
文摘Survival of HIV/AIDS patients is crucially dependent on comprehensive and targeted medical interventions such as supply of antiretroviral therapy and monitoring disease progression with CD4 T-cell counts. Statistical modelling approaches are helpful towards this goal. This study aims at developing Bayesian joint models with assumed generalized error distribution (GED) for the longitudinal CD4 data and two accelerated failure time distributions, Lognormal and loglogistic, for the survival time of HIV/AIDS patients. Data are obtained from patients under antiretroviral therapy follow-up at Shashemene referral hospital during January 2006-January 2012 and at Bale Robe general hospital during January 2008-March 2015. The Bayesian joint models are defined through latent variables and association parameters and with specified non-informative prior distributions for the model parameters. Simulations are conducted using Gibbs sampler algorithm implemented in the WinBUGS software. The results of the analyses of the two different data sets show that distributions of measurement errors of the longitudinal CD4 variable follow the generalized error distribution with fatter tails than the normal distribution. The Bayesian joint GED loglogistic models fit better to the data sets compared to the lognormal cases. Findings reveal that patients’ health can be improved over time. Compared to the males, female patients gain more CD4 counts. Survival time of a patient is negatively affected by TB infection. Moreover, increase in number of opportunistic infection implies decline of CD4 counts. Patients’ age negatively affects the disease marker with no effects on survival time. Improving weight may improve survival time of patients. Bayesian joint models with GED and AFT distributions are found to be useful in modelling the longitudinal and survival processes. Thus we recommend the generalized error distributions for measurement errors of the longitudinal data under the Bayesian joint modelling. Further studies may investigate the models with various types of shared random effects and more covariates with predictions.
基金partially supported by the USDA National Institute of Food and Agriculture,Mc Intire Stennis Project OKL0 3063the Division of Agricultural Sciences and Natural Resources at Oklahoma State Universityprovided by the USDA Forest Service,Research Joint Venture 17-JV-11242306045,Old-Growth Forest Dynamics and Structure,to Mark Ducey
文摘Background: The Chapman-Richards distribution is developed as a special case of the equilibrium solution to the McKendrick-Von Foerster equation. The Chapman-Richards distribution incorporates the vital rate assumptions of the Chapman-Richards growth function, constant mortality and recruitment into the mathematical form of the distribution. Therefore, unlike 'assumed' distribution models, it is intrinsically linked with the underlying vital rates for the forest area under consideration. Methods: It is shown that the Chapman-Richards distribution can be recast as a subset of the generalized beta distribution of the first kind, a rich family of assumed probability distribution models with known properties. These known properties for the generalized beta are then immediately available for the Chapman-Richards distribution, such as the form of the compatible basal area-size distribution. A simple two-stage procedure is proposed for the estimation of the model parameters and simulation experiments are conducted to validate the procedure for four different possible distribution shapes. Results: The simulations explore the efficacy of the two-stage estimation procedure;these cover the estimation of the growth equation and mortality-recruitment derives from the equilibrium assumption. The parameter estimates are shown to depend on both the sample size and the amount of noise imparted to the synthetic measurements. The results vary somewhat by distribution shape, with the smaller, noisier samples providing less reliable estimates of the vital rates and final distribution forms. Conclusions: The Chapman-Richards distribution in its original form, or recast as a generalized beta form, presents a potentially useful model integrating vital rates and stand diameters into a flexible family of resultant distributions shapes. The data requirements are modest, and parameter estimation is straightforward provided the minimal recommended sample sizes are obtained.
基金Supported by the Natural Science Foundation of China(61673015,61273020)the Fundamental Research Funds for the Central Universities(XDJK2015A007,SWU1809002)+3 种基金the Science Computing and Intelligent Information Processing of Guangxi Higher Education Key Laboratory(GXSCIIP201702)the Science and Technology Plan Project of Guizhou Province(LH[2015]7053,LH[2015]7055)Science and Technology Foundation of Guizhou Province(Qian Ke He Ji Chu[2016]1161)Guizhou Province Natural Science Foundation in China(Qian Jiao He KY[2016]255)
文摘In this article, the higher order asymptotic expansions of cumulative distribution function and probability density function of extremes for generalized Maxwell distribution are established under nonlinear normalization. As corollaries, the convergence rates of the distribu- tion and density of maximum are obtained under nonlinear normalization.
文摘In probability theory, the mixture distribution M has a density function for the collection of random variables and weighted by w<sub>i</sub> ≥ 0 and . These mixed distributions are used in various disciplines and aim to enrich the collection distribution to more parameters. A more general mixture is derived by Kadri and Halat, by proving the existence of such mixture by w<sub>i</sub> ∈ R, and maintaining . Kadri and Halat provided many examples and applications for such new mixed distributions. In this paper, we introduce a new mixed distribution of the Generalized Erlang distribution, which is derived from the Hypoexponential distribution. We characterize this new distribution by deriving simply closed expressions for the related functions of the probability density function, cumulative distribution function, moment generating function, reliability function, hazard function, and moments.
文摘Normally the mass of a root has a uniform distribution but some have different uniform distributions named Generalized Uniform Distribution (GUD). The characterization result based on expectation of function of random variable has been obtained for generalized uniform distribution. Applications are given for illustrative purpose including a special case of uniform distribution.
文摘The generalized order statistics which introduced by [1] are studied in the present paper. The Gompertz distribution is widely used to describe the distribution of adult deaths, and some related models used in the economic applications [2]. Previous works concentrated on formulating approximate relationships to characterize it [3-5]. The main aim of this paper is to obtain the distribution of single, two, and all generalized order statistics from Gompertz distribution with some special cases. In addition the conditional distribution of two generalized order statistics from the same distribution is obtained. The Gompertz distribution has a continuous probability density function with location parameter a and shape parameter b, , where x restricted by the interval . The nth moment generated function of the Gompertz distributed random variable X is given on the form: where, is the generalized integro-exponential function [6]. In this paper we shall obtain joint distribution, distribution of product of two generalized order statistics from the Gompertz distribution, and then derive some useful formulas of these distributions as special cases.
