Using Pearson’s System of Curves to Approximate the Distributions of the Difference between Two Correlated Estimates of Signal-to-Noise Ratios: The Cases of Bivariate Normal and Bivariate Lognormal Distributions

Background: The signal-to-noise ratio (SNR) is recognized as an index of measurements reproducibility. We derive the maximum likelihood estimators of SNR and discuss confidence interval construction on the difference between two correlated SNRs when the readings are from bivariate normal and bivariate lognormal distribution. We use the Pearsons system of curves to approximate the difference between the two estimates and use the bootstrap methods to validate the approximate distributions of the statistic of interest. Methods: The paper uses the delta method to find the first four central moments, and hence the skewness and kurtosis which are important in the determination of the parameters of the Pearsons distribution. Results: The approach is illustrated in two examples;one from veterinary microbiology and food safety data and the other on data from clinical medicine. We derived the four central moments of the target statistics, together with the bootstrap method to evaluate the parameters of Pearsons distribution. The fitted Pearsons curves of Types I and II were recommended based on the available data. The R-codes are also provided to be readily used by the readers.

A new car-following model yielding log-normal type headways distributions

Modeling time headways between vehicles has attracted increasing interest in the traffic flow research field recently, because the corresponding statistics help to reveal the intrinsic interactions governing the vehicle dynamics. However, most previous micro-simulation models cannot yield the observed log-normal distributed headways. This paper designs a new car-following model inspired by the Galton board to reproduce the observed time-headway distributions as well as the complex traffic phenomena. The consistency between the empirical data and the simulation results indicates that this new car-following model provides a reasonable description of the car-following behaviours.

An Extended Bivariate T-Distribution Type Symmetry Model for Square Contingency Tables

The purpose of this paper is to propose a new model of asymmetry for square contingency tables with ordered categories. The new model may be appropriate for a square contingency table if it is reasonable to assume an underlying bivariate t-distribution with different marginal variances having any degrees of freedom. As the degrees of freedom becomes larger, the proposed model approaches the extended linear diagonals-parameter symmetry model, which may be appropriate for a square table if it is reasonable to assume an underlying bivariate normal distribution. The simulation study based on bivariate t-distribution is given. An example is given.

The Cox-Aalen Models as Framework for Construction of Bivariate Probability Distributions, Universal Representation

Starting with the Aalen （1989） version of Cox （1972） ＇regression model＇ we show the method for construction of ＂any＂ joint survival function given marginal survival functions. Basically, however, we restrict ourselves to model positive stochastic dependences only with the general assumption that the underlying two marginal random variables are centered on the set of nonnegative real values. With only these assumptions we obtain nice general characterization of bivariate probability distributions that may play similar role as the copula methodology. Examples of reliability and biomedical applications are given.

STATISTICAL INFERENCE FOR A BIVARIATE EXPONENTIAL DISTRIBUTION BASED ON GROUPED DATA

Consider the bivariate exponential distribution due to Marshall and Olkin[2], whose survival function is F(x, g) = exp[-λ1x-λ2y-λ12 max(x, y)] (x 0,y 0)with unknown Parameters λ1 > 0, λ2 > 0 and λ12 0.Based on grouped data, a newestimator for λ1, λ2 and λ12 is derived and its asymptotic properties are discussed.Besides, some test procedures of equal marginals and independence are given. Asimulation result is given, too.

Bivariate Zero-Inflated Power Series Distribution

Many researchers have discussed zero-inflated univariate distributions. These univariate models are not suitable, for modeling events that involve different types of counts or defects. To model several types of defects, multivariate Poisson model is one of the appropriate model. This can further be modified to incorporate inflation at zero and we can have multivariate zero-inflated Poisson distribution. In the present article, we introduce a new Bivariate Zero Inflated Power Series Distribution and discuss inference related to the parameters involved in the model. We also discuss the inference related to Bivariate Zero Inflated Poisson Distribution. The model has been applied to a real life data. Extension to k-variate zero inflated power series distribution is also discussed.

The Bivariate Transmuted Family of Distributions:Theory and Applications

The bivariate distributions are useful in simultaneous modeling of two random variables.These distributions provide a way to model models.The bivariate families of distributions are not much widely explored and in this article a new family of bivariate distributions is proposed.The new family will extend the univariate transmuted family of distributions and will be helpful in modeling complex joint phenomenon.Statistical properties of the new family of distributions are explored which include marginal and conditional distributions,conditional moments,product and ratio moments,bivariate reliability and bivariate hazard rate functions.The maximum likelihood estimation(MLE)for parameters of the family is also carried out.The proposed bivariate family of distributions is studied for the Weibull baseline distributions giving rise to bivariate transmuted Weibull(BTW)distribution.The new bivariate transmuted Weibull distribution is explored in detail.Statistical properties of the new BTW distribution are studied which include the marginal and conditional distributions,product,ratio and conditional momenst.The hazard rate function of the BTW distribution is obtained.Parameter estimation of the BTW distribution is also done.Finally,real data application of the BTW distribution is given.It is observed that the proposed BTW distribution is a suitable fit for the data used.

Generalized Wigner Operator and Bivariate Normal Distribution in p-q Phase Space

We introduce a kind of generalized Wigner operator,whose normally ordered form can lead to the bivariatenormal distribution in p-q phase space.While this bivariate normal distribution corresponds to the pure vacuum state inthe generalized Wigner function phase space,it corresponds to a mixed state in the usual Wigner function phase space.

Bivariate Beta–Inverse Weibull Distribution:Theory and Applications

Probability distributions have been in use for modeling of random phenomenon in various areas of life.Generalization of probability distributions has been the area of interest of several authors in the recent years.Several situations arise where joint modeling of two random phenomenon is required.In such cases the bivariate distributions are needed.Development of the bivariate distributions necessitates certain conditions,in a field where few work has been performed.This paper deals with a bivariate beta-inverse Weibull distribution.The marginal and conditional distributions from the proposed distribution have been obtained.Expansions for the joint and conditional density functions for the proposed distribution have been obtained.The properties,including product,marginal and conditional moments,joint moment generating function and joint hazard rate function of the proposed bivariate distribution have been studied.Numerical study for the dependence function has been implemented to see the effect of various parameters on the dependence of variables.Estimation of the parameters of the proposed bivariate distribution has been done by using the maximum likelihood method of estimation.Simulation and real data application of the distribution are presented.

Coordinate-Momentum Intermediate Representation and Marginal Distributions of Quantum Mechanical Bivariate Normal Distribution

We introduce bivariate normal distribution operator for state vector [ψ） and find that its marginal distribution leads to one-dimensional normal distribution corresponding to the measurement probability ｜λ,v〈x｜.ψ〉｜^2, where ｜x〉λ,v is the coordinate-momentum intermediate representation. As a by-product, the one-dimensional normal distribution in statistics can be explained as a Radon transform of two-dimensional Gaussian function.

Linear Maximum Likelihood Regression Analysis for Untransformed Log-Normally Distributed Data

Medical research data are often skewed and heteroscedastic. It has therefore become practice to log-transform data in regression analysis, in order to stabilize the variance. Regression analysis on log-transformed data estimates the relative effect, whereas it is often the absolute effect of a predictor that is of interest. We propose a maximum likelihood (ML)-based approach to estimate a linear regression model on log-normal, heteroscedastic data. The new method was evaluated with a large simulation study. Log-normal observations were generated according to the simulation models and parameters were estimated using the new ML method, ordinary least-squares regression (LS) and weighed least-squares regression (WLS). All three methods produced unbiased estimates of parameters and expected response, and ML and WLS yielded smaller standard errors than LS. The approximate normality of the Wald statistic, used for tests of the ML estimates, in most situations produced correct type I error risk. Only ML and WLS produced correct confidence intervals for the estimated expected value. ML had the highest power for tests regarding β1.

Suppression of Log-Normal Distributed Weather Clutter Observed by an S-Band Radar

We have observed weather clutter containing targets (ships) using an S-band radar with a frequency 3.05 GHz, a beam width 1.8°, and a pulsewidth 0.5 μs. To investigate the weather clutter amplitude statistics, we introduce the Akaike Information Criterion (AIC). We have found that the weather clutter amplitudes obey the log-normal, Weibull, and log-Weibull distributions with the shape parameters of 0.308 to 0.470, 4.42 to 4.51, and 15.91 to 16.44, respectively, for small data within the beam width of an antenna. We have proposed the log-normal/CFAR circuit modified a Cell-Averaging (CA) LOG/CFAR circuit. It is found that weather clutter is suppressed with improvement of 51.58 dB by log-normal/CFAR. As a result, we have showed that weather clutter observed by S-band radar does not obey the Rayleigh distribution and our log-normal/CFAR circuit has an effect on suppression of clutter and detection of target, while conventional LOG/CFAR circuit does not. In addition, if our circuit can be realized, we will have an advantage economically.

Inference for dependence competing risks from bivariate exponential model under generalized progressive hybrid censoring with partially observed failure causes

Inference are considered for the dependence competing risks model by using the Marshal-Olkin bivariate exponential distribution. Under generalized progressively hybrid censoring with partially observed failure causes, the maximum likelihood estimators are established, and the approximate confidence intervals are also constructed via the observed Fisher information matrix.Moreover, Bayes estimates and highest probability density credible intervals are presented and the importance sampling technique is used to compute corresponding results. Finally, the numerical analysis is proposed for illustration.

Interval Estimation for the Stress-Strength Reliability with Bivariate Normal Variables

We propose a procedure to obtain accurate confidence intervals for the stress-strength reliability R = P (X > Y) when (X, Y) is a bivariate normal distribution with unknown means and covariance matrix. Our method is more accurate than standard methods as it possesses a third-order distributional accuracy. Simulations studies are provided to show the performance of the proposed method relative to existing ones in terms of coverage probability and average length. An empirical example is given to illustrate its usefulness in practice.

Modelling joint distribution of tree diameter and height using Frank and Plackett copulas

Bivariate distribution models are veritable tools for improving forest stand volume estimations.Their accuracy depends on the method of construction.To-date,most bivariate distributions in forestry have been constructed either with normal or Plackett copulas.In this study,the accuracy of the Frank copula for constructing bivariate distributions was assessed.The effectiveness of Frank and Plackett copulas were evaluated on seven distribution models using data from temperate and tropical forests.The bivariate distributions include:Burr III,Burr XII,Logit-Logistic,Log-Logistic,generalized Weibull,Weibull and Kumaraswamy.Maximum likelihood was used to fit the models to the joint distribution of diameter and height data of Pinus pinaster(184 plots),Pinus radiata(96 plots),Eucalyptus camaldulensis(85 plots)and Gmelina arborea(60 plots).Models were evaluated based on negative log-likelihood(-ΛΛ).The result show that Frank-based models were more suitable in describing the joint distribution of diameter and height than most of their Plackett-based counterparts.The bivariate Burr III distributions had the overall best performance.The Frank copula is therefore recommended for the construction of more useful bivariate distributions in forestry.

Runs and Patterns in a Sequence of Markov Dependent Bivariate Trials

In this paper we consider a sequence of Markov dependent bivariate trials whose each component results in an outcome success (0) and failure (1) i.e. we have a sequence {(Xn/Yn), n>=0} of S={(0/0),(0/1),(1/0),(1/1)}-valued Markov dependent bivariate trials. By using the method of conditional probability generating functions (pgfs), we derive the pgf of joint distribution of (X0n,k10,X1n,k11;Y0n,k20,Y1n,k21) where for i=0,1,Xin,k1i denotes the number of occurrences of i-runs of length k1i in the first component and Yin,k2i denotes the number of occurrences of i-runs of length k2i in the second component of Markov dependent bivariate trials. Further we consider two patterns Λ1 and Λ2 of lengths k1 and k2 respectively and obtain the pgf of joint distribution of (Xn,Λ 1,Yn,Λ2 ) using method of conditional probability generating functions where Xn,Λ1(Yn,Λ2) denotes the number of occurrences of pattern Λ1(Λ2 ) of length k1 (k2) in the first (second) n components of bivariate trials. An algorithm is developed to evaluate the exact probability distributions of the vector random variables from their derived probability generating functions. Further some waiting time distributions are studied using the joint distribution of runs.

Precise Asymptotic Distribution of the Number of Isolated Nodes in Wireless Networks with Lognormal Shadowing

In this paper, we study the connectivity of multihop wireless networks under the log-normal shadowing model by investigating the precise distribution of the number of isolated nodes. Under such a realistic shadowing model, all previous known works on the distribution of the number of isolated nodes were obtained only based on simulation studies or by ignoring the important boundary effect to avoid the challenging technical analysis, and thus cannot be applied to any practical wireless networks. It is extremely challenging to take the complicated boundary effect into consideration under such a realistic model because the transmission area of each node is an irregular region other than a circular area. Assume that the wireless nodes are represented by a Poisson point process with densitynover a unit-area disk, and that the transmission power is properly chosen so that the expected node degree of the network equals lnn + ξ (n), where ξ (n) approaches to a constant ξ as n →?∞. Under such a shadowing model with the boundary effect taken into consideration, we proved that the total number of isolated nodes is asymptotically Poisson with mean e$ {-ξ}. The Brun’s sieve is utilized to derive the precise asymptotic distribution. Our results can be used as design guidelines for any practical multihop wireless network where both the shadowing and boundary effects must be taken into consideration.

Reliability of a Multicomponent Stress-strength Model Based on a Bivariate Kumaraswamy Distribution with Censored Data

In this paper,we consider a system which has k statistically independent and identically distributed strength components and each component is constructed by a pair of statistically dependent elements with doubly type-II censored scheme.These elements(X1,Y1),(X2,Y2),…,(Xk,Yk)follow a bivariate Kumaraswamy distribution and each element is exposed to a common random stress T which follows a Kumaraswamy distribution.The system is regarded as operating only if at least s out of k(1≤s≤k)strength variables exceed the random stress.The multicomponent reliability of the system is given by Rs,k=P(at least s of the(Z1,…,Zk)exceed T)where Zi=min(Xi,Yi),i=1,…,k.The Bayes estimates of Rs,k have been developed by using the Markov Chain Monte Carlo methods due to the lack of explicit forms.The uniformly minimum variance unbiased and exact Bayes estimates of Rs,k are obtained analytically when the common second shape parameter is known.The asymptotic confidence interval and the highest probability density credible interval are constructed for Rs,k.The reliability estimators are compared by using the estimated risks through Monte Carlo simulations.

Downlink BER performance analysis of distributed antenna systems over shadowed Rayleigh fading channels

Due to the complexity of the composite fading channel, a new simplified channel model is proposed to analyze the bit error ratio（BER） performance of the distributed antenna system （DAS）. First, instead of the gamma-log-normal distribution, the log-normal distribution is applied to describe the output signal to noise ratio（SNR） after maximal ratio combining （MRC） at the receiver. Then, assuming that the channel state information（CSI） is available to the transmitter, by employing the Gauss-Hermite integral, an approximate analytical expression of the BER is derived for the downlink of the DAS with antenna selective transmission and MRC. Finally, the results of a Monte Carlo simulation show that the analytical results match the simulation results. Therefore, it can be concluded that the proposed approximate channel model is effective and accurate, and the derived analytical expression can be used to evaluate the real system performance.