Search results for "Type distribution"
showing 6 items of 6 documents
A computational proposal for a robust estimation of the Pareto tail index: An application to emerging markets
2022
Abstract In this work, we backtest and compare, under the VaR risk measure, the fitting performances of three classes of density distributions (Gaussian, Stable and Pareto) with respect to three different types of emerging markets: Egypt, Qatar and Mexico. We also propose a new technique for the estimation of the Pareto tail index by means of the Threshold Accepting (TAVaR) and the Hybrid Particle Swarm Optimization algorithm (H-PSOVaR). Furthermore, we test the accuracy and robustness of our estimates demonstrating the effectiveness of the proposed approach.
A multivariate Gompertz-type distribution
2009
Multivariate extensions of the Gompertz distribution are plausible models for the study of several dependent populations with a Gompertz law of growth or multivariate survival data. In this paper we introduce a multivariate distribution with univariate marginal distributions of Gompertz-type form. The new distribution is expressed in closed form and shows symmetry in the component variables. We provide explicit expressions for the first moments which are functions of the Euler constant. Specifically we develop a trivariate Gompertz-type distribution and afterwards consider the multivariate case as an immediate extension of this. The problem of estimating the parameters of the new multivaria…
Méthodes géométriques et analytiques pour étudier l'application exponentielle, la sphère et le front d'onde en géométrie sous-riemannienne dans le ca…
1999
Consider a sub-riemannian geometry (U,D,g) where U is a neighborhood of 0 in R 3 , D is a Martinet type distribution identified to ker ω , ω being the 1-form: , q=(x,y,z) and g is a metric on D which can be taken in the normal form : , a=1+yF(q) , c=1+G(q) , . In a previous article we analyze the flat case : a=c=1 ; we describe the conjugate and cut loci , the sphere and the wave front . The objectif of this article is to provide a geometric and computational framework to analyze the general case. This frame is obtained by analysing three one parameter deformations of the flat case which clarify the role of the three parameters in the gradated normal form of order 0 where: , . More generall…
Global change in hepatitis C virus prevalence and cascade of care between 2015 and 2020
2022
Background Since the release of the first global hepatitis elimination targets in 2016, and until the COVID-19 pandemic started in early 2020, many countries and territories were making progress toward hepatitis C virus (HCV) elimination. This study aims to evaluate HCV burden in 2020, and forecast HCV burden by 2030 given current trends. Methods This analysis includes a literature review, Delphi process, and mathematical modelling to estimate HCV prevalence (viraemic infection, defined as HCV RNA-positive cases) and the cascade of care among people of all ages (age =0 years from birth) for the period between Jan 1, 2015, and Dec 31, 2030. Epidemiological data were collected from published …
Advanced Stochastic Petri Net Modeling with the Mercury Scripting Language
2017
Formal models are widely used in performance and dependability studies of computational systems. Graphical modeling tools allow users to compose such models with ease, but they complicate the creation of models with a dynamic/complex structure, the hierarchical arrangement of different models, and the automatic execution of models with different parameter configurations. To overcome this problem, we created a scripting language for the Mercury tool that supports the combination of different modeling approaches (e.g., Stochastic Petri Nets and Reliability Block Diagrams) in a single project. In this paper, we focus on the extensions developed to improve the capabilities of Generalized Stocha…
Prevalence of cervical human papillomavirus infection and types among women immigrated to Sicily, Italy.
2009
We determined the prevalence of human papillomavirus (HPV) cervical infection and HPV genotypes among 115 women immigrating to Sicily (Italy), with regard to abnormal cytology and socio-behavioral characteristics in a cross-sectional, observational study. Information was collected with the help of cultural mediators/translators. HPV-DNA was assayed by the INNOLiPA HPV assay and a nested PCR/sequencing method. Sixty (52.2%) women came from sub-Saharan Africa and 55 (47.8%) from Eastern Europe. HPV infection was found in 55 (47.8%) women. The most frequent types were the oncogenic types HPV-16 (7.8%), HPV-18 and 51 (6.0% each), HPV-52 (5.2%), 31, 53, and 68 (4.3% each). Twenty-seven (23.5%) w…