Search results for "exponential distribution"
showing 10 items of 21 documents
Unique sleep-stage transitions determined by obstructive sleep apnea severity, age and gender
2019
In obstructive sleep apnea, patients' sleep is fragmented leading to excessive daytime sleepiness and co-morbidities like arterial hypertension. However, traditional metrics are not always directly correlated with daytime sleepiness, and the association between traditional sleep quality metrics like sleep duration and arterial hypertension is still ambiguous. In a development cohort, we analysed hypnograms from mild (n = 213), moderate (n = 235) and severe (n = 277) obstructive sleep apnea patients as well as healthy controls (n = 105) from the European Sleep Apnea Database. We assessed sleep by the analysis of two-step transitions depending on obstructive sleep apnea severity and anthropom…
The Extinction of Generations in Generation-Dependent Bellman-Harris Branching Processes with Exponential Lifespan
1978
If V is the time when in a Bellman-Harris branching model the k-th generation disappears out of the population, and if all individuals have exponentially distributed lifespans, the asymptotic behavior of the tail of the distribution of the extinction time V , P(V > t), is obtained, even if the distributions of the lifespans and the offspring sizes vary generation-dependent. Furthermore the times of extinction of several successive generations can be specified for the generation- independent case of the Markov branching model in continuous time. If the initial number of individuals and the absolute time grow up appropriately linked, a Poisson limit theorem for generation sizes will be given.
A CLASS OF MULTIVARIATE TRANSFORMED-EXPONENTIAL DISTRIBUTIONS
2013
In finance it is commonly accepted that heavy-tailed distributions are appropriate for modelling financial asset return variables and part of the financial literature has recently focused on them. Much less attention has been dedicated to the construction of joint models of asset returns unable to describe an adequate dependence structure between all these variables. In this paper we propose a procedure for constructing multivariate distributions with given heterogeneous heavy-tailed marginal distributions as a possible (under certain conditions) alternative to the copula approach. The procedure bases on the marginal transformation method and, for given plausible specifications of the margi…
Inclusion ratio based estimator for the mean length of the boolean line segment model with an application to nanocrystalline cellulose
2014
A novel estimator for estimating the mean length of fibres is proposed for censored data observed in square shaped windows. Instead of observing the fibre lengths, we observe the ratio between the intensity estimates of minus-sampling and plus-sampling. It is well-known that both intensity estimators are biased. In the current work, we derive the ratio of these biases as a function of the mean length assuming a Boolean line segment model with exponentially distributed lengths and uniformly distributed directions. Having the observed ratio of the intensity estimators, the inverse of the derived function is suggested as a new estimator for the mean length. For this estimator, an approximation…
Fractional generalized cumulative entropy and its dynamic version
2021
Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with distributions satisfying the proportional reversed hazard model. We study the connection with fractional integrals, and some bounds and comparisons based on stochastic orderings, that allow to show that the proposed measure is actually a variability measure. The investigation also involves various notions of reliability theory, since the considered dynamic measure is a suitable extension of the mean inactivity time. We also introduce the empirical generalized fract…
On the fractional probabilistic Taylor's and mean value theorems
2016
In order to develop certain fractional probabilistic analogues of Taylor's theorem and mean value theorem, we introduce the nth-order fractional equilibrium distribution in terms of the Weyl fractional integral and investigate its main properties. Specifically, we show a characterization result by which the nth-order fractional equilibrium distribution is identical to the starting distribution if and only if it is exponential. The nth-order fractional equilibrium density is then used to prove a fractional probabilistic Taylor's theorem based on derivatives of Riemann-Liouville type. A fractional analogue of the probabilistic mean value theorem is thus developed for pairs of nonnegative rand…
A class of multivariate extreme value distributions with heterogeneous margins
2013
Many problems which involve applications of extreme value theory show an essential multivariate nature and recent development of the theory in this field deal with the construction of multivariate extreme value distributions. Owing to the nature of the problem under examination, extreme values to be analyzed jointly may have different limiting distributions, but it seems that explicit expressions of multivariate extreme value distributions with heterogeneous margins are not present in the literature. In this paper we consider the problem of constructing multivariate extreme value distributions with univariate marginal extreme value distributions not belonging or, more generally, not all bel…
Local Reinforcement Effect of a Strain Gauge Installation on Low Modulus Materials
2005
The reinforcement effect of electrical resistance strain gauges is well documented in the technical literature. In this paper the local reinforcement effect in tension is studied by using a simple theoretical model by considering a strain gauge mounted on a semi-infinite plate having the same width of the strain gauge and subjected to a uniaxial tension load. Neglecting the effect of the adhesive layer and considering the interface shear stress as an exponential distribution, the proposed model gives a closed-form solution. In detail, this model permits a simple formula to be obtained which allows the user to correct the local reinforcement effect provided that a proper calibration is perfo…
Comparing Performances of Turbo-roundabouts and Double-lane Roundabouts
2012
Starting from assumptions regarding the arrival process of circulating streams and according to models based on the gap-acceptance theory, the paper is aimed at comparing operational performances between basic turbo-roundabouts and double-lane roundabouts. The paper proposes applications of the Hagring model for entry capacity estimations at double-lane roundabouts and turbo-roundabouts, these latter, in particular, featured by movements with only one or two conflicting traffic streams. This model allows to use, in fact, a bunched exponential distribution to quantify the distribution of major vehicle headways; it also considers specific values different by each lane for behavioural paramete…
Centrality dependence of low-momentum direct-photon production inAu+Aucollisions atsNN=200 GeV
2015
The PHENIX experiment at RHIC has measured the centrality dependence of the direct photon yield from Au+Au collisions at sNN−−−√=200 GeV down to pT=0.4 GeV/c. Photons are detected via photon conversions to e+e− pairs and an improved technique is applied that minimizes the systematic uncertainties that usually limit direct photon measurements, in particular at low pT. We find an excess of direct photons above the Ncoll-scaled yield measured in p+p collisions. This excess yield is well described by an exponential distribution with an inverse slope of about 240MeV/c in the pT range 0.6–2.0 GeV/c. While the shape of the pT distribution is independent of centrality within the experimental uncert…