scholarly journals Generalizing Normality: Different Estimation Methods for Skewed Information

Symmetry ◽  
2021 ◽  
Vol 13 (6) ◽  
pp. 1067
Author(s):  
Diego Carvalho do Nascimento ◽  
Pedro Luiz Ramos ◽  
David Elal-Olivero ◽  
Milton Cortes-Araya ◽  
Francisco Louzada

Normality is the most commonly used mathematical supposition in data modeling. Nonetheless, even based on the law of large numbers (LLN), normality is a strong presumption, given that the presence of asymmetry and multi-modality in real-world problems is expected. Thus, a flexible modification in the normal distribution proposed by Elal-Olivero adds a skewness parameter called Alpha-skew-normal (ASN) distribution, which enables bimodality and fat-tail, if needed, although it is sometimes not trivial to estimate this third parameter (regardless of the location and scale). This work analyzed seven different statistical inferential methods towards the ASN distribution on synthetic data and historical data of water flux from 21 rivers (channels) in the Atacama region. Moreover, the contributions of this paper are related to the estimations of probability surrounding rivers’ flux levels in the surroundings of Copiapó city, which is the most economically important city of the third Chilean region and is known to be located in one of the driest areas on Earth (excluding the North and the South Poles). The results show the competitiveness of the MPS and RADE methods with respect to the MLE method, as well as their excellent performance.

2007 ◽  
Vol 29 (3) ◽  
pp. 415-426
Author(s):  
Pham Van Ninh ◽  
Phan Ngoc Vinh ◽  
Nguyen Manh Hung ◽  
Dinh Van Manh

Overall the evolution process of the Red River Delta based on the maps and historical data resulted in a fact that before the 20th century all the Nam Dinh coastline was attributed to accumulation. Then started the erosion process at Xuan Thuydistrict and from the period of 1935 - 1965 the most severe erosion was contributed in the stretch from Ha Lan to Hai Trieu, 1965 - 1990 in Hai Chinh - Hai Hoa, 1990 - 2005 in the middle part of Hai Chinh - Hai Thinh (Hai Hau district). The adjoining stretches were suffered from not severe erosion. At the same time, the Ba Lat mouth is advanced to the sea and to the North and South direction by the time with a very high rate.The first task of the mathematical modeling of coastal line evolution of Hai Hau is to evaluate this important historical marked periods e. g. to model the coastal line at the periods before 1900, 1935 - 1965; 1965 - 1990; 1990 - 2005. The tasks is very complicated and time and working labors consuming.In the paper, the primarily results of the above mentioned simulations (as waves, currents, sediments transports and bottom - coastal lines evolution) has been shown. Based on the obtained results, there is a strong correlation between the protrusion magnitude and the southward moving of the erosion areas.


Author(s):  
Jochen Rau

Statistical mechanics concerns the transition from the microscopic to the macroscopic realm. On a macroscopic scale new phenomena arise that have no counterpart in the microscopic world. For example, macroscopic systems have a temperature; they might undergo phase transitions; and their dynamics may involve dissipation. How can such phenomena be explained? This chapter discusses the characteristic differences between the microscopic and macroscopic realms and lays out the basic challenge of statistical mechanics. It suggests how, in principle, this challenge can be tackled with the help of conservation laws and statistics. The chapter reviews some basic notions of classical probability theory. In particular, it discusses the law of large numbers and illustrates how, despite the indeterminacy of individual events, statistics can make highly accurate predictions about totals and averages.


2020 ◽  
Vol 52 (4) ◽  
pp. 1127-1163
Author(s):  
Jie Yen Fan ◽  
Kais Hamza ◽  
Peter Jagers ◽  
Fima C. Klebaner

AbstractA general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition of the entire population. We describe the dynamics of the population as a measure-valued process and obtain its asymptotics as the population grows with the environmental carrying capacity. Thus, a deterministic approximation is given, in the form of a law of large numbers, as well as a central limit theorem. This general framework is then adapted to model sexual reproduction, with a special section on serial monogamic mating systems.


Water ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 107
Author(s):  
Elahe Jamalinia ◽  
Faraz S. Tehrani ◽  
Susan C. Steele-Dunne ◽  
Philip J. Vardon

Climatic conditions and vegetation cover influence water flux in a dike, and potentially the dike stability. A comprehensive numerical simulation is computationally too expensive to be used for the near real-time analysis of a dike network. Therefore, this study investigates a random forest (RF) regressor to build a data-driven surrogate for a numerical model to forecast the temporal macro-stability of dikes. To that end, daily inputs and outputs of a ten-year coupled numerical simulation of an idealised dike (2009–2019) are used to create a synthetic data set, comprising features that can be observed from a dike surface, with the calculated factor of safety (FoS) as the target variable. The data set before 2018 is split into training and testing sets to build and train the RF. The predicted FoS is strongly correlated with the numerical FoS for data that belong to the test set (before 2018). However, the trained model shows lower performance for data in the evaluation set (after 2018) if further surface cracking occurs. This proof-of-concept shows that a data-driven surrogate can be used to determine dike stability for conditions similar to the training data, which could be used to identify vulnerable locations in a dike network for further examination.


2019 ◽  
Vol 2019 ◽  
pp. 1-8
Author(s):  
Xiaochen Ma ◽  
Qunying Wu

In this article, we research some conditions for strong law of large numbers (SLLNs) for weighted sums of extended negatively dependent (END) random variables under sublinear expectation space. Our consequences contain the Kolmogorov strong law of large numbers and the Marcinkiewicz strong law of large numbers for weighted sums of extended negatively dependent random variables. Furthermore, our results extend strong law of large numbers for some sequences of random variables from the traditional probability space to the sublinear expectation space context.


Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1571
Author(s):  
Irina Shevtsova ◽  
Mikhail Tselishchev

We investigate the proximity in terms of zeta-structured metrics of generalized negative binomial random sums to generalized gamma distribution with the corresponding parameters, extending thus the zeta-structured estimates of the rate of convergence in the Rényi theorem. In particular, we derive upper bounds for the Kantorovich and the Kolmogorov metrics in the law of large numbers for negative binomial random sums of i.i.d. random variables with nonzero first moments and finite second moments. Our method is based on the representation of the generalized negative binomial distribution with the shape and exponent power parameters no greater than one as a mixed geometric law and the infinite divisibility of the negative binomial distribution.


2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Jing Chen ◽  
Zengjing Chen

Abstract In this article, we employ the elementary inequalities arising from the sub-linearity of Choquet expectation to give a new proof for the generalized law of large numbers under Choquet expectations induced by 2-alternating capacities with mild assumptions. This generalizes the Linderberg–Feller methodology for linear probability theory to Choquet expectation framework and extends the law of large numbers under Choquet expectation from the strong independent and identically distributed (iid) assumptions to the convolutional independence combined with the strengthened first moment condition.


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