On Bivariate Cumulative Damage Models With Application

Bivariate cumulative damage models are proposed where the responses given the damages are independent random variables. The bivariate damage process can be either bivariate Poisson or bivariate gamma. A bivariate continuous cumulative damage model is investigated in which the responses given the damages have gamma distributions. In this case evaluation of the joint density function and bivariate tail probability function is facilitated by expanding the gamma distributions of the conditional responses by Laguerre polynomials. This approach also leads to evaluation of associated survival models. Moments and estimating equations are discussed. In addition, a bivariate discrete cumulative damage model is investigated in which the responses given the damages have a distribution chosen from a class that includes the negative binomial, the Neyman Type‐A, the Polya‐Aeppli, and the Lagrangian Poisson. Probabilities are obtained from recursive formulas which do not involve cancellation error as all quantities are non‐negative. Moments and estimating equations are presented for these models also. The continuous and the discrete models are applied to describe the rise of systolic and diastolic blood pressure with age.     

Four Applications of a Bivariate Pareto Distribution

The following model, of “latent structure” type, is considered: in each subpopulation, X and Y are random variables drawn independently from the same exponential distribution, and the parameter of the exponential distribution varies between subpopulations with a Gamma density. Over the whole population, X and Y are then positively correlated, and jointly have a bivariate PARETO distribution. Four examples show how this distribution is useful in analysing ordered contingency tables in which the two dimensions can be regarded as alternative measures of the same thing: the injuries to the two drivers in a road accident, or the severity of a lesion present in a patient as assessed by two physicians, for instance. Two extensions are considered: (a) allowing X and Y to have Gamma distributions, with each subpopulation having the same shape parameter but different scale parameters; (b) allowing the scale parameter for Y to be correlated with the scale parameter for X, rather than being identical to it. A new bivariate distribution with three shape parameters is derived, expressed in terms of a generalised hypergeometric function.     

The Analysis of Correlated Binary Outcomes Using Multivariate Logistic Regression

A method for analyzing correlated binary outcomes when the responses are distinct measurements made simultaneously on a single individual is presented. This extension of univariate logistic regression allows us to model the dependence of the responses on a set of covariates while estimating the degree of association among them. For the case of two dichotomous outcomes, a form of the cumulative bivariate logistic distribution proposed by Gumbel is used to characterize their joint probabilities in terms of logistic marginal probabilities and the correlation coefficient of the responses. The model is then extended to accommodate three or more dichotomous outcomes. A two-step approximation to fitting the multivariate logistic model is also described.     

Analyzing spatial structure of communities using the two-dimensional poisson lognormal species abundance model

The joint spatial and temporal fluctuations in the community structure of tropical butterflies are analyzed by fitting the bivariate Poisson lognormal distribution to a large number of observations in space and time. By applying multivariate dependent diffusions for describing the fluctuations in the abundances, the environmental variance is estimated to be very large and so is the strength of local density regulation. The variance in the lognormal species abundance distribution is partitioned into components expressing the heterogeneity between the species, independent noise components for the different species, a demographic stochastic component, and a component due to overdispersion in the sampling. In disagreement with the neutral theory, the estimates show that the heterogeneity component is the dominating one, representing 81% of the total variance in the lognormal model. Different spatial components of diversity, the alpha, beta, and gamma diversity, are also estimated. The spatial scale of the autocorrelation function for the community is of order 1 km, while sampling of a quadrat would need to be 10 km on a side to yield the total diversity for the community.     

Semiparametric analysis of survival data with left truncation and dependent right censoring

Studies of chronic life-threatening diseases often involve both mortality and morbidity. In observational studies, the data may also be subject to administrative left truncation and right censoring. Because mortality and morbidity may be correlated and mortality may censor morbidity, the Lynden-Bell estimator for left-truncated and right-censored data may be biased for estimating the marginal survival function of the non-terminal event. We propose a semiparametric estimator for this survival function based on a joint model for the two time-to-event variables, which utilizes the gamma frailty specification in the region of the observable data. First, we develop a novel estimator for the gamma frailty parameter under left truncation. Using this estimator, we then derive a closed-form estimator for the marginal distribution of the non-terminal event. The large sample properties of the estimators are established via asymptotic theory. The methodology performs well with moderate sample sizes, both in simulations and in an analysis of data from a diabetes registry.     

A general class of correlation coefficients for the 2 x 2 crossover design

The Pearson correlation coefficient and the Kendall correlation coefficient are two popular statistics for assessing the correlation between two variables in a bivariate sample. We indicate how both of these statistics are special cases of a general class of correlation statistics that is parameterized by gamma element of [0, 1]. The Pearson correlation coefficient is characterized by gamma = 1 and the Kendall correlation coefficient by gamma = 0, so they yield the upper and lower extremes of the class, respectively. The correlation coefficient characterized by gamma = 0.5 is of special interest because it only requires that first-order moments exist for the underlying bivariate distribution, whereas the Pearson correlation coefficient requires that second-order moments exist. We derive the asymptotic theory for the general class of sample correlation coefficients and then describe the use of this class of correlation statistics within the 2 x 2 crossover design. We illustrate the methodology using data from the CLIC trial of the Childhood Asthma Research and Education (CARE) Network.     

The coalescence time of sampled genes in the structured coalescent model

The aim of this article is to investigate the distribution of the coalescence time (T) for sampled genes in the structured coalescent. We obtain some exact solutions for small samples and approximate distributions for n sampled genes in strong and weak migration. We also conduct computer simulation to evaluate efficiencies of these approximations and show the dependency of the distribution of the coalescence time on the geographical structure and the intensity of migration. In a panmictic population, we prove that the conditional distribution of the coalescence time given the number of segregating sites (S) among sampled genes is given by the weighted mean of the convolution of gamma distributions. We also study the joint distribution of T and S in the structured coalescent model and show some exact solutions.     

A Mixture Model for Bivariate Interval-Censored Failure Times with Dependent Susceptibility

Interval-censored failure times arise when the status with respect to an event of interest is only determined at intermittent examination times. In settings where there exists a sub-population of individuals who are not susceptible to the event of interest, latent variable models accommodating a mixture of susceptible and nonsusceptible individuals are useful. We consider such models for the analysis of bivariate interval-censored failure time data with a model for bivariate binary susceptibility indicators and a copula model for correlated failure times given joint susceptibility. We develop likelihood, composite likelihood, and estimating function methods for model fitting and inference, and assess asymptotic-relative efficiency and finite sample performance. Extensions dealing with higher-dimensional responses and current status data are also described.

     

Nonparametric estimation of the bivariate recurrence time distribution

This article considers statistical models in which two different types of events, such as the diagnosis of a disease and the remission of the disease, occur alternately over time and are observed subject to right censoring. We propose nonparametric estimators for the joint distribution of bivariate recurrence times and the marginal distribution of the first recurrence time. In general, the marginal distribution of the second recurrence time cannot be estimated due to an identifiability problem, but a conditional distribution of the second recurrence time can be estimated non-parametrically. In the literature, statistical methods have been developed to estimate the joint distribution of bivariate recurrence times based on data on the first pair of censored bivariate recurrence times. These methods are inefficient in the model considered here because recurrence times of higher orders are not used. Asymptotic properties of the proposed estimators are established. Numerical studies demonstrate the estimators perform well with practical sample sizes. We apply the proposed method to the South Verona, Italy, psychiatric case register (PCR) data set for illustration of the methods and theory.     

Segmentation and intensity estimation of microarray images using a gamma-t mixture model

MOTIVATION: We present a new approach to the analysis of images for complementary DNA microarray experiments. The image segmentation and intensity estimation are performed simultaneously by adopting a two-component mixture model. One component of this mixture corresponds to the distribution of the background intensity, while the other corresponds to the distribution of the foreground intensity. The intensity measurement is a bivariate vector consisting of red and green intensities. The background intensity component is modeled by the bivariate gamma distribution, whose marginal densities for the red and green intensities are independent three-parameter gamma distributions with different parameters. The foreground intensity component is taken to be the bivariate t distribution, with the constraint that the mean of the foreground is greater than that of the background for each of the two colors. The degrees of freedom of this t distribution are inferred from the data but they could be specified in advance to reduce the computation time. Also, the covariance matrix is not restricted to being diagonal and so it allows for nonzero correlation between R and G foreground intensities. This gamma-t mixture model is fitted by maximum likelihood via the EM algorithm. A final step is executed whereby nonparametric (kernel) smoothing is undertaken of the posterior probabilities of component membership. The main advantages of this approach are: (1) it enjoys the well-known strengths of a mixture model, namely flexibility and adaptability to the data; (2) it considers the segmentation and intensity simultaneously and not separately as in commonly used existing software, and it also works with the red and green intensities in a bivariate framework as opposed to their separate estimation via univariate methods; (3) the use of the three-parameter gamma distribution for the background red and green intensities provides a much better fit than the normal (log normal) or t distributions; (4) the use of the bivariate t distribution for the foreground intensity provides a model that is less sensitive to extreme observations; (5) as a consequence of the aforementioned properties, it allows segmentation to be undertaken for a wide range of spot shapes, including doughnut, sickle shape and artifacts. RESULTS: We apply our method for gridding, segmentation and estimation to cDNA microarray real images and artificial data. Our method provides better segmentation results in spot shapes as well as intensity estimation than Spot and spotSegmentation R language softwares. It detected blank spots as well as bright artifact for the real data, and estimated spot intensities with high-accuracy for the synthetic data. AVAILABILITY: The algorithms were implemented in Matlab. The Matlab codes implementing both the gridding and segmentation/estimation are available upon request. SUPPLEMENTARY INFORMATION: Supplementary material is available at Bioinformatics online.     

Bayesian Estimation of the Distribution Function of the Poisson Model

This paper presents the Bayes estimators of the Poisson distribution function based on complete and truncated data under a natural conjugate prior. Laplace transform of the incomplete gamma function and the Gauss hypergeometric function have been employed in order to overcome the intractability of the integrals. Numerical examples from biosciences are given to illustrate the results. A Monte Carlo study has been carried out to compare Bayes estimators under complete data with the corresponding maximum liklihood estimators.     

On the quasi-stationary distribution of the Ross malaria model.

Approximations are derived for the quasi-stationary distribution of the fully stochastic version of the classical Ross malaria model. The approximations are developed in two stages. In the first stage, the Ross process is approximated with a bivariate Markov chain without an absorbing state. The second stage of the approximation uses ideas from perturbation theory to derive explicit expressions that serve as approximations of the joint stationary distribution of the approximating process. Numerical comparisons are made between the approximations and the quasi-stationary distribution.     

A class of goodness of fit tests for a copula based on bivariate right-censored data

The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the random frailty corresponds to the choice of a parametric family for the copula. A class of tests of the hypothesis that the copula is in a given parametric family, with unspecified association parameter, based on bivariate right censored data is proposed. These tests are based on first making marginal Kaplan-Meier transformations of the data and then comparing a non-parametric estimate of the copula to an estimate based on the assumed family of models. A number of options are available for choosing the scale and the distance measure for this comparison. Significance levels of the test are found by a modified bootstrap procedure. The procedure is used to check the appropriateness of a gamma or a positive stable frailty model in a set of survival data on Danish twins.     

Dose-Finding Based on Bivariate Efficacy-Toxicity Outcome Using Archimedean Copula

In dose-finding clinical study, it is common that multiple endpoints are of interest. For instance, efficacy and toxicity endpoints are both primary in clinical trials. In this article, we propose a joint model for correlated efficacy-toxicity outcome constructed with Archimedean Copula, and extend the continual reassessment method (CRM) to a bivariate trial design in which the optimal dose for phase III is based on both efficacy and toxicity. Specially, considering numerous cases that continuous and discrete outcomes are observed in drug study, we will extend our joint model to mixed correlated outcomes. We demonstrate through simulations that our algorithm based on Archimedean Copula model has excellent operating characteristics.     

Protein bioinformatics and mixtures of bivariate von Mises distributions for angular data

A fundamental problem in bioinformatics is to characterize the secondary structure of a protein, which has traditionally been carried out by examining a scatterplot (Ramachandran plot) of the conformational angles. We examine two natural bivariate von Mises distributions--referred to as Sine and Cosine models--which have five parameters and, for concentrated data, tend to a bivariate normal distribution. These are analyzed and their main properties derived. Conditions on the parameters are established which result in bimodal behavior for the joint density and the marginal distribution, and we note an interesting situation in which the joint density is bimodal but the marginal distributions are unimodal. We carry out comparisons of the two models, and it is seen that the Cosine model may be preferred. Mixture distributions of the Cosine model are fitted to two representative protein datasets using the expectation maximization algorithm, which results in an objective partition of the scatterplot into a number of components. Our results are consistent with empirical observations; new insights are discussed.     

负二项分布与昆虫种群空间格局分析的研究现状

对农业有害生物及其天敌种群密度的正确估计是实施IPM(有害生物综合治理)方案的先决条件,因此,抽样方法一直被列为昆虫学,生态学和植物保护科学中最重要的基本     

Joint Multipoint Linkage Analysis of Multivariate Qualitative and Quantitative Traits. I. Likelihood Formulation and Simulation Results

We describe a variance-components method for multipoint linkage analysis that allows joint consideration of a discrete trait and a correlated continuous biological marker (e.g., a disease precursor or associated risk factor) in pedigrees of arbitrary size and complexity. The continuous trait is assumed to be multivariate normally distributed within pedigrees, and the discrete trait is modeled by a threshold process acting on an underlying multivariate normal liability distribution. The liability is allowed to be correlated with the quantitative trait, and the liability and quantitative phenotype may each include covariate effects. Bivariate discrete-continuous observations will be common, but the method easily accommodates qualitative and quantitative phenotypes that are themselves multivariate. Formal likelihood-based tests are described for coincident linkage (i.e., linkage of the traits to distinct quantitative-trait loci [QTLs] that happen to be linked) and pleiotropy (i.e., the same QTL influences both discrete-trait status and the correlated continuous phenotype). The properties of the method are demonstrated by use of simulated data from Genetic Analysis Workshop 10. In a companion paper, the method is applied to data from the Collaborative Study on the Genetics of Alcoholism, in a bivariate linkage analysis of alcoholism diagnoses and P300 amplitude of event-related brain potentials.     

A Comparison of Models to Infer the Distribution of Fitness Effects of New Mutations

Knowing the distribution of fitness effects (DFE) of new mutations is important for several topics in evolutionary genetics. Existing computational methods with which to infer the DFE based on DNA polymorphism data have frequently assumed that the DFE can be approximated by a unimodal distribution, such as a lognormal or a gamma distribution. However, if the true DFE departs substantially from the assumed distribution (e.g., if the DFE is multimodal), this could lead to misleading inferences about its properties. We conducted simulations to test the performance of parametric and nonparametric discretized distribution models to infer the properties of the DFE for cases in which the true DFE is unimodal, bimodal, or multimodal. We found that lognormal and gamma distribution models can perform poorly in recovering the properties of the distribution if the true DFE is bimodal or multimodal, whereas discretized distribution models perform better. If there is a sufficient amount of data, the discretized models can detect a multimodal DFE and can accurately infer the mean effect and the average fixation probability of a new deleterious mutation. We fitted several models for the DFE of amino acid-changing mutations using whole-genome polymorphism data from Drosophila melanogaster and the house mouse subspecies Mus musculus castaneus. A lognormal DFE best explains the data for D. melanogaster, whereas we find evidence for a bimodal DFE in M. m. castaneus.     

Bivariate POISSON Binomial Distributions

Three bivariate generalizations of the POISSON binomial distribution are introduced. The probabilities, moments, conditional distributions and regression functions for these distributions are obtained in terms of bipartitional polynomials. Recurrences for the probabilities and moments are also given. Parameter estimators are derived using the methods of moments and zero frequencies and the three distributions are fitted to some ecological data.     

Growth models and the expected distribution of fluctuating asymmetry

Multiplicative error accounts for much of the size-scaling and leptokurtosis in fluctuating asymmetry. It arises when growth involves the addition of tissue to that which is already present. Such errors are lognormally distributed. The distribution of the difference between two lognormal variates is leptokurtic. If those two variates are correlated, then the asymmetry variance will scale with size. Inert tissues typically exhibit additive error and have a gamma distribution. Although their asymmetry variance does not exhibit size-scaling, the distribution of the difference between two gamma variates is nevertheless leptokurtic. Measurement error is also additive, but has a normal distribution. Thus, the measurement of fluctuating asymmetry may involve the mixing of additive and multiplicative error. When errors are multiplicative, we recommend computing log  E ( l ) − log  E ( r ), the difference between the logarithms of the expected values of left and right sides, even when size-scaling is not obvious. If l and r are lognormally distributed, and measurement error is nil, the resulting distribution will be normal, and multiplicative error will not confound size-related changes in asymmetry. When errors are additive, such a transformation to remove size-scaling is unnecessary. Nevertheless, the distribution of l  −  r may still be leptokurtic.  © 2003 The Linnean Society of London, Biological Journal of the Linnean Society , 2003, 80, 57–65.