Efficient Simulation of Multivariate Binomial and Poisson Distributions

Power investigations, for example, in statistical procedures for the assessment of agreement among multiple raters often require the simultaneous simulation of several dependent binomial or Poisson distributions to appropriately model the stochastical dependencies between the raters' results. Regarding the rather large dimensions of the random vectors to be generated and the even larger number of interactions to be introduced into the simulation scenarios to determine all necessary information on their distributions' dependence stucture, one needs efficient and fast algorithms for the simulation of multivariate Poisson and binomial distributions. Therefore two equivalent models for the multivariate Poisson distribution are combined to obtain an algorithm for the quick implementation of its multivariate dependence structure. Simulation of the multivariate Poisson distribution then becomes feasible by first generating and then convoluting independent univariate Poisson variates with appropriate expectations. The latter can be computed via linear recursion formulae. Similar means for simulation are also considered for the binomial setting. In this scenario it turns out, however, that exact computation of the probability function is even easier to perform; therefore corresponding linear recursion formulae for the point probabilities of multivariate binomial distributions are presented, which only require information about the index parameter and the (simultaneous) success probabilities, that is the multivariate dependence structure among the binomial marginals.     

The stability of P in coral reef fishes

The constancy of phenotypic variation and covariation is an assumption that underlies most recent investigations of past selective regimes and attempts to predict future responses to selection. Few studies have tested this assumption of constancy despite good reasons to expect that the pattern of phenotypic variation and covariation may vary in space and time. We compared phenotypic variance-covariance matrices (P) estimated for populations of six species of distantly related coral reef fishes sampled at two locations on Australia's Great Barrier Reef separated by more than 1000 km. The intraspecific similarity between these matrices was estimated using two methods: matrix correlation and common principal component analysis. Although there was no evidence of equality between pairs of P, both statistical approaches indicated a high degree of similarity in morphology between the two populations for each species. In general, the hierarchical decomposition of the variance-covariance structure of these populations indicated that all principal components of phenotypic variance-covariance were shared but that they differed in the degree of variation associated with each of these components. The consistency of this pattern is remarkable given the diversity of morphologies and life histories encompassed by these species. Although some phenotypic instability was indicated, these results were consistent with a generally conserved pattern of multivariate selection between populations.     

Estimation of Covariance Matrices in Unbalanced Random and Mixed Multivariate Models

Three HENDERSON'S Methods of estimating the variance components are generalized from one to p variables using a compact matrix notation. These results are obtained using a generalized Kronecker product of matrices, generalized trace of order p and a generalized quadratic form.     

A Multivariate Analysis of Hybridization when Covariance Matrices are Unequal

Numerous occurrences of natural hybridization have been known in many groups of animals. It has a bearing on growth, nomenclature, speciation, genetics and wildlife management. It is well recognised that demonstration of intermediacy based on several characters makes the identification of hybrids more certain than that based on just a single character, and that differences among the hybrids and the parental populations should be analysed for variations due to the additive genetic (A) and the non-additive genetic (NA) factors separately. In the present paper (i) it is pointed out that sometimes the assumption that covariance matrices of the hybrids and the parental populations are equal, may not be valid, and (ii) a multivariate method of testing hypotheses analysing differences between the hybrids and the parents, qualified by the A and the NA factors, when covariance matrices are not equal, is submitted.     

Discriminant functions for linear comparisons of means when covariance matrices are unequal

Situations exist, as in the biological example of discriminant analysis for natural hybridization, cited in the text, where (a) not all populations have equal variances, and (b) comparisions based on single degrees of freedom must be planned. This paper presents a statistical methodology of estimating discriminant functions for linear comparisons among k(<2) multivariate normal populations, and of testing their significance, when these populations have unequal covariance matrices.     

Comparing Vectors of Adjusted Means when Covariance Matrices are Unequal

The ability to distinguish between stocks of fish is of vital importance in fisheries management programs. Morphometric measurements are commonly employed to separate biological populations. Unique role of multivariate analysis of covariance in separating fish stocks has been recognized recently. However, fish populations frequently differ in their covariance matrices and sometimes also in vectors of slope (on the covariate) coefficients. In this article the following are presented: (a) a procedure for comparing adjusted (for variations in body sizes of specimens) mean vectors of populations with unequal covariance matrices and slopes, and (b) a study to distinguish between beaked redfishes based on the analysis of a real data set by this procedure. This will also serve as a numerical example.     

A Variation of the Method of Translation to Generate Bivariate and Multivariate Survival Distributions with Competing Risk or Reliability Applications

In the present paper, a variation of the methode of translation is discussed to generate bivariate or multivariate survival distributions starting a given bivariate or multivariate distribution which is not necessarily a life distribution. The new distribution has been called the dual of the given distribution. The duals of several bivariate and multivariate famílies of distributions are obtained, such as FRECHET'S , FARLIE -GUMBEL -MORGENSTERN'S , MARDIA'S and PLACKETT'S , among others. A necessary and sufficient condition is given for a bivariate distribution to be its own dual. Thus the present paper generates several survival distributions in addition to what are already available in the literature. These have important applications in competing risk theory or reliability of engineering systems.