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Your search keyword '"Oliveira, Amílcar"' showing total 109 results
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109 results on '"Oliveira, Amílcar"'

2. On the Computational Methods in Non-linear Design of Experiments

Author

Kitsos, Christos P., Oliveira, Amílcar, Pardalos, Panos M., Series Editor, Thai, My T., Series Editor, Du, Ding-Zhu, Honorary Editor, Belavkin, Roman V., Advisory Editor, Birge, John R., Advisory Editor, Butenko, Sergiy, Advisory Editor, Giannessi, Franco, Advisory Editor, Kumar, Vipin, Advisory Editor, Nagurney, Anna, Advisory Editor, Pei, Jun, Advisory Editor, Prokopyev, Oleg, Advisory Editor, Rebennack, Steffen, Advisory Editor, Resende, Mauricio, Advisory Editor, Terlaky, Tamás, Advisory Editor, Van, Vu, Advisory Editor, Xue, Guoliang, Advisory Editor, Ye, Yinyu, Advisory Editor, Daras, Nicholas J., editor, and Rassias, Themistocles M., editor

Published
2020
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3. Asymptotic Statistical Results: Theory and Practice

Author

Kitsos, Christos P., Oliveira, Amílcar, Pardalos, Panos M., Series Editor, Thai, My T., Series Editor, Du, Ding-Zhu, Honorary Editor, Belavkin, Roman V., Advisory Editor, Birge, John R., Advisory Editor, Butenko, Sergiy, Advisory Editor, Giannessi, Franco, Advisory Editor, Kumar, Vipin, Advisory Editor, Nagurney, Anna, Advisory Editor, Pei, Jun, Advisory Editor, Prokopyev, Oleg, Advisory Editor, Rebennack, Steffen, Advisory Editor, Resende, Mauricio, Advisory Editor, Terlaky, Tamás, Advisory Editor, Van, Vu, Advisory Editor, Xue, Guoliang, Advisory Editor, Ye, Yinyu, Advisory Editor, Daras, Nicholas J., editor, and Rassias, Themistocles M., editor

Published
2020
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10. The skewness and kurtosis of the product of two normally distributed random variables.

Author

Seijas-Macias, Antonio, Oliveira, Amílcar, and Oliveira, Teresa A.

Subjects
*RANDOM variables, *KURTOSIS, *SKEWNESS (Probability theory), *GAUSSIAN distribution, *GENERATING functions
Abstract

The analysis of the product of two normally distributed variables does not seem to follow any known distribution. Fortunately, the moment-generating function is available and we can calculate the statistics of the product distribution: mean, variance, the skewness and kurtosis (excess of kurtosis). In this work, we have considered the role played by the parameters of the two normal distributions' factors (mean and variance) on the values of the skewness and kurtosis of the product. Ranges of variation are defined for kurtosis and the skewness. The determination of the evolution of the skewness and kurtosis values of the product can be used to establish the normality of the product and how to modelize its distribution. Finally, the Pearson Inequality is proved for the skewness and kurtosis of the product of two normal random variables. [ABSTRACT FROM AUTHOR]

Published
2023
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12. Approximating the Distribution of the Product of Two Normally Distributed Random Variables

Author

Seijas-Macías, J. Antonio, Oliveira, Amílcar, Oliveira, Teresa, Leiva, Víctor, Seijas-Macías, J. Antonio, Oliveira, Amílcar, Oliveira, Teresa, and Leiva, Víctor

Abstract

[Abstract]: The distribution of the product of two normally distributed random variables has been an open problem from the early years in the XXth century. First approaches tried to determinate the mathematical and statistical properties of the distribution of such a product using different types of functions. Recently, an improvement in computational techniques has performed new approaches for calculating related integrals by using numerical integration. Another approach is to adopt any other distribution to approximate the probability density function of this product. The skew-normal distribution is a generalization of the normal distribution which considers skewness making it flexible. In this work, we approximate the distribution of the product of two normally distributed random variables using a type of skew-normal distribution. The influence of the parameters of the two normal distributions on the approximation is explored. When one of the normally distributed variables has an inverse coefficient of variation greater than one, our approximation performs better than when both normally distributed variables have inverse coefficients of variation less than one. A graphical analysis visually shows the superiority of our approach in relation to other approaches proposed in the literature on the topic.

Published
2020

18. The presence of distortions in the extended skew: normal distribution

Author

Seijas-Macias, António, Oliveira, Amílcar, and Oliveira, Teresa

Subjects
Computational cumulants, Kurtosis, Skew normal, Skewness
Abstract

ISI RSC 2017. Conferência realizada na Indonésia de 20-24 de março de 2017. In the last years, a very interesting topic has arisen and became the research focus not only for many mathematicians and statisticians, as well as for all those interested in modeling issues: The Skew normal distributions’ family that represents a generalization of normal distribution. The first generalization was developed by Azzalini in 1985, which produces the skew-normal distribution, and introduces the existence of skewness into the normal distribution. Later on, the extended skew-normal distribution is defined as a generalization of skew-normal distribution. These distributions are potentially useful for the data that presenting high values of skewness and kurtosis. Applications of this type of distributions are very common in model of economic data, especially when asymmetric models are underlying the data. Definition of this type of distribution is based in four parameters: location, scale, shape and truncation. In this paper, we analyze the evolution of skewness and kurtosis of extended skew-normal distribution as a function of two parameters (shape and truncation). We focus in the value of kurtosis and skewness and the existence of arange of values where tiny modification of the parameters produces large oscillations in the values. The analysis shows that skewness and kurtosis present an instability development for greater values of truncation. Moreover, some values of kurtosis could be erroneous. Packages implemented in software R confirm the existence of a range where value of kurtosis presents a random evolution. info:eu-repo/semantics/publishedVersion

Published
2017

25. THE MIXED CUSUM-EWMA (MCE) CONTROL CHART AS A NEW ALTERNATIVE IN THE MONITORING OF A MANUFACTURING PROCESS.

Author

da Cunha Alves, Custodio, Konrath, Andréa Cristina, Henning, Elisa, Carvalho Walter, Olga Maria Formigoni, Paladini, Edson Pacheco, Oliveira, Teresa A., and Oliveira, Amílcar

Subjects
MANUFACTURING process management, CUSUM technique, QUALITY control charts
Abstract

Goal: The objective is to conclude, based on a comparative study, if there is a significant difference in sensitivity between the application of MCE and the individual application of the CUSUM or EWMA chart, i.e., greater sensitivity particularly for cases of lesser magnitude of change. Design/Methodology/Approach: These are an applied research and statistical techniques such as statistical control charts are used for monitoring variability. Results: The results show that the MCE chart signals a process out of statistical control, while individual EWMA and CUSUM charts does not detect any situation out of statistical control for the data analyzed. Limitations: This article is dedicated to measurable variables and individual analysis of quality characteristics, without investing in attribute variables. The MCE chart was applied to items that are essential to the productive process development being analysed. Practical Implications: The practical implications of this study can contribute to: the correct choice of more sensitive control charts to detect mainly small changes in the location (mean) of processes; provide clear and accurate information about the fundamental procedures for the implementation of statistical quality control; and encourage the use of this quality improvement tool. Originality/Value: The MCE control chart is a great differential for the improvement of the quality process of the studied company because it goes beyond what CUSUM and EWMA control charts can identify in terms of variability. [ABSTRACT FROM AUTHOR]

Published
2019
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26. Skewness into the Product of Two Normally Distributed Variables and the Risk Consequences

Author

Oliveira, Amílcar, Oliveira, Teresa, Seijas-Macías, J. Antonio, Oliveira, Amílcar, Oliveira, Teresa, and Seijas-Macías, J. Antonio

Abstract

[Abstract:]The analysis of skewness is an essential tool for decision-making since it can be used as an indicator on risk assessment. It is well known that negative skewed distributions lead to negative outcomes, while a positive skewness usually leads to good scenarios and consequently minimizes risks. In this work the impact of skewness on risk analysis will be explored, considering data obtained from the product of two normally distributed variables. In fact, modelling this product using a normal distribution is not a correct approach once skewness in many cases is di erent from zero. By ignoring this, the researcher will obtain a model understating the risk of highly skewed variables and moreover, for too skewed variables most of common tests in parametric inference cannot be used. In practice, the behaviour of the skewness considering the product of two normal variables is explored as a function of the distributions parameters: mean, variance and inverse of the coe cient variation. Using a measurement error model, the consequences of skewness presence on risk analysis are evaluated by considering several simulations and visualization tools using software R([10])

Published
2016

30. The uniform distribution product: an approach to the (Q,r) inventory model using R.

Author

Oliveira, Amílcar, Oliveira, Teresa, and Seijas-Macías, Antonio

Subjects
*PROBABILITY theory, *RANDOM variables, *DENSITY functionals, *DENSITY functional theory, *MATHEMATICAL models
Abstract

In this work the probability density function (PDF) for the product of two uniformly distributed random variables is explored under the implementation of a new procedure in R language. Based on the Rohatgi theorem for the theoretical form of the product, different possibilities for the range of values of the limits of both distributions are considered. As an application, the management of a inventory model with the presence of lead-time and uniform demand forecasts is considered. Solution to this model looks up to minimize the total costs through the variables Q (reorder quantity) and r (the reorder point), and not always exists an analytical solution of the problem. We show a graphical procedure for the simulation results and a more exactly analytical solution. Implementation in R is straightforward. [ABSTRACT FROM AUTHOR]

Published
2018
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31. Endless horizons?

Author

Conde, Miguel Á., primary, Hernández-García, Ángel, additional, and Oliveira, Amílcar, additional

Published
2015
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35. Linear Regression on the Characterization of Elements of Natural Origin and Possible Implications in the Use of Ground.

Author

Oliveira, Teresa, Oliveira, Amílcar, Caroço, Adolfo, Batista, Maria J., Oliveira, Maria Manuela, and Borges, José

Subjects
*REGRESSION analysis, *CHEMICAL elements, *URANIUM, *NUCLEAR activation analysis, *PUBLIC health
Abstract

The observation of certain higher chemical element concentration, such as uranium and radiometric values, in the Alegrete-Assumar region of Portugal, has shown that locally occurrence of radioactive quartzites is responsible for these high values. The geostatistical treatment of exploration data and the crossing of the database with other variables, such as land use, allows one to study how these may affect the human health. [ABSTRACT FROM AUTHOR]

Published
2015
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36. Distribution Function for the ratio of Two Normal Random Variables.

Author

Oliveira, Amílcar, Oliveira, Teresa, Macías, Seijas, and Antonio

Subjects
*DISTRIBUTION (Probability theory), *RANDOM variables, *DENSITY functional theory, *APPROXIMATION theory, *STANDARD deviations
Abstract

The distribution of the ratio of two normal random variables X and Y was studied from [1] (the density function) and [2] (the distribution function). The shape of its density function can be uni-modal, bimodal, symmetric, asymmetric, following several type of distributions, like Dirac Distribution, Normal Distribution, Cauchy Distribution or Recinormal Distribution. In this paper we study a different approximation for this distribution Z = X/Y, as a function of four parameters: ratio of the means of the two normal variables, ratio of the standard deviations of the two normal variables, the variation coefficient of the normal variable Y, and the correlation between the two variables. A formula for the Distribution function and the density function of Z is given. In addition, using graphical procedures we established singularity points for the parameters where the approximation given for Z has a non normal shape. [ABSTRACT FROM AUTHOR]

Published
2015
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37. Stochastic Response Surface Methodology: A Study in the Human Health Area.

Author

Oliveira, Teresa A., Leal, Conceição, and Oliveira, Amílcar

Subjects
STOCHASTIC analysis, RESPONSE surfaces (Statistics), PUBLIC health, BREAST cancer diagnosis, COMPUTER software
Abstract

In this paper we review Stochastic Response Surface Methodology as a tool for modeling uncertainty in the context of Risk Analysis. An application in the survival analysis in the breast cancer context is implemented with R software. [ABSTRACT FROM AUTHOR]

Published
2015
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38. Acquisition of Competencies in Mathematics through Games.

Author

Ferreira, Maria Cristina, Pereira, José António, and Oliveira, Amílcar

Subjects
MATHEMATICAL models, DATA acquisition systems, GAME theory, MATHEMATICAL research, EDUCATION research
Abstract

The objective of this paper is to present the fundamentals of game theory and illustrate how the theory can be applied in education of Mathematics. Literature specific applications of game theory across all levels of instructor-led education. With a game theory model, we provide a mathematical description of a social situation in which two or more individuals or players interact. We strongly suggestthat traditional teaching techniques of mathematics should be complemented with games. [ABSTRACT FROM AUTHOR]

Published
2015
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40. Energy Prices Forecasting Using GLM

Author

Teodoro, M. Filomena, Andrade, Marina A. P., Silva, Eliana Costa e, Borges, Ana, Covas, Ricardo, Oliveira, Teresa A., editor, Kitsos, Christos P., editor, Oliveira, Amílcar, editor, and Grilo, Luís, editor

Published
2018
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50. Surveillance in Discrete Time Series

Author

Costa, Maria da Conceição, Pereira, Isabel, Scotto, Manuel G., Oliveira, Teresa A., editor, Kitsos, Christos P., editor, Oliveira, Amílcar, editor, and Grilo, Luís, editor

Published
2018
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