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Lwando Kondlo Supervisor: Prof. Chris Koen University of the Western Cape 12/3/2008 SKA SA Postgraduate Bursary Conference Estimation of the parameters of a truncated Pareto distribution when the sample is contaminated by measurement errors

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Introduction 12/3/2008 SKA SA Postgraduate Bursary Conference The Pareto distribution is a simple model for positive data. The truncated version has a wide range of application in several field in data analysis [1]. In astronomy and many physical and social sciences, the parameters of this truncated Pareto are estimated to draw inference about the processes underlying the phenomena: 1. To scale up the local observations to global patterns 2. To test theoretical models

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Introduction(Cont’d) 12/3/2008 SKA SA Postgraduate Bursary Conference Therefore, it is essential that these parameters be estimated accurately. Unfortunately, the binning-based method traditionally used in astronomy and other fields perform quite poorly [2]. In this presentation, we discuss a more sophisticated method for fitting these parameters based on MLE.

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Measurement error model 12/3/2008 SKA SA Postgraduate Bursary Conference The model for a variable measured with error is Where the measurement error is assumed to be independent of X. X is true value, but X is not directly observed, Y is observed instead.

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Measurement error model (Cont’d) 12/3/2008 SKA SA Postgraduate Bursary Conference The PDF or parameters of X are of interest when the objective is to estimate characteristics of the population excluding within-variability. The estimation of PDF or parameters in the presence of measurement error is also known as deconvolution.

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Objectives 12/3/2008 SKA SA Postgraduate Bursary Conference Develop a numerical methodology for deconvolution when the distribution is of Pareto form. Apply the methodology to the real data. Data of cloud masses (GMC) in various galaxies.

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Convolution 12/3/2008 SKA SA Postgraduate Bursary Conference If X has the PDF g(.) and has the PDF h(.) Then, the sum Y has the PDF given by the convolution integral The forms of the densities g(.) and h(.) are assumed known, in this case.

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Convolution (Cont’d) 12/3/2008 SKA SA Postgraduate Bursary Conference g(.) has a power-law form (i.e., truncated Pareto distribution)

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Convolution (Cont’d) 12/3/2008 SKA SA Postgraduate Bursary Conference h(.) has a normal distribution with zero mean

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Error-contaminated distribution 12/3/2008 SKA SA Postgraduate Bursary Conference

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Non-contaminated distribution 12/3/2008 SKA SA Postgraduate Bursary Conference

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Convolution 12/3/2008 SKA SA Postgraduate Bursary Conference The density f(.) is given by This is called an error-contaminated truncated Pareto density function. The only unknowns are the specific parameter values

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Parameter Estimation 12/3/2008 SKA SA Postgraduate Bursary Conference MLE – preferred method for estimating parameter values. MLE determines the parameter values that maximise the likelihood of the observed data given the model Specifically, MLE finds the value of L, U, a and that maximise the product of the probabilities of each observed values Y

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Parameter Estimation (Cont’d) 12/3/2008 SKA SA Postgraduate Bursary Conference The log-likelihood is The best values of the parameters are obtained by maximising. Optimisation – iterative procedure.

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Simulation 12/3/2008 SKA SA Postgraduate Bursary Conference To validate our method, we generated data-sets of sizes n = 200, 400, 600 random points drawn from a truncated Pareto distribution with added normal errors to simulate the effects of measurement error.

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Simulation Results 12/3/2008 SKA SA Postgraduate Bursary Conference True values Estimated values LUa nLUa Bias error2.87%1.77%24.08%25.00% Bias error0.35%0.53%21.70%28.45% Bias error0.94%0.88%22.54%5.20%

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Application 12/3/2008 SKA SA Postgraduate Bursary Conference We apply the method to the statistical analysis of cloud masses from a survey in various galaxies obtained by radio telescope somewhere. It is known that cloud masses follows a power-law (Pareto) distribution. But the methods used to measure cloud masses are subject to measurement error [5] Instrumental error – chemical evolution, temperature, etc.

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Second survey of Molecular clouds, by Fukui et. al., /3/2008 SKA SA Postgraduate Bursary Conference The figure shows the M33 region

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Frequency Distribution 12/3/2008 SKA SA Postgraduate Bursary Conference

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Results 12/3/2008 SKA SA Postgraduate Bursary Conference L Ua MLE Std errors info. Matrix Std errors Jackknife The lowest mass L we measure for a GMC in M33 is The highest mass U for a GMC in M33 is The masses with power law exponent for a GMC in M33 is The std errors are used to provide an indication of the size of the uncertainty, but its formal use is to provide confidence intervals

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Assessing quality of fit 12/3/2008 SKA SA Postgraduate Bursary Conference The cumulative distribution function (CDF) of Y is given as: Then

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Assessing quality of fit Graphical AssessmentsGoodness of Fit test 12/3/2008 SKA SA Postgraduate Bursary Conference Probability-Probability (P- P) Plots Kolmogorov-Smirnov (K- S) test

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P-P Plots P-P plot compares the theoretical and empirical CDF in terms of their probabilities 12/3/2008 SKA SA Postgraduate Bursary Conference The coordinates of a point on a P- P plot are

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K-S GoF test 12/3/2008 SKA SA Postgraduate Bursary Conference The K-S test statistic is based on the maximum distance between the theoretical CDF and the empirical CDF. The K- S statistic

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K-S GoF Test 12/3/2008 SKA SA Postgraduate Bursary Conference

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Conclusion 12/3/2008 SKA SA Postgraduate Bursary Conference The deconvolution method recovers the properties of the truncated Pareto distribution with very little/no bias. Produces reasonable error estimates from inverse Fisher information matrix and the Jackknife. The probability plot is approximately linear, indicating that the sample comes from the postulated distribution.

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Future objectives 12/3/2008 SKA SA Postgraduate Bursary Conference Other distributions Truncated data Comparison with results for other methods.

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Acknowledgments 12/3/2008 SKA SA Postgraduate Bursary Conference Acknowledge all people who contributed to the work presented and the funding sources SKA.

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References 12/3/2008 SKA SA Postgraduate Bursary Conference [1] Zeninetti, L. and Ferraro, M.(2008). On the truncated Pareto distribution with applications. Central European Journal of Physics. Vol. 6 (1). 1-6 [2] White, E. P., et. al. (2008). “On estimating the exponent of power-law frequency distributions. Ecology. Vol [3] Engargiola, G., et. al., "Giant molecular clouds in M33. I. BIMA all-disk survey, [4] Cordy, C. B. and Thomas, D. ". ApJS 149 (1997). “ Deconvolution of a distribution function”. American Statistical Association. Vol [5] Rosolowsky, E (2005). “The Mass Spectra of Giant Molecular Clouds in the Local Group ” The Astronomical Society of the Pacific, Vol. 117,

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12/3/2008 SKA SA Postgraduate Bursary Conference Thank you

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