The scaled complex Wishart distribution is a widely used model for multilook full polarimetric synthetic aperture radar data whose adequacy is attested in this paper. Classification, segmentation, and image analysis techniques that depend on this model are devised, and many of them employ some type of dissimilarity measure. In this paper, we derive analytic expressions for four stochastic distances between relaxed scaled complex Wishart distributions in their most general form and in important particular cases. Using these distances, inequalities are obtained that lead to new ways of deriving the Bartlett and revised Wishart distances. The expressiveness of the four analytic distances is assessed with respect to the variation of parameters. Such distances are then used for deriving new tests statistics, which are proved to have asymptotic chi-square distribution. Adopting the test size as a comparison criterion, a sensitivity study is performed by means of Monte Carlo experiments suggesting that the Bhattacharyya statistic outperforms all the others. The power of the tests is also assessed. Applications to actual data illustrate the discrimination and homogeneity identification capabilities of these distances.

Images obtained from coherent illumination processes are contaminated with speckle. A prominent example of such imagery systems is the polarimetric synthetic aperture radar (PolSAR). For such a remote sensing tool, the speckle interference pattern appears in the form of a positive-definite Hermitian matrix, which requires specialized models and makes change detection a hard task. The scaled complex Wishart distribution is a widely used model for PolSAR images. Such a distribution is defined by two parameters: the number of looks and the complex covariance matrix. The last parameter contains all the necessary information to characterize the backscattered data, and thus, identifying changes in a sequence of images can be formulated as a problem of verifying whether the complex covariance matrices differ at two or more takes. This paper proposes a comparison between a classical change detection method based on the likelihood ratio and three statistical methods that depend on information-theoretic measures: the Kullback-Leibler (KL) distance and two entropies. The performance of these four tests was quantified in terms of their sample test powers and sizes using simulated data. The tests are then applied to actual PolSAR data. The results provide evidence that tests based on entropies may outperform those based on the KL distance and likelihood ratio statistics.

Polarimetric synthetic aperture radar (PolSAR) has achieved a prominent position as a remote imaging method. However, PolSAR images are contaminated by speckle noise due to the coherent illumination employed during the data acquisition. This noise provides a granular aspect to the image, making its processing and analysis (such as in edge detection) hard tasks. This paper discusses seven methods for edge detection in multilook PolSAR images. In all methods, the basic idea consists in detecting transition points in the finest possible strip of data which spans two regions. The edge is contoured using the transitions points and a B-spline curve. Four stochastic distances, two differences of entropies, and the maximum likelihood criterion were used under the scaled complex Wishart distribution; the first six stem from the h-φ class of measures. The performance of the discussed detection methods was quantified and analyzed by the computational time and probability of correct edge detection, with respect to the number of looks, the backscatter matrix as a whole, the SPAN, the covariance an the spatial resolution. The detection procedures were applied to three real PolSAR images. Results provide evidence that the methods based on the Bhattacharyya distance and the difference of Shannon entropies outperform the other techniques.

We study a new family of continuous distributions with two extra shape parameters called the Burr generalized family of distributions. We investigate the shapes of the density and hazard rate function. We derive explicit expressions for some of its mathematical quantities. The estimation of the model parameters is performed by maximum likelihood. We prove the flexibility of the new family by means of applications to two real data sets. Furthermore, we propose a new extended regression model based on the logarithm of the Burr generalized distribution. This model can be very useful to the analysis of real data and provide more realistic fits than other special regression models.

We study some mathematical properties of a new generator of continuous distributions called the Odd Nadarajah-Haghighi (ONH) family. In particular, three special models in this family are investigated, namely the ONH gamma, beta and Weibull distributions. The family density function is given as a linear combination of exponentiated densities. Further, we propose a bivariate extension and various characterization results of the new family. We determine the maximum likelihood estimates of ONH parameters for complete and censored data. We provide a simulation study to verify the precision of these estimates. We illustrate the performance of the new family by means of a real data set.

We introduce a new class of models called the Marshall-Olkin extended Weibull family of distributions based on the work by Marshall and Olkin (Biometrika 84:641–652, 1997). The proposed family includes as special cases several models studied in the literature such as the Marshall-Olkin Weibull, Marshall-Olkin Lomax, Marshal-Olkin Fréchet and Marshall-Olkin Burr XII distributions, among others. It defines at least twenty-one special models and thirteen of them are new ones. We study some of its structural properties including moments, generating function, mean deviations and entropy. We obtain the density function of the order statistics and their moments. Special distributions are investigated in some details. We derive two classes of entropy and one class of divergence measures which can be interpreted as new goodness-of-fit quantities. The method of maximum likelihood for estimating the model parameters is discussed for uncensored and multi-censored data. We perform a simulation study using Markov Chain Monte Carlo method in order to establish the accuracy of these estimators. The usefulness of the new family is illustrated by means of two real data sets.