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University of Auckland

Summer Scholarship 2012-2013

Parameter estimation for selected

multivariate distributions

Name: Viet Quoc Hoang

UPI: 1414002

Supervisor: Dr Thomas Yee

Degree: Not enrolled

February 27, 2013

Summer Scholarship Experience

First of all, this summer scholarship in Statistics has brought my experience in doing research to the

next level. Not only my L

A

T

E

X typesetting skills improved tremendously but also it has showcased the

applicability of certain courses (say STATS 310 and 210) throughout the entire research. Technically

speaking, I am able to implement real applications of parameter estimations from STATS 310 in

order to generalize a given result further. Moreover, I am thrilled and ﬂattered by the support of

Statistics Department by their workplace facilities and generous help from the supervisor. Standing

at a student’s point of view, I cannot think of how much beneﬁts I have gained from this research

in guiding me much more to many diﬀerent aspects such as post-graduate study or work-related

areas. Lastly, summer scholarship in Statistics deﬁnitely gives me a chance to explore all the possible

potential that I may be heading to in the future but for now, a piece of advice for future scholarship

recipients, you would not regret taking this because it is somewhat an awesome preparation for any

prospects.

Summary

In this short report, I will be presenting the essence of this summer research including diﬀerent types

of distributions. Some of them have complete characteristics, the rest are still under investigation.

Due to time constraints, it was not possible to ﬁnish them all. However, I believe that if time allowed

us, we would be able to complete this report totally. In particular, there are plentiful ﬁndings about

truncated geometric and Weibull distribution. Besides, I have also digged into some other areas

such as spatial statistics and time series. It occurs to me that the theory of nearest neighbor is

strongly associated with mathematics in general and thus, is an exciting aspect to work on. Finally,

as mentioned above, there is an advantage of taking STATS 210 and 310 in doing theoretical research

like this due to the fact that they give you a background on inferential side of Statistics (e.g.,checking

expected value for score function, etc).

1

Abstract

This article discusses some theoretical and practical aspects in Statistics. We will ﬁrstly look at the

usefulness of having Sweave in producable research ﬁeld and then investigate diﬀerent distributions

along with their distinguished characteristics. I would like to thank Thomas Yee for his superb super-

vision during the summer research period. Thanks also go to my family who gives everything possible

for me to complete this paper. Without their tremendous support, this report would have not been

published. Any correction to improve quality of this paper is welcome at vietmath@hotmail.com.

Contents

1 L

A

T

E

X and Sweave . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

2 Types of Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

2.1 Generalized Rayleigh Distribution . . . . . . . . . . . . . . . . . . . . . . . . . 2

2.2 Half-normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2.3 Positive truncated geometric distribution . . . . . . . . . . . . . . . . . . . . . 3

2.4 Generalized positive truncated geometric distribution . . . . . . . . . . . . . . 4

2.5 Logit-normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2.6 Multivariate Exponential Distribution . . . . . . . . . . . . . . . . . . . . . . . 5

2.7 Nearest Neighbor and point-to-nearest object . . . . . . . . . . . . . . . . . . 6

2.8 Weibull distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

2.9 Data sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

1

1 L

A

T

E

X and Sweave

Sweave is a tool that allows to embed the R code for complete data analyses in L

A

T

E

X documents. The

purpose is to create dynamic reports, which can be updated automatically if data or analyses change.

Instead of inserting a prefabricated graph or table into the report, the master document contains the

R code necessary to obtain it. When run through R, all data analysis output (tables, graphs, etc.)

are created on the ﬂy and inserted into a ﬁnal L

A

T

E

X document. The report can be automatically

updated if data or analyses change, which allows for truly reproducible research. (Leisch, 2008)

To demonstrate how Sweave works, we need the ﬁle with extension .Rnw (one can use Tinn-R software

to do this as they are common because of its compactiablility with most of the scientiﬁc packages).

For example, the information entered in rnw should look like this

\begin{Schunk}

\begin{Sinput}

> x=seq(0,2,by=0.01)

> y=dlnorm(x)

> plot(x,y,type="l")

\end{Sinput}

\end{Schunk}

\setkeys{Gin}{width=0.5\textwidth} % 0.8 is the current default

\begin{figure}[hh]

\begin{center}

\includegraphics{draft-002}

\caption{

This is the lognormal distribution.

}

\label{fig:lognormal}

\end{center}

\end{figure}

The output is undoubtedly as follows

> x=seq(0,2,by=0.01)

> y=dlnorm(x)

> plot(x,y,type="l")

Clearly, if we refer back to the ﬁgure 1, one can modify the coding lines so that it ﬁts best with the

reproduciable research purposes.

2 Types of Distribution

2.1 Generalized Rayleigh Distribution

For α > 0 and λ > 0 the two-parameter GR distribution has the probability density function (Kundu

and Raqab, 2005)

f(y; α, λ) = 2α

y

λ

2

e

−(y/λ)

2

_

1 −e

−(y/λ)

2

_

α−1

, y > 0.

2

0.0 0.5 1.0 1.5 2.0

0

.

0

0

.

1

0

.

2

0

.

3

0

.

4

0

.

5

0

.

6

x

y

Figure 1: This is the lognormal distribution.

The cdf distribution of Y is

F(y; α, λ) =

_

1 −e

−(y/λ)

2

_

α

, y > 0.

The distribution function is readily invertible to yield the quantile function

Q(u) = F

−1

(u) =

_

−λ

2

log(1 −u

1/α

), 0 < u < 1.

2.2 Half-normal Distribution

The probability density function (PDF) of the half-normal is given by

f(y; σ) =

2

√

2πσ

e

−

1

2

(

y−µ

σ

)

2

, y > µ, σ > 0.

2.3 Positive truncated geometric distribution

Theory and Results

The truncated geometric distribution (TGD) (MacKenzie et al., 2006, p.89) probability function

given by

P(Y = y|0 < Y ≤ K) =

p(1 −p)

y−1

1 −(1 −p)

K

, y = 1, . . . , K, (1)

= 0, otherwise

where Y is the time for the ﬁrst detection for these locations where the species was detected during

K surveys. Moreover, we also have

E(Y |0 < Y ≤ K) =

1

p

−

K(1 −p)

K

1 −(1 −p)

K

. (2)

3

Seber (1973) showed ´ p satisﬁes y =

sQ

s+1

−(s + 1)Q

s

+ 1

Q

s+1

−Q

s

−Q + 1

where Q = 1 −p.

We can infer some of its properties, for instance, the mean and variance are as follows:

µ = p

−1

−

sQ

s

1 −Q

s

, (3)

σ

2

= p

−2

+

1

Q

2

_

p

−1

−

sQ

s

1 −Q

s

_

−

1

Q

2

−s

_

(s −1)Q

s−2

1 −Q

s

+

sQ

2s−2

(1 −Q

s

)

2

_

. (4)

Besides, we also perform a few calculations to obtain the ﬁrst two derivatives of the log-likehood

function wrt the parameter p

d

i

dp

=

1

p

+

1 −y

i

1 −p

−

s(1 −p)

s−1

1 −(1 −p)

s

, (5)

d

2

i

dp

2

= −

1

p

2

+

1 −y

i

(1 −p)

2

+

s(s −1)(1 −p)

s−2

(1 −(1 −p)

s

) + s

2

(1 −p)

2(s−1)

{1 −(1 −p)

s

}

2

. (6)

R Code

The following R code is implemented to check the positiveness of the expected information matrix

as calculated above

> pvec <- seq(0.001, 0.999, length = 1001)

> p <- pvec

> s <- 4

> eim <- -(-1/p^2+1/(1-p)^2-1/(1-p)^2*(1/p-s*(1-p)^s/(1-(1-p)^s))+

+ (s*(s-1)*(1-p)^(s-2)*(1-(1-p)^s)+s^2*(1-p)^(2*(s-1)))/(1-(1-p)^s)^2)

> plot(eim ~ log1p(p), type = "l", col = "blue", log = "y")

Figure 2 clearly indicates that for this particular, the EIM is positive as expected.

2.4 Generalized positive truncated geometric distribution

We deﬁne the probability distribution function of the GPTGD ( generalised positive truncated geo-

metric distribution) as follows

P(Y = y|M ≤ Y ≤ N) =

p(1 −p)

y−M

1 −(1 −p)

N−M+1

, y = M, M + 1, . . . , N −1, N. (7)

with mean and variance are respectively

E[Y ] =

1

1 −(1 −p)

N−M+1

_

M −N(1 −p)

N−M+1

+

1 −p

p

−

(1 −p)

N−M+1

p

_

, (8)

Var[Y ] = −

1

p

2

+

M

(1 −p)

2

+

(N −M)(N −M + 1)(1 −p)

N−M−1

_

1 −(1 −p)

N−M+1

_

{1 −(1 −p)

N−M+1

}

2

−

1

(1 −p)

2

(1 −(1 −p)

N−M+1

)

_

M −N(1 −p)

N−M+1

+

1 −p

p

−

(1 −p)

N−M+1

p

_

+

(N −M + 1)

2

(1 −p)

2(N−M)

{1 −(1 −p)

N−M+1

}

2

. (9)

4

0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7

1

5

5

0

5

0

0

log1p(p)

e

i

m

Figure 2: EIM for the positive truncated geometric. Here, s = 4.

Besides, we also perform a few calculations to obtain the ﬁrst two derivatives of the log-likehood

function wrt the parameter p

d

i

dp

=

1

p

−

y

i

−M

1 −p

−

(N −M + 1)(1 −p)

N−M

1 −(1 −p)

N−M+1

, (10)

d

2

i

dp

2

= −

1

p

2

+

(N −M)(N −M + 1)(1 −p)

N−M−1

_

1 −(1 −p)

N−M+1

_

{1 −(1 −p)

N−M+1

}

2

+

(N −M + 1)

2

(1 −p)

2(N−M)

{1 −(1 −p)

N−M+1

}

2

−

y

i

−M

(1 −p)

2

. (11)

2.5 Logit-normal Distribution

The logit-normal distribution for y with support 0 ≤ y ≤ 1 is

[y|µ, σ

2

] = logit N(µ, σ

2

)

=

_

1

2πσ

2

exp

_

−

1

2σ

2

[logit(y) −µ]

2

_

1

y(1 −y)

.

2.6 Multivariate Exponential Distribution

Let S

n

denote the set of vectors (s

1

, s

2

, . . . , s

n

)

T

where each s

i

= 0 or 1 but (s

1

, s

2

, . . . , s

n

) =

(0, . . . , 0). Let {Z

s

: s ∈ S

n

} be a set of independent random variables such that each Z

s

has an

exponential distribution with mean 1/λ

s

. Deﬁne X

i

= min{Z

s

: s

i

= 1}, i = 1, 2, . . . , n. Then

X = (X

1

, X

2

, . . . , X

n

) has a multivariate exponential distribution with parameters {λ

s

: s ∈ S

n

}.

We shall write X ∼ MV E(n, λ) as an abbreviation of the statement: X is an n-dimensional random

variable with a multivariate exponential distribution with parametes {λ

s

: s ∈ S

n

}. Denoting

the bivariate exponential distribution function by F, straightforward computation yields (Expected

Information Matrix: EIM)( Arnold (1968))

5

E

_

−

∂

2

∂λ

2

10

log dF

_

=

λ

01

λ(λ −λ

01

)

2

+

1

λλ

10

, (12)

E

_

−

∂

2

∂λ

2

01

log dF

_

=

λ

10

λ(λ −λ

10

)

2

+

1

λλ

01

, (13)

E

_

−

∂

2

∂λ

2

11

log dF

_

=

λ

01

λ(λ −λ

01

)

2

+

λ

10

λ(λ −λ

10

)

2

+

1

λλ

11

, (14)

E

_

−

∂

2

∂λ

10

∂λ

01

log dF

_

= 0, (15)

E

_

−

∂

2

∂λ

10

∂λ

11

log dF

_

=

λ

01

λ(λ −λ

01

)

2

, (16)

E

_

−

∂

2

∂λ

01

∂λ

11

log dF

_

=

λ

10

λ(λ −λ

10

)

2

(17)

(18)

where λ = λ

01

+ λ

10

+ λ

11

. Consequently, the information matrix has the form

I

N

(Ψ) =

N

λ

_

_

a + c 0 a

0 b + d b

a b a + b + c

_

_

where a = λ

01

(λ −λ

01

)

−2

, b = λ

10

(λ −λ

10

)

−2

, c = λ

−1

10

, d = λ

−1

01

and e = λ

−1

11

.

2.7 Nearest Neighbor and point-to-nearest object

We introduce the following function

f(y

i

) =

2πN

A

y

i

×exp

_

−

πNy

2

i

A

_

where

y

i

= distance from i

th

point/object to nearest object,

A = surface are of the whole surface region,

N = the number of animals in the population,

i = 1, 2, . . . , n where n is the number of sampled objects/points.

Point processes in spatial statistics

The analysis of point pattern data in a compact subset S of R

n

is a major object of study within

spatial statistics. Such data appear in a broad range of disciplines, amongst which are:

• forestry and plant ecology (positions of trees or plants in general)

• epidemiology (home locations of infected patients)

• zoology (burrows or nests of animals)

6

• geography (positions of human settlements, towns or cities)

• seismology (epicenters of earthquakes)

• materials science (positions of defects in industrial materials)

• astronomy (locations of stars or galaxies)

• computational neuroscience (spikes of neurons).

The need to use point processes to model these kinds of data lies in their inherent spatial structure.

Accordingly, a ﬁrst question of interest is often whether the given data exhibit complete spatial

randomness (i.e are a realization of a spatial Poisson process) as opposed to exhibiting either spatial

aggregation or spatial inhibition.

2.8 Weibull distribution

Suppose that Y has a Weibull distribution with p.d.f. and c.d.f. with β > 0, λ > 0 given by Lawless

(2006):

f(y; λ, β) = βλ(λy)

β−1

e

−(λy)

β

, (19)

F(y; λ, β) = 1 −e

−(λy)

β

, y ≥ 0. (20)

Notice that the general left truncated distribution is given by

f

L

(y; T) =

f(y)

1 −F(T)

, 0 < T ≤ y < ∞ (21)

where T is prespeciﬁed (known). Then the p.d.f. of the left truncated Weibull distribution (LTWD)

is given by (21)

f

L

(y; T) =

βλ(λy)

β−1

e

−(λy)

β

e

−(λT)

β

. (22)

Statistical properties of the LTWD

The cumulative distribution, probability density and hazard functions of the (untruncated) Weibull

distribution are, respectively (Wingo, 1989)

F(y; α, β) = 1 −exp(−αy

β

), (23)

f(y; α, β) = αβy

β−1

exp(−αy

β

), (24)

h(y; α, β) = αβy

β−1

, (25)

where α > 0, β > 0 and y > 0. The corresponding distribution and density functions for the LTWD

are, respectively,

F

T

(y; α, β) = 1 −exp[−α(y

β

−T

β

)], (26)

f

T

(y; α, β) = αβy

β−1

exp[−α(y

β

−T

β

)], (27)

7

where 0 < T < y. The truncation point T is assumed to be a known, positive constant. Clearly, for

ﬁxed α > 0 and β > 0, F

T

(y) →F(y) and f

T

(y) →f(y) as T →0; that is, as expected, the LTWD

reduces to the untruncated Weibull distribution when the truncation point T equals zero. Also, as

expected, the hazard or failure rate function for the LTWD,

h

T

(y; α, β) =

f

T

(y)

1 −F

T

(y)

= αβy

β−1

(28)

The r-th moment about the origin of y is µ

r

= E{y

r

} =

_

∞

T

y

r

f

T

(y)dy. This integral can be

evaluated to yield, for r ≥ 1,

µ

r

= E{y

r

} =

1

α

r/β

exp(−αT

β

)

_

Γ

_

1 +

r

β

_

−γ

_

1 +

r

β

, αT

β

__

(29)

where

γ(θ, y) =

_

y

0

t

θ−1

e

−t

dt (θ > 0, y > 0) (30)

is the incomplete gamma integral. If we deﬁne µ = µ

1

= E{y} and σ

2

= Var{y} = E{y

2

} −µ

2

, then

one has immediately from (29)

µ =

1

α

1/β

exp(−αT

β

)

_

Γ

_

1 +

1

β

_

−γ

_

1 +

1

β

, αT

β

__

, (31)

and

σ

2

=

1

α

2/β

exp(−αT

β

)

_

Γ

_

1 +

2

β

_

−γ

_

1 +

2

β

, αT

β

__

−µ

2

. (32)

Estimation of parameters

As n → ∞, the distribution of (´ α,

´

β) is asymptotically bivariate normal with mean (α, β) and

variance-covariance matrix

_

Cov(´ α,

´

β) Var(

´

β)

_

≈

1

n

_

I

αα

I

αβ

I

βα

I

ββ

_

−1

, (33)

where I

αα

, I

ββ

and I

αβ

= I

βα

are elements of the (symmetric) Fisher information matrix [I

ij

] =

[E{−∂

2

L/∂λ

i

∂λ

j

}], λ = (α , β)

T

, i, j = 1, 2.

From (Wingo, 1989, p.43), it can be shown that

I

αα

= n/α

2

, (34)

I

αβ

= I

βα

= nE{x

β

log y} −nT

β

log T, (35)

I

ββ

= n/β

2

+ αnE{y

β

(log y)

2

} −αnT

β

(log T)

2

. (36)

8

where

E{y

β

log y} = {exp(αT

β

)[ψ(2) −γ

(2, αT

β

)] −(αT

β

+ 1) log α}/αβ, (37)

E{y

β

(log y)

2

} = exp(αT

β

){ψ(2)

2

+ ψ

(2) −γ

(2, αT

β

) − (38)

2 log α[ψ(2) −γ

(2, αT

β

)]}/αβ

2

+ (log α)

2

(αT

β

+ 1)/αβ

2

. (39)

where γ

(2, αT

β

) and γ

(2, αT

β

) are, respectively, the ﬁrst and second partial derivatives, with respect

to θ, of the incomplete gamma integral γ(θ, y) evaluated at θ = 2 and y = αT

β

. The quantities ψ(2)

and ψ

**(2) are respectively, the digamma and trigamma functions evaluated at 2.
**

These special functions and their derivatives can be evaluated using the computer programms given

by Moore (1982), Bernardo (1976) and Schneider (1978).

Derivatives of the Incomplete Gamma Integral

These derivatives can be evaluated by using the FORTRAN subroutine developed by Moore (1982).

Moore’s subroutine, however, evaluates the derivatives, with respect to θ, of the incomplete gamma

function

I(θ, z) =

γ(θ, z)

Γ(θ)

(40)

By straight diﬀerentiation, one obtains

γ

(θ, z) = γ(θ, z)

_

ψ(θ) +

∂I(θ, z)/∂θ

I(θ, z)

_

(41)

The second derivatives γ

**(θ, z) would be obtained by a similar operation applied to (41). The algebra
**

involved, however, becomes considerably more complex. In particular, one has

γ

(θ, z) = {Γ(θ)I(θ, z)}G

2

(θ) (42)

where

G

2

(θ) = ∂G

1

(θ)/∂θ + (G

1

(θ))

2

(43)

and

∂G

1

(θ)/∂θ = ψ

(θ) +

I(θ, z)(∂

2

I(θ, z)/∂θ

2

) −(∂I(θ, z)/∂θ)

2

(I(θ, z))

2

(44)

Tie in with R

The function given in R package is pgamma

_

q, shape, rate = 1, scale =

1

rate

_

.

We also have

P(a, x) ≡

1

Γ(a)

_

x

0

t

a−1

exp(−t)dt (45)

≡ pgamma(x, a) (46)

Thus, according to Wingo, we obtain

γ(θ, y) = Γ(θ)P(θ, y) (47)

= gamma(theta)*pgamma(theta,y) (48)

= exp(lgamma(theta)+ pgamma(y, theta, log.p = TRUE)) (49)

9

Change of variables in EIM

We would like to see the Expected Information Matrix of the LTWD after the following change of

variables in order to make it similar to Weibull() in the VGAM package of Thomas Yee.

We have

_

_

_

α =

_

1

b

_

a

,

β = a.

Suppose that the log-likelihood function is given in the form (a, b) = (α(a, b), β(a, b)), then the

chain rule tells us that

aa

=

∂

2

∂a

2

=

α

α

aa

+

β

β

aa

+

αα

(α

a

)

2

+ 2

αβ

β

a

α

a

+

ββ

(β

a

)

2

, (50)

bb

=

∂

2

∂b

2

=

α

α

bb

+

β

β

bb

+

αα

(α

b

)

2

+ 2

αβ

β

b

α

b

+

ββ

(β

b

)

2

, (51)

(52)

and

ab

=

∂

2

∂a∂b

=

α

α

ab

+

β

β

ab

+

αα

α

a

α

b

+

αβ

(β

b

α

a

+ β

a

α

b

) +

ββ

β

a

β

b

. (53)

Moreover, with a little help from ﬁrst year calculus, we obtain

α

a

=

_

1

b

_

a

log

_

1

b

_

,

α

b

= −a ×b

−a−1

,

β

a

= 1,

β

b

= 0.

Thus, by substituting those values to those second order partial derivative above and taking the

expectation from both sides (notice that E(

α

) = 0, E(

β

) = 0 since they are score functions), we

have

I

aa

= −E(l

aa

) = I

αα

__

1

b

_

a

log

_

1

b

__

2

+ 2I

αβ

_

1

b

_

a

log

_

1

b

_

+ I

ββ

, (54)

I

bb

= −E(l

bb

) = I

αα

a

2

b

−2(a+1)

, (55)

I

ab

= −E(l

ab

) = I

αα

_

1

b

_

a

log

_

1

b

_

_

−a ×b

−a−1

_

+ 2I

αβ

_

−a ×b

−a−1

_

. (56)

Written Code

Thomas Yee has added the VGAM family function truncweibull() to his package based on this

work.

10

2.9 Data sets

I have processed the following data sets for the VGAM package

1. Taiwanese students

2. Battle of Britain (J.F.Bowyer, 1990)

11

Bibliography

Arnold, B. C., 1968. Parameter estimation for a multivariate exponential distribution. J. Amer.

Statist. Assoc. 63, 848–852.

Bernardo, J. M., 1976. Algorithm as 103: Psi (digamma) function. Journal of the Royal Statistical

Society. Series C (Applied Statistics) 25 (3), pp. 315–317.

URL http://www.jstor.org/stable/2347257

J.F.Bowyer, M., 1990. The Battle of Britain : 50 years on, ﬁrst printing Edition. Patrick Stephens

Limited, Wellingborough, Northamptonshire NN8 2RQ, England, Ch. 10.

Kundu, D., Raqab, M. Z., 2005. Generalized Rayleigh distribution: Diﬀerent methods of estimation.

http://home.iitk.ac.in/~kundu/pap.html.

Lawless, J. F., 2006. Truncated Distributions. John Wiley and Sons, Ltd, The United States of

America.

URL http://dx.doi.org/10.1002/9780470012505.tat016

Leisch, F., 2008. Sweave. http://www.stat.uni-muenchen.de/~leisch/Sweave/, [Online; accessed

19-Nov-2012].

MacKenzie, D. I., Nichols, J. D., Royle, J. A., Pollock, K. H., Bailey, L. L., Hines, J. E., 2006. Oc-

cupancy Estimation and Modelling, ﬁrst printing Edition. AP-Academic Press, the United States

of America.

Moore, R. J., 1982. Statistical algorithms: Algorithm AS 187: Derivatives of the incomplete gamma

integral 31 (3), 330–335.

URL http://lib.stat.cmu.edu/apstat/187

Schneider, B. E., 1978. Algorithm as 121: Trigamma function. Journal of the Royal Statistical Society.

Series C (Applied Statistics) 27 (1), pp. 97–99.

URL http://www.jstor.org/stable/2346249

Seber, G. A. F., 1973. The Estimation of Animal Abundance and Related Parameters, second printing

Edition. The Blackburn Press, The United States of America.

Wingo, D. R., 1989. The left-truncated Weibull distribution: theory and computation. Statist. Papers

30 (1), 39–48.

URL http://dx.doi.org/10.1007/BF02924307

12

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