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The Moment Generating Function As A Useful Tool in Understanding Random Effects on First-Order Environmental Dissipation Processes. Dr. Bruce H. Stanley DuPont Crop Protection Stine-Haskell Research Center Newark, Delaware.
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The Moment Generating Function As A Useful Tool in Understanding Random Effects on First-Order Environmental Dissipation Processes Dr. Bruce H. Stanley DuPont Crop Protection Stine-Haskell Research Center Newark, Delaware
The Moment Generating Function As A Useful Tool in Understanding Random Effects on First-Order Environmental Dissipation Processes Abstract Many physical and, thus, environmental processes follow first-order kinetics, where the rate of change of a substance is proportional to its concentration. The rate of change may be affected by a variety of factors, such as temperature or light intensity, that follow a probability distribution. The moment generating function provides a quick method to estimate the mean and variance of the process through time. This allows valuable insights for environmental risk assessment or process optimization.
Agenda • First-order (FO) dissipation • The moment generating function (MGF) • Relationship between FO dissipation and MGF • Calculating the variance of dissipation • Other “curvilinear” models • Half-lives of the models • References • Conclusions
Model: First-Order Dissipation Rate of change: Model: Transformation to linearity: Constant half-life:
Some Processes that Follow First-Order Kinetics • Radio-active decay • Population decline (i. e., “death” processes) • Compounded interest/depreciation • Chemical decomposition • Etc…
Example: Moment Generating Function X ~ Gamma(,)
Relationship Between – First-Order Dissipation –and the Moment Generating Function
Random First-Order Dissipation where r ~ PDF Constant
Conceptual Model:Distribution of Dissipation Rates dCt1/dt = r1.Ct1 dCt2/dt = r2.Ct2 dCt3/dt = r3.Ct3 dCt4/dt = r4.Ct4 r < 0
Transformation of r or t? r < 0 X = -r It’s easier to transform t, I.e., = -t = -t so substitute t = - And treat r’s as positivewhen necessary r = -1.X fr(r) = fX(-r) E(rn) = (-1)n.E(Xn)
Typical Table of Distributions(Mood, Graybill & Boes. 1974. Intro. To the Theory of Stats., 3rd Ed. McGraw-Hill. 564 pp.)
Some Possible Dissipation Rate Distributions • Uniform r ~ U(min, max) • Normal r ~ N(r, 2r) • Lognormal r ~ LN(r= e+ 2/2,2r = r2.(e 2-1)) = ln[r /(1+ r2/2r)],; 2 = ln[1+ (r2/2r)] • Gamma r ~ (r= /,2r = /2) = r2/2r; = r/2r(distribution used in Gustafson and Holden 1990) * Where r and 2r are the expected value and variance of the untransformed rates, respectively.
Application to Dissipation Model: Uniform No need to make = -t substitution
Application to Dissipation Model: Normal No need to make = -t substitution Note: Begins increasing at t = -r/r2, and becomes >C0 after t = -2.r/r2.
Application to Dissipation Model: Lognormal Note: Same as normal on the log scale.
Application to Dissipation Model: Gamma(Gustafson and Holden (1990) Model) Make = -t substitution
Example: Variance for the Gamma Case Make = -t substitution
Variable Initial Concentration:Product of Random Variables Delta Method Delta Method
Other “Non-linear” Models • Bi- (or multi-) first-order model ………..…... • Non-linear functions of time, …………..…… e.g., t = degree days or cum. rainfall (Nigg et al. 1977) • First-order with asymptote (Pree et al. 1976).. • Two-compartment first-order……………….. • Distributed loss rate…………………….…… (Gustafson and Holden 1990) • Power-rate model (Hamaker 1972)………..…
Half-lives for Various Models (p = 0.5) • First-order*………………………. • Multi-first-order*………………… • First-order with asymptote ……… • Two-compartment first-order …… • Distributed loss rate …………….. • Power-rate model ………………. * Can substitute cumulative environmental factor for time, i.e.,
References Duffy, M. J., M. K. Hanafey, D. M. Linn, M. H. Russell and C. J. Peter. 1987. Predicting sulfonylurea herbicide behavior under field conditions Proc. Brit. Crop Prot. Conf. – Weeds. 2: 541-547. [Application of 2-compartment first-order model] Gustafson, D. I. And L. R. Holden. 1990. Nonlinear pesticide dissipation in Soil: a new model based upon spatial variability. Environ. Sci. Technol. 24 (7): 1032-1038. [Distributed rate model] Hamaker, J. W. 1972. Decomposition: quantitative aspects. Pp. 253-340 In C. A. I. Goring and J. W. Hamaker (eds.) Organic Chemicals in the Soil Environment, Vol 1. Marcel Dekker, Inc., NY. [Power rate model] Nigg, H. N., J. C. Allen, R. F. Brooks, G. J. Edwards, N. P. Thompson, R. W. King and A. H. Blagg. 1977. Dislodgeable residues of ethion in Florida citrus and relationships to weather variables. Arch. Environ. Contam. Toxicol. 6: 257-267. [First-order model with cumulative environmental variables] Pree, D. J., K. P. Butler, E. R. Kimball and D. K. R. Stewart. 1976. Persistence of foliar residues of dimethoate and azinphosmethyl and their toxicity to the apple maggot. J. Econ. Entomol. 69: 473-478. [First-order model with non-zero asymptote]
Conclusions • Moment-generating function is a quick way to predict the effects of variability on dissipation • Variability in dissipation rates can lead to “non-linear” (on log scale) dissipation curves • Half-lives are not constant when variability is present • A number of realistic mechanisms can lead to a curvilinear dissipation curve (i.e., model is not “diagnostic”)