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Emerging Topics in Statistics and Biostatistics

Andriëtte Bekker
(Din) Ding-Geng Chen
Johannes T. Ferreira
Editors

Computational
and Methodological
Statistics and
Biostatistics
Contemporary Essays in Advancement
Emerging Topics in Statistics and Biostatistics

Series Editor
(Din) Ding-Geng Chen, University of North Carolina, Chapel Hill, NC, USA

Editorial Board Members

Andriëtte Bekker, University of Pretoria, Pretoria, South Africa
Carlos A. Coelho, Caparica, Portugal
Maxim Finkelstein, University of the Free State, Bloemfontein, South Africa
Jeffrey R. Wilson, Arizona State University, Tempe, AZ, USA
More information about this series at http://www.springer.com/series/16213
Andriëtte Bekker • (Din) Ding-Geng Chen
Johannes T. Ferreira
Editors

Computational and
Methodological Statistics
and Biostatistics
Contemporary Essays in Advancement
Editors
Andriëtte Bekker (Din) Ding-Geng Chen
Department of Statistics Department of Statistics
University of Pretoria University of Pretoria
Pretoria, South Africa Pretoria, South Africa
School of Social Work
Johannes T. Ferreira
and Department of Biostat
Department of Statistics
Chapel Hill, NC, USA
University of Pretoria
Pretoria, South Africa

ISSN 2524-7735 ISSN 2524-7743 (electronic)

Emerging Topics in Statistics and Biostatistics
ISBN 978-3-030-42195-3 ISBN 978-3-030-42196-0 (eBook)
https://doi.org/10.1007/978-3-030-42196-0

© Springer Nature Switzerland AG 2020

This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilms or in any other physical way, and transmission or information
storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology
now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this book
are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or
the editors give a warranty, expressed or implied, with respect to the material contained herein or for any
errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional
claims in published maps and institutional affiliations.

This Springer imprint is published by the registered company Springer Nature Switzerland AG.
The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
To my Bekker family; for your conscious (and
unconscious) eternal support throughout my
entire life.
Andriëtte Bekker
To my parents and parents-in-law who value
higher education, and to my wife, Ke, my son,
John D. Chen, and my daughter, Jenny K.
Chen, for their love and support.
(Din) Ding-Geng Chen
To my mother and late father, Annalize and
Nico, for empowering me in mind and spirit
through my past and still into my future.
Johannes T. Ferreira
Preface

In modern times, the field of statistics has sustained itself as the intersection of
modelling and learning of data, in both theoretical and applied contexts. Continuous
unification of these contexts remains meaningful and relevant to graduate students,
academics, and practitioners, by fostering novel ways of developing and reaching
insight into the phenomena of random behaviour. The context within which
this insight is sought connects closely to modern buzzwords such as big data
and machine learning—thereby highlighting the continuous and crucial role that
statistics keep playing within learning and understanding data. In a more theoretical
sense, postulating methodological frameworks by proposing and deriving shapes
and distributions for data remains of certain value by ensuring continuous devel-
opment and enhancement of theory-based probabilistic models that may serve the
said phenomena of random behaviour mathematically. A more applied context calls
these theoretical developments to action, with approaches many times requiring
computationally challenging environments in which the modelling effort may be
enriched with subsequent estimation and hypothesis testing.
Within this context, this contributed volume houses a collection of contemporary
essays in statistical advancement on a variety of topics, all of which are rooted
in this intersection of theoretical and applied research. The main objective is to
unify fundamental methodological research in statistics together with computational
aspects of the modern era. Three distinct realms of sustained statistical interest
occupy this book: theory and application of statistical distributions, supervised and
unsupervised learning, and biostatistics. This book is intended for readers who are
interested in consuming contemporary advancements in these domains.
By reflecting on the above, this volume’s three main parts provide advancements
in their respective fields, with dedicated contributions paving the way for future
research and innovation within statistics. The overarching goals of this book
include:
1. emphasising cutting-edge research within both theoretical and applied statistics
and motivating the value of both;
2. highlighting computational challenges and solutions within these spheres;

vii
viii Preface

3. further stimulating the research within the respective focus area of our discipline
of statistics; and finally,
4. continuously unifying these spheres as part of the larger statistical field of both
an academic and practical nature.
The editing team has endeavoured to provide a balanced and stimulating
contributed book that will appeal to the diverse interests of most readers from a
fundamental theoretical as well as applied statistical background. We believe that
the topics covered in the book are timely and have high potential to impact and
influence in statistics in the three spheres of interest here.

Outline of this Book Volume

This book volume brings together 23 chapters that are organised as follows: Recent
Developments in Theory and Applications of Statistical Distributions (Part I),
Recent Developments in Supervised and Unsupervised Modelling (Part II), and
Recent Developments in Biostatistics (Part III). All the chapter contributions have
undergone a thorough and independent review process.
Part I of this book includes nine papers focusing on modern developments in
the theory and applications of statistical distribution theory. In Chap. 1, the authors
discuss computational aspects of maximum likelihood estimation within a skew
distribution paradigm. Ley and Simone provide geostatistical models for modelling
earthquake behaviour in Chap. 2. Chapter 3 contains theoretical contributions in
a multivariate setting relating to order statistics. In Chap. 4, the authors address
variable selection in a regression context based on information theoretic measures
Chapter 5 provides a departure from the usual normality assumption in modelling
condition numbers of Wishart matrices with applications within a multiple-input
multiple-output environment. Geldenhuys and Ehlers provide refreshing contribu-
tions within bivariate Polya–Aeppli modelling in Chap. 6. In Chap. 7, Arashi et al.
describe and apply a multivariate construction technique with a Dirichlet flavour.
Chapter 8 sees a contribution of normal mean–variance mixture using Birnbaum–
Saunders distribution and evaluation of risk measures by Naderi et al. Finally, in
Part I, Chap. 9 contains new suggestions for modelling of linear combinations of
chi-square random variables by Coelho.
Part II comprises seven chapters that highlight contemporary developments in
supervised and unsupervised modelling. In Chap. 10, Banerjee discusses conjugate
Bayesian approaches within a geostatistical setting for massive data sets. Roozbeh
et al. provide an approach for modelling high-dimensional data using improved yet
robust estimators in Chap. 11. Chan et al. investigate optimal allocation subject to
time censoring in a regression sense in Chap. 12, and Stein et al. explore a copula
approach to spatial interpolation of extreme value modelling in Chap. 13. Chapter 14
discusses a scale mixture approach to t-distributed mixture regression, and Samawi
writes on improving logistic regression performance by way of extreme ranking in
Preface ix

Chap. 15. Finally, Ge et al. provide insight into the application of spatial statistics
in a policy framework for China in Chap. 16.
Part III includes seven chapters that focus on recent contributions within the
realm of biostatistics. Chapter 17 includes a thorough and meaningful contribution
within novel Bayesian adaptive designs in cancer clinical trials. In Chap. 18, the
authors utilise topological data analysis in a computational and statistical sense
in a real data application. Chapter 19 provides refreshing contributions within
simultaneous variable selection and estimation of longitudinal data, and Chap. 20
also contains contributions of variable selection but within an interval-censored
failure time data framework. Manda discusses the modelling of frailty effects in
clustered survival data in Chap. 21. Arreola and Wilson apply partitioned GMM
models to survey data in Chap. 22, and the book concludes with a contribution from
Chen and Lio about a generalised Rayleigh–Exponential–Weibull distribution and
its application within interval-censored data in Chap. 23.

Pretoria, South Africa Andriëtte Bekker

Chapel Hill, NC, USA (Din) Ding-Geng Chen
Pretoria, South Africa Johannes T. Ferreira
Acknowledgements

We are deeply grateful to those who have supported in the process of creating this
book. We thank the contributors to this book for their enthusiastic involvement
and their kindness in sharing their professional knowledge and expertise. We thank
all the reviewers for providing thoughtful and in-depth evaluations of the papers
contained in this book. We gratefully acknowledge the professional support of Laura
Briskman, Saveetha Balasundaram, and Santhamurthy Ramamoorthy from Springer
who made the publication of this book a reality.
This volume was made possible through funding provided by the following
agencies:
1. NRF-SARChI Research Chair in Computational and Methodological Statistics,
UID: 71199;
2. DST-NRF-SAMRC-SARChI Research Chair in Biostatistics, Grant number:
114613;
3. Centre of Excellence in Mathematics and Statistical Science, University of the
Witwatersrand, South Africa, ref. nrs. STA19/002 and STA19/003;
4. University Capacity Development Grant, South Africa, ref. nr. UCDP-324;
5. Knowledge, Interchange and Collaboration Grant, National Research Founda-
tion, South Africa, ref. nr. KIC180913358471; and
6. National Research Foundation grant ref. nr. SRUG190308422768 Grant No:
120839
Opinions expressed and conclusions arrived at are those of the author(s) and are
not necessarily to be attributed to the NRF.
We welcome readers’ comments, including notes on typos or other errors, and
look forward to receiving suggestions for improvements to future editions. Please
send comments and suggestions to any of the editors.

xi
xii Acknowledgements

List of Reviewers
Anis Iranmanesh
Departmen of Statistics, Faculty of Sciences, Islamic Azad University, Mashhad,
Iran
Filipe Marques
Departamento de Matemática, Faculdade de Ciências e Tecnologia, Universidade
Nova de Lisboa, Lisbon, Portugal
Daniel de Waal
Department of Statistics, Faculty of Natural and Agricultural Sciences, University
of Pretoria, Pretoria, South Africa
Mohammad Arashi
Department of Statistics, Faculty of Mathematical Sciences, Shahrood University of
Technology, Shahrood, Iran
Mahdi Salehi
Department of Mathematics and Statistics, University of Neyshabur, Neyshabur,
Iran
Broderick Oluyede
Department of Statistics, Georgia Southern University, Statesboro, GA, USA
Chien-Tai Lin
Department of Mathematics, Tamkang University, Taipei City, Taiwan
Mahdi Roozbeh
Faculty of Mathematics, Statistics and Computer Sciences, Semnan University,
Semnan, Iran
Hossein Baghishani
Department of Statistics, Shahrood University of Technology, Shahrud, Iran
Qingning Zhou
Department of Mathematics and Statistics, University of North Carolina at Char-
lotte, Charlotte, NC, USA
Peter Bubenik
Department of Mathematics, University of Florida, Gainesville, FL, USA
Freedom Gumedze
Department of Statistics Sciences, University of Cape Town, Cape Town, South
Africa
Naushad Ali Mamode Khan
Department of Mathematics, University of Mauritius, Moka, Mauritius
Hassan Doosti
Department of Mathematics and Statistics, Macquarie University, Macquarie Park,
NSW, Australia
Tzong-Ru Tsai
College of Business and Management, Tamkang University, Taipei City, Taiwan
Divan Burger
Department of Statistics, Faculty of Natural and Agricultural Sciences, University
of Pretoria, Pretoria, South Africa
Acknowledgements xiii

Hyoung-Moon Kim
College of Commerce and Economics, Konkuk University, Seoul, South Korea
Jan Beirlant
Department of Mathematics (Statistics and Risk Section), Katholieke Universiteit,
Leuven, Belgium
Mei-Po Kwan
Department of Geography and Geographic Information Science, University of
Illinois at Urbana-Champaign, Champaign, IL, USA
Roy Cerqueti
University of Macerata, Department of Economics and Law, Macerata, Italy
Bernard Omolo
Division of Mathematics and Computer Science, University of South Carolina,
Spartanburg, SC, USA
Robert Schall
Department of Mathematical Statistics and Actuarial Science, Bloemfontein,
Republic of South Africa
Tsung-I Lin
Department of Applied Mathematics and Institute of Statistics, National Chung
Hsing University, Taichung, Taiwan
Elham Mirfarah
Department of Statistics, Faculty of Natural and Agricultural Sciences, University
of Pretoria, Pretoria, South Africa
Mehrdad Naderi
Department of Statistics, Faculty of Natural and Agricultural Sciences, University
of Pretoria, Pretoria, South Africa
Contents

Part I Recent Developments in Theory and Applications of

Statistical Distributions
Some Computational Aspects of Maximum Likelihood Estimation
of the Skew-t Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Adelchi Azzalini and Mahdi Salehi
Modelling Earthquakes: Characterizing Magnitudes and
Inter-Arrival Times . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
Christophe Ley and Rosaria Simone
Multivariate Order Statistics Induced by Ordering Linear
Combinations of Components of Multivariate Elliptical
Random Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
Ahad Jamalizadeh, Roohollah Roozegar, Narayanaswamy Balakrishnan,
and Mehrdad Naderi
Variable Selection in Heteroscedastic Regression Models Under
General Skew-t Distributional Models Using Information Complexity . . . . 73
Yeşim Güney, Olcay Arslan, and Hamparsum Bozdogan
Weighted Condition Number Distributions Emanating from
Complex Noncentral Wishart Type Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
Johannes T. Ferreira and Andriëtte Bekker
Weighted Type II Bivariate Pólya-Aeppli Distributions . . . . . . . . . . . . . . . . . . . . . 121
Claire Geldenhuys and René Ehlers
Constructing Multivariate Distributions via the Dirichlet Generator . . . . . 159
Mohammad Arashi, Andriëtte Bekker, Daniel de Waal, and Seite Makgai
Evaluating Risk Measures Using the Normal Mean-Variance
Birnbaum-Saunders Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
Mehrdad Naderi, Ahad Jamalizadeh, Wan-Lun Wang, and Tsung-I Lin

xv
xvi Contents

On the Distribution of Linear Combinations of Chi-Square

Random Variables. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
Carlos A. Coelho

Part II Recent Developments in Supervised and Unsupervised

Modelling
Conjugate Bayesian Regression Models for Massive Geostatistical
Data Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
Sudipto Banerjee
Using Improved Robust Estimators to Semiparametric Model with
High Dimensional Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
Mahdi Roozbeh, Nor Aishah Hamzah, and Nur Anisah Mohamed
Optimal Allocation for Extreme Value Regression Under Time
Censoring . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
Ping Shing Chan, Hon Yiu So, Hon Keung Tony Ng, and Wei Gao
Spatial Interpolation of Extreme PM1 Values Using Copulas . . . . . . . . . . . . . . . 309
Alfred Stein, Fakhereh Alidoost, and Vera van Zoest
A Scale Mixture Approach to t-Distributed Mixture Regression . . . . . . . . . . . 329
Frans Kanfer and Sollie Millard
On Improving the Performance of Logistic Regression Analysis Via
Extreme Ranking. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
Hani M. Samawi
Applications of Spatial Statistics in Poverty Alleviation in China . . . . . . . . . . 367
Yong Ge, Shan Hu, and Mengxiao Liu

Part III Recent Developments in Biostatistics

Novel Bayesian Adaptive Designs and Their Applications in Cancer
Clinical Trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
Ruitao Lin and J. Jack Lee
Topological Data Analysis of Clostridioides difficile Infection and
Fecal Microbiota Transplantation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 427
Pavel Petrov, Stephen T. Rush, Shaun Pinder, Christine H. Lee,
Peter T. Kim, and Giseon Heo
Simultaneous Variable Selection and Estimation in Generalized
Semiparametric Mixed Effects Modeling of Longitudinal Data . . . . . . . . . . . . 447
Mozghan Taavoni and Mohammad Arashi
Variable Selection of Interval-Censored Failure Time Data . . . . . . . . . . . . . . . . 475
Qiwei Wu, Hui Zhao, and Jianguo Sun
Contents xvii

Flexible Modeling of Frailty Effects in Clustered Survival Data . . . . . . . . . . . 489

Samuel Manda
Partitioned GMM Marginal Model for Time Dependent Covariates:
Applications to Survey Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 511
Elsa Vazquez Arreola and Jeffrey R. Wilson
A Family of Generalized Rayleigh-Exponential-Weibull
Distribution and Its Application to Modeling the Progressively
Type-I Interval Censored Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 529
(Din) Ding-Geng Chen and Yuhlong Lio
Editors and Contributors

About the Editors

Professor Andriëtte Bekker is a Professor and

the current Head of the Department of Statistics at
the Faculty of Natural and Agricultural Sciences,
at the University of Pretoria and has been serving
in this capacity since 2012. Her expertise lies in
Statistical Distribution Theory and comprises the
study, development, and expansion of distributions
and the addressing of parametric statistical infer-
ential aspects, within the classical as well as the
Bayesian framework. She is the academic research
leader of the Statistical Theory and Applied Statis-
tics focus area within the Department of Science and
Technology/National Research Foundation (DST-
NRF), Centre of Excellence in Mathematical and
Statistical Sciences. She is also an elected member
of the International Statistical Institute and serves
on several national and international, educational
and academic research boards. She has published
more than 80 peer-reviewed papers in fundamental
statistical research. She contributes significantly to
the human capacity development of Southern Africa
through the multitude of students for whom she acts
as supervisor and mentor.

xix
xx Editors and Contributors

Professor (Din) Ding-Geng Chen is a fellow of

the American Statistical Association and currently
the Wallace H. Kuralt Distinguished Professor at
the University of North Carolina at Chapel Hill,
USA, and an Extraordinary Professor at University
of Pretoria, South Africa. He was a Professor at
the University of Rochester and the Karl E. Peace
endowed eminent scholar chair in biostatistics at
Georgia Southern University. He is also a senior
consultant for biopharmaceuticals and government
agencies with extensive expertise in clinical trial
biostatistics and public health statistics. He has
written more than 150 refereed publications and
co-authored/co-edited 25 books on clinical trial
methodology, meta-analysis, causal inference, and
public health statistics.

Doctor Johannes T. Ferreira is currently a Senior

Lecturer in the Department of Statistics at the Uni-
versity of Pretoria, South Africa, and is a Junior
Focus Area Coordinator for the Statistical Theory
and Applied Statistics focus area of the Centre of
Excellence in Mathematical and Statistical Sciences
based at the University of the Witwatersrand in
Johannesburg. He regularly publishes in accredited
peer-reviewed journals and reviews manuscripts for
international journals. He is an ASLP 4.1/4.2 fellow
of Future Africa and has been identified as one of
the Top 200 South Africans under the age of 35 by
the Mail & Guardian newspaper in the Education
category in 2016. His ramblings can be found on
Twitter with the handle @statisafrican.
Editors and Contributors xxi

Contributors

Fakhereh Alidoost Netherlands E-Science Centre, Amsterdam, The Netherlands

Mohammad Arashi Department of Statistics, Faculty of Mathematical Sciences,
Shahrood University of Technology, Shahrood, Iran
Elsa Vazquez Arreola Arizona State University, Tempe, AZ, USA
Olcay Arslan Faculty of Science, Department of Statistics, Ankara University,
Ankara, Turkey
Adelchi Azzalini Department of Statistical Sciences, University of Padua, Padua,
Italy
Sudipto Banerjee UCLA Department of Biostatistics, University of California, Los
Angeles, CA, USA
Andriëtte Bekker Department of Statistics, University of Pretoria, Pretoria, South
Africa
Hamparsum Bozdogan The University of Tennessee, Knoxville, TN, USA
Ping Shing Chan Department of Statistics, The Chinese University of Hong Kong,
Shatin, N.T., Hong Kong SAR
(Din) Ding-Geng Chen Department of Statistics, University of Pretoria, Pretoria,
South Africa
Carlos A. Coelho Mathematics Department (DM) and Centro de Matemática e
Aplicações (CMA), Faculdade de Ciências e Tecnologia, NOVA University of
Lisbon, Caparica, Portugal
Daniel de Waal Department of Statistics, University of Pretoria, Pretoria, South
Africa
René Ehlers Department of Statistics, University of Pretoria, Pretoria, South Africa
Johannes T. Ferreira Department of Statistics, University of Pretoria, Pretoria,
South Africa
Wei Gao School of Mathematics and Statistics, Northeast Normal University,
Changchun, Jilin, China
Claire Geldenhuys Department of Statistics, University of Pretoria, Pretoria, South
Africa
Yong Ge State Key Laboratory of Resources and Environmental Information Sys-
tem, Institute of Geographical Sciences and Natural Resources Research, Chinese
Academy of Sciences, Beijing, China
Yeşim Güney Faculty of Science, Department of Statistics, Ankara University,
Ankara, Turkey
xxii Editors and Contributors

Nor Aishah Hamzah UM Centre for Data Analytics, Institute of Mathematical

Sciences, Faculty of Science, University of Malaya, Kuala Lumpur, Malaysia
Giseon Heo School of Dentistry, Department of Mathematical and Statistical
Sciences, University of Alberta, Edmonton, AB, Canada
Shan Hu State Key Laboratory of Resources and Environmental Information Sys-
tem, Institute of Geographical Sciences and Natural Resources Research, Chinese
Academy of Sciences, Beijing, China
Ahad Jamalizadeh Department of Statistics, Shahid Bahonar University, Kerman,
Iran
Frans Kanfer Department of Statistics, University of Pretoria, Pretoria, South
Africa
Peter T. Kim Department of Mathematics & Statistics, University of Guelph,
Guelph, ON, Canada
Christine H. Lee Clinical Professor at Department of Pathology and Laboratory
Medicine, University of British Columbia, Vancouver, BC, Canada
Department of Microbiology, Royal Jubilee Hospital, Victoria, BC, Canada
J. Jack Lee Department of Biostatistics, The University of Texas MD Anderson
Cancer Center, Houston, TX, USA
Christophe Ley Department of Applied Mathematics, Computer Science and
Statistics, Ghent University, Ghent, Belgium
Ruitao Lin Department of Biostatistics, The University of Texas MD Anderson
Cancer Center, Houston, TX, USA
Tsung-I Lin Institute of Statistics, National Chung Hsing University, Taichung,
Taiwan
Department of Public Health, China Medical University, Taichung, Taiwan
Yuhlong Lio Department of Mathematical Sciences, University of South Dakota,
Vermilion, SD, USA
Mengxiao Liu State Key Laboratory of Resources and Environmental Information
System, Institute of Geographical Sciences and Natural Resources Research, Chi-
nese Academy of Sciences, Beijing, China
Seite Makgai Department of Statistics, University of Pretoria, Pretoria, South
Africa
Samuel Manda Biostatistics Research Unit, South African Medical Research
Council, Pretoria, South Africa
Department of Statistics, University of Pretoria, Pretoria, South Africa
School of Mathematics, Statistics, and Computer Science, University of KwaZulu-
Natal, Pietermaritzburg, South Africa
Editors and Contributors xxiii

Sollie Millard Department of Statistics, University of Pretoria, Pretoria, South

Africa
Nur Anisah Mohamed UM Centre for Data Analytics, Institute of Mathematical
Sciences, Faculty of Science, University of Malaya, Kuala Lumpur, Malaysia
Mehrdad Naderi Department of Statistics, Faculty of Natural & Agricultural
Sciences, University of Pretoria, Pretoria, South Africa
Hon Keung Tony Ng Department of Statistical Science, Southern Methodist Uni-
versity, Dallas, TX, USA
Pavel Petrov Data Scientist at Rocky Mountaineer, Vancouver, BC, Canada
Shaun Pinder Methodologist at Statistics Canada, Ottawa, ON, Canada
Mahdi Roozbeh Department of Statistics, Faculty of Mathematics, Statistics and
Computer Sciences, Semnan University, Semnan, Iran
Roohollah Roozegar Department of Mathematics, College of Sciences, Yasouj
University, Yasouj, Iran
Narayanaswamy Balakrishnan McMaster University, Hamilton, ON, Canada
Stephen T. Rush Senior Statistician at AstraZeneca, Mölndal, Sweden
Mahdi Salehi Department of Mathematics and Statistics, University of Neyshabur,
Neyshabur, Iran
Hani M. Samawi Department of Biostatistics, Epidemiology and Environmental
Health Sciences, Jiann-Ping Hsu College of Public Health, Georgia Southern
University, Statesboro, GA, USA
Rosaria Simone Department of Political Sciences, Università degli Studi di Napoli
Federico II, Naples, Italy
Hon Yiu So Department of Statistics and Actuarial Science, University of Waterloo,
Waterloo, ON, Canada
Alfred Stein Faculty of Geo-Information Science and Earth Observation (ITC),
University of Twente, Enschede, The Netherlands
Jianguo Sun Department of Statistics, University of Missouri, Columbia, MO,
USA
Mozghan Taavoni Department of Statistics, Faculty of Mathematical Sciences,
Shahrood University of Technology, Shahrood, Iran
Vera van Zoest Department of Information Technology, Uppsala University, Upp-
sala, Sweden
Wan-Lun Wang Department of Statistics, Graduate Institute of Statistics and
Actuarial Science, Feng Chia University, Taichung, Taiwan
xxiv Editors and Contributors

Jeffrey R. Wilson Arizona State University, Tempe, AZ, USA

Qiwei Wu Department of Statistics, University of Missouri, Columbia, MO, USA
Hui Zhao School of Mathematics and Statistics & Hubei Key Laboratory of Math-
ematical Sciences, Central China Normal University, Wuhan, People’s Republic of
China
 Part I
Recent Developments in Theory and
Applications of Statistical Distributions
Some Computational Aspects of
Maximum Likelihood Estimation
of the Skew-t Distribution

Adelchi Azzalini and Mahdi Salehi

Abstract Since its introduction, the skew-t distribution has received much attention
in the literature both for the study of theoretical properties and as a model for data
fitting in empirical work. A major motivation for this interest is the high degree
of flexibility of the distribution as the parameters span their admissible range, with
ample variation of the associated measures of skewness and kurtosis. While this
high flexibility allows to adapt a member of the parametric family to a wide range
of data patterns, it also implies that parameter estimation is a more delicate operation
with respect to less flexible parametric families, given that a small variation of the
parameters can have a substantial effect on the selected distribution. In this context,
the aim of the present contribution is to deal with some computational aspects of
maximum likelihood estimation. A problem of interest is the possible presence of
multiple local maxima of the log-likelihood function. Another one, to which most
of our attention is dedicated, is the development of a quick and reliable initialization
method for the subsequent numerical maximization of the log-likelihood function,
both in the univariate and the multivariate context.

1 Background and Aims

1.1 Flexible Distributions: The Skew-t Case

In the context of distribution theory, a central theme is the study of flexible

parametric families of probability distributions, that is, families allowing substantial
variation of their behaviour when the parameters span their admissible range.

A. Azzalini ()
Department of Statistical Sciences, University of Padua, Padua, Italy
e-mail: azzalini@stat.unipd.it
M. Salehi
Department of Mathematics and Statistics, University of Neyshabur, Neyshabur, Iran
e-mail: salehi2sms@gmail.com

© Springer Nature Switzerland AG 2020 3

A. Bekker et al. (eds.), Computational and Methodological Statistics and
Biostatistics, Emerging Topics in Statistics and Biostatistics,
https://doi.org/10.1007/978-3-030-42196-0_1
4 A. Azzalini and M. Salehi

For brevity, we shall refer to this domain with the phrase ‘flexible distributions’.
The archetypal construction of this logic is represented by the Pearson system
of curves for univariate continuous variables. In this formulation, the density
function is regulated by four parameters, allowing wide variation of the measures
of skewness and kurtosis, hence providing much more flexibility than in the basic
case represented by the normal distribution, where only location and scale can be
adjusted.
Since Pearson times, flexible distributions have remained a persistent theme
of interest in the literature, with a particularly intense activity in recent years.
A prominent feature of newer developments is the increased consideration for
multivariate distributions, reflecting the current availability in applied work of larger
datasets, both in sample size and in dimensionality. In the multivariate setting, the
various formulations often feature four blocks of parameters to regulate location,
scale, skewness and kurtosis.
While providing powerful tools for data fitting, flexible distributions also pose
some challenges when we enter the concrete estimation stage. We shall be working
with maximum likelihood estimation (MLE) or variants of it, but qualitatively
similar issues exist for other criteria. Explicit expressions of the estimates are
out of the question; some numerical optimization procedure is always involved
and this process is not so trivial because of the larger number of parameters
involved, as compared with fitting simpler parametric models, such as a Gamma
or a Beta distribution. Furthermore, in some circumstances, the very flexibility of
these parametric families can lead to difficulties: if the data pattern does not aim
steadily towards a certain point of the parameter space, there could be two or more
such points which constitute comparably valid candidates in terms of log-likelihood
or some other estimation criterion. Clearly, these problems are more challenging
with small sample size, later denoted n, since the log-likelihood function (possibly
tuned by a prior distribution) is relatively more flat, but numerical experience has
shown that they can persist even for fairly large n, in certain cases.
The focus of interest in this paper will be the skew-t (ST) distribution introduced
by Branco and Dey (2001) and studied in detail by Azzalini and Capitanio (2003);
see also Gupta (2003). The main formal constituents and properties of the ST family
will be summarized in the next subsection. Here, we recall instead some of the
many publications that have provided evidence of the practical usefulness of the ST
family, in its univariate and multivariate version, thanks to its capability to adapt
to a variety of data patterns. The numerical exploration by Azzalini and Genton
(2008), using data of various origins and nature, is an early study in this direction,
emphasizing the potential of the distribution as a tool for robust inference. The
robustness aspects of ST-based inference has also been discussed by Azzalini and
Capitanio (2014, § 4.3.5) and more extensively by Azzalini (2016). On the more
applied domain, numerous publications motivated by application problems have
further highlighted the ST usefulness, typically with data distributions featuring
substantial tailweight and asymmetry. For space reasons, the following list reports
only a few of the many publications of this sort, with a preference for early work:
Walls (2005) and Pitt (2010) use the ST distribution for modelling log-transformed
On MLE for Skew-t Distribution 5

returns of film and music industry products as a function of explanatory variables;

Meucci (2006) and Adcock (2010) develop methods for optimal portfolio allocation
in a financial context, where long tails and asymmetry of returns distribution are
standard features; Ghizzoni et al. (2010) use the multivariate ST distributions to
model riverflow, jointly at multiple sites; Pyne et al. (2009) present an early model-
based clustering formulation using the multivariate ST distributions as the basic
component for flow cytometric data analysis.
Given its value in data analysis, but also the above-mentioned possible crit-
ical aspects of the log-likelihood function, it seems appropriate to explore the
corresponding issues for MLE computation and to develop a methodology which
provides good starting points for the numerical maximization of the log-likelihood.
After a brief summary of the main facts about the ST distribution in the next
subsection, the rest of the paper is dedicated to these issues. Specifically, one section
examines qualitatively and numerically various aspects of the ST log-likelihood,
while the rest of the paper develops a technique to initialize the numerical search
for MLE.
To avoid potential misunderstanding, we underline that the above-indicated
program of work does not intend to imply a general inadequacy of the currently
available computational resources, which will be recalled in due course. There are,
however, critical cases where these resources run into problems, most typically
when the data distribution exhibits very long tails. For these challenging situations,
an improved methodology is called for.

1.2 The Skew-t Distribution: Basic Facts

Before entering our actual development, we recall some basic facts about the
ST parametric family of continuous distributions. In its simplest description, it
is obtained as a perturbation of the classical Student’s t distribution. For a more
specific description, start from the univariate setting, where the components of the
family are identified by four parameters. Of these four parameters, the one denoted
ξ in the following regulates the location of the distribution; scale is regulated by the
positive parameter ω; shape (representing departure from symmetry) is regulated by
λ; tail-weight is regulated by ν (with ν > 0), denoted ‘degrees of freedom’ like for
a classical t distribution.
It is convenient to introduce the distribution in the ‘standard case’, that is, with
location ξ = 0 and scale ω = 1. In this case, the density function is
  
ν+1
t (z; λ, ν) = 2 t (z; ν) T λz ;ν + 1 , z ∈ R, (1)
ν + z2
6 A. Azzalini and M. Salehi

where
   −(ν+1)/2
 12 (ν + 1) z2
t (z; ν) = √   1+ , z ∈ R, (2)
π ν  12 ν ν

is the density function of the classical Student’s t on ν degrees of freedom and

T (·; ν) denotes its distribution function; note however that in (1) this is evaluated
with ν + 1 degrees of freedom. Also, note that the symbol t is used for both
densities in (1) and (2), which are distinguished by the presence of either one or
two parameters.
If Z is a random variable with density function (1), the location and scale
transform Y = ξ + ω Z has density function

tY (x; θ ) = ω−1 t (z; λ, ν), z = ω−1 (x − ξ ), (3)

where θ = (ξ, ω, λ, ν). In this case, we write Y ∼ ST(ξ, ω2 , λ, ν), where ω is

squared for similarity with the usual notation for normal distributions.
When λ = 0, we recover the scale-and-location family generated by the t
distribution (2). When ν → ∞, we obtain the skew-normal (SN) distribution with
parameters (ξ, ω, λ), which is described for instance by Azzalini and Capitanio
(2014, Chap. 2). When λ = 0 and ν → ∞, (3) converges to the N(ξ, ω2 )
distribution.
Some instances of density (1) are displayed in the left panel of Fig. 1. If λ was
replaced by −λ, the densities would be reflected on the opposite side of the vertical
axis, since −Y ∼ ST(−ξ, ω2 , −λ, ν).
0.7

λ=5

ν = 0.5
0.6

ν=1
ν=2
0

ν=5
ν = 20
0.5

−2
ST density function
0.4

x2
0.3

−4
0.2

−6
0.1
0.0

−8

0 2 4 6 −2 −1 0 1 2 3 4
x x1

Fig. 1 The left plot displays a set of univariate skew-t density functions when λ = 5 and ν varying
across a range of values; the right plot displays the contour level plot of a bivariate skew-t density
On MLE for Skew-t Distribution 7

Similarly to the classical t distribution, moments exist when their order is smaller
than ν. Under this condition, expressions for the mean value, the variance and the
coefficients of skewness and excess kurtosis, namely the standardized third and
fourth cumulants, are as follows:

μ = E {Y } = ξ + ω bν δ, if ν > 1,
ν
σ 2 = var{Y } = ω2 − (bν δ)2 = ω2 σZ2 , say, if ν > 2,
ν−2
bν δ ν(3 − δ 2 ) 3ν
γ1 = − + 2 (bν δ)2 , if ν > 3,
σZ3 ν−3 ν−2
1 3ν 2 4(bν δ)2 ν(3 − δ 2 ) 6(bν δ)2 ν
γ2 = − + − 3(bν δ)4 − 3
σZ4 (ν − 2)(ν − 4) ν−3 ν−2
if ν > 4,

where
√
λ ν  12 (ν − 1)
δ = δ(λ) = ∈ (−1, 1), bν = √ if ν > 1.
(1 + λ2 )1/2 π  12 ν
(4)
It is visible that, as λ spans the real line, so does the coefficient of skewness γ1
when ν → 3 from above. For ν ≤ 3, γ1 does not exist; however, at least one of the
tails is increasingly heavier as ν → 0, given the connection with the Student’s t.
A fairly similar pattern holds for the coefficients of kurtosis γ2 , with the threshold
at ν = 4 for its existence. If ν → 4+ , the range of γ2 is [0, ∞). The feasible
(γ1 , γ2 ) space when ν > 4 is displayed in Figure 4.5 of Azzalini and Capitanio
(2014). Negative γ2 values are not achievable, but this does not seem to be a major
drawback in most applications.
The multivariate ST density is represented by a perturbation of the classical
multivariate t density in d dimensions, namely
 − ν+d
((ν + d)/2) Q(z) 2
td (z; ¯ , ν) = 1+ , z ∈ Rd . (5)
(νπ ) (ν/2) det( ¯ )1/2
d/2 ν

where ¯ is a symmetric positive-definite matrix with unit diagonal elements and

Q(z) = z ¯ −1 z. The multivariate version of (1) is then given by
 
ν+d
td (x) = 2 td (z; ¯ , ν) T α z
;ν + d , z ∈ Rd (6)
ν + Q(z)
8 A. Azzalini and M. Salehi

where α is a d-dimensional vector regulating asymmetry. An instance of density (6)

with d = 2 is displayed in the right panel of Fig. 1 via contour level curves.
Similarly to the univariate setting, we consider the location and scale transforma-
tion of a variable Z with density (6) to Y = ξ + ω Z where now ξ ∈ Rd and ω is a
diagonal matrix with positive diagonal elements. For the resulting variable, we use
the notation Y ∼ STd (ξ, , α, ν) where = ω ¯ ω.
One property required for our later development is that each marginal component
of Y is a univariate ST variable, having a density of type (1) whose parameters are
extracted from the corresponding components of Y , with the exception of λ for
which the marginalization step is slightly more elaborate.
There are many additional properties of the ST distribution which, for space
reasons, we do not report here and refer the reader to the quoted literature. A self-
contained account is provided by the monograph (Azzalini and Capitanio 2014); see
specifically Chapter 4 for the univariate case and Chapter 6 for the multivariate case.

2 On the Likelihood Function of ST Models

2.1 Basic General Aspects

The high flexibility of the ST distribution makes it particularly appealing in a

wide range of data fitting problems, more than its companion, the SN distribution.
Reliable techniques for implementing connected MLE or other estimation methods
are therefore crucial.
From the inference viewpoint, another advantage of the ST over the related SN
distribution is the lack of a stationary point at λ = 0 (or α = 0 in the multivariate
case), and the implied singularity of the information matrix. This stationary point
of the SN is systematic: it occurs for all samples, no matter what n is. This peculiar
aspect has been emphasized more than necessary in the literature, considering that
it pertains to a single although important value of the parameter. Anyway, no such
problem exists under the ST assumption. The lack of a stationary point at the
origin was first observed empirically and welcomed as ‘a pleasant surprise’ by
Azzalini and Capitanio (2003), but no theoretical explanation was given. Additional
numerical evidence in this direction has been provided by Azzalini and Genton
(2008). The theoretical explanation of why the SN and the ST likelihood functions
behave differently was finally established by Hallin and Ley (2012).
Another peculiar aspect of the SN likelihood function is the possibility that the
maximum of the likelihood function occurs at λ = ±∞, or at α → ∞ in
the multivariate case. Note that this happens without divergence of the likelihood
function, but only with divergence of the parameter achieving the maximum. In this
respect the SN and the ST model are similar: both of them can lead to this pattern.
Differently from the stationarity point at the origin, the phenomenon of divergent
estimates is transient: it occurs mostly with small n, and the probability of its
On MLE for Skew-t Distribution 9

occurrence decreases very rapidly when n increases. However, when it occurs for
the n available data, we must handle it. There are different views among statisticians
on whether such divergent values must be retained as valid estimates or they must be
rejected as unacceptable. We embrace the latter view, for the reasons put forward by
Azzalini and Arellano-Valle (2013), and adopt the maximum penalized likelihood
estimate (MPLE) proposed there to prevent the problem. While the motivation for
MPLE is primarily for small to moderate n, we use it throughout for consistency.
There is an additional peculiar feature of the ST log-likelihood function, which
however we mention only for completeness, rather than for its real relevance. In
cases when ν is allowed to span the whole positive half-line, poles of the likelihood
function must exist near ν = 0, similarly to the case of a Student’s t with unspecified
degrees of freedom. This problem has been explored numerically by Azzalini and
Capitanio (2003, pp. 384–385), and the indication was that these poles must exist at
very small values of ν, such as ν̂ = 0.06 in one specific instance.
This phenomenon is qualitatively similar to the problem of poles of the likelihood
function for a finite mixture of continuous distributions. Even in the simple case of
univariate normal components, there always exist n poles on the boundary of the
parameter space if the standard deviations of the components are unrestricted; see
for instance Day (1969, Section 7). The problem is conceptually interesting, in both
settings, but in practice it is easily dealt with in various ways. In the ST setting, the
simplest solution is to impose a constraint ν > ν0 > 0 where ν0 is some very small
value, such as ν0 = 0.1 or 0.2. Even if fitted to data, a t or ST density with ν < 0.1
would be an object hard to use in practice.

2.2 Numerical Aspects and Some Illustrations

Since, on the computational side, we shall base our work the R package sn,
described by Azzalini (2019), it is appropriate to describe some key aspects of
this package. There exists a comprehensive function for model fitting, called selm,
but the actual numerical work in case of an ST model is performed by functions
st.mple and mst.mple, in the univariate and the multivariate case, respectively.
To numerical efficiency, we shall be using these functions directly, rather than via
selm. As their names suggest, st.mple and mst.mple perform MPLE, but they
can be used for classical MLE as well, just by omitting the penalty function. The rest
of the description refers to st.mple, but mst.mple follows a similar scheme.
In the univariate case, denote by θ = (ξ, ω, α, ν) the parameters to be
estimated, or possibly θ = (β  , ω, α, ν) when a linear regression model is
introduced for the location parameter, in which case β is a vector of p regression
coefficients. Denote by log L(θ ) the log-likelihood function at point θ . If no starting
values are supplied, the first operation of st.mple is to fit a linear model to
the available explanatory variables; this reduces to the constant covariate value 1
if p = 1. For the residuals from this linear fit, sample cumulants of order up to
four are computed, hence including the sample variance. An inversion from these
Another random document with
no related content on Scribd:
of revelation. But again we catch ourselves sermonizing: to the
diagram.
 Fossils from the London Clay.

1. Tellina crassa.
2. Chama squamosa.
3. Turritella imbricataria.
4. Fusus asper.
5. Pleurotoma colon.
6. Murex tubifer.
7. Aporhais pes-pelicani.
8. Voluta luctator (or luctatrix).
9. Trochus monolifer: the necklace trochus.
10. Venericardia cor-avium.
11. Fusus bulbiformis: the bulb fusus.
 These fossils we obtained from the neighbourhood of
Christchurch; and as these sheets were being written, we received
from Dr. Mantell’s “Geological Excursions in the Isle of Wight,” the
following appropriate description of them: “The numerous marine
fossil shells which are obtained from this part of the coast of
Hampshire, are generally known as Hordwell fossils; but it is
scarcely necessary to remark, that they almost entirely belong to the
London clay strata, and are procured from Barton cliffs. These fossils
are most conveniently obtained from the low cliff near Beacon
Bunny, and occur in greatest abundance in the upper part of the dark
green sandy clay. There are generally blocks of the indurated
portions of the strata on the beach, from which fossils may be
extracted. A collection of Hordwell fossils, consisting of the teeth of
several species of sharks and rays, bones of turtles, and a great
variety of shells, may be purchased at a reasonable price of Jane
Webber, dealer in fossils, Barton cliff, near Christchurch.”—(P. 124.)
Before leaving the Eocene, or rather the London clay of the
Eocene, we will give a drawing of a fossil in our possession. The
drawing opposite represents a piece of fossil wood, pierced through
and through by Teredinæ, a boring mollusk allied to the Teredo,
which still proves so destructive to our vessels. Although the wood is
converted into a stony mass, and in some parts covered by calcareous
matter, the same as is found in the septaria, so common in these
beds, to which we shall presently direct attention, still the grain and
woody texture are most distinct. This wood was once probably
floating down what we now call the Thames, when these piercing,
boring mollusks seized hold upon it, penetrated its soft texture, and
lived, moved, and had their being down at the bottom of the river in
their self-constructed chambers. Time rolled on, and the log of wood
is floated upon the shore, and there it lies to harden and to dry; again
the log is drifted away, and, buried in some soft bed of clay, is
preserved from rotting. In process of time it again sees the light; but
now saturated by argillaceous material, and when hardened by the
sun, becomes the petrifaction such as we see it.
 WOOD PERFORATED RY TEREDINA PERSONATA, LONDON
CLAY.

Here let us refer to the septaria, of which we have just spoken; two
specimens lie before us, which we will briefly describe. In one (1) the
clay is in distinct lozenge-shaped masses of a blue colour, while veins
of calcareous spar or crystallized carbonate of lime surround these,
which are capable of a beautiful marble-like polish; in the other (2)
the clay is of the same colour, only in larger proportions, and the
spar is of a deep brown colour, while here and there portions of iron
pyrites may be seen; they become beautiful ornaments in a room
when cut and polished. It should be added, that the septaria are not
without their economic uses, being extensively used as cement after
being stamped and burnt.
 SEPTARIA

Here we may leave this brief sketch of the Eocene, or lowest beds
of the Tertiary. A new creation has been introduced to our view; and
although we still wait for the coming of man—the lord and
interpreter of all—the contemplation of these successive acts and
centres of creation fills our minds with renewed admiration and
reverence of Him for whom, and by whom, and to whom are all
things. Thus “even Geology, while it has exhumed and revivified long
buried worlds, peopled with strange forms in which we can feel little
more than a speculative interest, and compared with which the most
savage dweller in the wilderness of the modern period—jackal,
hyæna, or obscene vulture—is as a cherished pet and bosom friend,
has made for us new bonds of connexion between remote regions of
the earth as it is, on account of which we owe it a proportionate share
of gratitude.”[117]
 No. II.—The Miocene.
We shall briefly pass over this period. At Bordeaux, Piedmont, and
in Lisbon, this formation is seen; as well as in various other parts of
the Continent of Europe. The supposition of Geology is, that during
this period “whole regions of volcanoes burst forth, whose lofty but
now tranquil cones can be seen in Catalonia, in Spain, in France,
Switzerland, Asia, and in America. The Alps, the Carpathian
Mountains, and other lofty ranges were at this period partially
upheaved. The researches of Sir Robert Murchison have established
this fact, by his finding deep beds of limestone, characteristic of the
Tertiary period, on the summit of one of the loftiest of the Alps, fully
ten thousand feet above the level of the sea.”
 No. III.—The Pliocene Period.
This term has already been explained. We shall only detain the
reader by a few words respecting the organic remains that
characterize this formation. In England it is confined to the eastern
part of the county of Suffolk, where it is called “Crag.” This is a mere
provincial name, given particularly to those masses of shelly sand
which are used to fertilize lands deficient in calcareous matter. The
geological name given to this strata is the “Red or Coralline Crag;”
and it is so called on account of the deep ferruginous colour its fossils
have through extensive oxidization of iron. We give drawings of the
fossils of the Red Crag, obtained from the neighbourhood of Ipswich.
 FOSSILS FROM THE RED
CRAG, NEAR IPSWICH.

1. Venericardia senilis.
2. Turritella.
3. Patella æqualis.
4. Cyprea.
5. Paludina lenta.
6. Pectunculus variabilis.
7. Murex.
8. Fusus contrarius.
9. Buccinum elongata.
10. Venericardia scalaris.
11. Voluta lamberti.
12. Fusus asper.
13. Pectunculus pilosus.
 But these are not the only fossils of this period; it is here we meet,
and that for the first time, with the highest form of animal life with
which the researches of geology have made us acquainted. We have
traced life in various forms in the different rocks that have passed
under our rapid survey, and in all we have seen a wondrous and most
orderly gradation. We began with the coral zoophytes, and from
them proceeded to the mollusks and crustacea of the hypogene
rocks; ascending, we discovered “fish with glittering scales,”
associated with the crinoids and cryptogamous plants of the
secondary series of rocks; and then we arrive where we are now,
among the true dicotyledonous and exogenous plants and trees, with
the strange birds and gigantic quadrupeds of the tertiary period. But
the student must not imagine that even the fossils of this epoch bring
him up to the modern era, or the reign of man; for even in the
tertiary system numberless species lived and flourished, which in
their turn became extinct, to be succeeded by others long before
man, the chief of animals and something more, made his
appearance, to hold dominion over these manifold productions of
creative skill and power. But amidst these creations,
“God was everywhere, the God who framed
Mankind to be one mighty human family,
Himself their Father, and the world their home.”

It would be altogether beside the purpose of this preliminary

treatise to enter into any details respecting the animals that have
been found in such abundance in the Norwich Crag, that it has been
called the “Mammaliferous Crag.” Those who desire full and deeply
interesting information on this question should consult Owen’s noble
work, entitled “British Fossil Mammals and Birds,” where, under the
respective divisions of Eocene, Miocene, and Pliocene, he will see a
complete chart of our riches in the possessions of a past creation. For
the discovery of the Siberian Mammoth so often quoted, we shall
refer to the same work, page 217, &c.; from which we shall only quote
one brief extract, illustrative of the abundance of these remains in
our own coasts in the ages past.
“Mr. Woodward, in his ‘Geology of Norfolk,’ supposes that
upwards of two thousand grinders of the mammoth have been
dredged up by the fishermen of the little village of Happisburgh in
the space of thirteen years. The oyster-bed was discovered here in
1820; and during the first twelve months hundreds of the molar
teeth of mammoths were landed in strange association with the
edible mollusca. Great quantities of the bones and tusks of the
mammoth are, doubtless, annually destroyed by the action of the
waves of the sea. Remains of the mammoth are hardly less numerous
in Suffolk, especially in the pleistocene beds along the coast, and at
Stutton;—they become more rare in the fluvio-marine crag at
Southwold and Thorp. The village of Walton, near Harwich, is
famous for the abundance of these fossils, which lie along the base of
the sea-cliffs, mixed with bones of species of horse, ox, and deer.”[118]

SKELETON OF THE MEGATHERIUM CUVIERI

(AMERICANUM).

All the animals of this period are called theroid animals: from
therion, a wild beast; and looking at the skeletons as they have been
arranged from the few existing fossils, or from nearly complete
materials—a matter not of guess-work, but of the most rigid
application of the principles of comparative anatomy—we stand
astounded at the prodigious sizes of these mammoths of the tertiary
era. There is the deinotherium, or fierce wild beast; the
palæotherium, or ancient wild beast; the anoplotherium, or
unarmed wild beast, and others. We give above a drawing of the well-
known megatherium, or great wild beast, to be seen in the British
Museum, and add the following from Mantell’s Guide to the Fossils
of the British Museum:—“This stupendous extinct animal of the sloth
tribe was first made known to European naturalists by a skeleton,
almost entire, dug up in 1789, on the banks of a river in South
America, named the Luxon, about three miles south-east of Buenos
Ayres. The specimen was sent to Madrid, and fixed up in the
Museum, in the form represented in numerous works on natural
history. A second skeleton was exhumed at Lima, in 1795; and of late
years Sir Woodbine Parish, Mr. Darwin, and other naturalists have
sent bones of the megatherium, and other allied genera, to England.
The model of the megatherium has been constructed with great care
from the original bones, in the Wall-cases 9, 10, and in the Hunterian
Museum. The attitude given to the skeleton, with the right arm
clasping a tree, is, of course, hypothetical; and the position of the
hinder toes and feet does not appear to be natural. Altogether,
however, the construction is highly satisfactory; and a better idea of
the colossal proportions of the original is conveyed by this model,
than could otherwise be obtained.”[119]

SKELETON OF THE MASTODON OHIOTICUS, FROM NORTH

AMERICA.
(Height, 9½ feet; length, 20 feet.)

We give below a drawing of the “Mastodon Ohioticus;” for the

following account of which we are indebted to the same source. It
will be found in Room 6, figure 1.—“This fine skeleton was purchased
by the trustees of the British Museum of Albert Koch, a well-known
collector of fossil remains; who had exhibited, in the Egyptian Hall,
Piccadilly, under the name of the Missourium, or Leviathan of the
Missouri, an enormous osteological monster, constructed of the
bones of this skeleton, together with many belonging to other
individuals—the tusks being fixed in their sockets so as to curve
outwards on each side of the head. From this heterogeneous
assemblage of bones, those belonging to the same animal were
selected, and are articulated in their natural juxtaposition.”[120]

FOSSIL HUMAN SKELETON, FROM GUADALOUPE.

(The original 4 feet 2 inches long, by 2
feet wide.)
 PLAN OF THE CLIFF AT GAUDALOUPE.

In Wall-case D of the British Museum, may be seen a fossil

skeleton of a human being, brought from the island of Guadaloupe,
the consideration of which must for ever remove any idea that may
exist about man being contemporaneous with the theroidal
mammals of which we have been speaking.[121] Professor Whewell has
remarked that the “gradation in form between man and other
animals is but a slight and unimportant feature in contemplating the
great subject of the origin of the human race. Even if we had not
revelation to guide us, it would be most unphilosophical to attempt
to trace back the history of man, without taking into account the
most remarkable facts in his nature: the facts of civilization, arts,
government, speech—his traditions—his internal wants—his
intellectual, moral, and religious constitution. If we will attempt a
retrospect, we must look at all these things as evidence of the origin
and end of man’s being; and we do thus comprehend, in one view,
the whole of the argument—it is impossible for us to arrive at an
origin homogeneous with the present order of things. On this
subject, the geologist may, therefore, be well content to close the
volume of the earth’s physical history, and open that divine record
which has for its subject the moral and religious nature of man.”
“Mysterious framework of bone, locked up in the solid marble,—
unwonted prisoner of the rock! an irresistible voice shall yet call thee
out of thy stony matrix. The other organisms, thy partners in the
show, are incarcerated in the lime for ever,—thou but for a term.
How strangely has the destiny of the race to which thou belongest re-
stamped with new meanings the old phenomena of creation!... When
thou wert living, prisoner of the marble, haply as an Indian wife and
mother, ages ere the keel of Columbus had disturbed the waves of the
Atlantic, the high standing of thy species had imparted new
meanings to death and the rainbow. The prismatic arch had become
the bow of the covenant, and death a great sign of the unbending
justice and purity of the Creator, and of the aberration and fall of the
living soul, formed in the Creator’s own image,—reasoning,
responsible man.”[122]

FINIS:—THE GEOLOGIST’S DREAM.

ALARM, BUT NO DANGER.

 CHAPTER XIII.
SCRIPTURE AND GEOLOGY; OR, APPARENT
CONTRADICTIONS RECONCILED.

“By Him were all things created, that are in heaven, and that are in earth,
visible and invisible, whether they be thrones, or dominions, or
principalities, or powers; all things were created by Him, and for Him;
and He is before all things, and by Him all things consist.”—Paul.

We have in the course of the previous volume alluded to certain

discrepancies, supposed to exist between the statements of Scripture,
and the teachings of Geology. We have more than once intimated our
intention of discussing at some length these questions, that have so
long been tabooed by truly religious people, and often needlessly
exaggerated by those who have possessed a “microscopic eye,” in the
discovery of the weak points of Christian faith or opinion. Dropping
the convenient and euphonious form of egotism, which allows
sovereigns and authors to adopt the plural, we shall crave to stand
before our readers in our personal and singular, rather than in our
impersonal and plural, form of speech.

To the reader let me first say, that while I do not wish to appear
before him as an advocate, as if I held a brief or had a retaining fee
on behalf of Moses, I nevertheless feel rather keenly that the
“reverend” put before my name may give something like this aspect
to all my remarks. It may be thought, and that honestly enough, that
because mine is the clerical profession, I am bound, per fas aut
nefas, to contend for the authority of Scripture. It may be thought—
in fact, it is daily alleged against us—that the particular “stand-point”
we occupy is an unfair one, inasmuch as a preacher is bound to “stick
to the Bible;” and indeed that he always comes to it with certain à
priori conclusions, that to a great extent invalidate his reasonings,
and destroy the morality of his arguments.
Possibly there may be more truth in this than any of us dream of:
fas est ab hoste doceri. I therefore make no professions of honesty,
and appeal to no one’s feelings; let us go and look at the Bible, and at
the earth’s crust, and be guided by our independent researches.
Should this happen to be read by any one whose mind is out of joint
with Scripture; who no longer reposes with satisfaction on the old
book of his childhood and his youth; who has begun to fear,—
perhaps to think that it is only a collection of “cunningly devised”
fables; and who is on the verge of giving up Christianity and all “that
sort of thing;” to such an one I shall speak, supposing him to be as
honest in his doubts as I am in my convictions. I cannot deal with
man as if he had no right to doubt; I have never yet “pooh-poohed”
any one’s unbelief; but I have always striven to regard all doubts
expressed in courteous phrase, as the result of investigation, even
though it may be partial, as the fruit of study, although it may have
been misguided, and as the painful conclusions of a thinking mind,
and not cherished for the sake of “having a fling” at moral truth or a
righteous life, or at the mothers and sisters whose life “remote from
public haunt” has saved them from ever doubting the truth of
revelation.
Doubting and scorning are very opposite phases of mind: we here
address the doubter; with the scorner we have nothing to do; if
ridicule is his substitute for argument, by all means let him enjoy it;
and if calling names is his substitute for patient investigation, let
him enjoy that pastime also—hard words break no bones; but for the
doubter, for the man who has his honest difficulties, and finds large
stumbling-blocks in the path of unresisting acquiescence in
household faiths, for such an one I have much to say in this chapter,
if he will read it,—to him I stretch forth my hand in cordial greeting,
and invite him to examine evidence, and consider facts; and then,
whatever may be the result, whether I shake his doubts or he shake
my faith, we shall at least have acted a manly and a straightforward
part. At any rate, we ought ever to meet as friends, and to be candid
and forbearing, as men liable to err through manifold besetments
and biasses.
 Having thus thrown myself upon my reader’s candour, by a clear
avowal of the spirit in which such controversies ought to be
conducted, let us together proceed to the purpose of this chapter.
Between Geology and Scripture interpretation there are apparent
and great contradictions—that all admit: on the very threshold of our
future remarks, let us allow most readily that between the usually
recognised interpretations of Scripture and the well-ascertained facts
of Geological science, there are most appalling contradictions; and
the questions arising thence are very important, both in a scientific
and in a theological point of view. Is there any method of
reconciliation, by which the harmony of the facts of science with the
statements of the Bible can be shown? Where is the real solution to
be found? Are we mistaken in our interpretations, or are we
mistaken in our discoveries? Have we to begin religion again de
novo, or may the Bible and the Book of Nature remain just as we
have been accustomed to regard them; both as equally inspired
books of God, waiting only the service and worship of man, their
priest and interpreter?
These are questions surely of no common importance. Neither the
Christian nor the doubter act a consistent part in ignoring them.
Should the Christian say, “I want no teachings of science: I want no
learned phrases and learned researches to assist me in
understanding my Bible: for aught I care, all the ‘ologies’ in the world
may perish as carnal literature: I know the Book is true, and decline
any controversy with the mere intellectual disputant;” and if the
Christian should go on to add, as probably he would in such a state of
mind, and as, alas! too many have done to the lasting disgust and
alienation of the thoughtful and intelligent: “These are the doubts of
a ‘philosophy falsely so called:’ science has nothing to do with
Revelation: they have separate paths to pursue; let them each go
their own way: and should there come a collision between the two,
we are prepared to give up all science once and for ever, whatever it
may teach, rather than have our views upon Revelation disturbed:”—
now, if the Christian talks like that, he is acting a most unwise part.
He is doing in his limited sphere of influence what the Prussian
Government intended to have done when Strauss’ “Life of Christ”
appeared. It was the heaviest blow that unbelief had ever struck
against Christianity, and the Government of Prussia with several
theological professors were disposed to prosecute its author, and
forbid the sale of the book. But the great Neander deprecated this
course, as calculated to give the work a spurious celebrity, and as
wearing the aspect of a confession that the book was unanswerable.
He advised that it should be met, not by authority, but by argument,
believing that the truth had nothing to fear in such a conflict. His
counsel prevailed, and the event has shown that he was right.
If, on the other hand, the doubter should say, “The intelligence of
the day has outgrown our household faiths; men are no longer to be
held in trammels of weakness and superstition, or to be dragooned
into Religion;—the old story about the Bible, why, you know we can’t
receive that, and look upon those compilations that pass by that
name as divinely inspired Books; we have long since been compelled
to abandon the thought that Christianity has any historic basis, or
that its Books have any claim upon the reverence or faith of the
nineteenth century, as of supernatural origin.”
To such an one I should say, that this begging of the question, this
petitio principii, is no argument; these are statements that require
every one of them a thorough demonstration before they are
admitted; you deny the Christian one single postulate: you deny him
the liberty of taking anything for granted; and then begin yourself
with demanding his assent unquestioned to so large a postulate as
your very first utterance involves, “that the intelligence of the age has
outgrown our household faiths.” Before you proceed you must prove
that; and we must know what is meant by those terms, before we can
stand upon common ground, and hold anything like argument upon
these debated points.
From such general observations let us come to the precise objects
before us: Geology and Scripture are supposed to be at variance
specially on three points. The age of the earth: the introduction of
death: and the Noachian Deluge. These apparent contradictions are
the most prominent difficulties, and cause the most startling doubts
among those who imagine Science to be antagonistic to Christian
revelation. I propose to devote a little attention to each of these
questions, while I endeavour honestly to show how, in my opinion,
apparent contradictions may be reconciled. The questions are these,
to state them in a popular form: 1. Is the world more than 6,000
years old? and if it is, how are the statements of Scripture and
Geology to be reconciled? 2. Was death introduced into the world
before the fall of man? and if it was, how are the truths of Scripture
on this question to be explained? and, 3. What was the character of
the Noachian Deluge? was it partial or universal? and what are the
apparent discrepancies in this case, between science and the Bible?
Perhaps before I proceed a step further I ought to add that, in my
belief, the age of the earth, so far as its material fabric, i.e. its crust, is
concerned, dates back to a period so remote, and so incalculable, that
the epoch of the earth’s creation is wholly unascertained and
unascertainable by our human arithmetic; whether this is
contradicted in the Scripture, is another question.
With regard to the introduction of death, I believe that death upon
a most extensive scale prevailed upon the earth, and in the waters
that are under the earth, ages, yea countless ages, before the creation
of man—before the sin of any human being had been witnessed; that
is what Geology teaches most indisputably: whether the Scriptures
contradict this statement, is another question.
With regard to the Noachian Deluge, I believe that it was quite
partial in its character, and very temporary in its duration; that it
destroyed only those animals that were found in those parts of the
earth then inhabited by man; and that it has not left one single shell,
or fossil, or any drift or other remains that can be traced to its action.
Whether the Scriptures teach any other doctrine, is another question.
By this time the ground between us is narrowed, and I may
probably anticipate that I shall have objections to answer, or
misapprehensions to remove, quite as much on the part of those who
devoutly believe, as on the part of those who honestly doubt the
Christian Scriptures.
First then,
I. How old is the world? How many years is it since it was called
into being, as one of the planets? How many centuries have elapsed
since its first particle of matter was created?
The answer comes from a thousand voices, “How old? why, 6,000
years, and no more, or closely thereabouts! Every child knows that;—
talk about the age of the world at this time of day, when the Bible
clearly reveals it!”
Now I ask, Where does the Bible reveal it? Where is the chapter
and the verse in which its age is recorded? I have read my Bible
somewhat, and feel a deepening reverence for it, but as yet I have
never read that. I see the age of man recorded there; I see the
revelation that says the human species is not much more than 6,000
years old; and geology says this testimony is true, for no remains of
man have been found even in the tertiary system, the latest of all the
geological formations. “The Bible, the writings of Moses,” says Dr.
Chalmers, “do not fix the antiquity of the globe; if they fix any thing
at all, it is only the antiquity of the species.”
It may be said that the Bible does not dogmatically teach this
doctrine of the antiquity of the globe; and we reply, Very true; but
how have we got the idea that the Bible was to teach us all physical
science, as well as theology. Turretin went to the Bible for
Astronomy: Turretin was a distinguished professor of theology in his
day, and has left behind him large proofs of scholarship and piety.
Well, Turretin went to the Bible, determined to find his system of
astronomy in it; and of course he found it. “The sun,” he says, “is not
fixed in the heavens, but moves through the heavens, and is said in
Scripture to rise and to set, and by a miracle to have stood still in the
time of Joshua; if the sun did not move, how could birds, which
often fly off through an hour’s circuit, be able to return to their
nests, for in the mean time the earth would move 450 miles?” And if
it be said in reply, that Scripture speaks according to common
opinion, then says Turretin, “We answer, that the Spirit of God best
understands natural things, and is not the author of any error.”
We smile at such “ecclesiastical drum” noise now, and we can well
afford to do so: but when people go to the Bible, determined to find
there, not a central truth, but the truths of physics, in every
department of natural science, are we to be surprised that they come
away disappointed and angry? As Michaelis says, (quoted by Dr.
Harris, in his “Man Primeval,” p. 12,) “Should a stickler for
Copernicus and the true system of the world carry his zeal so far as to
say, that the city of Berlin sets at such an hour, instead of making
use of the common expression, that the sun sets at Berlin at such an
hour, he speaks the truth, to be sure, but his manner of speaking it is
pedantry.”
Now, this is just the way to make thoughtful men unbelievers: and
we will not adopt that plan, because it is not honest, neither is it