Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Assessment of the Expression of IR beta, IRS-1, IRS-2 and IGF-IR beta in a Rat Model of Intrauterine Growth Restriction

Objective: To investigate glomerular development and expression of insulin and insulin-like growth factor receptors in an experimental model of intrauterine growth restriction (IUGR). Material and Methods: We studied three groups of Sprague-Dawley fetuses: IUGR - restricted by ligation of the right uterine artery; C-IUGR - left horn controls, and EC - external controls (non-manipulated). Body and organs were weighed, and glomerular number and volume were analyzed. Expression of IR beta, IRS-1, IRS-2 and IGF-IR beta was analyzed in liver, intestine and kidneys by immunoblotting. Results: Organ/body weight ratios were similar. In IUGR, glomerular number and volume were increased compared to C-IUGR and EC (p < 0.001). In the IUGR liver, increases were found in IGF-IR beta compared to C-IUGR and EC; IR beta compared to EC, and IRS-2 compared to C-IUGR. However, decreases in IR beta were noted in IUGR compared to C-IUGR; IRS-1 compared to C-IUGR and EC, and IRS-2 compared to EC. In IUGR intestine, increases were detected in IR beta, IRS-1 and IGF-IR beta compared to C-IUGR and EC. In IUGR kidneys, increases were observed in IR beta and IGF-IR beta compared to C-IUGR and EC, and IRS-1 compared to EC. Decreased IRS-2 in the intestine and kidney were noticed in IUGR compared to C-IUGR and EC. Conclusion: IUGR fetuses had less glomeruli and alterations in insulin receptors, which may be associated with an increased risk of disease occurrence in adulthood. Copyright (C) 2010 S. Karger AG, Basel

A BALB/c mouse model shows that liver involvement in dengue disease is immune-mediated

In the present study, BALB/c mice were used to develop a model for the hepatic injury associated to dengue infection. Histological analysis after subcutaneous inoculation with a low viral dose of dengue-2 virus showed Kupffer cell hyperplasia and an increased inflammatory cellular infiltrate next to the bile ducts on days 5, 7 and 14 post-inoculation, mainly characterized by the presence of mononuclear cells. The liver mRNA transcription level of IL-1 beta was highest on the 5th day post-infection (p.i.) and decreased by the 21st day, TNF-alpha showed a peak of mRNA transcription after 14 days p.i. coinciding with the regression of cellular infiltrates and elevated expression of TGF-beta mRNA. Serum AST and ALT levels were slightly elevated at 7 and 14 days post-infection. Dengue-2 RNA levels were undetectable in the liver on any of the days following inoculation. Our observations suggest that, as it is true for humans, the animals undergo a transient and slight liver inflammation, probably due to local cytokine production and cellular infiltration in the liver. (C) 2010 Elsevier Inc. All rights reserved.

Role of N-Methyl-D-Aspartate and Non-N-Methyl-D-Aspartate Receptors in the Cardiovascular Effects of L-Glutamate Microinjection Into the Hypothalamic Paraventricular Nucleus of Unanesthetized Rats

We report on the cardiovascular effects of L-glutamate (L-glu) microinjection into the hypothalamic paraventricular nucleus (PVN) as well as the mechanisms involved in their mediation. L-glu microinjection into the PVN caused dose-related pressor and tachycardiac responses in unanesthetized rats. These responses were blocked by intravenous (i.v.) pretreatment with the ganglion blocker pentolinium (PE; 5 mg/kg), suggesting sympathetic mediation. Responses to L-glu were not affected by local microinjection of the selective non-NMDA receptor antagonist NBQX (2 nmol) or by local microinjection of the selective NMDA receptor antagonist LY235959 (LY; 2 nmol). However, the tachycardiac response was changed to a bradycardiac response after treatment with LY235959, suggesting that NMDA receptors are involved in the L-glu heart rate response. Local pretreatment with LY235959 associated with systemic PE or dTyr(CH(2))(5)(Me)AVP (50 mu g/kg) respectively potentiated or blocked the response to L-glu, suggesting that L-glu responses observed after LY235959 are vasopressin mediated. The increased pressor and bradycardiac responses observed after LY + PE was blocked by subsequent i.v. treatment with the V(1)-vasopressin receptor antagonist dTyr(CH(2))(5)(Me)AVP, suggesting vasopressin mediation. The pressor and bradycardiac response to L-glu microinjection into the PVN observed in animals pretreated with LY + PE was progressively inhibited and even blocked by additional pretreatment with increasing doses of NBQX (2, 10, and 20 nmol) microinjected into the PVN, suggesting its mediation by local non-NMDA receptors. In conclusion, results suggest the existence of two glutamatergic pressor pathways in the PVN: one sympathetic pathway that is mediated by NMDA receptors and a vasopressinergic pathway that is mediated by non-NMDA receptors. (C) 2009 Wiley-Liss, Inc.

Non-N-Methyl-D-Aspartate Glutamate Receptors in the Paraventricular Nucleus of Hypothalamus Mediate the Pressor Response Evoked by Noradrenaline Microinjected Into the Lateral Septal Area in Rats

The lateral septal area (LSA) is a part of the limbic system and is involved in cardiovascular modulation. We previously reported that microinjection of noradrenaline (NA) into the LSA of unanesthetized rats caused pressor responses that are mediated by acute vasopressin release. Magnocellular neurons of the paraventricular (PVN) and supraoptic (SON) of the hypothalamus synthesize vasopressin. In the present work, we studied which of these nuclei is involved in the pressor pathway activated by unilateral NA injection into the LSA as well as the local neurotransmitter involved. Chemical ablation of the SON by unilateral injection of the nonspecific synapses blocker cobalt chloride (1 mM/100 nl) did not affect the pressor response evoked by NA (21 nmol/200 nl) microinjection into the LSA. However, the response to NA was blocked when cobalt chloride (1 mM/100 nl) was microinjected into the PVN, indicating that this hypothalamic nucleus is responsible for the mediation of the pressor response. There is evidence in the literature pointing to glutamate as a putative neurotransmitter activating magnocellular neurons. Pretreatment of the PVN with the selective non-N-methyl-D-asparate (NMDA) antagonist NBQX (2 nmol/100 nl) blocked the pressor response to NA microinjected into the LSA, whereas pretreatment with the selective NMDA antagonist LY235959 (2 nmol/100 nl) did not affect the response to NA. Our results implicate the PVN as the final structure in the pressor pathway activated by the microinjection of NA into the LSA. They also indicate that local glutamatergic synapses and non-NMDA glutamatergic receptors mediate the response in the PVN. (c) 2008 Wiley-Liss, Inc.

Role of cytokines in mediating mechanical hypernociception in a model of delayed-type hypersensitivity in mice

In the present study, we used the electronic version of the von Frey test to investigate the role of cytokines (TNF-alpha and IL-1 beta) and chemokines (KC/CXCL-1) in the genesis of mechanical hypernociception during antigen-induced inflammation in mice. The nociceptive test consisted of evoking a hindpaw flexion reflex with a hand-held force transducer (electronic anesthesiometer) adapted with a 0.5 mm(2) polypropylene tip. The intraplantar administration of methylated bovine serum albumin (mBSA) in previously immunized (IM), but not in sham-immunized (SI) mice, induced mechanical hypernociception in a dose-dependant manner. Hypernociception induced by antigen was reduced in animals pretreated with IL-lra and reparixin (a non-competitive allosteric inhibitor of CXCR2), and in TNF receptor type 1 deficient (TNFR1-/-) mice. Consistently, antigen challenge induced a time-dependent release of TNF-alpha, IL-1 beta and KC/CXCL-1 in IM, but not in SI, mice. Consistently, antigen challenge induced a time-dependent release of TNF-alpha, IL-1 beta and KC/CXCL-1 in IM, but not in SI, mice. The increase in TNF-alpha levels preceded the increase in IL-1 beta and KC/CXCL1. Antigen-induced release of IL-1 beta and KC/CXCL1 was reduced in TNFR1-/- mice, and TNF-alpha induced hypernociception was inhibited by IL-lra and reparixin. Hypernociception induced by IL-1 beta in immunized mice was inhibited by indomethacin, whereas KC/CXCL1-induced hypernociception was inhibited by indomethacin and guanethidine, Antigen-induced hypernociception was reduced by indomethacin and guanethidine and abolished by the two drugs combined. Together, these results suggest that inflammation associated with an adaptive immune response induces hypernociception that is mediated by an initial release of TNF-alpha, which triggers that subsequent release of IL-1 beta and KC/CXCL1. The latter cytokines in turn stimulate the release of the direct-acting final mediator, prostanoids and sympathetic amines. (C) 2008 European Federation of Chapters of the International Association for the Study of Pain. Published by Elsevier Ltd. All rights reserved.

Leukotriene B(4) is essential for selective eosinophil recruitment following allergen challenge of CD4(+) cells in a model of chronic eosinophilic inflammation

Subcutaneous heat-coagulated egg white implants (EWI) induce chronic, intense local eosinophilia in mice, followed by asthma-like responses to airway ovalbumin challenge. Our goal was to define the mechanisms of selective eosinophil accumulation in the EWI model. EWI carriers were challenged i.p. with ovalbumin and the contributions of cellular immunity and inflammatory mediators to the resulting leukocyte accumulation were defined through cell transfer and pharmacological inhibition protocols. Eosinophil recruitment required Major Histocompatibility Complex Class It expression, and was abolished by the leukotriene B4 (LTB4) receptor antagonist CP 105.696, the 5-lipoxygenase inhibitor BWA4C and the 5-lipoxygenase activating protein inhibitor MK886. Eosinophil recruitment in EWI carriers followed transfer of: a) CD4(+) (but not CD4(-)) cells, harvested from EWI donors and restimulated ex vivo; b) their cell-free supernatants, containing LTB4. Restimulation in the presence of MK886 was ineffective. CC chemokine receptor ligand (CCL)5 and CCL2 were induced by ovalbumin challenge in vivo. mRNA for CCL17 and CCL11 was induced in ovalbumin-restimulated CD4(+) cells ex vivo. MK886 blocked induction of CCL17 Pretreatment of EWI carriers with MK886 eliminated the effectiveness of exogenously administered CCL11, CCL2 and CCL5. In conclusion, chemokine-producing, ovalburnin-restimulated CD4(+) cells initiate eosinophil recruitment which is strictly dependent on LTB4 production. (C) 2008 Elsevier Inc. All rights reserved.

Blockade of the chemokine receptor CXCR2 ameliorates adjuvant-induced arthritis in rats

Background and purpose: Chemokine receptors CXCR1 and CXCR2 may mediate influx of neutrophils in models of acute and chronic inflammation. The potential benefits of oral administration of a CXCR1/2 inhibitor, DF 2162, in adjuvant-induced polyarthritis (AIA) were investigated. Experimental approach: A model of AIA in rats was used to compare the therapeutic effects of the treatment with DF2162, anti-TNF or anti-CINC-1 antibodies on joint inflammation and local production of cytokines and chemokines. Key results: DF2162 prevented chemotaxis of rat and human neutrophils induced by chemokines acting on CXCR1/2. DF2162 was orally bioavailable and metabolized to two major metabolites. Only metabolite 1 retained CXCR1/2 blocking activity. Treatment with DF2162 ( 15 mg kg(-1), twice daily) or metabolite 1, but not metabolite 2, starting on day 10 after arthritis induction diminished histological score, the increase in paw volume, neutrophil influx and local production of TNF, IL-1 beta, CCL2 and CCL5. The effects of DF2162 were similar to those of anti-TNF, and more effective than those of anti-CINC-1, antibodies. DF2162 prevented disease progression even when started 13 days after arthritis induction. Conclusions and implications: DF 2162, a novel orally-active non-competitive allosteric inhibitor of CXCR1 and CXCR2, significantly ameliorates AIA in rats, an effect quantitatively and qualitatively similar to those of anti-TNF antibody treatment. These findings highlight the contribution of CXCR2 in the pathophysiology of AIA and suggest that blockade of CXCR1/2 may be a valid therapeutic target for further studies aiming at the development of new drugs for treatment of rheumatoid arthritis.

Dose-dependent beneficial hemodynamic effects of BAY 41-2272 in a canine model of acute pulmonary thromboembolism

The current therapy of acute pulmonary embolism is focused on removing the mechanical obstruction of the pulmonary vessels. However, accumulating evidence suggests that pulmonary vasoconstriction drives many of the hemodynamic changes found in this condition. We examined the effects of stimulation of soluble guanylate cyclase with BAY 41-2272 (5-Cyclopropyl-2-[1-(2-fluoro-benzyl)-1H-pyrazolo[3,4-b]pyridin-3-yl]-pyrimidin-4-ylamine) in an anesthetized dog model of acute pulmonary embolism. Hemodynamic and arterial blood gas evaluations were performed in non-embolized dogs treated with vehicle (N = 5), and in embolized dogs (intravenous injections of microspheres) that received BAY 41-2272 intravenously in doses of 0.03, 0.1, 0.3, and 1 mg/kg/h or vehicle (1 ml/kg/h of 1.13% ethanol in saline, volume/volume). Plasma cGMP and thiobarbituric acid reactive substances concentrations were determined using a commercial enzyme immunoassay and a fluorometric method, respectively. The infusion of BAY 41-2272 resulted in a decrease in pulmonary artery pressure by similar to 29%, and in pulmonary vascular resistance by similar to 46% of the respective increases induced by lung embolization (both P<0.05). While the higher doses of BAY 41-2272 produced no additional effects on the pulmonary circulation, they caused significant arterial hypotension and reduction in systemic vascular resistance (both P<0.05). Although BAY 41-2272 increased cGMP concentrations (P<0.05), it did not affect the hypoxemia and the increased oxidative stress caused by lung embolization. These results suggest that stimulation of soluble guanylate cyclase with low (but not high) doses of BAY 41-2272 produces selective pulmonary vasodilation during acute pulmonary embolism. The dose-dependent systemic effects produced by BAY 41-2272, however, may limit its usefulness in larger doses. (C) 2007 Elsevier B.V. All rights reserved.

The anxiolytic-like effects of cannabidiol injected into the bed nucleus of the stria terminalis are mediated by 5-HT1A receptors

Cannabidiol (CBD) is a non-psychotomimetic compound from Cannabis sativa that induces anxiolytic-like effects in rodents and humans after systemic administration. Previous results from our group showed that CBD injection into the bed nucleus of the stria terminalis (BNST) attenuates conditioned aversive responses. The aim of this study was to further investigate the role of this region on the anxiolytic effects of the CBD. Moreover, considering that CBD can activate 5-HT1A receptors, we also verified a possible involvement of these receptors in those effects. Male Wistar rats received injections of CBD (15, 30, or 60 nmol) into the BNST and were exposed to the elevated plus-maze (EPM) or to the Vogel conflict test (VCT), two widely used animal models of anxiety. CBD increased open arms exploration in the EPM as well as the number of punished licks in the VCT, suggesting an anxiolytic-like effect. The drug did not change the number of entries into the enclosed arms of the EPM nor interfered with water consumption or nociceptive threshold, discarding potential confounding factors in the two tests. Moreover, pretreatment with the 5-HT1A receptor antagonist WAY100635 (0.37 nmol) blocked the effects of CBD in both models. These results give further support to the proposal that BNST is involved in the anxiolytic-like effects of CBD observed after systemic administration, probably by facilitating local 5-HT1A receptor-mediated neurotransmission.

Erectile Dysfunction in Young Non-Obese Type II Diabetic Goto-Kakizaki Rats is Associated with Decreased eNOS Phosphorylation at Ser1177

Introduction. Diabetes mellitus (DM) is a risk factor for erectile dysfunction (ED). Although type 2 DM is responsible for 90-95% diabetes cases, type 1 DM experimental models are commonly used to study diabetes-associated ED. Aim. Goto-Kakizaki (GK) rat model is relevant to ED studies since the great majority of patients with type 2 diabetes display mild deficits in glucose-stimulated insulin secretion, insulin resistance, and hyperglycemia. We hypothesized that GK rats display ED which is associated with decreased nitric oxide (NO) bioavailability. Methods. Wistar and GK rats were used at 10 and 18 weeks of age. Changes in the ratio of intracavernosal pressure/mean arterial pressure (ICP/MAP) after electrical stimulation of cavernosal nerve were determined in vivo. Cavernosal contractility was induced by electrical field stimulation (EFS) and phenylephrine (PE). In addition, nonadrenergic-noncholinergic (NANC)- and sodium nitroprusside (SNP)-induced relaxation were determined. Cavernosal neuronal nitric oxide synthase (nNOS) and endothelial nitric oxide synthase (eNOS) mRNA and protein expression were also measured. Main Outcome Measure. GK diabetic rats display ED associated with decreased cavernosal expression of eNOS protein. Results. GK rats at 10 and 18 weeks demonstrated impaired erectile function represented by decreased ICP/MAP responses. Ten-week-old GK animals displayed increased PE responses and no changes in EFS-induced contraction. Conversely, contractile responses to EFS and PE were decreased in cavernosal tissue from GK rats at 18 weeks of age. Moreover, GK rats at 18 weeks of age displayed increased NANC-mediated relaxation, but not to SNP. In addition, ED was associated with decreased eNOS protein expression at both ages. Conclusion. Although GK rats display ED, they exhibit changes in cavernosal reactivity that would facilitate erectile responses. These results are in contrast to those described in other experimental diabetes models. This may be due to compensatory mechanisms in cavernosal tissue to overcome restricted pre-penile arterial blood supply or impaired veno-occlusive mechanisms. Carneiro FS, Giachini FRC, Carneiro ZN, Lima VV, Ergul A, Webb RC, and Tostes RC. Erectile dysfunction in young non-obese type II diabetic Goto-Kakizaki rats is associated with decreased eNOS phosphorylation at Ser1177. J Sex Med 2010;7:3620-3634.

IL-17 mediates articular hypernociception in antigen-induced arthritis in mice

IL-17 is an important cytokine in the physiopathology of rheumatoid arthritis (RA). However, its participation in the genesis of nociception during RA remains undetermined. In this study, we evaluated the role of IL-17 in the genesis of articular nociception in a model of antigen (mBSA)-induced arthritis. We found that mBSA challenge in the femur-tibial joint of immunized mice induced a dose-and time-dependent mechanical hypernociception. The local IL-17 concentration within the mBSA-injected joints increased significantly over time. Moreover, co-treatment of mBSA challenged mice with an antibody against IL-17 inhibited hypernociception and neutrophil recruitment. In agreement, intraarticular injection of IL-17 induced hypernociception and neutrophil migration, which were reduced by the pre-treatment with fucoidin, a leukocyte adhesion inhibitor. The hypernociceptive effect of IL-17 was also reduced in TNFR1(-/-) mice and by pre-treatment with infliximab (anti-TNF antibody), a CXCR1/2 antagonist or by an IL-1 receptor antagonist. Consistent with these findings, we found that IL-17 injection into joints increased the production of TNF-alpha, IL-1 beta and CXCL1/KC. Treatment with doxycycline (non-specific MMPs inhibitor), bosentan (ET(A)/ET(B) antagonist), indomethacin (COX inhibitor) or guanethidine (sympathetic blocker) inhibited IL-17-induced hypernociception. IL-17 injection also increased PGE(2) production, MMP-9 activity and COX-2, MMP-9 and PPET-1 mRNA expression in synovial membrane. These results suggest that IL-17 is a novel pro-nociceptive cytokine in mBSA-induced arthritis, whose effect depends on both neutrophil migration and various pro-inflammatory mediators, as TNF-alpha, IL-1 beta, CXCR1/2 chemokines ligands, MMPs, endothelins, prostaglandins and sympathetic amines. Therefore, it is reasonable to propose IL-17 targeting therapies to control this important RA symptom. (C) 2009 International Association for the Study of Pain. Published by Elsevier B. V. All rights reserved.

Non-N-methyl-d-aspartate glutamate receptors in the lateral hypothalamus modulate cardiac baroreflex responses in conscious rats

P>In the present study, we investigated the effects of inhibition of the lateral hypothalamus (LH) neurotransmission with bilateral microinjection of CoCl(2), a non-selective blocker of neurotransmission, on modulation of cardiac baroreflex responses in conscious rats as well as the involvement of LH glutamatergic neurotransmission in this modulation. Reflex bradycardiac and tachycardiac responses to blood pressure increases (following i.v. infusion of phenylephrine) or decreases (following i.v. infusion of sodium nitroprusside) were investigated in conscious male Wistar rats. Responses were evaluated before and after microinjection of 1 nmol/100 nL CoCl(2), 2 nmol/100 nL 1,2,3,4-tetrahydro-6-nitro-2,3-dioxobenzoquinoxaline-7-sulphonamide (NBQX; a selective non-N-methyl-d-aspartate (NMDA) glutamate receptor antagonist) or different doses (2, 4 or 8 nmol/100 nL) of the selective NMDA glutamate receptor antagonist LY235959. Microinjection of CoCl(2) into the LH had no effect on the tachycardiac baroreflex response, but did evoke a decrease in the reflex bradycardia caused by increases in blood pressure. Microinjection of NBQX into the LH had a similar effect on reflex bradycardia as CoCl(2), but had no effect on the tachycardiac response. Microinjection of increasing doses of LY235959 into the LH had no effect on the cardiac baroreflex response. In conclusion, the data suggest that the LH has a tonic facilitatory influence on the parasympathetic component of the baroreflex. The results also indicate that this facilitatory influence is mediated by local LH glutamatergic neurotransmission through non-NMDA glutamatergic receptors.

Involvement of NO in the inhibitory effect of Calotropis procera latex protein fractions on leukocyte rolling, adhesion and infiltration in rat peritonitis model

Aim of the study: The latex of Calotropis procera has been used in the traditional medicinal system for the treatment of leprosy, ulcers, tumors, piles and diseases of liver, spleen, abdomen and toothache. it comprises of a non-dialyzable protein fraction (LP) that exhibits anti-inflammatory properties and a dialyzable fraction (DF) exhibiting pro-inflammatory properties. The present study was carried out to evaluate the effect of LP sub-fractions on neutrophil functions and nociception in rodent models and to elucidate the mediatory role of nitric oxide (NO). Material and methods: The LP was subjected to ion exchange chromatography and the effect of its three sub-fractions (LP(PI), LP(PII), and LP(PIII)) thus obtained was evaluated on leukocyte functions in the rat peritonitis model and on nociception in the mouse model. Results: LP sub-fractions exhibit distinct protein profile and produce a significant decrease in the carrageenan and DF induced neutrophil influx and exhibit anti-nociceptive property. The LP and its sub-fractions produced a marked reduction in the number of rolling and adherent leukocytes in the mesenteric microvasculature as revealed by intravital microscopy. The anti-inflammatory effect of LP(PI), the most potent anti-inflammatory fraction of LP, was accompanied by an increase in the serum levels of NO. Further, our study shows that NO is also involved in the inhibitory effect of LP(PI) on neutrophil influx. Conclusions: Our study shows that LP fraction of Calotropis procera comprises of three distinct sets of proteins exhibiting anti-inflammatory and anti-nociceptive properties of which LP(PI) was most potent in inhibiting neutrophil functions and its effects are mediated through NO production. (C) 2009 Elsevier Ireland Ltd. All rights reserved.

A general hazard model for lifetime data in the presence of cure rate

Historically, the cure rate model has been used for modeling time-to-event data within which a significant proportion of patients are assumed to be cured of illnesses, including breast cancer, non-Hodgkin lymphoma, leukemia, prostate cancer, melanoma, and head and neck cancer. Perhaps the most popular type of cure rate model is the mixture model introduced by Berkson and Gage [1]. In this model, it is assumed that a certain proportion of the patients are cured, in the sense that they do not present the event of interest during a long period of time and can found to be immune to the cause of failure under study. In this paper, we propose a general hazard model which accommodates comprehensive families of cure rate models as particular cases, including the model proposed by Berkson and Gage. The maximum-likelihood-estimation procedure is discussed. A simulation study analyzes the coverage probabilities of the asymptotic confidence intervals for the parameters. A real data set on children exposed to HIV by vertical transmission illustrates the methodology.