Short communication. Persistence of point crop yield subjective estimates

En este trabajo se investiga la persistencia de las estimaciones puntuales subjetivas de rendimientos en cultivos anua- les realizadas por un amplio grupo de agricultores. La persistencia en el tiempo es una condición necesaria para la co- herencia y la confiabilidad de las estimaciones subjetivas de variables aleatorias. Los sujetos entrevistados estimaron valores puntuales de rendimientos de cultivos anuales (rendimientos medio, mayor, mínimo y más frecuente). Se han encontrado diferencias relativas poco importantes en todas las variables, excepto en los rendimientos mínimos, donde existe una alta dispersión. Los resultados son interesantes para estimar la adecuación de las técnicas de estimación de probabilidades subjetivas para ser utilizadas en los sistemas de ayuda en la toma de decisiones en agricultura.

Effect of selective recording on estimates of heritability

En este trabajo se analiza el efecto de la selección de datos sobre las estimaciones de heredabilidad. Se estimó el valor de heredabilidad del tamaño de camada en una población porcina en la que los datos correspondientes a las cerdas más viejas eran una muestra seleccionada. Las estimaciones se obtuvieron usando distintos conjuntos de datos derivados de toda la información disponible. Esos conjunto de datos se compararon evaluando su capacidad predictiva. Se vio que las estimaciones de heredabilidad obtenidas utilizando todos los datos disponibles correspondían a valores infraestimados. También se simuló un carácter materno y se generó un conjunto de datos seleccionados eliminando aquellos correspondientes a las hembras sin padres conocidos. Distintos modelos, habitualmente empleados cuando no existe selección de registros, se consideraron para estimar el valor de heredabilidad. Los resultados mostraron que ninguno de esos modelos ofrecía estimaciones insesgadas. Sólo los modelos que tenían en cuenta el efecto de la selección sobre la media residual y la media y varianza genéticas ofrecían estimaciones poco sesgadas. Sin embargo, para poder aplicarlos se debe conocer la selección realizada. El problema de la selección de datos es difícil de abordar cuando se desconoce cual es el proceso de selección que se ha realizado en una población.

A Be-type star with a black-hole companion

Stellar-mass black holes have all been discovered through X-ray emission, which arises from the accretion of gas from their binary companions (this gas is either stripped from low-mass stars or supplied as winds from massive ones). Binary evolution models also predict the existence of black holes accreting from the equatorial envelope of rapidly spinning Be-type stars (stars of the Be type are hot blue irregular variables showing characteristic spectral emission lines of hydrogen). Of the ~80 Be X-ray binaries known in the Galaxy, however, only pulsating neutron stars have been found as companions. A black hole was formally allowed as a solution for the companion to the Be star MWC 656 (also known as HD 215227), although that was based on a single radial velocity curve of the Be star, a mistaken spectral classification and rough estimates of the inclination angle. Here we report observations of an accretion disk line mirroring the orbit of the Be star. This, together with an improved radial velocity curve of the Be star through fitting sharp Fe II profiles from the equatorial disk, and a refined Be classification (to that of a B1.5-B2 III star), reveals a black hole of 3.8 to 6.9 solar masses orbiting MWC 656, the candidate counterpart of the gamma-ray source AGL J2241+4454. The black hole is X-ray quiescent and fed by a radiatively inefficient accretion flow giving a luminosity less than 1.6 x 10-7 times the Eddington luminosity. This implies that Be binaries with black-hole companions are difficult to detect by conventional X-ray surveys.

Pointwise estimates for the Bergman kernel of the weighted Fock space

We prove upper pointwise estimates for the Bergman kernel of the weighted Fock space of entire functions in $L^{2}(e^{-2\phi}) $ where $\phi$ is a subharmonic function with $\Delta\phi$ a doubling measure. We derive estimates for the canonical solution operator to the inhomogeneous Cauchy-Riemann equation and we characterize the compactness of this operator in terms of $\Delta\phi$.

Beurling-Landau densities of weighted Fekete sets and correlation kernel estimates

Let $Q$ be a suitable real function on $C$. An $n$-Fekete set corresponding to $Q$ is a subset ${Z_{n1}},\dotsb, Z_{nn}}$ of $C$ which maximizes the expression $\Pi^n_i_{

Sharp mandibular bone irregularities after lower third molar extraction: Incidence, clinical features and risk factors

Objectives: The purpose of this study was to determine the incidence and clinical symptoms associated with sharp mandibular bone irregularities (SMBI) after lower third molar extraction and to identify possible risk factors for this complication. Study Design: A mixed study design was used. A retrospective cohort study of 1432 lower third molar extractions was done to determine the incidence of SMBI and a retrospective case-control study was done to determine potential demographic and etiologic factors by comparing those patients with postoperative SMBI with controls. Results: Twelve SMBI were found (0.84%). Age was the most important risk factor for this complication. The operated side and the presence of an associated radiolucent image were also significantly related to the development of mandibular bone irregularities. The depth of impaction of the tooth might also be an important factor since erupted or nearly erupted third molars were more frequent in the SMBI group. Conclusions: SMBI are a rare postoperative complication after lower third molar removal. Older patients having left side lower third molars removed are more likely to develop this problem. The treatment should be the removal of the irregularity when the patient is symptomatic

Asymptotic analysis of stock price densities and implied volatilities in mixed stochastic models

In this paper, we obtain sharp asymptotic formulas with error estimates for the Mellin con- volution of functions de ned on (0;1), and use these formulas to characterize the asymptotic behavior of marginal distribution densities of stock price processes in mixed stochastic models. Special examples of mixed models are jump-di usion models and stochastic volatility models with jumps. We apply our general results to the Heston model with double exponential jumps, and make a detailed analysis of the asymptotic behavior of the stock price density, the call option pricing function, and the implied volatility in this model. We also obtain similar results for the Heston model with jumps distributed according to the NIG law.