A bayesian analysis for the parameters of the exponential-logarithmic distribution

The exponential-logarithmic is a new lifetime distribution with decreasing failure rate and interesting applications in the biological and engineering sciences. Thus, a Bayesian analysis of the parameters would be desirable. Bayesian estimation requires the selection of prior distributions for all parameters of the model. In this case, researchers usually seek to choose a prior that has little information on the parameters, allowing the data to be very informative relative to the prior information. Assuming some noninformative prior distributions, we present a Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods. Jeffreys prior is derived for the parameters of exponential-logarithmic distribution and compared with other common priors such as beta, gamma, and uniform distributions. In this article, we show through a simulation study that the maximum likelihood estimate may not exist except under restrictive conditions. In addition, the posterior density is sometimes bimodal when an improper prior density is used. © 2013 Copyright Taylor and Francis Group, LLC.

Estudo de Monte Carlo da produção de nova ressonância neutra decaindo em dois bósons vetoriais no experimento CMS

Pós-graduação em Física - IFT

Análise Bayesiana de dados composicionais na presença de covariáveis

Pós-graduação em Matematica Aplicada e Computacional - FCT

Bayesian inference for two-parameter gamma distribution assuming different noninformative priors

In this paper distinct prior distributions are derived in a Bayesian inference of the two-parameters Gamma distribution. Noniformative priors, such as Jeffreys, reference, MDIP, Tibshirani and an innovative prior based on the copula approach are investigated. We show that the maximal data information prior provides in an improper posterior density and that the different choices of the parameter of interest lead to different reference priors in this case. Based on the simulated data sets, the Bayesian estimates and credible intervals for the unknown parameters are computed and the performance of the prior distributions are evaluated. The Bayesian analysis is conducted using the Markov Chain Monte Carlo (MCMC) methods to generate samples from the posterior distributions under the above priors.

Cálculo das funções de anisotropia e radial de dose para braquiterapia com semente de 192Ir em diferentes materiais de interesse em radiologia com o auxílio do programa baseado no método de Monte Carlo MCNPX

The brachytherapy braquiterapia is an x-ray modality radiotherapy in which stamped or halfstamped radioactive sources in format of seeds are used, wires or to one short distance, in contact or implanted to the fabric to be treated. All the treatment modalities require a previous planning. The formalism recommended for calculation of dose was considered by the AAPM for the first TG-43 Report. In it distributions of dose of isolated seeds measured and calculated by Monte Carlo method in water instead of with models half-empiricists. In this work we in accordance with present some preliminary results of the calculation of functions of radial anisotropy and of dose in the distance for seed of 192Ir, wide used in brachytherapy treatments of high tax of dose (HDR), with the aid of the program based on the Monte Carlo method MCNPX v2.50 (Mount Carlo N ParticleeXtended). The materials chosen in the simulation beyond water, had been MS20 and estriado muscle

A simulação de Monte Carlo como instrumento fundamental para a análise de viabilidade econômica: a implementação de uma fundição de ferro em uma empresa metalúrgica

In uncertainly economic scenarios, an economic feasibility analysis must be done to accept a project based on investment criteria, such as NPV and IRR, mainly because the shareholders tend to invest their budget in a project if it has a great chance to return their investments. The studied company outsources all of its foundry services, what makes it very dependent of its suppliers, because the products have a lower quality level, long delivery periods and high prices. Therefore, this work will analyze the project of building an iron-casting foundry to decrease the dependence of its suppliers. In order to develop this research, all needed data related to the construction of the foundry and sales were collected to create deterministic and probabilistic (Monte Carlo Simulation) cash flows using MsExcel® and Oracle's Crystal Ball® software. As a result, the project was found to be risky by the NPV and IRR in the case of this new production line supplying only the internal needs. However, when the company offers its services to the foundry market, the project turns to be feasible

Estudo do método Monte Carlo e sua aplicação no modelo SIR

In this work we present a discussion and the results of the simulation of disease spread using the Monte Carlo method. The dissemination model is the SIR model and presents as main characteristic the disease evolution among individuals of the population subdivided into three groups: susceptible (S), infected (I) and recovered (R). The technique used is based on the introduction of transition probabilities S-> I and I->R to do the spread of the disease, they are governed by a Poisson distribution. The simulation of the spread of disease was based on the randomness introduced, taking into account two basic parameters of the model, the power of infection and average time of the disease. Considering appropriate values of these parameters, the results are presented graphically and analysis of these results gives information on a group of individuals react to the changes of these parameters and what are the chances of a disease becoming a pandemic

A non-homogeneous poisson model with spatial anisotropy applied to ozone data from Mexico City

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Application of reverse Monte Carlo simulations to diatomic molecules. Part 1. Noncomplete radial distribution functions

The reverse Monte Carlo (RMC) method generates sets of points in space which yield radial distribution functions (RDFS) that approximate those of the system of interest. Such sets of configurations should, in principle, be sufficient to determine the structural properties of the system. In this work we apply the RMC technique to fluids of hard diatomic molecules. The experimental RDFs of the hard-dimer fluid were generated by the conventional MC method and used as input in the RMC simulations. Our results indicate that the RMC method is only satisfactory in determining the local structure of the fluid studied by means of only mono-variable RDF. Also we suggest that the use of multi-variable RDFs would improve the technique significantly. However, the accuracy of the method turned out to be very sensitive to the variance of the input experimental RDF. © 1995.

Monte Carlo simulation of water-tetrahydrofuran mixtures

Monte Carlo simulations of water-tetrahydrofuran (THF) mixtures were performed in the isothermal-isobaric ensemble (NPT) at T = 298 K and p = 1 atm. The interaction energy was calculated using the TIP4P model for water and a five-site united atom representation for the THF molecule. The potential energy surfaces for water-THF interactions were obtained by using combining rules and the original potential functions used for pure liquids. Theoretical values obtained for the average interaction energy as a function of concentration are in good agreement with available experimental data. Results from the partitioning of the total interaction energy into water-water, water-THF and THF-THF contributions are presented. These results are useful to distinguish between the quantitative contributions of these molecular interactions to the energetic behavior of the water-THF mixing process. The radial distribution functions for HW-OTHF and OW-OTHF site-site interactions show the salient features of hydrogen-bonded liquids. Comparison of the average number of water-water complexes interacting through hydrogen bonding in water-THF and water-methanol mixtures shows an enhancement of the water-water coordination number in a THF rich environment. © 1995.

A new approach to the electronic structure of two dimensional disordered alloys

We propose a novel method to calculate the electronic Density of States (DOS) of a two dimensional disordered binary alloy. The method is highly reliable and numerically efficient, and Short Range Order (SRO) correlations can be included with no extra computational cost. The approach devised rests on one dimensional calculations and is applied to very long stripes of finite width, the bulk regime being achieved with a relatively small number of chains in the disordered case. Our approach is exact for the pure case and predicts the correct DOS structure in important limits, such as the segregated, random, and ordered alloy regimes. We also suggest important extensions of the present work. © 1995.

Using the Ferrenberg-Swendsen Monte Carlo method for nonuniversal exponents

We use the method of Monte Carlo evolution in the coupling constant space of Ferrenberg and Swendsen to evaluate the nonuniversal exponent η* associated to a linear defect in a 2d Ising model. © 1989.

Simulação de Monte Carlo: de modelos de spin à teoria de campos na rede

Pós-graduação em Física - IFT

Aplicação da Simulação de Monte Carlo no estudo de testes de fadiga em rodas agrícolas

Due to the increasing demand from clients and the search for better performances in the heavy vehicles industry, a progressive evolution in technology in a general way was needed. This paper uses a scientific method to validate, prior to its manufacture, the project of an agricultural wheel for sugar cane harvesters. Monte Carlo Simulation is used in conjunction with Finite Elements Method, in order to simulate the wheel's behavior in a cornering test, identify possible failure regions and get an estimate for its life under fatigue. To this end, test conditions according to EUWA Standards were simulated and obeyed, relevant to fatigue. Simulation results were interesting, according to industry experts involved in the project and manufacture of the product in question, and have provided important elements for the decision making regarding improvements that could be made on the product project before its execution