126 resultados para Método de Monte Carlo via cadeias de Markov
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Pós-graduação em Agronomia (Energia na Agricultura) - FCA
Resumo:
Pós-graduação em Agronomia (Energia na Agricultura) - FCA
Resumo:
Pós-graduação em Agronomia (Energia na Agricultura) - FCA
Resumo:
Pós-graduação em Agronomia (Energia na Agricultura) - FCA
Resumo:
Pós-graduação em Engenharia Mecânica - FEG
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
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.
Resumo:
The Therapy with proton beam has shown more e ective than Radiotherapy for oncology treatment. However, to its planning use photon beam Computing Tomography that not considers the fundamentals di erences the interaction with the matter between X-rays and Protons. Nowadays, there is a great e ort to develop Tomography with proton beam. In this way it is necessary to know the most likely trajectory of proton beam to image reconstruction. In this work was realized calculus of the most likely trajectory of proton beam in homogeneous target compound with water that was considered the inelastic nuclear interaction. Other calculus was the analytical calculation of lateral de ection of proton beam. In the calculation were utilized programs that use Monte Carlo Method: SRIM 2006 (Stopping and Range of Ions in Matter ), MCNPX (Monte Carlo N-Particle eXtended) v2.50. And to analytical calculation was employed the software Wolfram Mathematica v7.0. We obtained how di erent nuclear reaction models modify the trajectory of proton beam and the comparative between analytical and Monte Carlo method
Resumo:
The mathematical models are critical to determine theoretical prices of options and analyze whether they are overrated or underrated. This information strongly influence in operations carried out by the investor. Therefore, it is necessary that the employee model present high degree of reliability and be consistent with the reality of investment to which it is intended. In this sense, this dissertation aims to apply the steps of mathematical modeling in the Pricing of options for decision making in the investment of a hydroelectric power plant. Was used a Monte Carlo simulation, with the Latin Hypercube Method, to determine the volatility of returns of the project. In order to validate the proposed model, compared to the results found by the Binomial Model, which is one of the models most used in this type of investment. The results reinforce the hypothesis that the mathematical modeling with the Binomial Model is critical to investment decision-making in hydroelectric power
Resumo:
Pós-graduação em Medicina Veterinária - FCAV
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)