854 resultados para Generalized Expected Utility


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We study a class of lattice field theories in two dimensions that includes gauge theories. We show that in these theories it is possible to implement a broader notion of local symmetry, based on semisimple Hopf algebras. A character expansion is developed for the quasitopological field theories, and partition functions are calculated with this tool. Expected values of generalized Wilson loops are defined and studied with the character expansion.

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Bittar CK, Cliquet A Jr, dos Santos Floter M: Utility of quantitative ultrasound of the calcaneus in diagnosing osteoporosis in spinal cord injury patients. Am J Phys Med Rehabil 2011;90:477-481. Objective: The aim of this study was to assess the utility of quantitative ultrasound of the calcaneus in diagnosing osteoporosis in spinal cord injury patients in a Brazilian Teaching Hospital. Design: This is a diagnostic test criterion standard comparison study. Between January 2008 and October 2009, the bone density of 15 spinal cord injury patients was assessed for analysis before beginning rehabilitation using muscle stimulation. The bone density was assessed using bone densitometry examination (DEXA) and ultrasound examination of the calcaneus (QUS). The measurements acquired using QUS and DEXA were compared between patients with spinal cord injury and a control group of ten healthy individuals. Results: The T-score values for femoral neck using DEXA (P < 0.0022) and those using QUS of the calcaneus (P < 0.0005) differed significantly between the groups, and the means in the normal subjects were higher than those in spinal cord injury patients who would receive electrical stimulation. In spinal cord injury patients, the significant differences were found between the QUS T-score for calcaneus and the DEXA scores for the lumbar spine and femoral neck. Conclusions: Because of the low level of mechanical stress on the calcaneus, the results of the QUS could not be correlated with the DEXA results for diagnosing osteoporosis. Therefore, QUS seems to be not a good choice for diagnosis and follow-up.

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The Generalized Finite Element Method (GFEM) is employed in this paper for the numerical analysis of three-dimensional solids tinder nonlinear behavior. A brief summary of the GFEM as well as a description of the formulation of the hexahedral element based oil the proposed enrichment strategy are initially presented. Next, in order to introduce the nonlinear analysis of solids, two constitutive models are briefly reviewed: Lemaitre`s model, in which damage and plasticity are coupled, and Mazars`s damage model suitable for concrete tinder increased loading. Both models are employed in the framework of a nonlocal approach to ensure solution objectivity. In the numerical analyses carried out, a selective enrichment of approximation at regions of concern in the domain (mainly those with high strain and damage gradients) is exploited. Such a possibility makes the three-dimensional analysis less expensive and practicable since re-meshing resources, characteristic of h-adaptivity, can be minimized. Moreover, a combination of three-dimensional analysis and the selective enrichment presents a valuable good tool for a better description of both damage and plastic strain scatterings.

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A procedure is proposed for the determination of the residence time distribution (RTD) of curved tubes taking into account the non-ideal detection of the tracer. The procedure was applied to two holding tubes used for milk pasteurization in laboratory scale. Experimental data was obtained using an ionic tracer. The signal distortion caused by the detection system was considerable because of the short residence time. Four RTD models, namely axial dispersion, extended tanks in series, generalized convection and PER + CSTR association, were adjusted after convolution with the E-curve of the detection system. The generalized convection model provided the best fit because it could better represent the tail on the tracer concentration curve that is Caused by the laminar velocity profile and the recirculation regions. Adjusted model parameters were well cot-related with the now rate. (C) 2010 Elsevier Ltd. All rights reserved.

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In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

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In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

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The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.

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In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

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Based on physical laws of similarity, an analytic solution of the soil water potential form of the Richards equation was derived for water infiltration into a homogeneous sand. The derivation assumes a similarity between the soil water retention function and that of the soil water content profiles taken at fixed times. The new solution successfully described soil water content profiles experimentally measured for water infiltrating downward, upward, and horizontally into a homogeneous sand and agrees with that presented by Philip in 1957. The utility of this analysis is still to be verified, but it is expected to hold for soils that have a narrow pore-size distribution before wetting and that manifest a sharp increase of water content at the wetting front during infiltration. The effect of van Genuchten`s parameters alpha and n on the application of the solution to other porous media was investigated. The solution also improves and provides a more realistic description of the infiltration process than that pioneered by Green and Ampt in 1911.

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A four parameter generalization of the Weibull distribution capable of modeling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone as well as non-monotone failure rates, which are quite common in lifetime problems and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh and modified Weibull distributions, among others. We derive two infinite sum representations for its moments. The density of the order statistics is obtained. The method of maximum likelihood is used for estimating the model parameters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the proposed distribution. (C) 2008 Elsevier B.V. All rights reserved.

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We study in detail the so-called beta-modified Weibull distribution, motivated by the wide use of the Weibull distribution in practice, and also for the fact that the generalization provides a continuous crossover towards cases with different shapes. The new distribution is important since it contains as special sub-models some widely-known distributions, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among several others. It also provides more flexibility to analyse complex real data. Various mathematical properties of this distribution are derived, including its moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are also derived for the chf, mean deviations, Bonferroni and Lorenz curves, reliability and entropies. The estimation of parameters is approached by two methods: moments and maximum likelihood. We compare by simulation the performances of the estimates from these methods. We obtain the expected information matrix. Two applications are presented to illustrate the proposed distribution.

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A four-parameter extension of the generalized gamma distribution capable of modelling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone and non-monotone failure rate functions, which are quite common in lifetime data analysis and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the exponentiated Weibull, exponentiated generalized half-normal, exponentiated gamma and generalized Rayleigh, among others. We derive two infinite sum representations for its moments. We calculate the density of the order statistics and two expansions for their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is obtained. Finally, a real data set from the medical area is analysed.

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Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

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Holden utility carrying members of the Federated Ship Painters and Dockers Union during the Labour Day march in 1965, Brisbane, Australia. Anti conscription banners can be seen in the background, and the facade of the Pearl Assurance Building.

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The generalized Gibbs sampler (GGS) is a recently developed Markov chain Monte Carlo (MCMC) technique that enables Gibbs-like sampling of state spaces that lack a convenient representation in terms of a fixed coordinate system. This paper describes a new sampler, called the tree sampler, which uses the GGS to sample from a state space consisting of phylogenetic trees. The tree sampler is useful for a wide range of phylogenetic applications, including Bayesian, maximum likelihood, and maximum parsimony methods. A fast new algorithm to search for a maximum parsimony phylogeny is presented, using the tree sampler in the context of simulated annealing. The mathematics underlying the algorithm is explained and its time complexity is analyzed. The method is tested on two large data sets consisting of 123 sequences and 500 sequences, respectively. The new algorithm is shown to compare very favorably in terms of speed and accuracy to the program DNAPARS from the PHYLIP package.