480 resultados para SKEWNESS


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The Pitimbu River Basin is concern reason, therefore this is one of the mains freshwater sources for the Natal city supplying. The Pitimbu waters river flow into Jiqui pond, as the main supplier of this, that supplies 16% of Natal population and there is a bigger importance despite the supplying of a parcel of Natal city made joining underground waters with the water proceeding from the Jiqui pond, being used for dilution waters of contaminated wells with nitrate. Even with the importance of the Pitimbu, there is a strong pressure of occupation of its edge according to a critical urban growth, becoming the situation worse and increasing the necessity of management of the use and occupation of the ground and keeping the control of the prompt pollution, as punctual as diffuse. There are many studies about Pitimbu River Basin, however they summarize themselves to some months or even in a few years. This work, that gathers these information, increasing the amplitude and making possible an evaluation of the attitude of the water in a period extended for an evaluation of values of variable quality of water referring to the standards, that usually happens about the variable frequency distribution, central tendency and measures of dispersion, as the coefficient of variation, coefficient of skewness and the coefficient of determination of certain variable on another one. This work to evaluates the quality conditions of the Pitimbu river waters by analyzing thirty five (35) variables Physical, chemical and biological in eight (8) points of water course since 1993 to 2007. Given this situation, all knowledge about the waters quality conditions obtained in this work, is a strong subsidy for management of use and ground occupation, considering the river basin as territorial unit of management, and as the water is public good domain, being a priority human use, It is necessary to guarantee to current and the future generations available water resources in appropriate standards of quality as the established standard and identifying possible reasons of pollution through statistics analysis

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There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments. (C) 2004 Elsevier B.V. All rights reserved.

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Beach deposits occur in high energy environments with continual sorting by swash and backswash. The fines are removed by the backswash, which is not competent to remove the coarser material. Hence negative asymmetry (skewness) results. The wind transports only the finer fraction to the dunes, resulting in a tendency towards a positively skewed distribution. In the case studied the aeolian sand has a mean asymmetry of 0.13, the beach sand -0.11. Equivalent values for mean grain size and standard deviation are 2.51 and 0.24 (aeolian) and 2.41 and 0.37 (beach). Beach sands are therefore coarser and less well sorted than aeolian sands. -V.Gardiner

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To evaluate the effects of distinct management of the matrix in which forest fragments are found upon plant populations thriving in forest remnants in south Brazil, we assessed the conservation status of populations of four woody species (Campomanesia rhombea, Diospyros incontans, Myrciaria cuspidata and Sebastiania commersoniana) through analyses of size structure. Analyzes were carried out at two scales. At a local scale, we consider populations in fragments surrounded by pastures or eucalypts forest plantations, and at a regional scale we also consider larger forest tracts taken as reference areas (Rio Grande do Sul Forest Inventory databank). Population size structures were summarized using the symmetry of height distributions. Small individual size classes prevailed at the local scale in fragments surrounded by eucalypts plantations, whereas in areas exposed to cattle ranching, populations of the same species consistently lack small individuals. At the regional scale, populations in fragments surrounded by pastures presented greater skewness (prevalence of small plants) than populations in reference areas, while populations surrounded by eucalypts plantations presented intermediate skewness. These results reinforce the notion that plantations have a higher conservation value for forest ecosystems than other commercial land uses, like cattle ranching. © 2010 Springer Science+Business Media B.V.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Na zona costeira, sedimentos, água e organismos interagem intensamente. Nas costas equatoriais dominadas por maré os manguezais são abundantes. Estas áreas são conhecidas por sua importância ecológica. No caso dos manguezais da costa atlântica da América do Sul o caranguejo-uçá Ucides cordatus (Linnaeus, 1763) se destaca por sua relevância ecológica e econômica, sendo que altas densidades deste organismo são encontradas na zona costeira amazônica. O presente estudo investiga a distribuição de sedimentos nos manguezais de Bragança (costa Amazônica, Brasil) e suas correlações com a vegetação e a distribuição do caranguejo-uçá. Quarenta e sete amostras de sedimento foram avaliadas, assim como caranguejos de 8 destas áreas foram coletados, onde o tipo dominante de vegetação foi também identificado. Os resultados demonstram que os sedimentos superficiais, assim como no extrato 0,8 a 1 m de profundidade, na área são principalmente compostos por silte (59%), incluindo em média 21% de areia e 20% de argila. O tipo de vegetação predominante foi significativamente correlacionado com a abundância e tamanho/peso dos caranguejos. As características sedimentares também foram substancialmente diferentes dependendo da vegetação. Áreas dominadas por Avicennia germinans tiveram mais areia e argila que as áreas dominadas por Rizophora mangle, onde a fração silte prevalece grandemente e os caranguejos eram significativamente maiores e mais abundantes. Os resultados demonstraram que sedimentos, invertebrados bentônicos e vegetação estão intimamente relacionados nos manguezais e devem ser estudados de maneira integrada.

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Uma amostra de 177 indivíduos pertencentes a 120 famílias nucleares, completas ou incompletas, de Bambui, Estado de Minas Gerais, sudeste do Brasil, foi estudada com o objetivo de apurar algumas das causas da variabilidade da taxa de eosinófilos em pessoas parasitadas por vermes intestinais com ciclo de vida extra-digestivo. A análise de segregação, aplicada aos dados sem correção para a assimetria, mostrou que a hipótese de um gene principal aditivo é consistente com os dados, enquanto que as hipóteses que supõem a ação de um gene dominante, de um gene recessivo ou ainda herança multifatorial não explicam, adequadamente, a significante agregação familial observada. A correção mais parcimoniosa para assimetria mostrou resultados semelhantes, mas não permitiu a distinção entre os modelos dominante e recessivo, embora permitisse a rejeição do modelo codominante. Considerando que esse modelo supõe ser a assimetria devida ao entrelaçamento de duas distribuições, esses resultados parecem concordar com aqueles obtidos quando os dados não foram corrigidos. Pode-se sugerir que o papel desempenhado por vários fatores genéticos independentes na resistência/suscetibilidade à infestação por helmintos seja determinado, principalmente, por suas capacidades de agir no estabelecimento de uma resposta eosinofílica.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Pós-graduação em Estudos Linguísticos - IBILCE

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Pós-graduação em Engenharia Mecânica - FEIS

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The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.

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In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

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This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved.

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Aim Estimates of geographic range size derived from natural history museum specimens are probably biased for many species. We aim to determine how bias in these estimates relates to range size. Location We conducted computer simulations based on herbarium specimen records from localities ranging from the southern United States to northern Argentina. Methods We used theory on the sampling distribution of the mean and variance to develop working hypotheses about how range size, defined as area of occupancy (AOO), was related to the inter-specific distribution of: (1) mean collection effort per area across the range of a species (MC); (2) variance in collection effort per area across the range of a species (VC); and (3) proportional bias in AOO estimates (PBias: the difference between the expected value of the estimate of AOO and true AOO, divided by true AOO). We tested predictions from these hypotheses using computer simulations based on a dataset of more than 29,000 herbarium specimen records documenting occurrences of 377 plant species in the tribe Bignonieae (Bignoniaceae). Results The working hypotheses predicted that the mean of the inter-specific distribution of MC, VC and PBias were independent of AOO, but that the respective variance and skewness decreased with increasing AOO. Computer simulations supported all but one prediction: the variance of the inter-specific distribution of VC did not decrease with increasing AOO. Main conclusions Our results suggest that, despite an invariant mean, the dispersion and symmetry of the inter-specific distribution of PBias decreases as AOO increases. As AOO increased, range size was less severely underestimated for a large proportion of simulated species. However, as AOO increased, range size estimates having extremely low bias were less common.