975 resultados para Ruin probability


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reduce costs and labor associated with predicting the genotypic mean (GM) of a synthetic variety (SV) of maize (Zea mays L.), breeders can develop SVs from L lines and s single crosses (SynL,SC) instead of L+2s lines (SynL). The objective of this work was to derive and study formulae for the inbreeding coefficient (IC) and GM of SynL,SC, SynL, and the SV derived from (L+2s)/2 single crosses (SynSC). All SVs were derived from the same L+2s unrelated lines whose IC is FL, and each parent of a SV was represented by m plants. An a priori probability equation for the IC was used. Important results were: 1) the largest and smallest GMs correspond to SynL and SynL,SC, respectively; 2) the GM predictors with the largest and intermediate precision are those for SynL and SynL,SC, respectively; 3) only when FL=1, or m is large, SynL and SynSC are the same population, but only with SynSC prediction costs and labor undergo the maximum decrease, although its prediction precision is the lowest. To determine the SV to be developed, breeders should also consider the availability of lines, single crosses, manpower and land area; besides budget, target farmers, target environments, etc.

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Coastal managers require reliable spatial data on the extent and timing of potential coastal inundation, particularly in a changing climate. Most sea level rise (SLR) vulnerability assessments are undertaken using the easily implemented bathtub approach, where areas adjacent to the sea and below a given elevation are mapped using a deterministic line dividing potentially inundated from dry areas. This method only requires elevation data usually in the form of a digital elevation model (DEM). However, inherent errors in the DEM and spatial analysis of the bathtub model propagate into the inundation mapping. The aim of this study was to assess the impacts of spatially variable and spatially correlated elevation errors in high-spatial resolution DEMs for mapping coastal inundation. Elevation errors were best modelled using regression-kriging. This geostatistical model takes the spatial correlation in elevation errors into account, which has a significant impact on analyses that include spatial interactions, such as inundation modelling. The spatial variability of elevation errors was partially explained by land cover and terrain variables. Elevation errors were simulated using sequential Gaussian simulation, a Monte Carlo probabilistic approach. 1,000 error simulations were added to the original DEM and reclassified using a hydrologically correct bathtub method. The probability of inundation to a scenario combining a 1 in 100 year storm event over a 1 m SLR was calculated by counting the proportion of times from the 1,000 simulations that a location was inundated. This probabilistic approach can be used in a risk-aversive decision making process by planning for scenarios with different probabilities of occurrence. For example, results showed that when considering a 1% probability exceedance, the inundated area was approximately 11% larger than mapped using the deterministic bathtub approach. The probabilistic approach provides visually intuitive maps that convey uncertainties inherent to spatial data and analysis.

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To deliver sample estimates provided with the necessary probability foundation to permit generalization from the sample data subset to the whole target population being sampled, probability sampling strategies are required to satisfy three necessary not sufficient conditions: (i) All inclusion probabilities be greater than zero in the target population to be sampled. If some sampling units have an inclusion probability of zero, then a map accuracy assessment does not represent the entire target region depicted in the map to be assessed. (ii) The inclusion probabilities must be: (a) knowable for nonsampled units and (b) known for those units selected in the sample: since the inclusion probability determines the weight attached to each sampling unit in the accuracy estimation formulas, if the inclusion probabilities are unknown, so are the estimation weights. This original work presents a novel (to the best of these authors' knowledge, the first) probability sampling protocol for quality assessment and comparison of thematic maps generated from spaceborne/airborne Very High Resolution (VHR) images, where: (I) an original Categorical Variable Pair Similarity Index (CVPSI, proposed in two different formulations) is estimated as a fuzzy degree of match between a reference and a test semantic vocabulary, which may not coincide, and (II) both symbolic pixel-based thematic quality indicators (TQIs) and sub-symbolic object-based spatial quality indicators (SQIs) are estimated with a degree of uncertainty in measurement in compliance with the well-known Quality Assurance Framework for Earth Observation (QA4EO) guidelines. Like a decision-tree, any protocol (guidelines for best practice) comprises a set of rules, equivalent to structural knowledge, and an order of presentation of the rule set, known as procedural knowledge. The combination of these two levels of knowledge makes an original protocol worth more than the sum of its parts. The several degrees of novelty of the proposed probability sampling protocol are highlighted in this paper, at the levels of understanding of both structural and procedural knowledge, in comparison with related multi-disciplinary works selected from the existing literature. In the experimental session the proposed protocol is tested for accuracy validation of preliminary classification maps automatically generated by the Satellite Image Automatic MapperT (SIAMT) software product from two WorldView-2 images and one QuickBird-2 image provided by DigitalGlobe for testing purposes. In these experiments, collected TQIs and SQIs are statistically valid, statistically significant, consistent across maps and in agreement with theoretical expectations, visual (qualitative) evidence and quantitative quality indexes of operativeness (OQIs) claimed for SIAMT by related papers. As a subsidiary conclusion, the statistically consistent and statistically significant accuracy validation of the SIAMT pre-classification maps proposed in this contribution, together with OQIs claimed for SIAMT by related works, make the operational (automatic, accurate, near real-time, robust, scalable) SIAMT software product eligible for opening up new inter-disciplinary research and market opportunities in accordance with the visionary goal of the Global Earth Observation System of Systems (GEOSS) initiative and the QA4EO international guidelines.

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The optimum quality that can be asymptotically achieved in the estimation of a probability p using inverse binomial sampling is addressed. A general definition of quality is used in terms of the risk associated with a loss function that satisfies certain assumptions. It is shown that the limit superior of the risk for p asymptotically small has a minimum over all (possibly randomized) estimators. This minimum is achieved by certain non-randomized estimators. The model includes commonly used quality criteria as particular cases. Applications to the non-asymptotic regime are discussed considering specific loss functions, for which minimax estimators are derived.

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Nonparametric belief propagation (NBP) is a well-known particle-based method for distributed inference in wireless networks. NBP has a large number of applications, including cooperative localization. However, in loopy networks NBP suffers from similar problems as standard BP, such as over-confident beliefs and possible nonconvergence. Tree-reweighted NBP (TRW-NBP) can mitigate these problems, but does not easily lead to a distributed implementation due to the non-local nature of the required so-called edge appearance probabilities. In this paper, we propose a variation of TRWNBP, suitable for cooperative localization in wireless networks. Our algorithm uses a fixed edge appearance probability for every edge, and can outperform standard NBP in dense wireless networks.

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Sequential estimation of the success probability p in inverse binomial sampling is considered in this paper. For any estimator pˆ , its quality is measured by the risk associated with normalized loss functions of linear-linear or inverse-linear form. These functions are possibly asymmetric, with arbitrary slope parameters a and b for pˆ

p , respectively. Interest in these functions is motivated by their significance and potential uses, which are briefly discussed. Estimators are given for which the risk has an asymptotic value as p→0, and which guarantee that, for any p∈(0,1), the risk is lower than its asymptotic value. This allows selecting the required number of successes, r, to meet a prescribed quality irrespective of the unknown p. In addition, the proposed estimators are shown to be approximately minimax when a/b does not deviate too much from 1, and asymptotically minimax as r→∞ when a=b.

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Intermittency phenomenon is a continuous route from regular to chaotic behaviour. Intermittency is an occurrence of a signal that alternates chaotic bursts between quasi-regular periods called laminar phases, driven by the so called reinjection probability density function (RPD). In this paper is introduced a new technique to obtain the RPD for type-II and III intermittency. The new RPD is more general than the classical one and includes the classical RPD as a particular case. The probabilities of the laminar length, the average laminar lengths and the characteristic relations are determined with and without lower bound of the reinjection in agreement with numerical simulations. Finally, it is analyzed the noise effect in intermittency. A method to obtain the noisy RPD is developed extending the procedure used in the noiseless case. The analytical results show a good agreement with numerical simulations.

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Sequential estimation of the success probability $p$ in inverse binomial sampling is considered in this paper. For any estimator $\hatvap$, its quality is measured by the risk associated with normalized loss functions of linear-linear or inverse-linear form. These functions are possibly asymmetric, with arbitrary slope parameters $a$ and $b$ for $\hatvap < p$ and $\hatvap > p$ respectively. Interest in these functions is motivated by their significance and potential uses, which are briefly discussed. Estimators are given for which the risk has an asymptotic value as $p \rightarrow 0$, and which guarantee that, for any $p \in (0,1)$, the risk is lower than its asymptotic value. This allows selecting the required number of successes, $\nnum$, to meet a prescribed quality irrespective of the unknown $p$. In addition, the proposed estimators are shown to be approximately minimax when $a/b$ does not deviate too much from $1$, and asymptotically minimax as $\nnum \rightarrow \infty$ when $a=b$.

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Expert knowledge is used to assign probabilities to events in many risk analysis models. However, experts sometimes find it hard to provide specific values for these probabilities, preferring to express vague or imprecise terms that are mapped using a previously defined fuzzy number scale. The rigidity of these scales generates bias in the probability elicitation process and does not allow experts to adequately express their probabilistic judgments. We present an interactive method for extracting a fuzzy number from experts that represents their probabilistic judgments for a given event, along with a quality measure of the probabilistic judgments, useful in a final information filtering and analysis sensitivity process.

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The current space environment, consisting of manmade debris and micrometeoroids, poses a risk to safe operations in space, and the situation is continuously deteriorating due to in-orbit debris collisions and to new satellite launches. Bare electrodynamic tethers can provide an efficient mechanism for rapid deorbiting of satellites from low Earth orbit at end of life. Because of its particular geometry (length very much larger than cross-sectional dimensions), a tether may have a relatively high risk of being severed by the single impact of small debris. The rates of fatal impact of orbital debris on round and tape tethers of equal length and mass, evaluated with an analytical approximation to debris flux modeled by NASA’s ORDEM2000, shows much higher survival probability for tapes. A comparative numerical analysis using debris flux model ORDEM2000 and ESA’s MASTER2005 validates the analytical result and shows that, for a given time in orbit, a tape has a probability of survival of about one and a half orders of magnitude higher than a round tether of equal mass and length. Because deorbiting from a given altitude is much faster for the tape due to its larger perimeter, its probability of survival in a practical sense is quite high.