Log-Burr XII regression models with censored data

In survival analysis applications, the failure rate function may frequently present a unimodal shape. In such case, the log-normal or log-logistic distributions are used. In this paper, we shall be concerned only with parametric forms, so a location-scale regression model based on the Burr XII distribution is proposed for modeling data with a unimodal failure rate function as an alternative to the log-logistic regression model. Assuming censored data, we consider a classic analysis, a Bayesian analysis and a jackknife estimator for the parameters of the proposed model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the log-logistic and log-Burr XII regression models. Besides, we use sensitivity analysis to detect influential or outlying observations, and residual analysis is used to check the assumptions in the model. Finally, we analyze a real data set under log-Buff XII regression models. (C) 2008 Published by Elsevier B.V.

Power law distribution in education: Effect of economical, teaching, and study conditions in university entrance examination

We studied the statistical distribution of student's performance, which is measured through their marks, in university entrance examination (Vestibular) of UNESP (Universidade Estadual Paulista) with respect to (i) period of study - day versus night period (ii) teaching conditions - private versus public school (iii) economical conditions - high versus low family income. We observed long ubiquitous power law tails in physical and biological sciences in all cases. The mean value increases with better study conditions followed by better teaching and economical conditions. In humanities, the distribution is close to normal distribution with very small tail. This indicates that these power law tails in science subjects axe due to the nature of the subjects themselves. Further and better study, teaching and economical conditions axe more important for physical and biological sciences in comparison to humanities at this level of study. We explain these statistical distributions through Gradually Truncated Power law distributions. We discuss the possible reason for this peculiar behavior.

Power law distribution in education: University entrance examination

We studied the statistical distribution of candidate's performance which is measured through their marks in university entrance examination (Vestibular) of UNESP (Universidade Estadual Paulista) for years 1998, 1999, and 2000. All students are divided in three groups: Physical, Biological and Humanities. We paid special attention to the examination of Portuguese language which is common for all and examinations for the particular area. We observed long ubiquitous power law tails in Physical and Biological sciences. This indicate the presence of strong positive feedback in sciences. We are able to explain completely these statistical distributions through Gradually Truncated Power law distributions which we developed recently to explain statistical behavior of financial market. The statistical distribution in case of Portuguese language and humanities is close to normal distribution. We discuss the possible reason for this peculiar behavior.

Distribuição de lei de potência gradualmente truncada aplicada na educação: vestibular da Academia da Força Aérea

Pós-graduação em Física - IGCE

A distribuição de lei de potência gradualmente truncada na educação: exame de vestibular da UNESP

Pós-graduação em Física - IGCE

Predicting the columnar-to-equiaxed transition for a distribution of nucleation undercoolings

A deterministic mathematical model for steady-state unidirectional solidification is proposed to predict the columnar-to-equiaxed transition. In the model, which is an extension to the classic model proposed by Hunt [Hunt JD. Mater Sci Eng 1984;65:75], equiaxed grains nucleate according to either a normal or a log-normal distribution of nucleation undercoolings. Growth maps are constructed, indicating either columnar or equiaxed solidification as a function of the velocity of isotherms and temperature gradient. The fields A columnar and equiaxed growth change significantly with the spread of the nucleation undercooling distribution. Increasing the spread Favors columnar solidification if the dimensionless velocity of the isotherms is larger than 1. For a velocity less than 1, however, equiaxed solidification is initially favored, but columnar solidification is enhanced for a larger increase in the spread. This behavior was confirmed by a stochastic model, which showed that an increase in the distribution spread Could change the grain structure from completely columnar to 50% columnar grains. (c) 2008 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

Temporal and spatial distribution of anurans in the Pampa Region (Santa Maria, RS).

The present study aimed to determine the richness, occurrence constancy, reproductive modes. standard of abundance distribution, season of vocalization and to test correlation among climatic variables and activity of vocalization of anurans in a region of the Pampa Biome, Santa Maria, Rio Grande do Sul State. During the period of Novernber/2001 to October/2002 monthly collections were carried out utilizing the `survey at breeding site` method and examination of specimens kept in the Colecao Herpetologica do Setor de Zoologia da Universidade Federal de Santa Maria (ZUFSM). Tire Occurrence of 25 species of anurans was recorded. The anurofauna recorded represents 30% of the species known to Occur in Rio Grande do Sul, and comprises species generally associated with grasslands in this state and neighboring countries. Four reproductive modes were recorded: mode 1 (14 species: 58.3%) mode 11 and 30 (9 species` 37.5%) and mode 24 (1 species; 4.2%). The low diversification of reproductive modes is likely related to the homogeneity of the grassland habitat. Most species were constant or accessory in the Study area and the species abundance distribution patterns fit in the Broken Stick and Log-normal models. characterized by homogeneity of species abundance distribution. Most species showed great plasticity in habitat. but few were plastic in vocalization sites use. There was a weak positive correlation between species richness and precipitation. There was also a weak positive correlation between the abundance of species calling activity and maximum average temperatures. These correlations indicated that, in the study area. the abundance of calling males is more affected by the temperature, and species richness is more affected by precipitation, despite the fact that significantly higher species richness occurs during the hottest period of the year. These results showed that the climatological variables examined were not enough to explain the seasonal occurrence of species, thus the influence of other environmental variables merit to be tested in future studies.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Erosividade das chuvas e tempo de recorrência para Lavras, Minas Gerais

A erosividade das chuvas é um dos principais agentes causadores da erosão do solo, no sul de Minas Gerais. Por essa razão, objetivou-se, com este trabalho, aplicar cinco distribuições de probabilidades aos valores de erosividades, mensais e anual, e estimar o tempo de recorrência desses valores, com base na melhor distribuição de probabilidades ajustada para a região de Lavras, MG. A série de precipitações estudada foi de 1961 a 2004 e as distribuições de probabilidades utilizadas foram: Gumbel, Gama, Log-normal 2 e 3 parâmetros e Normal, ajustadas pelo método da Máxima Verossimilhança. Verificou-se que as distribuições Gama e Gumbel produziram o menor número de séries não adequadas, registrando-se apenas uma, para o mês de agosto. As demais distribuições produziram maiores números de séries não adequadas, especialmente, a distribuição Log-normal 2 parâmetros. Sendo assim, recomenda-se, para o cálculo de erosividade, que seja feita uma verificação prévia da melhor distribuição para cada período da série estudada, apesar de os dados apontarem um desempenho considerável da distribuição Gumbel.

Crescimento e produtividade do milho, submetido a doses de nitrogênio nos Tabuleiros Costeiros de Alagoas

Este trabalho objetivou avaliar o crescimento e a produtividade de grãos da cultura do milho, submetida a diferentes doses de nitrogênio. O experimento foi conduzido com a cultura do milho híbrido Pioneer 30F35, no período de 25/06 a 28/10/2009, na região de Rio Largo, AL. O delineamento experimental foi em blocos casualizados e os tratamentos consistiram em seis doses de nitrogênio (0, 50, 100, 150, 200 e 250 kg ha-1 de N), com a fonte ureia, e cinco repetições. Os modelos logístico e pico log normal apresentaram ajustes estatísticos significativos (p<0,05) das variáveis de crescimento e coeficientes de determinação máximo de 0,994 e 0,990, respectivamente. Os valores observados e estimados pelos modelos apresentaram alta associação pelo índice de concordância de Willmott, com valores superiores a 0,953. As plantas apresentaram diferenças estatísticas significativas pelo teste F (p<0,05), entre os tratamentos, para altura e índice de área foliar, com crescimento máximo para a dose de 100 kg ha-1 de N. Os tratamentos mostraram diferenças estatísticas significativas (p<0,05) para a produtividade, sobressaindo-se a dose de 200 kg ha-1, que proporcionou maior produtividade de grãos (5,45 t ha-1). Os modelos de crescimento podem ser utilizados para auxiliar a análise de crescimento.

Particle agglomeration study in rf silane plasmas: In situ study by polarization-sensitive laser light scattering

To determine self-consistently the time evolution of particle size and their number density in situ multi-angle polarization-sensitive laser light scattering was used. Cross-polarization intensities (incident and scattered light intensities with opposite polarization) measured at 135 degrees and ex situ transmission electronic microscopy analysis demonstrate the existence of nonspherical agglomerates during the early phase of agglomeration. Later in the particle time development both techniques reveal spherical particles again. The presence of strong cross-polarization intensities is accompanied by low-frequency instabilities detected on the scattered light intensities and plasma emission. It is found that the particle radius and particle number density during the agglomeration phase can be well described by the Brownian free molecule coagulation model. Application of this neutral particle coagulation model is justified by calculation of the particle charge whereby it is shown that particles of a few tens of nanometer can be considered as neutral under our experimental conditions. The measured particle dispersion can be well described by a Brownian free molecule coagulation model including a log-normal particle size distribution. (C) 1996 American Institute of Physics.

Custo do tratamento de pacientes com histórico de tabagismo em hospital especializado em câncer

OBJETIVO: Descrever o custo do tratamento dos cânceres de pulmão, laringe e esôfago de pacientes com histórico de tabagismo. MÉTODOS: Estudo longitudinal não-concorrente de três coortes com histórico de tabagismo em um hospital especializado na cidade do Rio de Janeiro, RJ, entre 2000 e 2006. A amostra foi composta por 127 casos de câncer de pulmão, 80 de câncer de laringe e 35 de câncer de esôfago. A seleção dos cânceres foi realizada por meio da análise da freqüência e do valor monetário das hospitalizações, ponderados pela fração atribuível ao fumo na população. Os dados foram coletados dos prontuários. Os pacientes foram classificados conforme o perfil de tabagismo, o diagnóstico principal, o estádio e as comorbidades. A análise estatística incluiu a distribuição log-normal para ajustar os valores do custo e a correlação de Spearman. RESULTADOS: Os pacientes eram fumantes pesados e foram diagnosticados em estádios avançados. A carga tabágica foi elevada e 92% dos pacientes com câncer de pulmão, 72% com câncer de laringe e 94% com câncer de esôfago foram diagnosticados em estádios avançados. As comorbidades mais freqüentes foram as doenças cardíacas e as respiratórias. O custo médio foi de R$ 28.901, R$ 37.529 e R$ 33.164 para câncer de pulmão, laringe e esôfago, respectivamente. Os principais direcionadores do custo foram a radioterapia e a hospitalização. Observou-se associação entre estádios avançados e menor custo para câncer de pulmão e de esôfago. CONCLUSÕES: Sendo radioterapia e hospitalização os principais direcionadores do custo total, pacientes em estádios mais graves apresentaram custos menores provavelmente pela redução das opções terapêuticas.

Modelo com regimes para os preços e a liquidez de acções em bolsa

Dissertação apresentada à Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de mestre em Matemática e Aplicações - Ramo Actuariado, Estatística e Investigação Operacional

Análise de robustez de estruturas sujeitas a eventos sísmicos consecutivos

Dissertação para obtencão do Grau de Mestre em Engenharia Civil - Perfil Estruturas

Hedging in a discontinuous market: the barrier option

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics