Seguros de desempleo: revisión de literatura y propuesta para Colombia

En este artículo se estudia la posibilidad de introducir seguros de desempleo en Colombia. En una primera parte, se propone una revisión de literatura de los seguros de desempleo en la cual se exponen las ventajas generadas por una cobertura contra este riesgo, así como sus inconvenientes. En una segunda parte, se estudian varios escenarios para introducir seguros de desempleo en Colombia. Después de haber presentado el contexto del mercado laboral y de las normas que lo vigilan, se proponen varios diseños que abordan la gestión y la administración del riesgo de desempleo en Colombia. Igualmente se presentan algunas consideraciones teóricas para la valoración del costo del aseguramiento, las cuales incorporan los efectos del riesgo moral sobre la duración y la incidencia del desempleo.

Measuring departures from Hardy-Weinberg: a Markov chain Monte Carlo method for estimating the inbreeding coefficient

Many well-established statistical methods in genetics were developed in a climate of severe constraints on computational power. Recent advances in simulation methodology now bring modern, flexible statistical methods within the reach of scientists having access to a desktop workstation. We illustrate the potential advantages now available by considering the problem of assessing departures from Hardy-Weinberg (HW) equilibrium. Several hypothesis tests of HW have been established, as well as a variety of point estimation methods for the parameter which measures departures from HW under the inbreeding model. We propose a computational, Bayesian method for assessing departures from HW, which has a number of important advantages over existing approaches. The method incorporates the effects-of uncertainty about the nuisance parameters--the allele frequencies--as well as the boundary constraints on f (which are functions of the nuisance parameters). Results are naturally presented visually, exploiting the graphics capabilities of modern computer environments to allow straightforward interpretation. Perhaps most importantly, the method is founded on a flexible, likelihood-based modelling framework, which can incorporate the inbreeding model if appropriate, but also allows the assumptions of the model to he investigated and, if necessary, relaxed. Under appropriate conditions, information can be shared across loci and, possibly, across populations, leading to more precise estimation. The advantages of the method are illustrated by application both to simulated data and to data analysed by alternative methods in the recent literature.

Infant mortality model for lifetime data

In this paper we introduce a parametric model for handling lifetime data where an early lifetime can be related to the infant-mortality failure or to the wear processes but we do not know which risk is responsible for the failure. The maximum likelihood approach and the sampling-based approach are used to get the inferences of interest. Some special cases of the proposed model are studied via Monte Carlo methods for size and power of hypothesis tests. To illustrate the proposed methodology, we introduce an example consisting of a real data set.

Um estudo sobre a persistência de performance positiva dos fundos IBOVESPA ativos

O objetivo desta dissertação é identificar se persistência de performance positiva um fenômeno presente entre os fundos de investimento ativos em relação ao índice da bolsa de valores de São Paulo (IBOVESPA). Para tanto, foram utilizadas informações em bases diárias, para período de janeiro de 1997 dezembro de 2001, de 191 fundos que tiveram para cada ano sua performance calculada. Em cada ano sob estudo definiu-se, pelo menos, dois grupos: um em que se alinhavam os fundos que apresentavam os melhores indicadores outro em que estavam presentes aqueles cujos desempenhos foram considerados piores. Os fundos que lograram sucesso em permanecer no primeiro grupo em pares de anos consecutivos foram denominados persistentes. Para que se pudesse medir significância dos resultados apurados, fez-se uso do instrumental de testes estatísticos, testes de hipóteses, que buscaram identificar se as proporções de fundos persistentes forneciam evidências suficientes para que se garantisse ocorrência do fenômeno no mercado brasileiro para período pesquisado.

Modelagem de dados de falhas de equipamentos de sub-superfície em poços de petróleo da Bacia Potiguar

This master´s thesis presents a reliability study conducted among onshore oil fields in the Potiguar Basin (RN/CE) of Petrobras company, Brazil. The main study objective was to build a regression model to predict the risk of failures that impede production wells to function properly using the information of explanatory variables related to wells such as the elevation method, the amount of water produced in the well (BSW), the ratio gas-oil (RGO), the depth of the production bomb, the operational unit of the oil field, among others. The study was based on a retrospective sample of 603 oil columns from all that were functioning between 2000 and 2006. Statistical hypothesis tests under a Weibull regression model fitted to the failure data allowed the selection of some significant predictors in the set considered to explain the first failure time in the wells

Contribuições da pesquisa operacional para gestão da produção e operações : uma análise exploratória da literatura

This research aims to investigate the evolution presented during three decades (1980, 1990 and 2000) of using the tools of Operations Research (OR) as a suport to decision making in Production Operation Management (POM). Hypothesis tests were made to verify the proportional growth of a given area over the decades to the detriment of the areas of facility layout, capacity planning, production scheduling and inventory management. Six journals were selected and from them more than 800 articles were used for classification and analysis in the grounds of review. It also discussed possible ways for future research and comparisons are made with other papers of literature review. As a result, it was found that areas of heuristics and simulation showed a greater quantity of contributions in all POM areas of this study

Modelo matemático para otimização dos custos de um sistema híbrido eólico-solar : aplicação no bombeamento de petróleo

This work purposes the application of a methodology to optimize the implantation cost of an wind-solar hybrid system for oil pumping. The developed model is estimated the implantation cost of system through Multiple Linear Regression technique, on the basis of the previous knowledge of variables: necessary capacity of storage, total daily energy demand, wind power, module power and module number. These variables are gotten by means of sizing. The considered model not only can be applied to the oil pumping, but also for any other purposes of electric energy generation for conversion of solar, wind or solar-wind energy, that demand short powers. Parametric statistical T-student tests had been used to detect the significant difference in the average of total cost to being considered the diameter of the wind, F by Snedecor in the variance analysis to test if the coefficients of the considered model are significantly different of zero and test not-parametric statistical by Friedman, toverify if there is difference in the system cost, by being considered the photovoltaic module powers. In decision of hypothesis tests was considered a 5%-significant level. The configurations module powers showed significant differences in total cost of investment by considering an electrical motor of 3 HP. The configurations module powers showed significant differences in total cost of investment by considering an electrical motor of 5 HP only to wind speed of 4m/s and 6 m/s in wind of 3 m, 4m and 5 m of diameter. There was not significant difference in costs to diameters of winds of 3 m and 4m. The mathematical model and the computational program may be used to others applications which require electrical between 2.250 W and 3.750 W. A computational program was developed to assist the study of several configurations that optimizes the implantation cost of an wind-solar system through considered mathematical model

Testes de hipóteses em modelos de sobrevivência com Fração de cura

Survival models deals with the modeling of time to event data. However in some situations part of the population may be no longer subject to the event. Models that take this fact into account are called cure rate models. There are few studies about hypothesis tests in cure rate models. Recently a new test statistic, the gradient statistic, has been proposed. It shares the same asymptotic properties with the classic large sample tests, the likelihood ratio, score and Wald tests. Some simulation studies have been carried out to explore the behavior of the gradient statistic in fi nite samples and compare it with the classic statistics in diff erent models. The main objective of this work is to study and compare the performance of gradient test and likelihood ratio test in cure rate models. We first describe the models and present the main asymptotic properties of the tests. We perform a simulation study based on the promotion time model with Weibull distribution to assess the performance of the tests in finite samples. An application is presented to illustrate the studied concepts

Anurans of a seasonally dry tropical forest: Morro do Diabo State Park, São Paulo state, Brazil

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

Adaptive filter feature identification for structural health monitoring in aeronautical panel

This paper presents an approach for structural health monitoring (SHM) by using adaptive filters. The experimental signals from different structural conditions provided by piezoelectric actuators/sensors bonded in the test structure are modeled by a discrete-time recursive least square (RLS) filter. The biggest advantage to use a RLS filter is the clear possibility to perform an online SHM procedure since that the identification is also valid for non-stationary linear systems. An online damage-sensitive index feature is computed based on autoregressive (AR) portion of coefficients normalized by the square root of the sum of the square of them. The proposed method is then utilized in a laboratory test involving an aeronautical panel coupled with piezoelectric sensors/actuators (PZTs) in different positions. A hypothesis test employing the t-test is used to obtain the damage decision. The proposed algorithm was able to identify and localize the damages simulated in the structure. The results have shown the applicability and drawbacks the method and the paper concludes with suggestions to improve it. ©2010 Society for Experimental Mechanics Inc.

Análise de genes associados à deposição de gordura em bovinos da raça Nelore

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Comparação entre valores de ensaios experimentais e calculados da resistência ao embutimento da madeira de Pinus taeda L.

To design connections between timber parts with metal dowels (nails or bolts), two phenomena must be considered: bending of the metal dowel and the embedment strength in the wood. The Brazilian Standard ABNT NBR 7190:1997 proposes the methods used in the laboratory tests to determine the embedment strength with the metal dowell and, in the absence of testing, specifies relations to calculate the embedment strength from the compression strength. The aim of this research was to compare the embedment strength values obtained by experimental tests and calculated by the relationships established by the Brazilian Standard ABNT NBR 7190:1997. By the results of the hypothesis tests, it was possible to conclude that the estimate of the embedment strength parallel to the grain proposed by the Brazilian standard ABNT NBR 7190:1997, establishing equivalence with the strength compression results in the same direction, must be effective to the wood species Pinus taeda L., however, the same was not found in the perpendicular direction with respect to the grain, possibly explained by the alpha(e) values in the equation to calculed fe(90)

Observation of the diphoton decay of the Higgs boson and measurement of its properties

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The polysurvival model with long-term survivors

Long-term survival models have historically been considered for analyzing time-to-event data with long-term survivors fraction. However, situations in which a fraction (1 - p) of systems is subject to failure from independent competing causes of failure, while the remaining proportion p is cured or has not presented the event of interest during the time period of the study, have not been fully considered in the literature. In order to accommodate such situations, we present in this paper a new long-term survival model. Maximum likelihood estimation procedure is discussed as well as interval estimation and hypothesis tests. A real dataset illustrates the methodology.

Dahlberg formula: a novel approach for its evaluation

INTRODUCTION: The accurate evaluation of error of measurement (EM) is extremely important as in growth studies as in clinical research, since there are usually quantitatively small changes. In any study it is important to evaluate the EM to validate the results and, consequently, the conclusions. Because of its extreme simplicity, the Dahlberg formula is largely used worldwide, mainly in cephalometric studies. OBJECTIVES: (I) To elucidate the formula proposed by Dahlberg in 1940, evaluating it by comparison with linear regression analysis; (II) To propose a simple methodology to analyze the results, which provides statistical elements to assist researchers in obtaining a consistent evaluation of the EM. METHODS: We applied linear regression analysis, hypothesis tests on its parameters and a formula involving the standard deviation of error of measurement and the measured values. RESULTS AND CONCLUSION: we introduced an error coefficient, which is a proportion related to the scale of observed values. This provides new parameters to facilitate the evaluation of the impact of random errors in the research final results.