987 resultados para Probability generating function


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In this paper I will investigate the conditions under which a convex capacity (or a non-additive probability which exhibts uncertainty aversion) can be represented as a squeeze of a(n) (additive) probability measure associate to an uncertainty aversion function. Then I will present two alternatives forrnulations of the Choquet integral (and I will extend these forrnulations to the Choquet expected utility) in a parametric approach that will enable me to do comparative static exercises over the uncertainty aversion function in an easy way.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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A Wigner function associated with the Rogers-Szego polynomials is proposed and its properties are discussed. It is shown that from such a Wigner function it is possible to obtain well-behaved probability distribution functions for both angle and action variables, defined on the compact support -pi less than or equal to theta < pi, and for m greater than or equal to 0, respectively. The width of the angle probability density is governed by the free parameter q characterizing the polynomials.

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In this study, the graft outcome in renal allograft recipients with [high cholesterol group (HCG), n = 30] or without [normal cholesterol group (NCG), n = 42] hypercholesterolemia and with [high triglyceride group (HTG), n = 33] or without [normal triglyceride group (NTG), n = 36] hypertriglyceridemia were prospectively compared. At 6 months post-transplantation, no significant difference was observed between the groups (NTG compared with HTG, and NCG compared with HCG) regarding age, presence of arterial hypertension, kind of donor (living related or cadaveric), immunosuppressive therapy, number of rejection episodes per patient, frequency of patients with acute cellular rejection, prevalence of patients with diabetes mellitus or proteinuria > 3 g/24 h, and mean serum creatinine. The probability of doubling serum creatinine during follow-up was statistically different between NTG and HTG (12 months: NTG = 0.03, HTG = 0.15; 36 months: NTG = 0.08, HTG = 0.33; 60 months: NTG = 0.08, HTG = 0.48; and 120 months: NTG = 0.18, HTG = 0.48), but not between NCG and HCG (12 months: NCG = 0.05, HCG = 0.13; 36 months: NCG = 0.13, HCG = 0.24; 60 months: NCG = 0.19, HCG = 0.31; 84 months: NCG = 0.27, HCG = 0.31). There was no significant difference in actuarial graft survival between HCG and NCG or between NTG and HTG. Hypertriglyceridemia, but not hypercholesterolemia, was associated with loss of graft function.

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The oxidative and thermo-mechanical degradation of HDPE was studied during processing in an internal mixer under two conditions: totally and partially filled chambers, which provides lower and higher concentrations of oxygen, respectively. Two types of HDPEs, Phillips and Ziegler-Natta, having different levels of terminal vinyl unsaturations were analyzed. Materials were processed at 160, 200, and 240 degrees C. Standard rheograrns using a partially filled chamber showed that the torque is much more unstable in comparison to a totally filled chamber which provides an environment depleted of oxygen. Carbonyl and transvinylene group concentrations increased, whereas vinyl group concentration decreased with temperature and oxygen availability. Average number of chain scission and branching (n(s)) was calculated from MWD curves and its plotting versus functional groups' concentration showed that chain scission or branching takes place depending upon oxygen content and vinyl groups' consumption. Chain scission and branching distribution function (CSBDF) values showed that longer chains undergo chain scission easier than shorter ones due to their higher probability of entanglements. This yields macroradicals that react with the vinyl terminal unsaturations of other chains producing chain branching. Shorter chains are more mobile, not suffering scission but instead are used for grafting the macroradicals, increasing the molecular weight. Increase in the oxygen concentration, temperature, and vinyl end groups' content facilitates the thermo-mechanical degradation reducing the amount of both, longer chains via chain scission and shorter chains via chain branching, narrowing the polydispersity. Phillips HDPE produces a higher level of chain branching than the Ziegler-Natta's type at the same processing condition. (c) 2006 Elsevier Ltd. All rights reserved.

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The dissociation dynamics of heteronuclear diatomic molecules induced by infrared laser pulses is investigated within the framework of the classical driven Morse oscillator. The interaction between the molecule and the laser field described in the dipole formulation is given by the product of a time-dependent external field with a position-dependent permanent dipole function. The effects of changing the spatial range of the dipole function in the classical dissociation dynamics of large ensembles of trajectories are studied. Numerical calculations have been performed for distinct amplitudes and carrier frequencies of the external pulses and also for ensembles with different initial energies. It is found that there exist a set of values of the dipole range for which the dissociation probability can be completely suppressed. The dependence of the dissociation on the dipole range is explained through the examination of the Fourier series coefficients of the dipole function in the angle variable of the free system. In particular, the suppression of dissociation corresponds to dipole ranges for which the Fourier coefficients associated with nonlinear resonances are null and the chaotic region in the phase space is reduced to thin layers. In this context, it is shown that the suppression of dissociation of heteronuclear molecules for certain frequencies of the external field is a consequence of the finite range of the corresponding permanent dipole. © 2013 American Physical Society.

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The tire inflation pressure, among other factors, determines the efficiency in which a tractor can exert traction. It was studied the effect of using two tire inflation pressures, 110.4 kPa in the front and rear wheels, 124.2 kPa in the front wheel and 138 kPa in the rear wheels, the energetic efficiency of an agricultural tractor of 147 kW of engine power, in the displacement speed of 6.0 km.h-1, on track with firm surface, with the tractor engine speed of 2000 rpm. For each condition of the tire pressure, the tested tractor was subjected to constant forces in the drawbar of 45 kN and 50 kN, covering 30 meters. It was used a randomized complete block with a 2x2 factorial arrangement (tire pressure and drawbar power) with four replications, totaling 16 experimental units. Data were subjected to analysis of variance, using the Tukey test at 5% probability for comparison averages. The lowest hourly and specific fuel consumption, the lowest slippage of the wheelsets and the highest efficiency in the drawbar was obtained with the tire inflation pressure of 110.4 kPa in the front and rear tires of the tractor, highlighting that lower pressures improve energetic and operational performance of the tractor.

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

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

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Patients with chronic kidney disease (CKD) have a lower exercise tolerance and poor functional capacity, carry on a sedentary lifestyle. Another important change found in patients with CKD is cognitive dysfunction. Physical inactivity has been associated with cognitive dysfunction in the general population, but few studies have evaluated this association in CKD. To assess the association between physical activity and cognitive function in patients with CKD on hemodialysis (HD). We evaluated 102 patients undergoing HD. The participants completed the International Physical Activity Questionnaire, which assesses the level of physical activity and the Mini Mental State Examination, used for cognitive screening. Patients were divided into three groups according to their level of physical activity (GI: active/GII: irregularly active/GIII: sedentary). It was applied logistic regression analysis and adopted as outcome variable the presence of cognitive impairment and preserving as independent variables those with a probability of statistical difference between groups of less than 0.1. It was considered statistically significant when p less than 0.05. The groups were similar in age, duration of HD, and smoking. Statistically significant difference regarding race, body mass index, diabetes mellitus, underlying disease and degree of cognitive impairment. Regarding laboratory data, the groups differed in terms of creatinine, glucose, hemoglobin and hematocrit. There was significant association with better physical activity and cognitive function, even adjusting for confounding variables. the highest level of physical activity was associated with better cognitive function in CKD patients undergoing HD.

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We introduce a five-parameter continuous model, called the McDonald inverted beta distribution, to extend the two-parameter inverted beta distribution and provide new four- and three-parameter sub-models. We give a mathematical treatment of the new distribution including expansions for the density function, moments, generating and quantile functions, mean deviations, entropy and reliability. The model parameters are estimated by maximum likelihood and the observed information matrix is derived. An application of the new model to real data shows that it can give consistently a better fit than other important lifetime models. (C) 2012 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

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In many applications of lifetime data analysis, it is important to perform inferences about the change-point of the hazard function. The change-point could be a maximum for unimodal hazard functions or a minimum for bathtub forms of hazard functions and is usually of great interest in medical or industrial applications. For lifetime distributions where this change-point of the hazard function can be analytically calculated, its maximum likelihood estimator is easily obtained from the invariance properties of the maximum likelihood estimators. From the asymptotical normality of the maximum likelihood estimators, confidence intervals can also be obtained. Considering the exponentiated Weibull distribution for the lifetime data, we have different forms for the hazard function: constant, increasing, unimodal, decreasing or bathtub forms. This model gives great flexibility of fit, but we do not have analytic expressions for the change-point of the hazard function. In this way, we consider the use of Markov Chain Monte Carlo methods to get posterior summaries for the change-point of the hazard function considering the exponentiated Weibull distribution.

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The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

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CpGV-MCp5 is a natural mutant of the Cydia pomonella Granulovirus (Mexican isolate) (CpGV-M) that harbors an insect host transposon termed TCl4.7 in its genome. TCl4.7 is located between the open reading frames Cp15 and Cp16 and separates two homologous regions hr3 and hr4, which have been recently shown to be origins of replication of CpGV-M. The MCp5 has a significant replication disadvantage in the presence of the wild-type CpGV-M. In this study, the possible effects of TCl4.7 transposon insertion on the genome function of its insertion site has been analysed. The role of Cp15 and Cp16 in the context of the virus infection cycle was examined by generating a CpGV-Bacmid (CpBAC) and Cp15 knock-out (CpBACCp15KO) and Cp16 knock-out (CpBACCp16KO) mutants. The mutant CpBACCp15KO was not able to replicate in CM larvae suggesting that Cp15 was essential for virus replication. In contrast, the mutant CpBACCp16KO infected CM larvae and produced viable occlusion bodies (OBs) demonstrating that Cp16 is a non-essential gene for virus in vivo infection of C. pomonella. The temporal transcription of Cp15 and Cp16, as well as of Cp31 (F protein) as a control, was analysed using RT-PCR and quantitative real-time PCR. It suggested a general delay or reduction of gene transcription of MCp5 compared to the parental CpGV-M. Western blot analyses using anti-Cp15 and anti-Cp16 polyclonal antibodies, however, did not show any immuno-reactive response. Thus, a direct influence of TCl4.7 on the expression of Cp15 and Cp16 could not be substantiated. To investigate whether the interruption of hr3 and hr4 palindromes affects the virus replication, two mutant bacmids with a deletion of hr3 and hr4 (CpBAChr3/hr4-KO) and another with an insertion of a Kanamycin resistance cassette between hr3 and hr4 (CpBAChr3-kan-hr4) were generated. Both mutant bacmids replicated and produced infectious virus OBs, which did not significantly differ in their median lethal concentration (LC50) and median survival time (ST50) compared to the parental CpBAC. Interestingly, the mutant CpBAChr3-kan-hr4 was very effectively out-competed by parental CpBAC, when CM larvae were co-infected with known ratios of OBs of CpBAC and the mutant CpBAChr3-kan-hr4. These observations suggested a functional co-operation between hr3 and hr4 which was interrupted by the KanR insertion in CpBAChr3-kan-hr4 and possibly by TCl4.7 transposon insertion in the mutant MCp5. This hypothesis may explain the observed replication disadvantage of the mutants MCp5 and CpBAChr3-kan-hr4 in the presence of the parental viruses CpGV-M and CpBAC, respectively.