A simple variance formula for population size estimators by conditioning

This note considers the variance estimation for population size estimators based on capture–recapture experiments. Whereas a diversity of estimators of the population size has been suggested, the question of estimating the associated variances is less frequently addressed. This note points out that the technique of conditioning can be applied here successfully which also allows us to identify sources of variation: the variance due to estimation of the model parameters and the binomial variance due to sampling n units from a population of size N. It is applied to estimators typically used in capture–recapture experiments in continuous time including the estimators of Zelterman and Chao and improves upon previously used variance estimators. In addition, knowledge of the variances associated with the estimators by Zelterman and Chao allows the suggestion of a new estimator as the weighted sum of the two. The decomposition of the variance into the two sources allows also a new understanding of how resampling techniques like the Bootstrap could be used appropriately. Finally, the sample size question for capture–recapture experiments is addressed. Since the variance of population size estimators increases with the sample size, it is suggested to use relative measures such as the observed-to-hidden ratio or the completeness of identification proportion for approaching the question of sample size choice.

Cash flow and discount rate risk decomposition and ICAPM for the US and brazilian stock markets

Esse trabalho é uma aplicação do modelo intertemporal de apreçamento de ativos desenvolvido por Campbell (1993) e Campbell e Vuolteenaho (2004) para as carteiras de Fama-French 2x3 brasileiras no period de janeiro de 2003 a abril de 2012 e para as carteiras de Fama-French 5x5 americanas em diferentes períodos. As varíaveis sugeridas por Campbell e Vuolteenaho (2004) para prever os excessos de retorno do mercado acionário americano no period de 1929 a 2001 mostraram-se também bons preditores de excesso de retorno para o mercado brasileiro no período recente, com exceção da inclinação da estrutura a termo das taxas de juros. Entretanto, mostramos que um aumento no small stock value spread indica maior excesso de retorno no futuro, comportamento que não é coerente com a explicação para o prêmio de valor sugerida pelo modelo intertemporal. Ainda, utilizando os resíduos do VAR preditivo para definir o risco de choques de fluxo de caixa e de choques nas taxas de desconto das carteiras de teste, verificamos que o modelo intertemporal resultante não explica adequadamente os retornos observados. Para o mercado norte-americano, concluímos que a abilidade das variáveis propostas para explicar os excessos de retorno do mercado varia no tempo. O sucesso de Campbell e Vuolteenaho (2004) em explicar o prêmio de valor para o mercado norte-americano na amostra de 1963 a 2001 é resultado da especificação do VAR na amostra completa, pois mostramos que nenhuma das varíaveis é um preditor de retorno estatisticamente significante nessa sub-amostra.

Factors controlling decomposition rates of fine root litter in temperate forests and grasslands

Background and aims Fine root decomposition contributes significantly to element cycling in terrestrial ecosystems. However, studies on root decomposition rates and on the factors that potentially influence them are fewer than those on leaf litter decomposition. To study the effects of region and land use intensity on fine root decomposition, we established a large scale study in three German regions with different climate regimes and soil properties. Methods In 150 forest and 150 grassland sites we deployed litterbags (100 μm mesh size) with standardized litter consisting of fine roots from European beech in forests and from a lowland mesophilous hay meadow in grasslands. In the central study region, we compared decomposition rates of this standardized litter with root litter collected on-site to separate the effect of litter quality from environmental factors. Results Standardized herbaceous roots in grassland soils decomposed on average significantly faster (24 ± 6 % mass loss after 12 months, mean ± SD) than beech roots in forest soils (12 ± 4 %; p < 0.001). Fine root decomposition varied among the three study regions. Land use intensity, in particular N addition, decreased fine root decomposition in grasslands. The initial lignin:N ratio explained 15 % of the variance in grasslands and 11 % in forests. Soil moisture, soil temperature, and C:N ratios of soils together explained 34 % of the variance of the fine root mass loss in grasslands, and 24 % in forests. Conclusions Grasslands, which have higher fine root biomass and root turnover compared to forests, also have higher rates of root decomposition. Our results further show that at the regional scale fine root decomposition is influenced by environmental variables such as soil moisture, soil temperature and soil nutrient content. Additional variation is explained by root litter quality.

Standard Errors for the Blinder-Oaxaca Decomposition

The decomposition technique introduced by Blinder (1973) and Oaxaca (1973) is widely used to study outcome differences between groups. For example, the technique is commonly applied to the analysis of the gender wage gap. However, despite the procedure's frequent use, very little attention has been paid to the issue of estimating the sampling variances of the decomposition components. We therefore suggest an approach that introduces consistent variance estimators for several variants of the decomposition. The accuracy of the new estimators under ideal conditions is illustrated with the results of a Monte Carlo simulation. As a second check, the estimators are compared to bootstrap results obtained using real data. In contrast to previously proposed statistics, the new method takes into account the extra variation imposed by stochastic regressors.

Compact Ag@fe3o4 Core-shell Nanoparticles By Means Of Single-step Thermal Decomposition Reaction.

A temperature pause introduced in a simple single-step thermal decomposition of iron, with the presence of silver seeds formed in the same reaction mixture, gives rise to novel compact heterostructures: brick-like Ag@Fe3O4 core-shell nanoparticles. This novel method is relatively easy to implement, and could contribute to overcome the challenge of obtaining a multifunctional heteroparticle in which a noble metal is surrounded by magnetite. Structural analyses of the samples show 4 nm silver nanoparticles wrapped within compact cubic external structures of Fe oxide, with curious rectangular shape. The magnetic properties indicate a near superparamagnetic like behavior with a weak hysteresis at room temperature. The value of the anisotropy involved makes these particles candidates to potential applications in nanomedicine.

Thermal decomposition of mercerized linter cellulose and its acetates obtained from a homogeneous reaction

Cellulose acetates with different degrees of substitution (DS, from 0.6 to 1.9) were prepared from previously mercerized linter cellulose, in a homogeneous medium, using N,N-dimethylacetamide/lithium chloride as a solvent system. The influence of different degrees of substitution on the properties of cellulose acetates was investigated using thermogravimetric analyses (TGA). Quantitative methods were applied to the thermogravimetric curves in order to determine the apparent activation energy (Ea) related to the thermal decomposition of untreated and mercerized celluloses and cellulose acetates. Ea values were calculated using Broido's method and considering dynamic conditions. Ea values of 158 and 187 kJ mol-1 were obtained for untreated and mercerized cellulose, respectively. A previous study showed that C6OH is the most reactive site for acetylation, probably due to the steric hindrance of C2 and C3. The C6OH takes part in the first step of cellulose decomposition, leading to the formation of levoglucosan and, when it is changed to C6OCOCH3, the results indicate that the mechanism of thermal decomposition changes to one with a lower Ea. A linear correlation between Ea and the DS of the acetates prepared in the present work was identified.

Thermal behavior and decomposition kinetics of rifampicin polymorphs under isothermal and non-isothermal conditions

The thermal behavior of two polymorphic forms of rifampicin was studied by DSC and TG/DTG. The thermoanalytical results clearly showed the differences between the two crystalline forms. Polymorph I was the most thermally stable form, the DSC curve showed no fusion for this species and the thermal decomposition process occurred around 245 ºC. The DSC curve of polymorph II showed two consecutive events, an endothermic event (Tpeak = 193.9 ºC) and one exothermic event (Tpeak = 209.4 ºC), due to a melting process followed by recrystallization, which was attributed to the conversion of form II to form I. Isothermal and non-isothermal thermogravimetric methods were used to determine the kinetic parameters of the thermal decomposition process. For non-isothermal experiments, the activation energy (Ea) was derived from the plot of Log β vs 1/T, yielding values for polymorph form I and II of 154 and 123 kJ mol-1, respectively. In the isothermal experiments, the Ea was obtained from the plot of lnt vs 1/T at a constant conversion level. The mean values found for form I and form II were 137 and 144 kJ mol-1, respectively.

Biaxial strain-induced suppression of spinodal decomposition in GaMnAs and GaCrAs

The thermodynamic properties of the magnetic semiconductors GaMnAs and GaCrAs are studied under biaxial strain. The calculations are based on the projector augmented wave method combined with the generalized quasichemical approach to treat the disorder and composition effects. Considering the influence of biaxial strain, we find a tendency to the suppression of binodal decomposition mainly for GaMnAs under compressive strain. For a substrate with a lattice constant 5% smaller than the one of GaAs, for GaMnAs, the solubility limit increases up to 40%. Thus, the strain can be a useful tool for tailoring magnetic semiconductors to the formation or not of embedded nanoclusters. (C) 2010 American Institute of Physics. [doi:10.1063/1.3448025]

Direct evidence of singlet molecular oxygen generation from peroxynitrate, a decomposition product of peroxynitrite

The decomposition of peroxynitrite to nitrite and dioxygen at neutral pH follows complex kinetics, compared to its isomerization to nitrate at low pH. Decomposition may involve radicals or proceed by way of the classical peracid decomposition mechanism. Peroxynitrite (ONOOH/ONOO(-)) decomposition has been proposed to involve formation of peroxynitrate (O(2)NOOH/O(2)NOO(-)) at neutral pH (D. Gupta, B. Harish, R. Kissner and W. H. Koppenol, Dalton Trans., 2009, DOI: 10.1039/b905535e, see accompanying paper in this issue). Peroxynitrate is unstable and decomposes to nitrite and dioxygen. This study aimed to investigate whether O(2)NOO(-) formed upon ONOOH/ONOO(-) decomposition generates singlet molecular oxygen [O(2) ((1)Delta(g))]. As unequivocally revealed by the measurement of monomol light emission in the near infrared region at 1270 nm and by chemical trapping experiments, the decomposition of ONOO(-) or O(2)NOOH at neutral to alkaline pH generates O(2) ((1)Delta(g)) at a yield of ca. 1% and 2-10%, respectively. Characteristic light emission, corresponding to O(2) ((1)Delta(g)) monomolecular decay was observed for ONOO(-) and for O(2)NOOH prepared by reaction of H(2)O(2) with NO(2)BF(4) and of H(2)O(2) with NO(2)(-) in HClO(4). The generation of O(2) ((1)Delta(g)) from ONOO(-) increased in a concentration-dependent manner in the range of 0.1-2.5 mM and was dependent on pH, giving a sigmoid pro. le with an apparent pK(a) around pD 8.1 (pH 7.7). Taken together, our results clearly identify the generation of O(2) ((1)Delta(g)) from peroxynitrate [O(2)NOO(-) -> NO(2)(-) + O(2) ((1)Delta(g))] generated from peroxynitrite and also from the reactions of H(2)O(2) with either NO(2)BF(4) or NO(2)(-) in acidic media.

Simulation of sugarcane residue decomposition and aboveground growth

Due to the worldwide increase in demand for biofuels, the area cultivated with sugarcane is expected to increase. For environmental and economic reasons, an increasing proportion of the areas are being harvested without burning, leaving the residues on the soil surface. This periodical input of residues affects soil physical, chemical and biological properties, as well as plant growth and nutrition. Modeling can be a useful tool in the study of the complex interactions between the climate, residue quality, and the biological factors controlling plant growth and residue decomposition. The approach taken in this work was to parameterize the CENTURY model for the sugarcane crop, to simulate the temporal dynamics of aboveground phytomass and litter decomposition, and to validate the model through field experiment data. When studying aboveground growth, burned and unburned harvest systems were compared, as well as the effect of mineral fertilizer and organic residue applications. The simulations were performed with data from experiments with different durations, from 12 months to 60 years, in Goiana, TimbaA(0)ba and Pradpolis, Brazil; Harwood, Mackay and Tully, Australia; and Mount Edgecombe, South Africa. The differentiation of two pools in the litter, with different decomposition rates, was found to be a relevant factor in the simulations made. Originally, the model had a basically unlimited layer of mulch directly available for decomposition, 5,000 g m(-2). Through a parameter optimization process, the thickness of the mulch layer closer to the soil, more vulnerable to decomposition, was set as 110 g m(-2). By changing the layer of mulch at any given time available for decomposition, the sugarcane residues decomposition simulations where close to measured values (R (2) = 0.93), contributing to making the CENTURY model a tool for the study of sugarcane litter decomposition patterns. The CENTURY model accurately simulated aboveground carbon stalk values (R (2) = 0.76), considering burned and unburned harvest systems, plots with and without nitrogen fertilizer and organic amendment applications, in different climates and soil conditions.

Discharge-calcium concentration relationships in streams of the Amazon and Cerrado of Brazil: soil or land use controlled

Stream discharge-concentration relationships are indicators of terrestrial ecosystem function. Throughout the Amazon and Cerrado regions of Brazil rapid changes in land use and land cover may be altering these hydrochemical relationships. The current analysis focuses on factors controlling the discharge-calcium (Ca) concentration relationship since previous research in these regions has demonstrated both positive and negative slopes in linear log(10)discharge-log(10)Ca concentration regressions. The objective of the current study was to evaluate factors controlling stream discharge-Ca concentration relationships including year, season, stream order, vegetation cover, land use, and soil classification. It was hypothesized that land use and soil class are the most critical attributes controlling discharge-Ca concentration relationships. A multilevel, linear regression approach was utilized with data from 28 streams throughout Brazil. These streams come from three distinct regions and varied broadly in watershed size (< 1 to > 10(6) ha) and discharge (10(-5.7)-10(3.2) m(3) s(-1)). Linear regressions of log(10)Ca versus log(10)discharge in 13 streams have a preponderance of negative slopes with only two streams having significant positive slopes. An ANOVA decomposition suggests the effect of discharge on Ca concentration is large but variable. Vegetation cover, which incorporates aspects of land use, explains the largest proportion of the variance in the effect of discharge on Ca followed by season and year. In contrast, stream order, land use, and soil class explain most of the variation in stream Ca concentration. In the current data set, soil class, which is related to lithology, has an important effect on Ca concentration but land use, likely through its effect on runoff concentration and hydrology, has a greater effect on discharge-concentration relationships.

Intragranular formation of austenite during delta ferrite decomposition in a duplex stainless steel

A Fe-22.5%Cr-4.53%Ni-3.0%Mo duplex stainless steel was solution treated at 1,325 A degrees C for 1 h, quenched in water and isothermally treated at 900 A degrees C for 5,000 s. The crystallography of austenite was studied using EBSD technique. Intragranular austenite particles formed from delta ferrite are shown to nucleate on inclusions, and to be subdivided in twin-related sub-particles. Intragranular austenite appears to have planar-only orientation relationships with the ferrite matrix, close to Kurdjumov-Sachs and Nishyiama-Wassermann, but not related to a conjugate direction. Samples treated at 900 A degrees C underwent sparse formation of sigma phase and pronounced growth of elongated austenite particles, very similar to acicular ferrite.

Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.